I regularly use "limit on open" sell orders through TDAmeritrade. Today I had 3 orders executed worse than the opening prices according to NYSE/Yahoo. NM: NYSE open 2.4, Nasdaq open 2.34 KNL: NYSE open 5.75, Nasdaq open 5.72 OB: NYSE open 8.67, Nasdaq open 8.42 On the other hand, the open prices on Nasdaq and NYSE usually agree, so I am confused, when and why they have different open prices? TDA told me that Nasdaq has "opening cross" mechanism where all orders entered by 8:58am participate the opening, is there a similar mechanism through NYSE? Thanks in advance!