TS8 problem with fills for E-mini S&P on 2 min bar

[Sudhir Menon <sdhrmenon@xxxxxxxxx>]

Hi,

  I am treading E-mini S&P on 2 min bar using TS8
Automation platform. The limit orders are placed on
next bar. So obviouly I dont expect instant fill. But
I noticed yesterday that the limit price is reached
and still I dont get any fill. For eg. my limit buy
order is at 1130.50.. price reaches there then keeps
on omving between 1130.75 & 1130.50. Then stays at
both ends for some time still I dont get the fill.
Then the bar is complete so the order is cancelled and
a new order is placed.

  Now what can be the reason for this ? I was under
impression that E-mini S&P market is very deep and I
will almost always get the price I want.

Is this because of issues at Tradestation securities
or is it because of small time frame of 2 min ?

Regards,

Sudhir