The speed with which orders are executed at market open is determined by two factors:

1. Order-handling capability of the exchange.

If the volume of orders exceeds the exchange's maximum capacity, the exchange lines may get congested, and your order may take several seconds to process.
2. The broker's order queue.

Leased lines connect each broker to the exchanges. These lines can handle a particular number of orders per second. If the order capacity is exceeded, customers are placed in a wait, and orders may take a few seconds to process.

Either of these things can happen when the market opens, delaying the execution of your order.