Hi, in my efforts to give back to the community I would like to share a demo futures algorithm that tests bracket orders for multiple futures symbols. It builds on the example found here, by Alexandre Catarino.

I find that some of the demo examples don't make it clear how to manage multiple symbols within the framework so I gave it a shot. I hope this algo assists others who will improve on it and share. 

For example this algo doesn't have any particular trading logic integrated. It just buys the symbols and submits/cancels bracket orders. I think there may also be nuanced issues with the order timing as it seems that certain functions and orders are being executed simultaneously although it may be just occurring within the same minute. Either way I'm not sure that it would be robust in live trading so if anyone has or can contribute a method to block/delay certain functions or orders more inline with reality please do.

PS. This algo features a helper file called `order_codes.py` which has reference dictionaries that translate the numerical order codes into their text equivalents. It doesn't have the error codes though, so those can be added if anyone wants to contribute those.