but stop or buy stop limit orders can't be placed below the market

[kiwibird]

If the price has gone through the stop price when the order is placed, the order is rejected. This makes it almost useless to me as this could happen at any stage if the market is fast moving. Whats the solutions / work arounds. (apart from using ts fills mode only)

[NinjaTrader_Bertrand]

Hi pzwag, are you using the DLL or email interface? If you are on the email interface the 'Submit Market Order on TS fill' is the recommended option from us, as you minimize synchronization issues this way.