When you mention "the point is that when this was submitted via the OnExecution event it placed the pending order at 1159. The market appeared to Gap up on the same tick or was very generous in the filling of my original order." I am having a hard time deciding which order you are saying is incorrect.
What is the undesired behavior?
Is the original order getting a generous fill the undesired behavior?
There is no way to prevent a limit order from being filled at a better price if the market price reaches a better price before the limit fills. This is not possible to do with any broker on any platfrom that I know of. This is just the nature of how limit orders work.
Below is a link to Investopedia where you can learn more about how limit orders work.
http://www.investopedia.com/terms/l/limitorder.asp
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