Hi all. Does anyone know how market orders are treated in LSE open/close auctions? Specifically: During the pre-auction call period, limit orders are incorporated into the order book following the 4 auction principles of maximum volume, minimum surplus, market pressure and reference price. The indicative price, volume and imbalance are worked out from these principles. What about market orders, which are unpriced? How do on-auction market orders impact the indicative price and volume in pre-auction? I've tried looking for reference materials for days, with no success. Any help or guidance much appreciated.