I tried to google but cannot find an answer to it. Say if you place a limit order at 100 for ES futures. Will it be cleared away when the market close at 1515? Is it the same for CME and Eurex? Thanks.
CME does support GTC as does Eurex: http://www.cmegroup.com/confluence/display/EPICSANDBOX/Order+Qualifiers http://www.eurexchange.com/exchange-en/trading/market-model/order-types ICE does as well with limitations and in reality they each have limitations: https://www.tradingtechnologies.com...-order-management/good-till-cancelled-orders/ Your best bet is to rely on your ISV to host your GTC on a colo server. With synthetic GTC orders you have much more room to manage the parameters.