Group Multi-Instruments orders into one

[johnnybegoode]

Is it possible to Group Multi-Instruments orders into one?
I also want the orders to be filled or kill. (FOK)
I do not want partial fill.
I want BOTH orders to be accepted, not one, and nothing less.

Basically, I want BOTH EURUSD and GBPUSD to be filled at the quantity specified,
or not to place the orders at all.

if (
// conditions are true...
)
{
                EnterShort(0,Quantity,"EURUSD");
                EnterLong(1,Quantity,"GBPUSD");
}

[NinjaTrader_ChrisL]

Hello johnnybegoode,

Thank you for the post.

The following links are publicly available.

There is no way of knowing that you are getting partially filled for a given order until you detect a partial fill in OnOrderUpdate. You will know a partial fill has occurred if order.OrderState == OrderState.PartFilled. There is no guarantee you will be filled at the specified quantity at a specified price. If you do get a partial fill on an order, it is best to cancel the remaining order and then either add to or close out the existing position received from the partial fill.

Below is a relevant reference sample where OnOrderUpdate and OnExecution update is used to submit protective orders. You can use this to get a feel for how to use OnOrderUpdate properly.

https://ninjatrader.com/support/helpGuides/nt8/en-us/using_onorderupdate_and_onexec.htm?zoom_highlightsub=onorder

Please let me know if I can assist further.