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Re: what is the best practice to implement OCO orders?
Dan McCarthy / State Street Bank 6 Oct 2004 3:22PM ET > what is the best practice to implement OCO (one cancel other) orders
> with fix? I've scanned the docs but haven't found direct support for
> such orders (though they are fairly common in forex world). Am I
> missed something? (I think so)
Try using tag 583 - ClOrdLinkID. This would allow you to link one order to another. You might also need a custom tag that specifies the nature of this link. (i.e. "OCO") Something like ClOrdLinkType as a custom tag for this purpose.
Re: what is the best practice to implement OCO orders? Dan McCarthy / State Street Bank 6 Oct 2004 3:22PM ET |