So our software generates intraday calls and on high momentum days, there can be plenty per sec. So instead of making time and again order placement, we can preffrably create basket at our end and place orders at once.
Also, there are situations like we need to place a Future buy order with corresponding Put buy in option and Call sell in option etc. and then their are strategies like Iron Condor, Butterfly etc where multi legged order is needed.
Sometimes for pair trading strategy and rollover we need to place multi-leg orders
So all in all, how can we place basket order in securities with same or different underlying.