S&P Fill??

["Snap ." <snapp33@xxxxxxxxxxx>]

Hello Group,

Wanted to know from experienced folks if the following can occur or not as 
its news to me and can dangerously effect ones results if using limit 
orders.

I used a limit order that clearly went thru the price by 2 ticks in a slow 
paced time at the S&P pit (12:11 EST) and broker says UNABLE!!

If this is true, How can trading systems or methods that are self written or 
bought be replicated in real time if the rules of the exchanges allow 
vagueness?

I have not heard of errors like this and wanted to see if others have 
witnessed this.

Thanks
Steve