diff --git a/catalyst/exchange/exchange_blotter.py b/catalyst/exchange/exchange_blotter.py
index d4957e31..6ded5adf 100644
--- a/catalyst/exchange/exchange_blotter.py
+++ b/catalyst/exchange/exchange_blotter.py
@@ -214,7 +214,7 @@ class ExchangeBlotter(Blotter):
                 # that this is safer until we have a robust way to track
                 # the trades already processed by the algo. We can't loose
                 # them if the algo shuts down.
-                if transactions and order.open_amount == 0:
+                if transactions and order.status == ORDER_STATUS.FILLED:
                     avg_price = np.average(
                         a=[t.price for t in transactions],
                         weights=[t.amount for t in transactions],