Hello, friends! Yesterday, colleague Nikolai Skrigan posted on информацию о том, how it slipped on gold, by closing a position on 20 dollars per tonne. worse, what was the stop loss. Stop standing on 1235, performance — on 1214,95. Look at the picture: 
The loss was not reimbursed, referred to, that the order was executed at the first possible price. By the way,, this DC — Forex club. I checked the teak history at Alpari, and it turned out to be the same — by tick history gap — about 20 Dollars. 
This is not such a rare situation for gold., especially considering the New Year market, but I still would like to understand, why does this happen. The question is this. Pending sell orders stand in the way of a large sell order, buy orders and according to the logic of the process there is no way to bypass your order, if it is introduced to the market, is not it? All these NDD electronic gadgets, ECN и протчая по идее должны автоматизировать процессы, minimizing delays, but in practice we see a completely different picture. It turns out on the basis of this situation, that a large request is executed in a single block, interacting with orders of the same volume, and smaller orders are ignored?
Explain the process, participate in the discussion. Буду благодарен, if Sveta Orlovskaya, Lesha Maitrade will share experience? Did the readers have a similar experience with the Saxons, for example?
Update: Guys, Thank you all, I figured it out with your help in my question. It took quite a bit of time, to put everything on the shelves. I will post the cost for smartlab material on orders, their differences in performance. I promise. after reading you will no longer be confused about, what orders are on the market, какие нет, what orders can slip, which will execute tick to tick. See you tomorrow, с Рождеством!
And here is the promised analysis of the situation:
