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Date/Time: Sun, 28 Apr 2024 05:13:43 +0000



Post From: DTC test client not supporting OCO and bracket orders

[2020-03-25 06:42:15]
uM8137 - Posts: 180
I'm not SC support. I'm just a user who has written DTC code.

1) first guess: is the client set to use client-side or server-side OCOs?
Global Trade Settings Windows: Use Server Side OCO Orders (if supported) (Global Settings >> General Trade Settings >> General)

2) ClientOrderID is for the client's purposes only, and can be any string, but can't be repeated inside a couple of days. So UUIDs are common. https://dtcprotocol.org/index.php?page=doc/DTCMessages_OrderEntryModificationMessages.php#Messages-SUBMIT_NEW_SINGLE_ORDER

3) field order is irrelevant in C++ and in protocol buffers, of course. I'm not aware of any official Github repo. Which?

4) I would guess the client is correct in ignoring unwanted symbols, to preserve bandwidth.

5) I have no idea. I'm not sure what is unexpected versus observed here.

Generally, I would suggest writing a DTC client first, and validate it against SC proper. Then you'll have the ability to test your server with precision.