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Bracket orders with several targets

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[2016-05-15 20:56:48] #1 [Go To First Post]
vbmithr - Posts: 204
When sending a bracket order with several target orders (using defaults settings), SC seems to breach the DTC protocol. It first sends the parent order, then two OCO orders in a row, with one of the OCO order refering to a unknown parent. How are those bracket orders with multiple targets are supposed to be handled by DTC? The doc about bracket order does not mention this situation.

[2016-05-16 00:58:45] #2 [Go To First Post]
DTC Engineering - Posts: 320
Are you sure about this? We will have to test this. This would be completely unexpected.

[2016-05-16 01:29:55] #3 [Go To First Post]
DTC Engineering - Posts: 320
We do not see any problem with this. We just did a test. Both the DTC client in Sierra Chart and a DTC server are in live use for the LMAX trading service without any problems.

[2016-05-16 14:03:20] #4 [Go To First Post]
vbmithr - Posts: 204
Indeed it was a (huge) bug in my code: I was not properly handling chunks of data from SC that contains several messages. Apparently it only arise in the case of such multi target bracket orders since I never ever received a packet from SC containing multiple messages before…

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