A few quick thoughts, John:
- The last order in a series of orders with transmit=false must have transmit=true or all orders of the series are held in TWS and are not transmitted to IBKR for processing (as you experience with the transmit button).
- The IBKR APi documentation mentions in a couple places that TWS may need a brief period of time to process parent orders and that "missing parent order" errors may occur. when child orders are placed too quickly. IBKR suggests pacing the first child order by 50ms in these cases, but I would expect error code 10006, not error 320 that you receive.
- How would you place the kind of orders you are looking for manually in TWS? You should be able to model that process via the API.
- You mentioned a couple approaches you tried, but how about , , or for the second order?
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