What's the best way to get a trade done at the open price?
For equities you simply place a market order prior to the open.
Is it the same for futures?
Does it depend on the broker you use?
I use MF Global.
Depends on what opening you are talking about. With electronic exchanges, most markets are open for a large swath of the day. In most markets, the traditional MOO (Market On Open) order is not accepted anymore.
Which market are you trying to get done at the open?