The basic version of MT4 does not support depth of market. This means that if the size of the order is greater than the first level, the sell/buy prices on the order ticket will be different to the price at which it is executed. In order to view depth, you'll need to use the MT4 Mini terminal, which comes with the OANDA MT4 plug-in. Depth of market can be viewed by clicking on the spread on the “mini-terminal”, rather than from the standard MT4 order ticket. The levels at each depth will be highlighted to show which prices are being used for execution, while the sell/buy prices will update to reflect the order quantity being filled at depth: