I talked to both Schwab and TDameritrade and they both said it was subject to the bid and not  the trade. But you are right, If I'd place a "Stop Limit" this wouldn't have happened on AXAS but it still would have on AHD.  It's just a problem for me as I don't always have the time to sit here and watch all day. I tend to catch the open and close of the markets but try to do other things during the day. It's always the open when this happens so I may just change my way of placing stops. turn them on an off every morning.......

Thanks for the input.