• Getting started
    • Steps to get started
    • Subscribe to a paid plan
    • Instructions
    • Pricing
    • Discounted Pro
    • Unlimited Free Plan
    • Customer Support
  • Features (Trade logic)
    • List of all Trading features
    • Entry logic: Entry by Premium
    • Entry logic: ATM %
    • Entry logic: Straddle Width
    • Entry logic: Straddle Premium
    • Entry logic: Percentage of Underlying
    • Entry logic: Specific Strike
    • Move Stoploss to Cost
    • Positional trades
    • Premium Matching functionality
    • Re-Entry / Re-Cost / Re-Execute
    • Wait & Trade
    • Underlying based Entries & Exits
    • Range Breakout
    • Journey
  • Signals
    • Introduction to Signals
    • Signals: TradingView Pinescript Strategy
    • Signals: TradingView Indicator
    • Signals: Custom Scripts
  • Advanced Settings
    • List of all Advanced Settings
    • Entry order delay & Exit order delay
    • Re-Execute method
    • Re-entry timing settings
    • SL order placement delay
    • Re-entry max count Type
    • Re-execute order delay
    • Entry restriction for next day
    • Target & Stoploss Calculation Method
    • Re-Cost Activation setting
  • Order types
    • Order type: SL-Limit
    • Limit / SL-Limit EXIT orders
    • Limit / SL-Limit ENTRY Orders
  • Other features
    • Square off individual legs
    • Clientwise Stoploss & Target
    • Auto exit on margin error
    • Retry button for individual orders
    • Telegram Notifications
    • Advance placement of Re-Entry orders
    • Multiplier
    • P&L Graph (beta)
    • Next week & Monthly Contracts
    • Underlyings for Strike Selection
    • MTM Setting Increase/Decrease
    • Orderbook
    • Auto handling of Exits if stoploss orders cancelled
    • Forward Testing
  • Important topics
    • Limit Price Protection (LPP) mechanism
    • BSE Sensex, Bankex & NSE Midcpnifty
    • Lot size revision 2024-25
    • Muhurat Trading 2025
  • Broker Setup
    • Zerodha
    • Flattrade
    • Upstox
    • IIFL
    • IIFL Markets (ONT)
    • AngelOne
    • IIFL V2 (CDC)
    • R Money (XTS)
    • Tradejini CubePlus
    • Zebu
    • Dhan
    • Tradejini
    • 5Paisa
    • Bigul by Bonanza
    • Indiabulls (XTS)
    • Jainam Duck
    • AC Agarwal
    • Kotak Neo V2 [with TOTP]
    • Kotak Neo [with TOTP] (DISCONTINUED)
    • Kotak Neo (DISCONTINUED)
    • Motilal Oswal
    • Fyers
    • Jainam XTS (Retail)
    • MasterTrust
    • AliceBlue
    • Sharekhan
    • Groww
  • SEBI Regulations on Algo Trading 2026
    • Regulations - A Brief Overview
    • Regulations - FAQs
    • Brokers supported 1st April 2026 onwards
    • Notice - 28th March 2026

Regulations - FAQs


Why is Quantiply not giving the Static IP functionality like other Platforms?

Exchanges have explicitly clarified to all Algo Platforms and Brokers that platforms are not permitted to provide clients with static IP-based access. Under the new regulatory framework, algo platforms are required to operate strictly from within the Broker’s infrastructure, and not from their own independent systems.

Any platform continuing to offer services from its own infrastructure—whether through static IPs or similar workarounds—will be considered 'in violation' of the framework. Such non-compliance may attract strict regulatory action and could potentially result in service disruptions for end users.


What is the downside of using Static IPs for advanced trading?

The primary limitation of using a static IP or running your own algo setup is the regulatory rate limit of 10 OPS. As per Exchanges, this does not mean 10 orders per second, but rather 10 total API requests per second. These requests include all actions like order placement, modification, and cancellation combined.

In high-volatility scenarios, or when a portfolio-level target or stop-loss is triggered, this constraint becomes a significant bottleneck. Since only 10 requests can be processed per second, it is not possible to exit all open positions simultaneously. This leads to staggered exits, delayed order conversions (modifications from Limit to Market), resulting in increased slippage, and a higher likelihood of execution errors.

Additionally, the system may encounter repeated rate-limit breaches, causing retries and potential looping of requests, further compounding the issue. The same limitation also impacts entry orders, making timely execution difficult with increased slippages.

On the other hand, when the platform operates directly from the Broker’s infrastructure, it benefits from a significantly higher rate limit—typically exceeding 20 requests per second for each category of order management operation, such as order placement, modification, and cancellation. This higher individual rate limit overall enables smooth and simultaneous execution of entries and exits, effectively eliminating bottlenecks, delays, and slippage.