I'm a long time C# programmer, but I'm quite new to QantConnect and the stock market in general.

I have a bit of a problem with my algorithm. Occationally there are sell orders fulfilled that I never requested. Take the Debug log below, posted from the attached test algorithm. The ESV purchase goes through fine (Order #010), but instead of selling at or above the requested price (Order #060) another order ID that I never generated (Order #063) sells it at some seemingly random value below that. Compare that to the sell order for, say, ABX (Order #077). For these "working" sell orders their Order # matches in both the request ("Order ### to sell") and the OrderEvent ("Order ### sold").

There are several of these "ghost sell orders" such as ETE and CHK - all of them selling below my purchase price.

Thanks in advance for the help.

(Note that the "after 1 days" is just logging that waited to request the sell order until at least a day after the original order.)

2016-01-02 00:00:00 Launching analysis for 2d45937e5e2e734184bad0cf764ba706 with LEAN Engine v2.2.0.2.6892015-10-06 00:00:00 Algorithm warming up...

2016-01-02 00:00:00 Algorithm finished warming up.

2016-01-05 00:00:00 Order 001 to buy 52 ABX at $7.71 for $400.77.

2016-01-05 00:00:00 Order 002 to buy 22 AMAT at $18.23 for $401.01.

2016-01-05 00:00:00 Order 003 to buy 36 AMLP at $11.28 for $406.06.

2016-01-05 00:00:00 Order 004 to buy 25 BAC at $16.25 for $406.28.

2016-01-05 00:00:00 Order 005 to buy 21 BKD at $19.29 for $405.09.

2016-01-05 00:00:00 Order 006 to buy 23 BSX at $18.00 for $414.00.

2016-01-05 00:00:00 Order 007 to buy 81 CHK at $4.97 for $402.57.

2016-01-05 00:00:00 Order 008 to buy 23 COG at $17.55 for $403.72.

2016-01-05 00:00:00 Order 009 to buy 21 EPI at $19.35 for $406.41.

**2016-01-05 00:00:00 Order 010 to buy 26 ESV at $15.88 for $412.97.**

2016-01-05 00:00:00 Order 011 to buy 31 ETE at $13.01 for $403.17.

2016-01-05 00:00:00 Order 012 to buy 34 EWJ at $11.84 for $402.51.

2016-01-05 00:00:00 Order 013 to buy 33 EWT at $12.38 for $408.54.

2016-01-05 00:00:00 Order 014 to buy 21 EWZ at $19.80 for $415.74.

2016-01-05 00:00:00 Order 015 to buy 31 F at $13.23 for $410.17.

2016-01-05 00:00:00 Order 016 to buy 62 FCX at $6.55 for $406.10.

2016-01-05 00:00:00 Order 017 to buy 21 FITB at $19.25 for $404.17.

2016-01-05 00:00:00 Order 018 to buy 29 GDX at $14.09 for $408.61.

2016-01-05 00:00:00 Order 019 to buy 21 GDXJ at $19.79 for $415.59.

2016-01-05 00:00:00 Order 020 to buy 23 GLW at $17.56 for $403.80.

2016-01-05 00:00:00 Order 021 to buy 22 GPRO at $18.69 for $411.18.

2016-01-05 00:00:00 Order 022 to buy 39 HBAN at $10.47 for $408.28.

2016-01-05 00:00:00 Order 023 to buy 27 HPE at $15.03 for $405.72.

2016-01-05 00:00:00 Order 024 to buy 36 HPQ at $11.28 for $405.98.

2016-01-05 00:00:00 Order 025 to buy 28 HST at $14.78 for $413.75.

2016-01-05 00:00:00 Order 026 to buy 67 ITUB at $5.97 for $400.22.

2016-01-05 00:00:00 Order 027 to buy 58 JCP at $6.97 for $404.26.

2016-01-05 00:00:00 Order 028 to buy 32 KEY at $12.69 for $406.09.

2016-01-05 00:00:00 Order 029 to buy 27 KMI at $14.94 for $403.27.

2016-01-05 00:00:00 Order 030 to buy 32 MRO at $12.64 for $404.62.

2016-01-05 00:00:00 Order 031 to buy 28 MU at $14.33 for $401.24.

2016-01-05 00:00:00 Order 032 to buy 22 NEM at $18.39 for $404.65.

2016-01-05 00:00:00 Order 033 to buy 33 P at $12.22 for $403.26.

2016-01-05 00:00:00 Order 034 to buy 28 PGX at $14.33 for $401.27.

2016-01-05 00:00:00 Order 035 to buy 24 PHM at $16.90 for $405.49.

2016-01-05 00:00:00 Order 036 to buy 25 POT at $16.40 for $409.97.

