Problems with order execution

ive got a problem with executing orders. Today i wanted to buy some stocks at 9:43 US market time and i had to wait until 9:52 till it was processed. I get that during votile times there could be a delay but 9 minutes???

Then i immediately sold because i was scared of that delay and wanted to close the position ASAP. It was processed until 9:58 but selling price was the one from 9:52. How does it work? Can you fix the problem?

There is already a thread on this issue here