I had this happen a lot on 6.5 . I turned out to be a database issue which could be fixed by rebuilding the database. I believe NT 6.5 used an older MS database (Jet or Access I think) which wasn't really robust enough for the task. The problem mostly occurred during fast markets or when I had lots of charts open.

With NT7 I may have seen this issue once or twice on earlier betas, but haven't seen it lately. They're using a new database now, which seems to have eliminated the problem.

If I ever go live with NT7 for order entry, though, I intend to use a dedicated machine for order entry with no charts, only the DOM open so that nothing else running can interfere with the order entry process.

I think that this has to do with simulation... I've seen this happen with ninja 7, where i get a fill 5-10 ticks bad fill, even though price never traded there... But this was in sim mode only, i think its a bug they have...