I want to build an algo that trades F&O stock symbols based on OI. The problem is that tracking OI data for all F&O stock symbols is currently not possible with Fyers API.
We can get Option OI data from Optionchain API call and Future OI from Market depth API call but both of them allow only 1 symbol data to be fetched in a single request.
I don't know how to track OI of all F&O stock symbols without hitting rate limit.
Other brokers usually provide OI data for F&O symbols through websocket but Fyers API does not provide it through websocket.
What's the solution for my problem ?