Create OCA / Child orders - Trading Software

Create OCA / Child orders

Alexander Horn
2016-12-02 22:52:15

QS, can you give me an example of how to create an order with an attached OCA / Child order?

I was trying below, but obviously not right:

_TradingOrder Order = Orders.CloseMarketOrder(-1,5);
Order.AddLinkedOrder(false,FutureSym,Contracts ,Order);
Order.AddLinkedOrder(true,OptionSym,Contracts*10, Order);

Or do I have to submit first main order, and later catch it with Orders.GetPendingShortOrders and attach the child?

Also, would these orders in an ATS be submitted to IB? Or handled in QS?

QuantShare
2016-12-03 03:15:53

You can find an example here:
http://www.quantshare.com/sa-580-quantshare-trading-software-new-features-in-the-312-version&kbaseid=blog-580-8540-3744

These orders are handled by QS.

Alexander Horn
2016-12-04 00:49:11

Thanks, seems clear!

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