  We report Raman scattering measurements on iron-pnictide superconductor
Ba(Fe$_{1-x}$Co$_x$)$_2$As$_2$ single crystals with varying cobalt $x$ content.
The electronic Raman continuum shows a strong spectral weight redistribution
upon entering the magnetic phase induced by the opening of the Spin Density
Wave (SDW) gap. It displays two spectral features that weaken with doping,
which are assigned to two SDW induced electronic transitions. Raman symmetry
arguments are discussed to identify the origin of these electronic transitions
in terms of orbital ordering in the magnetic phase. Our data do not seem
consistent with an orbital ordering scenario and advocate for a more
conventional band-folding picture with two types of electronic transitions in
the SDW state, a high energy transition between two anti-crossed SDW bands and
a lower energy transition involving a folded band that do not anti-cross in the
SDW state. The latter transition could be linked to the presence of Dirac cones
in the electronic dispersion of the magnetic state. The spectra in the SDW
state also show significant coupling between the arsenide optical phonon and
the electronic continuum. The symmetry dependence of the arsenide phonon
intensity indicates a strong in-plane anisotropy of the dielectric
susceptibility in the magnetic state.
