Testing breaking of order into multiple trades.

Hi team,

We have built logic to handle the case when an option entry order with higher quantity is partially filled. How do we test this scenario in live markets? I understand that we might have to place an order, but what would be a good strike price to test?
  • shivdas_b
    shivdas_b edited October 2022
    I think you can test it by using following logic.
    1. Choose a least liquid instrument (like. MRF - or can choose ITM contract)
    2. Take an entry with X QTY (Limit Order)
    3. Take an opposite entry (from other account / wait for someone to trade) with smaller quantity
    4. Once You got small fill, test your logic
    5. Follow this process multiple times (until your tests are done)

    Ignore - if not helping
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