Is it possible that NT8 to be too busy and to miss the filling of a limit order?
This movie (with sound) suggest that, in my opinion.
https://app.box.com/s/7svqu6gwz4gg4d1n6iae2kggyq823xv3 (.wmv in a .rar file)
I cannot find other explanation for not filling the order when the limit price 2720.75 is encountered for the first time. However, it is filled when the second time the price is reached.
What would be the explanation for this behavior? Thank you

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