I was reviewing some of the items on my watchlist and noticed that NXTL was flagged (after the fact) when the price hit 11.05. Since I "missed" this, I went back to the intra day charts to see when the 11.00 low of the day was hit and cannot find it! When was this mystical 11.00 price hit? The lowest I can find on any intraday charts is 11.37. I checked yahoo, bigcharts, moneycentral and they all claim 11.00 was the LOD, yet none have it on the chart.
I may be wrong about this, but I've heard that every ticket isn't necessarily recorded. Most brokers will advise you that you may get a fill even though the price didn't fill on your charts. It's happened to me before. I called my broker to exit a S&P trade that I thought was going to be profitable, and she said my stop had been hit and I was filled, even though it wasn't on my chart or hers. Ticked me off...
You're probably right. Last month I had put in a stop limit buy order on IB to short a breakdown 2 ticks under the low of the day around 10 AM on the ES. Instead it broke out to the upside for about 14 to 18 points. I figured I missed the trade and went away from the computer for half the day, not really concerned since I thought I was flat. Came back, turns out I got filled on my 2 contracts shorts and carried the entire loss of that rally. On my executions page it showed a filled my stop price .. yet the charts using an IB feed only came within .50 of the fill. I don't blame anyone for it, but it was a costly lesson.
Damn, that sucks. I was hoping it was a glitch in the data feed or something but only became concerned when it was on several sources. I don't like the fact that there are these inconsistencies. 11.00 is a long way from the low I saw today.