In addition, the TradePriceClose is different from the 'ask' even when all costs are set to 0.

[5237: Fri 22-06-03 13:00] 1.07320/1.07395\1.07040/1.07165 -0.0
[EUR/USD::S23753] Short 1@1.07165 x Bid 1.07165 at 13:00:00 (local 09:00)
Com 0000 Mrg 0.54 Net 0

[5238: Fri 22-06-03 13:30] 11.16 -1.31 59/49 1.07165/1.07385\1.07145/1.07295 -0.0
[5239: Fri 22-06-03 14:00] 9.65 -2.82 59/49 1.07295/1.07520\1.07250/1.07445 -0.0
[5240: Fri 22-06-03 14:30] 11.04 -1.43 59/49 1.07445/1.07485\1.07300/1.07305 -0.0
[EUR/USD::S23753] Expired 1@1.07305: -1.44 at 15:00:00
Opn 1.07165 Cls 1.07309 Spr 0.0 Slp 0.00 Rol 0.00 Com -0.00 Lif 4 Net -1

[5241: Fri 22-06-03 15:00] 11.03 0 59/49 1.07305/1.07365\1.07155/1.07230 -0.0

This is not related to LifeTime and happens similarly for Longs and Shorts, i.e. TradePriceClose>bar close price regardless of direction.