NYSE market orders near the close (not MOC)

I've done literally 1000's of MKT orders near the close (not MOC). Today I sent an order to sell 1500 shares of HRS six seconds before the close. The specialist filled 600 shares, but not the rest. Aren't they obligated to fill an accepted market order??? This is the first time this has happened to me. I'm convinced the specialist forgot about my order by mistake. Why should I take the risk for their screw up? What the rule on this? Thanks...

 

copy and paste your order trail and order filled lines.

 

15:59:53 New Smart Order 22: Sell 1,300 shares of HRS at market on CyberX
15:59:54 New Order 23(22): Sell 1,300 shares of HRS at market on NYSE
16:00:00 Equity Market is now Closed!
16:00:03 Executed 23: Sell 400 shares of HRS at 44.81 from NYSE
16:00:03 Close Long: HRS 400 at 44.81 for 36.00
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I alerted CyberTrader at 16:07 (wish I'd done it at 16:04), but I think the specialist probably left at 16:02 Lehman say's they're going to talk to the specialist about it tomorrow AM.
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16:20:03 NYSE: Order cancelled by administrator.
16:20:03 Order 23 Cancelled.
16:20:03 Smart Order 22 Timed Out and Cancelled

 

wow i dont think ive seen that either.

a few times, i have gotten the MOC print when i have gone market in the last 10 seconds. so if you are sure you didnt get the MOC print, which can come out 10 mins after the close, then the specialist made a mistake.

 

What did they say ??? Did you get the fill ?

 

He only has to fill you on a market order to the extent it benefits the other side of his MOC book. Your order may have been only entered in the MOC pairoff and not as a "Regular" Market order during the session.

Find out what the MOC imbalance was from NYSE surveillance if this is really an issue.

 

im just curious why you wait till the last 6 seconds

 

That is sort of like The "Pull and Pray" birth control method.

 

hey the specialist might of done you a favor up .10 as of 1446et

 

This morning Lehman (the MM) took the trade at 44.8 (the previous close) at about 9:20 and then probably pocketed the 7 cent increase that occurred at the open. So now I'm not sure if they were obligated to fix it for me or whether they did it 'cuz it was profitable.

As to the timing, I do alot of trading near the end of the day. Yesterday I was pretty busy and cut that one pretty close, but I've gotten 'em in at 15:59:59 lots of times with no problem.