For example you can only trade a maximum of 20 lots per order in currencies. If you wish to trade, say 500 lots, you have to place 25 separate buy orders.
I trade only in F&O and never had a problem so far, since last 15-16 months or so, with my no. of lots.
BTW, what is the limit of number of lots in a trade with other brokers or by Exchange.
But, IMO, there is no reason that they will put restriction on the number of lots per trade.