Also please realize that it really is just a PC clock syncing issue. Your executions are timestamped with your local PC clock. Your bars are being built from the timestamps provided by Zen-Fire. Especially on tick charts, it is very easy to spot the discrepancy and when you make a trade you end up plotting to wherever your trade occurred during your PC clock.
An easy way to spot this discrepancy is just to print DateTime.Now along with the timestamp of the bar.
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