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Date/Time: Fri, 27 Sep 2024 03:47:10 +0000

Post From: Partial fill caused incorrect OCO quantity

[2019-04-02 18:49:43] Link To Thread - Link To Post [Go To First Post]
patrader - Posts: 92
Today I had a 6-lot order to sell RTY stop-limit if the market went lower to 1551.5 with a corresponding OCO to buy 6 contracts on both the profit and the stop side. I was filled short on 4 contracts at 12:46:35.976 and short on two contracts at 12:46:35.983. I didn't immediately notice but my profit and stop-loss OCO was only for 4 contracts. Because my initial entry order was filled 4-lot + 2-lot within milliseconds I ended up with the wrong OCO quantity. I'm on CQG, with server side bracket order unchecked and server side OCO checked. I also checked Adjust Attached Orders to Maintain Same Offset on Parent Fill. Can you advise how this OCO quantity problem can be avoided next time?