Found a bug that was confirmed by QC support, but wanted to make it known to the community as well. 

I submitted a short limit order on 10/03 at 9:15am EST (15 min before the market open) at a price of 10.58 (5% above the closing price the day before). On 10/03, the price opened at 13.89, hit a low of 11.35, and closed at 11.51. The short limit order should have filled at the open at 13.89, but instead filled at the low of 11.35. You can run the code below and I've printed out some Debug statements as proof.

Date: 2022-10-03 09:15:00; Submitted Sell Limit at 10.58

Date: 2022-10-04 00:00:00; FillPrice: 11.35 

Date: 2022-10-04 00:00:00; Open: 13.89; High: 15.51; Low:11.35; Close:11.51

# region imports
from AlgorithmImports import *
# endregion
class BackTestBug(QCAlgorithm):
    def Initialize(self):
        self.UniverseSettings.DataNormalizationMode = DataNormalizationMode.SplitAdjusted
        self.SetStartDate(2022, 10, 1)  # Set Start Date
        self.SetEndDate(2022, 10, 3)
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("ATXI", Resolution.Daily)
        self.AddEquity("SPY", Resolution.Daily)
        self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.AfterMarketOpen("SPY", -15), self.FillOpenPositions)
    def FillOpenPositions(self):
        symbol = self.Symbol("ATXI")
        history = self.History(symbol, 1, Resolution.Daily)
        symbolHistory = history.loc[symbol]
        for bar in symbolHistory.itertuples():
            close = bar.close
        limitPrice = round(close * 1.05, 2)
        orderProperties = OrderProperties()
        orderProperties.TimeInForce = TimeInForce.GoodTilDate(self.Time + timedelta(hours=20))
        self.LimitOrder(symbol, -10, limitPrice, orderProperties=orderProperties)
        self.Debug("Date: {0}; Submitted Sell Limit at {1}".format(self.Time, limitPrice))
    def OnOrderEvent(self, orderEvent):
        order = self.Transactions.GetOrderById(orderEvent.OrderId)
        symbol = order.Symbol
        if order.Status == OrderStatus.Filled:
            fillPrice = orderEvent.FillPrice
            self.Debug("Date: {0}; FillPrice: {1}".format(self.Time, fillPrice))
            history = self.History(symbol, 1, Resolution.Daily).loc[symbol]
            for bar in history.itertuples():
                o = bar.open
                h = bar.high
                l = bar.low
                c = bar.close
            self.Debug("Date: {0}; Open: {1}; High: {2}; Low:{3}; Close:{4}".format(self.Time, o, h, l, c))
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