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Order failure due to open interest limit
edited July 21
I understand that order can fail due to exchange open interest limit as described in
. How do I pro grammatically know that order failed due to above reason so that program can place different order.
If the strike you are trading is rejected, the rejection message will carry the range allowed at that point.
Buy orders are blocked for this strike price due to open interest (OI) restrictions from the exchange. You can exit existing positions or place buy orders in option strikes within this range: 10850 - 11450 CE & PE
You can program your system to read the range from the rejection message
10850 - 11450 CE & PE