It's called marking the close and is illegal if it can be proven that it was purposefully done to influence the closing price.

My guess is that if a minority of your trades in the stock for the day occur in the last few seconds of the trading day and are enough to influence the closing price (in either direction) and/or move the stock a certain % into the closing print, that would create a red flag alert - probably by your broker, not likely by the SEC (but it could be brought to their attention I'm sure)...

It's probably a generic inquiry/automated email from the broker to the client just as a warning flag so the client is aware.

I would not recommend doing it intentionally to test the waters imo but obviously there's justifications at times for such an order (i.e. If you are a buyer and the stock tanked 5% in the last minute and then you aggressively bought it in the last 10 seconds because you felt it was favorable prices; Another justification can likely be a stop loss order that was automatically triggered).