Initial Stop not placed

[ATI user]

In Market Replay, at normal speed, my cs placed a short order and upon fill the 12 tick initial stop was refused as below the market.

Today's data was moving fast so the market had moved more than 12 ticks against the trade.

Can this happen in real time at the GLOBEX exchange level?

If so, I will need to put in a 20 or 30 tick stop and tighten it after it is placed?????

[NinjaTrader_JoshP]

In fast markets it could very well be possible. Depending on conditions, there can be a delay between when you submit your order to when your brokerage fills you on that order. Internet latency, delays at the exchange, etc. can all influence this. This delay can be large enough for the fast markets to have significant price actions and cause invalid stop submissions.

[ATI user]

Right...thought so...thanks Josh

So my cs now moves the 20 tick ATM initial stop to 12. If the market moves more than 20 ticks after the position is filled, then the position will be uncovered.