Thanks @HobbyTrading. I've seen those -- pretty comfortable with the OCA group part. It's specifically getting an OCA group (with a GAT in it) to follow a parent's size that I'm hoping @southall can confirm he's done. And the API docs don't inspire confidence. E.g., the bit on attaching orders here says: From what everyone on this thread says, the children are active after even a partial fill, so that "completely" looks wrong.
1) I don't know what will happen to the partial children if the parent expires before a complete fill. I never expired my limits always left them open. I would try testing with Demo Trader platform to see what IB does on the back end with partial child orders when the parent expires quickly. 2) Yes i use STPs and GAT MKTs as part of an OCA group bracket attached to the parent order not separate.
That is exactly what I am not sure about, which is why I described the way I handle OCA orders in a different way than IB's preferred solution. As you also point out, does IB's documentation say something different from what other posters mention here.
Yeah, your approach is understandable. Our engineering is just not as robust (recovery from failure, race conditions, etc.) as we'd need it to be before attempting to do it ourselves. Regardless, I need to double-check with IB on all this.