Unmanaged exit order filling to early

[BrianARice]

I placed a BuyToCover limit order at 3321.75... it came back with a fill price of 3307.5 well below the limit price.

Also, it filled in the same bar it was placed.

Below are some relevant values.

I'm tired... but shouldn't a Buy Limit order fill at 3321.75 or higher

execution.Order.Name "Sell Rule1-2 @9/28 02:07 3309.75_loss" string
execution.Order.OrderType Limit NinjaTrader.Cbi.OrderType
execution.Order.StopPrice 0 double
execution.Order.LimitPrice 3321.75 double
execution.Order.AverageFillPrice 3307.5 double
execution.Order.Filled 1 int
execution.Order.OrderAction BuyToCover NinjaTrader.Cbi.OrderAction
Open[0] 3308.25 double
High[0] 3308.5 double
Low[0] 3307 double
Close[0] 3307.25 double
execution.Order.IsLiveUntilCancelled true bool

[NinjaTrader_ChelseaB]

Hello BrianARice,

Is this a real-time order or a historical order? (Which can be filled differently)
Was this an order filled on the brokerage servers, or a Sim101 filled using NinjaTrader's simulation engine?

A limit order fills at the specified order price or better. A fill price of 3307.5 would be a better fill price for a buy limit.

This means that the buy limit order can only fill at 3321.75 or below or the order does not fill and continues working until the price comes down to the price of the buy limit price.

Try placing a manual limit order on the SuperDOM or ChartTrader to see what prices the order is able to fill at.