Hi,
At present I am using iceberg orders to overcome quantity freeze limit in nifty, banknifty and finnifty options. This works really good for taking position and squaring off at limit price.
The problem is it only supports 10 legs not more than that. That is 12000 quantity for bank nifty, 15000 for nifty and 18000 for finnifty.
During expiry day, i will take huge quantities as the option prices are very low. I want an option to exit all quantities with a single order.
For example if I have 50K quantities of banknifty option, i would like to exit them at limit price through a single order.
As per currently available features, I can exit upto 12K quantities per order. By the time i place the remaining 4 orders, there might be price drop or increase which may result in loss instead of profit. I want to avoid creating additional orders and save time when exiting my positions.
Is there an option available for this in zerodha?
If not please let me know what option is available for this currently like trading APIs or algos with streak, etc
I haven’t used API or streak so any help docs is much appreciated