CQG
Orders in a state "Accepted" or "Working" are at the exchange. If the exchange does not support a specific order type, the order will be active on the CQG servers.
Most OCO (One Cancels Other) functionality is natively supported on their servers, but please see the disclaimer section here for more information: http://www.ninjatrader.com/Connectio...tion-Guide.php

Continuum
Orders in a state "Accepted" or "Working" are at the exchange. If the exchange does not support a specific order type, the order will be active on the Continuum servers.
Most OCO (One Cancels Other) functionality is natively supported on their servers, but please see the disclaimer section here for more information: https://ninjatrader.com/ConnectionGuides/NinjaTrader-Continuum-Connection-Guide

Interactive Brokers
Orders in a state "Accepted" or "Working" are at the exchange or on IB's servers in situations where the exchange does not have native support for an order type.
OCO (One Cancels Other) functionality is natively supported on their servers.

TD Ameritrade
Orders in a state "Accepted" or "Working" are either at the exchange or on TDA servers.
OCO (One Cancels Other) functionality is natively supported on their servers.

Patsystems
Orders in a state "Working" are at the exchange.
Orders in a state "Accepted" are locally simulated on your PC.
OCO (One Cancels Other) functionality is simulated on your local PC.

Trading Technologies
Orders in a state "Accepted" or "Working" are at the exchange. If the exchange does not support a specific order type, the order will be active on the FCM's Trading Technology servers.
OCO (One Cancels Other) functionality is simulated on your local PC.

MB Trading
Orders in a state "Accepted" or "Working" are at the exchange or on MBT's servers in situations where the exchange does not have native support for an order type.
OCO (One Cancels Other) functionality is simulated on your local PC.

GAIN Capital/Forex.com
Orders in a state "Accepted" or "Working" are on GAIN Capital/Forex.com servers.
OCO (One Cancels Other) functionality is simulated on your local PC.

FXCM
Orders in a state "Accepted" or "Working" are on FXCM servers.
OCO (One Cancels Other) functionality is simulated on your local PC.

Rithmic
Orders in a state "Accepted" or "Working" are at the exchange. If the exchange does not support a specific order type, the order will be active on the Rithmic servers.
OCO (One Cancels Other) functionality is simulated on your local PC.