After how much margin will i start seeing huge slippages in futures for stocks ?
Margin doesnt play any role in deciding the slippage.
It’s all depends on demand/supply, which can be verified from market depth.
so if 50 lots is being traded if i add the if i add the first 5 bid- ask lots, should i assume it has a liquidity of 50 lots?
This post should clarify all your doubts:
Do you know how can I get the historical data of market depth/ buy- ask spread ?
With considerable wealth slippages come free
see here for historical market depth.
Thanks a lot, by any chance do you know if zerodha Provides historical tick data of market depth for 5min timeframe?