OPG orders being canceled with no context

I’ve been using a real money account to place OPG trades with Market-On-Open orders. I place the trades before 9:28am ET and the orders go through. But I have had multiple occurrences of trades being cancelled right at the market open.

However I can see in my data provider that the opening auction did successfully occur. I receive no other information other than the order being cancelled. I was wondering if I could learn more about why this may happen in order to prevent it in the future.

For reference, two examples I have are placing a OPG order on PACB on the market open of 2022-01-12, and placing an OPG order on CURV on the market open of 2022-01-11.

Please let me know if there is any other information I can provide to solve this issue. Thanks.

This has just happened again with BZ on 2022-01-13. I was thinking it could have something to do with the exchange that the company is listed on but this has happened with stocks on both the NYSE and NADSAQ.

Any ideas here?

Each exchange has different timing rules, but specifically Market On Open orders routed to NASDAQ must be received by 9:28 to be included and will be canceled if received after that. The NYSE is similar. Note that existing orders also cannot be canceled or modified after 9:28. Here is the NASDAQ policy on opening and closing orders for more information.

Hi Dan, thanks for the response! I’m placing these orders at about 9:26am and they’re recorded on Alpaca as being submitted at this same time.

Is this too close to the cutoff or should these trades still be going through if Alpaca marks them as submitted before 9:28am?

@EC221 Do you have an order number? I can check our logs for more detail.

Great thank you so much. I’ll get that order for you and send you a message.

@EC221 The specific order was to sell short BZ (KANZHUN LIMITED) at open. The issue was this stock had a short sale ‘circuit breaker’ triggered on 1/12/2022 at 11:36:11 AM which was still in effect and therefore restricted the stock from being sold short. This doesn’t happen often, but does happen.

Ah that makes sense. Thank you so much for your help!