diff --git a/runtime/flatten.py b/runtime/flatten.py
index 30b484e..7d00720 100644
--- a/runtime/flatten.py
+++ b/runtime/flatten.py
@@ -61,6 +61,29 @@ def find_overnight_carries(open_symbols, buy_fills, today_et: date) -> list[str]
                 bought_today.add(sym)
     return sorted(s for s in (open_symbols or ()) if s and s not in bought_today)
 
+
+def buy_fills_from_orders(orders) -> list[dict]:
+    """Extract {symbol, filled_at} for every BUY that actually FILLED shares —
+    keyed off ``filled_qty>0`` with a ``filled_at``, NOT ``status=='filled'``.
+
+    A marketable buy that PARTIALLY fills then cancels its unfilled remainder
+    reads ``status=='canceled'`` yet opened a real position; keying off status
+    would miss it, and the open catch-up flatten would then wrongly close that
+    fresh position as an overnight carry (the SSPC 84/88 case, 2026-06-24).
+    Scans bracket legs too.
+    """
+    fills: list[dict] = []
+    for o in orders or []:
+        for x in [o, *(o.get("legs") or [])]:
+            try:
+                filled_qty = float(x.get("filled_qty") or 0)
+            except (TypeError, ValueError):
+                filled_qty = 0.0
+            if str(x.get("side")) == "buy" and x.get("filled_at") and filled_qty > 0:
+                fills.append({"symbol": x.get("symbol") or o.get("symbol"),
+                              "filled_at": x.get("filled_at")})
+    return fills
+
 # Order states in which a sell order still RESERVES position quantity. While an
 # order is in one of these states, that many shares show as ``held_for_orders``
 # and are unavailable to a separate close. (A ``filled``/``canceled`` leg no
diff --git a/tests/unit/runtime/test_flatten_carries.py b/tests/unit/runtime/test_flatten_carries.py
index 7c10ebe..852620b 100644
--- a/tests/unit/runtime/test_flatten_carries.py
+++ b/tests/unit/runtime/test_flatten_carries.py
@@ -2,7 +2,7 @@
 
 from datetime import date
 
-from runtime.flatten import find_overnight_carries
+from runtime.flatten import buy_fills_from_orders, find_overnight_carries
 
 TODAY = date(2026, 6, 22)
 
@@ -46,3 +46,34 @@ def test_no_open_positions_no_carries():
 def test_open_with_no_fills_at_all_is_a_carry():
     # open but we have zero buy-fill records for it -> treat as carried (fail safe)
     assert find_overnight_carries({"GHOST"}, [], TODAY) == ["GHOST"]
+
+
+# --- buy_fills_from_orders: which orders count as a real today-entry ----------
+def test_partial_fill_then_canceled_buy_counts_as_a_fill():
+    # SSPC-2026-06-24: marketable buy 88 filled 84, remainder canceled -> the
+    # ORDER status reads 'canceled' but it opened 84 real shares. Must count.
+    orders = [{"symbol": "SSPC", "side": "buy", "status": "canceled",
+               "filled_qty": "84", "filled_at": "2026-06-24T13:38:54Z", "legs": None}]
+    fills = buy_fills_from_orders(orders)
+    assert [f["symbol"] for f in fills] == ["SSPC"]
+
+
+def test_fully_filled_buy_counts():
+    orders = [{"symbol": "NOK", "side": "buy", "status": "filled",
+               "filled_qty": "1000", "filled_at": "2026-06-24T13:37:18Z"}]
+    assert [f["symbol"] for f in buy_fills_from_orders(orders)] == ["NOK"]
+
+
+def test_zero_fill_canceled_buy_is_not_a_fill():
+    # a backed-out entry that never filled any shares -> NOT a today-entry
+    orders = [{"symbol": "GRAB", "side": "buy", "status": "canceled",
+               "filled_qty": "0", "filled_at": None}]
+    assert buy_fills_from_orders(orders) == []
+
+
+def test_partial_fill_position_is_not_flattened_as_a_carry():
+    # end-to-end: the partial fill makes the position "bought today" -> NOT a carry
+    fills = buy_fills_from_orders(
+        [{"symbol": "SSPC", "side": "buy", "status": "canceled", "filled_qty": "84",
+          "filled_at": "2026-06-24T13:38:54Z"}])
+    assert find_overnight_carries({"SSPC"}, fills, date(2026, 6, 24)) == []
diff --git a/trading_execution.py b/trading_execution.py
index dee87bc..bc068c6 100644
--- a/trading_execution.py
+++ b/trading_execution.py
@@ -22,7 +22,8 @@ import threading
 from dataclasses import dataclass
 from datetime import datetime, timedelta
 
-from runtime.flatten import cancel_protective_and_close, find_overnight_carries
+from runtime.flatten import (buy_fills_from_orders, cancel_protective_and_close,
+                             find_overnight_carries)
 from alpaca_paper.execution import (
     AlpacaPaperExecutor,
     ExecutionRequest,
@@ -1226,13 +1227,7 @@ class TradingExecutionService:
         except Exception as exc:  # noqa: BLE001
             result["errors"].append(f"orders: {exc}")
             return result
-        buy_fills = []
-        for o in orders or []:
-            for x in [o, *(o.get("legs") or [])]:
-                if (str(x.get("side")) == "buy" and x.get("status") == "filled"
-                        and x.get("filled_at")):
-                    buy_fills.append({"symbol": x.get("symbol") or o.get("symbol"),
-                                      "filled_at": x.get("filled_at")})
+        buy_fills = buy_fills_from_orders(orders)
         carries = find_overnight_carries(open_syms, buy_fills, today_et)
         result["carries"] = carries
         for symbol in carries: