diff --git a/zipline/finance/blotter.py b/zipline/finance/blotter.py
index 807e8495..00501bcd 100644
--- a/zipline/finance/blotter.py
+++ b/zipline/finance/blotter.py
@@ -200,6 +200,7 @@ class Blotter(object):
             return
 
         orders = self.open_orders[trade_event.sid]
+        orders.sort(key=lambda o: o.dt)
         # Only use orders for the current day or before
         current_orders = filter(
             lambda o: o.dt <= trade_event.dt,