Hi everyone,
I’m looking for a way to identify illiquid stock options before taking a trade — similar to what Zerodha’s platform does with a “liquidity nudge”, which warns if the option is illiquid.
Does anyone know:
- If Dhan has any similar built-in feature or warning system?
- Is there an API endpoint that returns real-time or recent bid/ask data, market depth, or volume so I can use it to programmatically filter out illiquid contracts?
- Any workaround that traders here use to avoid illiquid options?
Would appreciate any direction from fellow API/strategy users or the Dhan team.
Thanks