Market on Open Logic
Check LogicThe order must be placed at least 2 minutes before the market opens (factoring in transmission latency).
Fill LogicThe order is filled on NASDAQ on the opening print (aka O print) at the opening price. The number of shares filled is the symbol's bid_size * lot_size. If the order is partially filled, the remainder will be cancelled. If the opening print is not seen withing 1 second of the market open, the order will be cancelled. This fill takes liquidity.
Cancel LogicThe order must be cancelled at least 2 minutes before market open (factoring in transmission latency).