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?
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)
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