The MOC game has changed quite a bit, and the imbalances posted in no way reflect true supply or demand for a stock. In short, they, (the specialist) friggin LIE! When they do, they are going to take you for a buck or more. So MOC is now a game, where one will make a dime and lose a buck, and once you are committed to the close, they've got you by the balls.
I called Goldman, and there is no more "direct+" order types anyway. I'm referring to standard, NYSE routed order types for the most part. See exemptions and exceptions from NMS and hybrid for specialists intervention as well. They seem to have more ways to manually over-ride than before. http://tradersmagazine.com/magazine.cfm?id=2871 Specialists still match and batch market orders quite often during the day. Don
The MOC order is not active until 4PM, you bought at 3:59 or whatever, thus a straight sell order is correct. We've been doing that forever. Don