As you can see below, there's a working order below 'c72c50baa5e6487bae8f04dfbf8589af/Sim101' which is filled but NOT at its limit price but a superior one without changing the limit first. Its original limit price is at 2506.25 but it was filled at 2506.50, so my doubt is if this is a simple simulator bug or why does this happen.
12/20/2018 6:57:02 AM|1|32|Order='c72c50baa5e6487bae8f04dfbf8589af/Sim101' Name='SET SHORT' New state=Accepted Instrument='ES 12-18' Action=Sell Limit price=2506.25 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
12/20/2018 6:57:02 AM|1|32|Order='c72c50baa5e6487bae8f04dfbf8589af/Sim101' Name='SET SHORT' New state=Working Instrument='ES 12-18' Action=Sell Limit price=2506.25 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
12/20/2018 6:57:03 AM|1|32|Order='c72c50baa5e6487bae8f04dfbf8589af/Sim101' Name='SET SHORT' New state=Filled Instrument='ES 12-18' Action=Sell Limit price=2506.25 Stop price=0 Quantity=1 Type=Limit Filled=1 Fill price=2506.5 Error=NoError Native error=''
12/20/2018 6:57:03 AM|1|16|Execution='2a32b03bd9004c96afd4183f902a088 a' Instrument='ES 12-18' Account='Sim101' Exchange=Default Price=2506.5 Quantity=1 Market position=Short Operation=Insert Order='c72c50baa5e6487bae8f04dfbf8589af' Time='12/20/2018 6:57:03 AM'
Thanks!
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