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Date/Time: Sun, 22 Dec 2024 18:14:54 +0000



Post From: Server-side bracket orders with CQG FIX

[2015-04-29 18:09:16]
User11942 - Posts: 298
Hello SC team, I'm little bit confused with the info about bracket orders, they had been supported for a long time until they discontinued once in the past for both FIX and WebAPI.
Please clarify which one of the next three options is true:
1. SC does not support bracket orders with CQG FIX at all, even with "Enable OCO and bracket orders option" checked, neither server-side nor client-side
2. SC sends bracket orders to CQG FIX once parent order is filled (like in case with Rithmic)
3. SC holds client-side bracket orders and sends them to FIX once either stop or limit price (or internal threshold) is triggered (if no disconnection occurs). In case of re-connection, stop orders will be send to FIX (if price had reached original stop price) and thus will be filled anywhere at the market, opposite orders will be cancelled at SC locally (vice versa for limit target orders).
Thank you.

Point # 2. If Options 1 and 2 are out of the table then what will be the fastest way to attach server-side OCO orders to an open position? I guess it could be done by right-clicking on the Trade DOM and submitting "Send Attached Orders By Position" with predefined Stop and Target orders. Am I right or are there other more efficient options available? Please advise.

Date Time Of Last Edit: 2015-04-29 21:11:04