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THREE minute rule ?



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ok finally they got me with that rubbish !

Had a stop sell order in SP h0 at 139600, which was filled 139450.

Looking into my ticks (even just the DBC ones <g>) I see trading down to 
139540 and then UPTICK to 139560 around 1352 chicago time. So far that 
was allways my WORST fill a next uptick which obviously is logic too.

Called my broker and queried it - they looked into it and tell me about that 
infamous THREE MINUTE RULE which seems to get pulled allways out of 
the drawer, but so far was NEVER used with me on a bad fill.

SO, who knows the RULE ?  Is there such a thing ? - I dont bother about 
139540 or 139450 = 0.90BPs, which is nothing, but want to know whether is 
handled correct and want to know for the future for good

thanks
rgds hans