where do you send IO close orders for listed symbols? NYSE? From what I can tell INET supports listed but I don't see any volume in listed when I pull up their NOII.
98% of open and close auction volume prints to the primary market. If you want to participate on an imbalance you would need to route to the primary prior to its cutoff time, unless your order offsets or is elligible for the current session (ie a posted limit swept into the auction). Note: Nasdaq, Arca and BATS have early sessions so its possible to get swept into both the open and close compared to NYSE (just close), however, the orders would need to be tagged to participate in the early session.
Your best bet is any destination that will get you to the specialist's book. Ask your broker which they offer.