Although Zorro has actually ordered the correct number of lots, only 2 are registered in Zorro instead of 3. However, the order with 3 lots was executed correctly with the broker.
[SPX500::L02184] Long 3@5797.10 Risk 117 at 00:00:03 Fri
[SPX500::L02184] filled 2 of 3
Thank you for the help