Note: This information is relevant for NinjaTrader 7 only. For NinjaTrader 8, please click here.

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.

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.