Order Sends Order?

I have been told that there are no plans to connect to Lightspeed because of the inability to access their API.

Is that true?

 

TradeStation, NinjaTrader, both have an OSO function as well.

 

TD Ameritrade has some of these advanced order types you're looking for.

 

As of 2015, IB TWS has the ability to attach a "Pair Trade" order - https://www.interactivebrokers.com/en/software/tws/usersguidebook/ordertypes/attach_a_pair_trade.htm