Yes, you do need to submit the orders sequentially. No there is no ‘batch’ order submission facility. It’s simply not necessary: submitting the orders in a tight loop is no more difficult than building up some kind of a batch. You can bang the orders in as fast as you like and TWS will pace the input API messages in the same way as any other input so as not to exceed the limit.

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Why not just try it and see: it would be much quicker and more educational for you than trying to get feedback on speculation about whether there should be such a facility or whether many of us want to do it.

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OCA is not an order type. An OCA groups is a set of orders that are placed (sequentially), with the property that as soon as any one of those orders executes, all the others are cancelled (hence the name). It sounds like you need to spend a bit more time studying the API documentation and experimenting with it. The paper-trading system is very much your friend, as it lets you do experiments without any possibility of loss. There is no substitute for experience with this API.

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Richard

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