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Where can I find the max dealing sizes?


Elroch

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Doing API trading on US 500 options, I keep running into the error MAX_AUTO_SIZE_EXCEEDED.

Code on github explains this means: "The order size exceeds the instrument's maximum configured value for auto-hedging the exposure of a deal", but gives no indication where this limit can be found. It does not appear to be anywhere in the market information found by fetching market info for an EPIC using the API, despite a lot of other info being in the returned struct.

So how can I find the trading limit for a US 500 options market, in order to avoid getting failed trades and an error message?

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