Feature of trading on news
The possibility of entering in market on news is minimal. At first, low market liquidity, high volatility. As a result, volume on all is not enough, it quickly disassembled, and the price changes its value for hundreds pips in fractions of a second. Second, the scheme of work of the terminal-server-bridge-ECN (choice from 4 current ECN - 1-2-3-4, i.e. selection of the best of them) don't allow quickly and at a market price open transactions, so the aggregator, sends us the answer is "No price". Also market order at the time of news may not open completely, but partly and at prices significantly less than those for which it was sent to the Bank.
Also pay attention that stop order is a timer on the server, to become a market order and to possess its properties - it is necessary that the bank (provider) accepted it. On news, as a rule, it is impossible and therefore the bank returns requotes.