Thanks, that would explain the 123.262 price in the log (market ask at time of exit I presume).

However the Zorro trade file shows the exit price as 123.237, which is neither the price in the Zorro log nor is it the actual price the trade was executed at.

Or is it accurate to say that the relationship between the prices is:

- in Zorro log, always the market ask price at time of trade
- in Zorro trade fine, market ask for long, market bid for short, at time of trade
- in either case, the actual execution price may be different (at least for panda)

-K