First of all you should understand What does :open do in vim? (thanks @Carpetsmoker for link)
open has only one argument :open /pattern/ (see :help open and link above) and no complete options.
For file names completion you should define your own command, something like this
:command -complete=file -nargs=1 Open open <args>
Pay attention to -complete= argument it may take some value listed in documentation and including file , file_in_path, buffer etc. and finally custom function.
-nargs=1 indicate that you command can take only one arument
See :help command for full explanation and examples.
Now you can type :Open and then press Tab
Or just use :edit command instead, it has completion option like as a buffer and tabe commands.
openhas only one argument:open /pattern/(see:help open) and no complete options. For file completion you must define your own command, something like this:command -complete=file -nargs=1 Open open <args>see:help command. You can define custom function completion. Or use:editcommand instead. – Alex Kroll Aug 14 '15 at 08:21-completeargument in command creation is pretty nice to know about) – statox Aug 14 '15 at 14:12