Hi guys,

I intended to place the buy order at 2010-1-3 20:00, when the first consolidated bar was prodced. The order was placed only once.

I did so by:

def OnDataConsolidated(self, sender, bar):
if not self.Portfolio.Invested:
self.Buy("EURUSD", 1000)
self.Debug(str(self.Time) + " " + "Place buy order")

However I notice that in the Stockplot chart the buy action was shown to be performed at 2010-01-04 01:00

Is this the Date&Time the order was actually filled? Could someone help me understand why this happen please. Thanks a lot!