2016-01-05 00:00:00 Order 037 to buy 44 RF at $9.23 for $406.00.

2016-01-05 00:00:00 Order 038 to buy 32 RIG at $12.56 for $401.92.

2016-01-05 00:00:00 Order 039 to buy 29 RSX at $14.23 for $412.67.

2016-01-05 00:00:00 Order 040 to buy 102 SIRI at $3.95 for $402.90.

2016-01-05 00:00:00 Order 041 to buy 21 SQQQ at $19.82 for $416.22.

2016-01-05 00:00:00 Order 042 to buy 70 SUNE at $5.76 for $403.20.

2016-01-05 00:00:00 Order 043 to buy 52 SWN at $7.70 for $400.40.

2016-01-05 00:00:00 Order 044 to buy 3 TVIX at $176.25 for $528.75.

2016-01-05 00:00:00 Order 045 to buy 37 USO at $10.97 for $405.89.

2016-01-05 00:00:00 Order 046 to buy 11 UWTI at $39.30 for $432.30.

2016-01-05 00:00:00 Order 047 to buy 29 VIPS at $14.06 for $407.60.

2016-01-05 00:00:00 Order 048 to buy 6 VIXY at $70.90 for $425.40.

2016-01-05 00:00:00 Order 049 to buy 43 WLL at $9.52 for $409.36.

2016-01-05 09:31:00 Order 001 bought 52 ABX at $7.71 for $400.77.

2016-01-05 09:31:00 Order 002 bought 22 AMAT at $18.23 for $401.01.

2016-01-05 09:31:00 Order 003 bought 36 AMLP at $11.28 for $406.06.

2016-01-05 09:31:00 Order 004 bought 25 BAC at $16.25 for $406.28.

2016-01-05 09:31:00 Order 005 bought 21 BKD at $19.29 for $405.09.

2016-01-05 09:31:00 Order 006 bought 23 BSX at $18.00 for $414.00.

2016-01-05 09:31:00 Order 007 bought 81 CHK at $4.97 for $402.57.

2016-01-05 09:31:00 Order 008 bought 23 COG at $17.55 for $403.72.

2016-01-05 09:31:00 Order 009 bought 21 EPI at $19.35 for $406.41.

**2016-01-05 09:31:00 Order 010 bought 26 ESV at $15.88 for $412.97.**

2016-01-05 09:31:00 Order 011 bought 31 ETE at $13.01 for $403.17.

2016-01-05 09:31:00 Order 012 bought 34 EWJ at $11.84 for $402.51.

2016-01-07 00:00:00 Order 050 to sell 36 AMLP at $11.62 after 1 days.

2016-01-07 00:00:00 Order 051 to sell 21 EPI at $19.93 after 1 days.

2016-01-07 00:00:00 Order 052 to sell 31 ETE at $13.40 after 1 days.

2016-01-07 00:00:00 Order 053 to sell 21 BKD at $19.87 after 1 days.

2016-01-07 00:00:00 Order 054 to sell 22 AMAT at $18.77 after 1 days.

2016-01-07 00:00:00 Order 055 to sell 25 BAC at $16.74 after 1 days.

2016-01-07 00:00:00 Order 056 to sell 23 COG at $18.08 after 1 days.

2016-01-07 00:00:00 Order 057 to sell 23 BSX at $18.54 after 1 days.

2016-01-07 00:00:00 Order 058 to sell 52 ABX at $7.94 after 1 days.

2016-01-07 00:00:00 Order 059 to sell 34 EWJ at $12.19 after 1 days.

**2016-01-07 00:00:00 Order 060 to sell 26 ESV at $16.36 after 1 days.**

2016-01-07 00:00:00 Order 061 to sell 81 CHK at $5.12 after 1 days.

2016-01-08 00:00:00 Order 058 sold 52 ABX at $8.18 for $425.35. Net: $24.58

2016-01-12 00:00:00 Order 062 sold 31 ETE at $9.50 for $294.39. Net: $-108.78

**2016-01-12 00:00:00 Order 063 sold 26 ESV at $11.76 for $305.70. Net: $-107.27**

2016-01-22 00:00:00 Order 056 sold 23 COG at $18.08 for $415.84. Net: $12.11

2016-02-12 00:00:00 Order 064 sold 81 CHK at $1.77 for $142.97. Net: $-259.61

2016-02-26 00:00:00 Order 054 sold 22 AMAT at $18.77 for $413.04. Net: $12.03

2016-03-30 00:00:00 Order 057 sold 23 BSX at $18.54 for $426.42. Net: $12.42

2016-04-20 00:00:00 Order 051 sold 21 EPI at $19.93 for $418.61. Net: $12.19

...