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I believe what you're saying it's just I've never experienced rejected orders or the kind of spreads you've seen, in fact I was wondering what happens when an order is rejected, do they requote or just out-and-out reject it?
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I have seen it clearly on my screen, it does happen, but perhaps it doesn't bother you.
On the "Activity" tab and the "Type" field, it will says "Order Cancel (BV)" and the order has been cancelled due to bounds violation.
So lets back to the title of this thread: Is there any broker who is happy, even if you consistently win?
My answer stay ENC such as mbtrading, hotspotfx or interactive brokers.