On the Quote/Market Depth page with most online brokers, there's an "Indicative Price" mathematically adjusting all the pre-open bids and offers.
Check it 30 minutes before open and again 15 minutes before. Note whether the indicative price is changing dramatically or not. Then leave it until the last 3-5 minutes to place your bid/offer. Even then you could be gazumped.
Unless you feel there's going to be a major movement in the share price, it's sometimes better to wait until an hour into trading so that you can see the lie of the land.
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