Hi!
Would it be a bad idea to enable multiple root tickers in a multi-leg option order? So, for example, I could then do a 4 leg order where I short a put and call in AAPL and long a put and call in QQQ, or whatever mix. This would really distinguish Alpaca from the platforms with good APIs, and it should be possible to solve the leg risk, if for example the condition for the order was that you cross the spread. Or, if you specify mid as your price target, the risk is on the trader for not getting filled on all legs…
Thanks for a great API.
Best,
Robert