Order Group Request

Used to issue strategic order groups (e.g. IF-THEN or OCO one-cancels-other).

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 the OPEN 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. The IF order should have OPEN position effect and nonzero quantity. The THEN order(s) should have CLOSE position effect and either zero or absent quantity ("position attached"). CLOSE order quantity will be assigned (with opposite sign) when IF order is fully filled. In case of order group cancellation, THEN orders will remain without quantity. The THEN orders should have the opposite SIDE from the IF order. THEN orders shall have only GTC TIF

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