Excuse my ignorance. NYSE opens at 09:30. Can i input a market on open order at 09:29:30 (30 seconds before auction uncrossing)?
This should help you: https://www.google.pl/url?sa=t&sour...KgfUX_-NMiK95WIuA&sig2=1nM1Vwwr05uETF9q2vvWFA
https://www.nyse.com/publicdocs/nyse/markets/nyse/NYSE_Opening_and_Closing_Auctions_Fact_Sheet.pdf So there is cutoff for MOC, and MOO depends on your DMM ...