Your broker may be waiting to see if they can buy

Your broker may be waiting to see if they can buy cheaper then sell to you. Call them out. I just sent them an email that said that I didn't think my orders were getting queue'd properly. Since then, my orders have executed in the proper order.

Also check to see if you have any limits on your order like "fill all or nothing"

If they think you are not paying attention, some brokers will play games.

I'm only responsible for what I say, not for what you understand.