mike-mik

> Using a market order will look to execute at the next observation. Without any additions to the order that's true. But my original problem is: How do you tell...

> No, there is no MOC ordertype, since very few investors actually have access to the closing auction or the equivalent TAS for derivatives. Broker MOC order types are typically...

> What do you mean by intra-day close...the last price printed before the start of the closing auction? I tested two providers of intra-day data: - Firstratedata offers 1min bars...