Anyone had use MOO and MOC order on IB consistently for US stocks? Do you guys get fill on the open and close price published on the exchange?
Yes, and you should always get the opening/closing price (if you send the order as OPG or MOC, respectively). Few years ago I used to get different prices on NASDAQ sometimes but now you should expect the crossing price. When it comes to NYSE, most data providers provide the open price which is often from an ECN and usually different from NYSE official open and low in volume. NYSE is a dinosaur with its specialists (they claim NASDAQ opens are spiky, which is complete bullcrap). If anyone knows a free source of historical NYSE official opening prices, do tell.