Why was the OPG strategy only done on NYSE?

NASDAQ auction happens without delay, unlike NYSE. And the opening print you see with websites/brokers is the one you'd get 99.99% of the time. Other than that, there aren't significant differences.

 

Not quite, ARCA has many ETFs listed and their primary auctions happen on ARCA as well.
You can route elsewhere for auctions as well, for example NASDAQ has auctions for NYSE and ARCA listings.

 

You might be right, but I would check with the NYSE before I send in a MOO order to NYSE ARCA.

 

No need, I've traded ARCA ETFs and the auctions take place on ARCA.