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      Mariner Backtesting - NASDAQ MOO buy Logic

      Market on Open Logic

      Check Logic

      The order must be placed at least 2 minutes before the market opens (factoring in transmission latency).

      Fill Logic

      The 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 ask_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 Logic

      The order must be cancelled at least 2 minutes before market open (factoring in transmission latency).