I saw this morning during higher volume, my stop loss price was not being updated in Tradovate, even though it was correct in Ninjatrader. So it was moved to breakeven in Ninjatrader, but price went back straight through it. I thought it was slippage but it's a stop market order, not a limit, so I thought that shouldn't really happen... But then I checked the stop loss order's price in Tradovate orders report, and it was still set at the original price from when the trade opened. It had NOT been moved to breakeven price. So what I saw in Ninajtrader was the trade moved from profit, past my stop loss at breakeven, and back into loss until eventually it was closed at the original stop loss price, because on Tradovate, the stop loss order was still set to that price.
Any ideas to help me prevent this from happening? In the quieter 10-11AM est this morning, the issue did not happen at all.. I understand slippage, but orders failing to update/change?

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