Support Board
Date/Time: Mon, 24 Aug 2026 19:45:30 +0000
Post From: DTC OCO form inconsistency
| [2026-08-24 11:49:30] |
| User652903 - Posts: 27 |
|
Custom DTC server, Binary VLS. LOGON_RESPONSE advertises OCOOrdersSupported = 1. Global Trade Settings: Use Server Side OCO Orders = Yes. Stop-containing OCO forms send one Type 201. But OCO Buy Limit/Sell Limit and OCO Buy Stop-Limit/Sell Stop-Limit are always sent as two Type 208 singles — identical whether Use Server Side OCO Orders is Yes or No. Trade Activity Log shows User order entry (no "Server side OCO order"), and Sierra issues the OCO sibling cancel itself. No attached orders on either leg, so the documented exception doesn't apply. Since 208 carries no management-mode field, the server cannot determine who owns sibling cancellation for these forms. Questions: 1) Is twin-208 for same-type OCO pairs intended here? Shouldn't these OCO types be a single 201, as they are for the other OCOs? 2) Must the server advertise anything additional for these forms to arrive as 201s? 3) If this behavior is intended: is there a supported pre-submission way to determine management mode? Does Sierra act on m_OCOManagedByService / m_DisableChildAndSiblingRelatedActions (s_TradeOrder, 10110) when received from a DTC server? Thanks very much |