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Post From: SC via Interactive Brokers not correctly setting OCO orders - important!

[2015-05-06 03:03:15] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Hi, just for clarity in the spreadsheet- in Col D those rows with "IB open order update" or "IB Order Fill (execution)" is the information sent from IB to SC and the other rows are information sent from SC to IB? Those Order Action Sources indicate order updates from the Interactive Brokers side to SC. I get that IB is responding with what is actually happening and that the partial fill means that IB are saying there is only 1 contract to update in the attached child orders. Yes. If SC handles the attached orders and the "Use Server side OCO and Bracket Orders (if supported)" is NOT checked, then SC will pick up the correct quantities and make sure they match? Yes. Can i confirm that if SC handles the OCO orders then it will match the actual position quantities, and not the order quantities? The way that Sierra Chart manages Attached Orders in the case where it fully manages them, is that the Attached Orders are set to match the filled quantity of the parent order as the parent order fills. There is no dependency on the Position Quantity because there is no consistent and definitive association between attached orders and the Position Quantity. The problem described in this thread, is not the fault of Interactive Brokers or Sierra Chart. It takes a coordinated effort between both of us to resolve it. We have contacted Interactive Brokers for the proper solution. You will see that in the DTC Protocol, it is possible to modify an order but leave the quantity at 0 which means that the server must keep the quantity at its current quantity whatever it is: http://www.sierrachart.com/index.php?page=doc/doc_DTCMessageDocumentation.php#Messages-CANCEL_REPLACE_ORDER DTC is a very thoughtfully designed protocol. This is what Interactive Brokers should support. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-05-06 03:04:45