¿ªÔÆÌåÓý

ctrl + shift + ? for shortcuts
© 2025 Groups.io

Re: Parent/Child orders with different TotalQuantity not working


 

Parent order: 4901383488: 117,0,0: LMT SELL 1.000000@... DAY

Child order: 4901387616: 118,0,0: TRAIL SELL 49.000000@... DAY


First of all, your example doesn't make logical sense because if the child order is triggered here, there is no way the parent orders hasn't executed anyway. Hence, the conditional structure is meaningless, and in fact TWS will even pop a big warning when trying to manually place attached orders aligned to the same trade side like this.

On to the point, to assign different size proportions to the system-served attachment of opposite orders, the attachment must be modified with the pair-trade trade marker, as I described a few days ago elsewhere in these discussions sharing this same theme. Once submitted, the structure looks like the one on the screenshot below, with the tentative monetary quantity of the trades, highlighted with orange, exposing a 1:2 proportion of shares in the orders for same equity:



--
Best,
DS

Join [email protected] to automatically receive all group messages.