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Date/Time: Fri, 29 Nov 2024 14:44:10 +0000

Clarification questions on orders with DTC Server

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[2015-11-26 18:03:57] #1 [Go To First Post]
onnb - Posts: 662
all the following related to attached orders with DTC where SC is the server: 1. I submit single order with IsParentOrder = 1 and I only define a stop. I later want to "add" a target to the OCO. Do I need to cancel the stop order and then resubmit an OCO with both a stop and a target? 2. I submit single order with IsParentOrder = 0. I later want to attach an OCO. Can I just submit an OCO and specify the parent even though IsParentOrder was initially 0? 3. I have OCO with target and stop submitted. I want to cancel just the target. Can I do that or do I cancel the whole thing and then submit a new OCO with just the stop? Finally, in all questions above, does your answer depend on whether the original order was filled and the state of the child orders?
0x Thank you

[2015-11-27 22:06:51] #2 [Go To First Post]
DTC Engineering - Posts: 320
1. In the DTC Protocol this is not considered valid. You cannot submit a parent order with only a single order defined in the subsequent OCO Order. The OCO order will be rejected and the parent order will be ignored. 2. No. This will not work under any condition. 3. You can just cancel the Target order. The target order can be canceled whether the parent order is filled or not.
0x Thank you

[2015-11-27 22:21:52] #3 [Go To First Post]
onnb - Posts: 662
1. So just to see I understand - in the case I wanted just a stop, I would submit the single order to enter and the stop as two separate single orders, yes? Obviously in this case the client would need to manage the stop order on its own. Date Time Of Last Edit: 2015-11-27 22:31:06
0x Thank you

[2015-11-27 22:41:00] #4 [Go To First Post]
DTC Engineering - Posts: 320
I would submit the single order to enter and the stop as two separate single orders, yes? Yes this is correct. Keep in mind that the DTC protocol is a low-level protocol. It is not meant to provide a lot of functionality. Only the basics. However, there is no known trading service that provides an interface which would accept a parent order with only a single Attached Order. Date Time Of Last Edit: 2015-11-27 22:41:33
0x Thank you

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