What are the order types allowed for the opening and closing auctions?

You may refer to the below table for opening auction orders for HK stocks and futures.

SEHK Opening Auctions - Order types and Time-in-Force…

Any size stock order, even if it is not in a round lot increments, can be submitted using a MOO, LOO, MOC or LOC order type. When you SMART route an At-the-Opening or At-the-Close order type, it will be routed to that symbol's primary listing exchange and given to the Specialist. There is never a guarantee that the Specialist will have enough shares available to match all the Buy and Sell orders they receive for an opening or closing cross. Orders are filled on a priority basis with the earliest submitted Market-on-Open orders filled first. If there are any shares still available to cross, the marketable Limit-on-Open orders with the earliest time stamps are next in line. If your order did not get filled, then there were not enough shares available for all of the orders submitted for the Opening or Closing cross trade…

Yes, it is possible to add a closing Market order as the third leg of a Bracket order. In Classic TWS, first create a Bracket order consisting of a Parent order with an attached One Cancels All (OCA) group that has both a Profit Taking Limit order and a Stop Loss order. Next, right click on the Parent order and attach a new Limit order that is now the third OCA leg of your Bracket order. To make it a closing Market order, change the order type of the newly attached order to MKT. To ensure that this order becomes active before the start of the Reg T check period or before the end of the RTH session you will need to add a Time condition. Right click on the MKT order line and select Modify followed by Condition. Click the Add button, choose the Time option, edit your time parameters (make the MKT order active a few minutes before the 15:50 EST start of the Reg T check period or before the 16:00 EST RTH close} then click Finish. Once you have done this, click Transmit to submit the order…

To enable the order type buttons (LMT, STP, STP LMT, and T LMT buttons) in BookTrader:

1. Click Configure at the top of the BookTrader window and select Settings
2. Under Price Ladder Status Column, select Show separate status column for each order…