Looking for some info, request is out to broker but I'm still waiting on their response. I know for NYSE you need to have your order in by 2:45 with the appropriate tags. My question is can I have an open LIMIT order that I am working right up to the 4pm EST close that gets rolled into the closing auction if not yet executed? The NYSE/Arca FIX doc has the following statement under "Closing Auctions": Any straight limit order placed before the limit order auctions will participate and stay live if not executed. http://www.nyse.com/pdfs/FIX_Specification_and_API.pdf So it seems as though it is possible, but so far all my orders get a DONE_FOR_DAY right at the close.