Happened two times that stop limit order are filled at selected price also if at that level there are not lots traded,
Experienced this on Eurex FGBL, manual placed Sell Stop limit order at 126,35 (using option "use stop market for stop loss orders = TRUE"), ask price reaches 126,36 and stop order are filled but there are not lot traded at 126,35 (confirmed also from chart)
Don't know if it's a market feature or broker error or other, if depends also by platform Is it possible to use alternative execution where stop loss are filled only if there are at least 1 lot traded at selected price.
Thanks
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