Hello Group,
Currently implementing mean reverting pairs trading (e.g. long SLV, short SSLN), would like to have the second leg order conditional on the execution of the first leg order.
Tried an approach similar to the??hedging one (with hedgeType='P'),
but I get the below "missing parent order" error despite giving it a few seconds between the two.
- ERROR 2001 320 Error reading request. Missing parent order: server: 0 order: 2001 parent: 2000 hedge:[P]
Then I tried to attach the order?? ,
which is essentially a regular order with the parentId specified, but then it gives me the absurd:
- Child must have the same contract as parent order
Can you please enlighten me? All I need is to execute an order properly and quickly, ideally limit at the last price,
then once that one is completed, trigger another one which deals with the hedging leg asap, on another contract/instrument.
Should I track the order execution via?execDetails? or is there a simpler way to attach them that works?
Thanks,
Jonathan
