Order Group Request
Used to issue strategic order groups (e.g. IF-THEN
or OCO one-cancels-other
).
contingencyType
Relations between orders in a group
String, required
Single Order Request Orders
Orders in a group should have the same account and instrument.
Order groups can be issued only for Position-based accounts.
string Contingency Types
One of the following values (case-insensitive):
OCO
– orders in the group are OCO orders. Once one order gets into a final state, the other ones are cancelled. For this group theOPEN
position effect and nonzero quantity should be set for both orders. Quantity should be equal for both orders. Note: OCO orders pair can be either traditional Limit/Stop pair with same side or pair with different sides, like Stop-Buy + Stop+Sell.IF-THEN
– orders in the group are parent and contingents. The first order is considered a parent (IF
order) and the other ones become active after parent is filled. TheIF
order should have OPEN position effect and nonzero quantity. TheTHEN
order(s) should have CLOSE position effect and either zero or absent quantity ("position attached"). CLOSE order quantity will be assigned (with opposite sign) whenIF
order is fully filled. In case of order group cancellation,THEN
orders will remain without quantity. TheTHEN
orders should have the opposite SIDE from theIF
order.THEN
orders shall have only GTC TIF
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