Iginla2011

I dont have my book in front of me, but maybe it has to do with weighting the delay costs by the weight of the total order filled.

Delay costs have to be weighted by what you BOUGHT:

in your first example, the weight is (0/total order) which = zero = exclude wednesday

in the EOC, is the 100 purchased shares only part of the total order? If so (or I guess even if not) you calculate delay costs as (100/total order) * (10.01-10/10)