The reason I am under the impression a market order can not be filled at a price 1000 ticks away from what the current market price is would be because brokers are requires to execute your market order at the best current price they can. A fill out of market would be a crime and easily proven to the SEC. No brokerage would be that stupid.
If an order was sent due to NT malfunctioning it would be filled at the market price. While I can see that happening it would just hit your stop or trade trigger what ever that may be. So I can see the bad trade but not anything on the line of the 1000 tick phantom trades I am seeing in Market Replay.
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