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Direct MessagesDate/Time: Tue, 23 Apr 2024 06:06:54 +0000
1 entry order split into 2 orders
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| [2014-02-26 04:02:32] |
| onnb - Posts: 660 |
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hi, I have a study that issues a limit order with a quantity of 4. When I call SellEntry with the quantity of 4, I can see in the Trade Activity Log that the order gets broken into separate orders - each with its own internal order id. Any ideas why that might happen? Not sure if this is relevant: 1. The entry order is split into 2 orders, each with 2 contracts 2. I have attached orders defined for exit - one target order and 2 separate stop orders. The attached orders are defined in the trade window Date Time Of Last Edit: 2014-02-26 04:04:18
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| [2014-02-26 06:27:59] |
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This is documented here: https://www.sierrachart.com/index.php?l=doc/doc_AttachedOrders.html#OCOGroup 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 |
| [2014-03-04 18:40:41] |
| onnb - Posts: 660 |
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So in the cases that we have more than one OCO group more than one order is created. If I call BuyEntry, SellEntry etc., I'm assuming the internal order id that I get back in s_SCNewOrder will be for one of these order? If that is the case, how do I retrieve the ID's for the rest of them? Or am I missing something in my understanding?
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| [2014-03-06 18:56:23] |
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The internal order ID that you do get back will be for the first order. And you would have to iterate through the order list programmatically to find the other orders. This is thoroughly documented in the last paragraph in this section here: http://www.sierrachart.com/index.php?l=doc/doc_ACSILTrading.html#InternalOrderID Be sure to reload the page because the documentation has just been updated. 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 |
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