Question About Getting Filled at Nasdaq Opening Cross

J

jftrader

Hi all,
I have a strategy that I have back tested extensively and I'm now trying to forward test with IB's paper trader. The strategy requires me to enter at the opening cross. I tried entering Limit orders with a TIF of OPG but I either do not get filled at the opening cross or I don't get filled at all and receive a message telling me that my limit price is too far away from to NBBO. I'm putting my orders in at 6 PM the night before so well before the cut off time. Any ideas?

Thanks!
 
Here's an update with some additional information. I just noticed that when placing my order it tells me that it will not be submitted until 09:30:00. Is this simply a limitation of Paper Trader? Seems to me if this were real trading that wouldn't be the case for an OPG order placed at 6:00 PM. Correct me if I'm wrong please.
 
About a year or so ago I wanted to test opening range breakout strategies and found that with IB's demo account I got no fills until at least 20 mins into the session, so I had to literally "paper trade" to test. This was only a problem with stocks, not futures, which actively trade pretty much 24/7.
 
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