What do you mean by "bought/sold as a single instrument to begin with"? I know how to do that manually in TWS - but I would have never thought this is possible via the API... thanks for the suggestion! It appears to be possible indeed. Unfortunetaly it is somewhat beyond my Zorro/IB-Bridge skills to translate these code samples into the Zorro environment - if possible at all?
If not: @jcl, would that be something that could be added to Zorro with significantly less effort than a full-blown solution for artificial assets managed internally by Zorro?