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Mariner Backtesting - FLOOR MOC buy Logic
Market on Close
Check LogicThe order is accepted if placed at least 30 seconds before the market close.
Fill LogicThe order is filled at the opening price (for a MOO order) or the closing price (for a MOC order) on NYSE Floor (exchanges 'N' or 'A') when the opening print or closing print is received. The number of shares filled is the symbol's ask_size * lot_size or order shares, whichever is smaller.
Cancel LogicCancellation is allowed if the cancel was made at least 1 second before the open.