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Old 07-09-2012, 10:29 AM   #1
LeeMellinger
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Default Can OCO Orders be Generated for TD Ameritrade using ATI?

The documentation indicates that TD Ameritrade "requires that OCO orders are submitted simultaneously in a single API call vs sending them in sequence with an include user defined OCO identifier. For brokers that require OCO orders to be submitted in a single function call, a NinjaScript strategy must wait until it has both legs of the OCO pair generated by SetStopLoss(), SetTrailStop() and SetProfitTarget()."

Question #1: In a Strategy you could just use: WaitForOcoClosingBracket. However, the ATI appears to only support using OCOs with an identifier. Does this mean that OCO orders to TD Ameritrade can not be created properly through ATI?

Question #2: Are Interactive Brokers and TD Ameritrade the only NT brokers that support server side OCO orders?

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Old 07-09-2012, 10:41 AM   #2
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Hello,

Thanks for the post.

1) This is unfortunately the case with the ATI. You would use local OCO simulation however in this scenario.

2) Correct.

-Brett
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Old 07-09-2012, 10:49 AM   #3
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#1 So, just to be clear, when sending orders through ATI I can simply specify a unique OCO identifier and depending the broker (excluding TDA) the OCOs will be created either server side (with IB) or simulated automatically for all others?

#2 How would I use simulated OCO with TD Ameritrade using the ATI?
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Old 07-09-2012, 12:08 PM   #4
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1) Correct.

2) Just submit the order with OCO ID and you will be using the simulated.
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