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Date/Time: Sat, 04 May 2024 02:04:38 +0000

[Programming Help] - Does ACS allow to set OCO attached group quantity less than quantity in main order

[2020-07-13 16:56:55] #1 [Go To First Post]
User824278 - Posts: 2
I wrote below code. It aims to stop or limit 50% quantity of main order in attached OCO order, and another 50% stop is controlled in other order (ORDERTYPE_STOP). newOrder.OrderQuantity = 10; newOrder.OrderType = SCT_ORDERTYPE_MARKET; newOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; newOrder.Target1Offset = targetOffset * sc.TickSize; newOrder.Stop1Offset = stopOffset * sc.TickSize; newOrder.OCOGroup1Quantity = 5; newOrder.AttachedOrderTarget1Type = SCT_ORDERTYPE_LIMIT; newOrder.AttachedOrderStop1Type = SCT_ORDERTYPE_STOP; sc.BuyEntry(newOrder); But I found 10 units are selt when OCO STOP is touched, instead of 5 units. Why? Does SC ask the total quantity in all OCO groups must equal to the quantity in main order? Thanks a lot.

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