Mariner Backtesting - FLOOR LOC buy

Limit 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 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 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.