Support Board
Date/Time: Fri, 31 Oct 2025 21:19:02 +0000
Post From: Partial fill caused incorrect OCO quantity
| [2019-04-02 18:49:43] |
| patrader - Posts: 92 |
|
Today I had a 6-lot order to sell RTY stop-limit if the market went lower to 1551.5 with a corresponding OCO to buy 6 contracts on both the profit and the stop side. I was filled short on 4 contracts at 12:46:35.976 and short on two contracts at 12:46:35.983. I didn't immediately notice but my profit and stop-loss OCO was only for 4 contracts. Because my initial entry order was filled 4-lot + 2-lot within milliseconds I ended up with the wrong OCO quantity. I'm on CQG, with server side bracket order unchecked and server side OCO checked. I also checked Adjust Attached Orders to Maintain Same Offset on Parent Fill. Can you advise how this OCO quantity problem can be avoided next time?
|