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Topic: OCO & OSO tracking (2 messages, Page 1 of 1) |
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jlanawalt Posts: 88 Joined: Feb 12, 2009 |
How stable and reliable are the OCO, Linked, and Parent fields? How soon in an Order's life can we expect them to be complete?
We've been having trouble tracking OCO and OSO orders since maybe Mid-March on code that hadn't changed since January. At first it seemed like the stop and limit OCO or OSO-OCO parts were occasionally coming"out of order", at least based on our old observations of things where the stop always came first. We did some gyrations with that and seemed to have it going, when the straight OCO orders (no OSO) seemed to change and not have a held previous state. So, we've reworked again just using the order's OCO and Linked members to test if something is an OCO. I don't know how long those were there and can't speak for how things have progressed, but it cleaned up old code that tried to parse States for "Held By" (which string had changed at least once in the past). (There is even an old remnant that parsed Commands for the order ID. I am trying to sort out when this is needed.) We are a little nervous about switching over to the seemingly superior use of the OCO and Linked fields because we noticed that new OCO orders placed in our software don't always show the OCO field's data in OEC Trader Demo 3.5. It is empty until we log out and log back in. Is this just an OEC Trader Demo refresh issue, or are these fields not always available? |
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VictorV Posts: 746 Joined: May 08, 2007 
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OCO and Linked property are stable as long as related orders alive in OECAPI. We do not load to OECAPI finalized (rejected, cancelled, completed) orders from previous trading days. For example, linked orders of OSO with GTC flags can miss Parent order, if it was completed in one of previous sessions.
We are working on fixing this feature for the case as you described when one application sends OCO/OSO, but another connected application doesn't see these links. We do not change sequence of orders in OCO/OSO. If you will notice it again, please send me order IDs. Victor Vins Lead Software Developer |
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