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Date/Time: Fri, 29 Nov 2024 17:38:38 +0000

OCO when each leg is a bracket order

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[2016-07-17 14:20:23] #1 [Go To First Post]
vbmithr - Posts: 204
I'd like to be able to have an OCO buy stop sell stop, and each of the legs of the OCO would have attached targte/stop orders. So it's like an OCO of 2 bracket orders. This should be possible, but under the bracket order transmission mecanism described in DTC I don't see how to do it. I have yet to check how SC does it, but I'm not sure it's possible and it probably should. I think DTC should have a message type SUBMIT_BULK_ORDERS or something like that, where I could specify several orders and the relationship between them, as it is done per BitMEX API.
0x Thank you

[2016-07-17 16:03:06] #2 [Go To First Post]
vbmithr - Posts: 204
Mmh, I see, the OCO buy stop sell stop is handled server side, while attached orders (bracket orders) are managed server side. Meaning that I need my instance of SC running if I want to use that kind of setup…
0x Thank you

[2016-07-17 22:25:04] #3 [Go To First Post]
DTC Engineering - Posts: 320
The DTC Protocol is meant to be as simple as possible does not support this type of advanced order configuration. In Sierra Chart when two orders are in an OCO group and each of those orders has their own Attached Orders (Target and Stop), then the OCO functionality for those two orders is managed on the client side.
0x Thank you

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