I had a buy stop not get filled last night and I'm a little puzzled by it. It was during a period of high volatility/volume, but here's what I don't get -- I had a buy stop for 4 contracts, and another buy stop for 2 contracts just one tick higher. The buy stop for 4 contracts was filled, and the buy stop for 2 wasn't filled at all, it was still sitting there after the price had moved up by quite a bit. Actually those two stops not getting filled cost me almost $1000 in missed profit. Any idea how that's possible? These were stops, not stop limit orders, and like I said the 4 one tick lower were filled like normal, but the 2 cars one tick above were totally missed. Is that normal or should I be pissed at someone right now? :)