At-The-Close Order

An order specifying that a trade is to be executed at the close of the market, or as near to the closing price as possible.

Investopedia Says:
It's essentially a market order that doesn't get entered until the last minute (or thereabouts) of trading. With this type of order you are not necessarily guaranteed the closing price but usually something very similar.

Related Links:
Taking control of your portfolio means knowing when to use particular orders and if they pose added costs. The Basics Of Order Entry
Find out the various ways in which a broker can fill an order, which can affect costs. Understanding Order Execution

Securities: market order that is to be executed in its entirety at the closing price on the exchange of the stock named in the order. If it is not so executed, the order is to be treated as canceled.

Futures/Options: in futures and options, a Market on Close Order, which is a contract to be executed on some exchanges during the closing period, during which there is a range of prices.