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Whats recommended way to correlate two leg orders for Bracket Orders ?
edited January 2017
If my BO order is executed then SL-M and LIMIT orders are placed automatically.
Let us say one BO order generated 3 trades so 3 SL-M and 3 LIMIT(total 6) orders are placed in system.
All will have same parent order Id.
But I want to correlate individual pair of SL-M and LIMIT orders:
1) One solution I found is:
Diff between SL-M and LIMIT orderId is 1.
For example if OrderId of SL-M orders are 13, 34, 67 and OrderId of LIMIT orders are 14, 68, 35
then I can create pairs
Is this recommended as well as right way ?
2) If not then whats right way to correlate SL-M and LIMIT orders for trades genearted using BO orders ?
any suggestion on this ?
Your method of correlation should work fine.