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Author Topic: BUG: quantities for OCO orders are getting modified by server
(6 messages, Page 1 of 1)
Moderators: VPfau
JGagnon
Posts: 95
Joined: Apr 11, 2011
Posted: Mar 19, 2012 @ 11:21 AM             Msg. 1 of 6
Main Order is sent, accepted, working, and completed just fine:
2 Sell-StopLimit:
http://img17.imageshack.us/img17/2783/mainorder.jpg

When Main Order is filled, OCO is sent for:
2 Buy-Stop (stopLossOrder)
1 Buy-Limit (profitOrder)

2 Buy-Stop (stopLossOrder) order quantity is modified by server from 2 to 1:
http://img32.imageshack.us/img32/9744/stoplossorder.jpg

1 Buy-Limit (profitOrder) order quantity is modified by server from 2 to 1:
http://img29.imageshack.us/img29/6756/profitorder.jpg

Currently I need to switch my quantities when creating the OrderDraft to get the desired quantities. Please confirm if this is a bug by replying to this post. Also please reply when this bug is fixed so I can change my code back to the original quantities.

On a side note, I originally used SendLinkOrders method but instead of flipping the quantities for Buy-Stop and Buy-Limit it just made the Buy-Limit quantity = 2 which is not the desired behavior.

What we want to do is:

Sell-StopLimit 2 (main order)
OCO: Buy-Limit 1 (profit 1 order), Buy-Stop 2 (stop loss order)

if Buy-Limit 1 above fills (Buy-Stop 2 should automatically cancel), create new OCO order:
Buy-Limit 1 (profit 2 order), Buy-Stop 1 (new stop loss order)
John Gagnon
JGagnon
Posts: 95
Joined: Apr 11, 2011
Posted: Mar 19, 2012 @ 11:34 AM             Msg. 2 of 6
small typo above:
1 Buy-Limit (profitOrder) order quantity is modified by server from 2 to 1:
should read:
1 Buy-Limit (profitOrder) order quantity is modified by server from 1 to 2:
John Gagnon
JGagnon
Posts: 95
Joined: Apr 11, 2011
Posted: Apr 01, 2012 @ 07:11 PM             Msg. 3 of 6
Any developers watching this forum, can I get a response from my post from 2 weeks ago please?
John Gagnon
RuslanK
Posts: 69
Joined: Jun 02, 2010
Posted: Apr 02, 2012 @ 05:08 PM             Msg. 4 of 6
We're investigating this issue.
Thank you for letting us know.
Ruslan Kartokhin
Software Developer
VictorV
Posts: 746
Joined: May 08, 2007
Posted: Apr 25, 2012 @ 09:11 AM             Msg. 5 of 6
OCO orders with different quantity or different contracts will be rejected.
Victor Vins
Lead Software Developer
JGagnon
Posts: 95
Joined: Apr 11, 2011
Posted: Apr 25, 2012 @ 10:18 AM             Msg. 6 of 6
:(

We are managing this now on order filled.
John Gagnon
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