I have a doubt:
If I am right: when I have sent an entry order to the market for more than one contract, when is filled in two times (with diferent pirces for example), the OnExecutionUpdate will detect two filled entry orders so if I have a condition that when entry order is filled I'll send an oco order, (profit and stoploss) this will be sent twice the oco order.
So I would like to know if I can get the number of contracts filled so I can send the oco order with the same number of contracts. This way I won't have double number of contracts in the two oco orders than in my position.
Or may be check if number of contracts in my position is the same than in my sent oco orders...
Thanks
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