i'm guessing you are looking at ltp. try looking at market depth, ask/bid how many are available at that time. i feel it would be best to get market depth upto 20, to see position build-up, z-feed has depth upto 5, besides handling depth of 20 is crazy for most. you probably would be looking at sub-second execution so your scripts have to be running in cloud. else you could try hitting it at the last 3 seconds of a five-min candle.
you probably would be looking at sub-second execution so your scripts have to be running in cloud. else you could try hitting it at the last 3 seconds of a five-min candle.