Every day, a stock or ETF has an official open price, like its high, low, and close prices. If I put in a market-buy-at-open order, whether well before the open (overnight) or just a minute or two before the open, I sometimes get the official open price, but often not, sometimes by a significant amount. Apparently the open price is set by the open auction, aka opening cross, but the official open price is from the first trade of the day after the market opens. If I sell at close, I (almost) always get the official close price, but not so for the open. Anyone know why, or how to get the official open price consistently?
Edit: For reference, the auction I'm talking about is described here:
And the questions I'm trying to resolve are related to http://www.elitetrader.com/et/index.php?threads/where-can-i-check-nyse-opening-auction-prices.286797/