Actually I also sent this from their help section on trade type-OCO along with my (your) question.
OCO - Order Cancel Order ------------------------ This allows you to enter two orders, one at a time, that are linked together. Both orders are submitted for execution. When one of the orders is executed a cancel order is automatically submitted to cancel the other order.
There is a possibility that both orders will get executed if the other order executes before the cancel is processed. Also, the cancel is only submitted when one order is filled completely. So it is possible that you could have a partial fill on one order and complete or partial fill on the other.
As I am still confused on this, I don't think I will be experimenting with it yet. I might try the OSO option though.
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