I have question about fills in the open. I have noticed that every open starts at some point for example @12.14 My question is next. Lets say i put MSFT buy order @300.00 100 shares But the fill is somewhere 30.50 not 300.... If i put buy order 10000 shares. Is there will be same filling @30.50 Lets say MSFT open auction block is about 200000shares How many shares i have to buy, which start to alter significately 30.50 opening price? i My question is based on phenomena, that sometimes i am intrested in buyng at the open. But i dont know opening prize. Therefore i have to put my order ridiciously high to ensure i get some fills. But i assume, that i get fills lower prize due to lower size ratio to the opening block? My 100 or 1000 shares dont change opening prize?