Mariner Backtesting - FLOOR MOC buy Logic

Market on Close

Check Logic

The order is accepted if placed at least 30 seconds before the market close.

Fill Logic

The 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 Logic

Cancellation is allowed if the cancel was made at least 1 second before the open.