Posted: Nov 28, 2018 @ 02:27 PM             Msg. 1 of 5

The properties DeltaTicks and DeltaTicks2 seem to not be exposed in the IOrderDraft class through the OEC API COM 3.5 latest release. Does this mean there is no way in an OSO order to set the OCO legs' prices as a tick offset of the main draft order's fill price?

While I'm on the subject, there has never appeared any official explanation of when a SendLinkedOrders version that contains an OSOGroupingMethod parameter must be used (namely SendLinkedOrders_4(), SendLinkedOrders_5(), and SendLinkedOrders_6()) , and what the various enumerations of this parameter actually mean. Can someone enlighten me, please?

Scott Watson

Posted: Nov 29, 2018 @ 09:24 AM             Msg. 2 of 5

These properties are also missing from the IVersion and INewOrderDraft classes.

Posted: Dec 04, 2018 @ 11:17 AM             Msg. 3 of 5

The immediate issue is that DeltaTicks/DeltaTicks2 are defined as nullable in the API.
i.e. they can be an integer value, or null (nothing).

Properties of this type cannot be easily exposed in a COM interface, though i'm looking into how now.

Posted: Dec 04, 2018 @ 02:30 PM             Msg. 4 of 5

For the values of OSOGroupingMethod, they matter for oso orders when the parent order gets partial fills.

ByFirstPrice: Only one sub order will be created with price based on the first fill of the main order. This is how the versions of SendLinkedOrders function that do not have OSOGroupingMethod as a parameter

ByPrice: Sub order will be created for each different fill price of the main order.

ByFill: Sub order will be created for each fill of the main order.


Also, the missing properties will be available in the next release of the COM Api.

Posted: Dec 04, 2018 @ 04:09 PM             Msg. 5 of 5

Thanks, Jason - that's great news! Any rough ETA on next version?