I have heard that there are instruments available on Indian exchanges (NSE?) known as calendar spread orders. These instruments can be bought and sold like any other instruments on exchange, and have their own order book. But under the hood, these instruments basically are a combination of two futures contracts, and make us go long in one and short in another, typically front month and next month expiries.
I want to know what is the naming convention of trading symbol of such instruments? Or if these aren't really instruments provided directly by exchange, does zerodha have "synthetic" orders where one can trade these two legs "simultaneously"
Thanks for letting me know Sujith. Is there a way I can access historical data (top of the book) say every second, for say a few days near last couple of expiries?
Kite Connect doesn't support spread orders. You will have to take position separately for both instruments.