Execution Fill Review
Updated Sep 16, 2026
Sometimes an order fills at a price that does not match the market around it. Whispertrades checks every fill for this and flags the ones that look wrong, so you can decide whether to raise it with your broker.
What gets flagged
A fill is flagged when its price sat outside the market that existed around it, judged against quoted midpoints in the seconds either side of the fill. Two patterns are detected:
The fill was out of line with a steady market: the quotes around it were stable and the fill did not match them.
The fill landed during a momentary dislocation: the market was normal before and after, and briefly was not at the instant you filled.
Only fills that went against you are flagged. A fill that beat the market never appears here, so a flag always means the fill cost you something.
The three grades
Severe — a fill well out of line with a stable market. This is the kind a broker will genuinely consider.
Moderate — worth a look.
Minor — usually explained by a fast market or a wide quote rather than a broker error. You will see these routinely, particularly on wide or thinly quoted contracts.
The grade reflects how far past the threshold the worst leg landed, and how many dollars that distance is worth across the contracts you filled.
The review queue
Flagged fills collect in Needs review on the Execution Quality page, newest first, with the severity chips doubling as a filter. Each row shows the symbol, the quantity, both benchmarks, the estimated dollar impact, and how long ago the fill happened.
Mark reviewed takes a fill out of the queue once you have looked at it. The order keeps its review badge, so nothing is lost; it simply stops asking for your attention. Mark all reviewed clears everything the queue is currently showing, which is the quickest way to work through a backlog — narrow to a grade with the chips first if you only want to clear those.
Looking at a flagged fill
Open the order and the Market Around the Fill chart shows the quoted market either side of your fill, your fill marked on it, and where the order was priced at each step. That chart is usually enough to tell a genuinely bad fill from a fast market.
Taking it to your broker
Exchanges will review an execution that was clearly erroneous and, rarely, adjust or cancel it. Two things to know before you try:
The window is short. Exchanges accept these requests only for a brief period after the execution, often under 30 minutes. This is why the alert exists and why it arrives quickly.
You have to raise it, through your broker. Whispertrades tells you what it sees; it does not file anything on your behalf, cannot contact your broker for you, and cannot promise an outcome. Most requests are declined.
The Export button beside Execution Quality on the order page prints a report of that order: every submission, every fill, and the market around it. It is designed to be handed to a broker, and it deliberately identifies the order rather than the bot, so you can share it without disclosing your strategy.
The emails
Fill review alerts arrive by email by default, as a separate notification type for each grade. If you only want to hear about the serious ones, turn Minor and Moderate off and leave Severe on. See Notifications for how to change delivery.