Mariner Backtesting - FLOOR moc sell

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 bid_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.