The ocaType is in the C++ API documentation for the Order structure (also in IOrder for ActiveX and I assume similar for other languages). There are 2 blocking types, which guarantee that only 1 order will get filled out of the group (eliminating possible overfill issue), and 1 type that does not block. I imagine because I am using the blocking type, even native (LMT for example) orders get held on the server. But there doesn't appear to be an option to cancel the other orders without the blocking, only to reduce them.
Does your first fill order cancel all of the others, or does it just reduce the others by the same amount of the fill?
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--- In TWSAPI@..., Ed <news1000@...> wrote:
Hmm. I use oca all the time and the limit orders are on the exchange.
I didn't know there were 'oca types' so maybe that changes how orders
are handled. If you use the default oca type do you still have the issue?
I have been reading the TWS docs but haven't found a description of the
oca types.
On 7/19/2013 11:25 AM, Davqe wrote:
When I mouse over the profit exit, it says the order is being held and
monitored just like the stop order. The row for the order on TWS shows
the status column as dark blue, where if I place a single limit order
with no OCA, mousing over states that it is at the exchange and the
status color is green.
--- In TWSAPI@... <mailto:TWSAPI%40yahoogroups.com>, Ed
<news1000@> wrote:
Limit orders are native to globex so your profit exit will be at the
exchange. This has nothing to do with oca.
The stop is not native so it must be simulated by ib.
If you mouse over the profit limit you should see a popup messsage
saying the order is at the exchange.
[Non-text portions of this message have been removed]
