Some of my orders are getting canceled with "The Price is out of the current execution range" message. After reading the documentation about the "Execution range" I found that it is simple moving avg of trades happening in a minute. Since we are not receiving tick-data some trades ticks will be missed, so is there a way to calculate the execution range at the user end, if not accurately what would be the best approximation of the same?
Yes, you can use the feed to calculate a rough VWAP(average traded price) and use the calculation explained in this article to arrive at the approximate execution for any/all FO contracts.
