Internal Order Handling Open/Close Gap error?

[LotsaOptions]

So here's an error I'm getting with historical data. I'm not sure which, if any, IOH rules are being broken. Here's what I'm getting.

 
-----bar:2356   1/7/2009 9:10:00 AM ----- O:1.3673 H:1.3674 L:1.3668 C:1.3673
1/7/2009 9:10:00 AM Entered internal PlaceOrder() method at 1/7/2009 9:10:00 AM: Action=SellShort OrderType=Limit Quantity=0.1M LimitPrice=1.3674 StopPrice=0 SignalName='HTL_Exits:S:240' FromEntrySignal=''
1/7/2009 9:10:00 AM Ignored PlaceOrder() method at 1/7/2009 9:10:00 AM: Action=SellShort OrderType=Limit Quantity=0.1M LimitPrice=1.3674 StopPrice=0 SignalName=HTL_Exits:S:240' FromEntrySignal='' Reason='An Enter() method to submit an entry order has been ignore. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.'
**NT** An Enter() method to submit an entry order at '1/7/2009 9:10:00 AM' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.
1/7/2009 9:10:00 AM Cancelled expired order: BarsInProgress=0: Order='NT-00411/Sim101' Name='HTL_Exits:L:239' State=Working Instrument='$EURUSD' Action=Buy Limit price=1.3625 Stop price=0 Quantity=0.1M Strategy='HTL_Exits' Type=Limit Tif=Day Oco='' Filled=0 Fill price=0 Token='1aae7052410941ff90aa41bd93a17f40' Gtd='12/1/2099 12:00:00 AM'
-----bar:240   1/7/2009 9:10:00 AM ----- O:1.372 H:1.372 L:1.3666 C:1.3673
-----bar:2357   1/7/2009 9:11:00 AM ----- O:1.3675 H:1.3685 L:1.3674 C:1.3684

Long story short: Close of the previous 1 and 10 minute bar is 1.3673, my Short Limit Order at 1.3674 gets ignored, Open of next 1m and 10m bar is 1.3675.

I believe this is a valid order, since the short limit greater than the close of the last bar (I have logic in my code to test for this and handle with market orders), and I expect it would be fairly rare to place an order between the open/close of different bars. How would this best be handled? I can manage orders myself if need be, but is it the simplest way?

Also, would this happen with live data or only during historical testing?

[NinjaTrader_Bertrand]

LotsaOptions, unfortunately hard to say without knowing which order types (working included) are all involved - generally you want to review the bottom portion of this link here - http://www.ninjatrader-support.com/H...verview36.html

If you for example cancel the working LimitOrder to reverse, are you waiting to get a confirmed orderstate change to cancel?