Mariner Backtesting - FLOOR loo sell

Check Logic

The order is accepted if placed any time before the market open.

Fill Logic

The order is filled at the opening price (for a LOO order) or the closing price (for a LOC order) on NYSE Floor (exchanges 'N' or 'A') if the market price locks or crosses the limit. 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.