If one order gets 1 contract filled, I don't want the other orders in the OCA group to be cancelled immediately; I want the other orders to remain active, with 1 contract to get subtracted from their?quantity.?
Only when an entire order in the?OCA group is filled do I want the other orders to be cancelled.?
This is the "reduce" behavior I believe (at least it was until now).
I could live with OcaType 2 or 3, but right now, as far as I can tell, neither works with TWS 10.30+.
On Tue, Feb 11, 2025 at 12:42?PM 闯ü谤驳别苍 Reinold via <TwsApiOnGroupsIo=Reinold.org@groups.io> wrote:
Thanks for the clarification, Jimmy. I had responded to when you had said in an earlier reply "I see this message when trying to modify the limit or stop price of an OCA order"
What are you trying to achieve with the OCA order? Do you want one and only one of those two orders to fill? If that is the case, wouldn't OCA Type 1 "CancelWithBlocking" be the type you are looking for? Types 2 and 3 are "Reduce" types with and without blocking.
闯ü谤驳别苍
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On Tue, Feb 11, 2025 at 11:18 AM, Jimmy wrote:
Thanks for the reply 闯ü谤驳别苍.
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At this time, I'm not modifying orders. I am just submitting two single-legged option OCA bracket orders, one with a stop price, one with a limit price.
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I am testing using a paper trading account.
I unchecked the "bypass No Overfill Protection precaution for destinations where implied natively" checkbox in API -> precautions, but I can't get the dialog to come up again (I don't know if the behavior would be the same a live account).
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I tested with both the current stable version (10.30.1t) and latest (10.34.1b); the results are the same
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When submitting Option OCA orders with OcaType = 2 (which the precaution dialog implies is what is needed), they get rejected with "OCA handling method mismatch".
When using OcaType = 3, they get rejected with "Invalid parameter for OCA group for exchange SMART".
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OcaType = 3 works fine in 10.19 and before (that's what I've always used). However, I tried OcaType = 2 with 10.19 in a live account yesterday, and I also got the same error message "Invalid parameter for OCA group for exchange SMART".
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Is anyone else using OCA orders with options? Is it working for you in 10.30+? What OcaType are you using??