OCO Orders - Option to allow stop-order to go live while waiting for limit to get filled?

There have been many instances in the past month where my limit order gets filled, but my stop-order got rejected. I use a tight stop sometimes, and my only theory is that the price moved too fast for my computer/the servers to register my stop-order before price trades there/through it (I always use mkt stop-orders. I know stop-lmt orders can get blown through - this is not what I’m referring to).

Can we have the option to allow stop-orders in OCOs to go live immediately instead of waiting for the trade to execute first?