Hi there,

I am trying to use the Universe feature to apply some filters on the securities to trade. 
However when I test it out with a very simple filter, I already get some securities that should not go through. 

AddUniverse(coarse => {
return (from c in coarse
where c.Price < 30
orderby c.DollarVolume descending
select c.Symbol).Take(10);

Then in the event "OnSecuritiesChanged", I am performing a MarketOnOpenOrder on the Universe filtered Securities. 

foreach (Security security in changes.AddedSecurities)
MarketOnOpenOrder(security.Symbol, 100);

However in the traded securities I can see the following:
2011-05-03 00:00:00 C $43.55112507  MarketOnOpen Long Filled
2011-05-03 00:00:00 BAC $11.64248332 MarketOnOpen Long Filled
2011-05-01 00:00:00 SPY $119.889125334 MarketOnOpen Long Filled

Why did the universe catch those Equities for which the price is higher than 30? 
Is it a bug or did I miss something?