NSEFO conversion arbitrage

Algos, strategies, code
1

NSEFO  conversion arbitrage:

How to place all these three orders at one time
and the  corresponding AFL code needed ?

ie  Buy one lot of HCLTECH  current months future at Rs  2061.60 (Ask price)
     Buy one lot  of 1900 strike PUT at Rs 6.95 (Ask price)
     Sell one lot of 1900 strike CALL at Rs 194.10   (Bid price)
lot size=125
so profit is Rs 3194 at  expiry date.

Lots   TYPE     SYMBOL   EXPIRY_DT  STRIKE  Call_CLOSE   Call_VOL Put_CLOSE  Put_VOL  TRADE_DATE  FUT_PRICE      NET_Profit

125    OPTSTK   HCLTECH  26-Mar-2015   1900    194.10        2      6.95     164 11-MAR-2015   2061.60       3194


 
 

2

Not too sure of the AFL code, but why don’t you place a basket order for this? You can press Ctrl+B on the NEST trading platform and place the order.