You need to adjust your expectations. When you enter an order, your only expectation should be that it gets filled, and not necessarily quickly (or at the price you'd like unless it's a limit order). Check with your broker, I'll guess that they make no guarantee about canceling orders. Using Fidelity as an example, when I cancel an order the page comes back with "attempting to cancel order" (emphasis mine). Someone fills the order before the cancellation makes it through? You just bought yourself some stock.