Mariner Backtesting - Market on Close Algos

GUIDs for MOC Orders

Market On Close

Below are order algorithms that buy/sell when the market closes.

gr8py name CloudQuant short name GUID Notes
Buy Market ARCA MOC arca_moc_buy df58779e-22f2-47a1-afa5-ce5ed0fc095d Elite order logic

 

Lite order logic

 

Buy Market FLOOR MOC floor_moc_buy db7606ad-4a28-4d1f-9ee7-8f2987ca74b6 Elite order logic

 

Lite order logic

 

Buy Market GMOC MOC   4fb93ce0-ba78-4ee7-bd2f-44de4c1e7bbd Elite default market logic

 

Lite default market logic

 

Buy Market NASD MOC nasdaq_moc_buy e8d1c66b-e8c7-4756-b29f-080b55fc58bb Elite order logic

 

Lite order logic

 

Buy Market NYSE MOC nyse_moc_buy 45fdb0b4-06b7-4845-ad2b-c4a9610d522e Elite order logic

 

Lite order logic

 

Sell Market ARCA MOC arca_moc_sell 28bfb89c-93f9-45b1-b414-f79aa16865c5 Elite order logic

 

Lite order logic

 

Sell Market FLOOR MOC floor_moc_sell a8afc758-184c-4dfa-8866-b35af4958f2f Elite order logic

 

Lite order logic

 

Sell Market GMOC MOC   47d31bac-8bb3-4bad-9420-5f4b6224bee4 Elite default market logic

 

Lite default market logic

 

Sell Market NASD MOC nasdaq_moc_sell 39f6e5fe-3782-4119-8c75-9b7e3558e5cb Elite order logic

 

Lite order logic

 

Sell Market NYSE MOC nyse_moc_sell 3baa4e23-315a-4304-a852-bb476dfee9eb Elite order logic

 

Lite order logic