Entered an order to cancel a sell limit that was placed just before the close on NYSE. ( A regular limit order, not a limit on close) The cancel was sent at exactly 4pm. So it got to the NYSE just a tick after the official close. The cancel was never accepted. I got filled as part of the closing print 1 min 30 seconds later. Now, my question is, what exactly is the rule on that? Is any limit order that is in the queue at 4PM held and executed if its within the closing print, even if a cancel is sent? I'm suspecting they don't accept cancels past 4pm sharp. If so, does anyone have a reference in print to the rule? If not, I may want to a redo ( a little late, I know).