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EL question on buy limit



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Could somebody clue me in on what's happening with this?

If you have the following code:

If Date = 990416 Then Begin
   Buy("BuyLimit") 5 Contracts At 35.47 Limit;
End;


And the data for the next bar after 4/16/99 looks like this:
***** Date =  990419.00 ********
Open =      37.04
High =      37.34
Low =      33.47
Close =      34.88

Why is TradeStation 2000i executing this trade on 4/19 at 35.00? Is there some sort of slippage being factored in? What's happening here that I'm missing?

I haven't coded in EL since around 2002. I had forgotten how flakey it can feel. Ugh.

Thanks for the assistance.
Chris