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Future Month's Ask Bid price returned as Zero

razcads
razcads in Python client
Hi,
I have noticed these errors for sometime now on some scripts.
Take TATAELXSI18FEBFUT for example. During the day till almost 9:30 am the ask and bid price for this is returned as 0 even though the LTP has a valid price. Due to this programmatically placing orders for such futures is not possible.

Why are next month contract bid/ask prices not populated at 9:15 when market opens? Is this a bug?
What price should I use in such cases for order placement?

Thanks
Ravi
  • sujith
    sujith
    If there is no bid and ask then it will have values as 0. You can send price as LTP while placing orders.
  • sujith
    sujith
    Since it is far month contract, it seems like it is not that liquid.
  • razcads
    razcads
    Thanks but it seems weird as if bid/ask price is 0.. system should accept any price is place for that script whether it is buy or sell.. but that's not the case.. would have expected a minimum bid/ask price for such scripts where there is volume. So there's nothing much that can be done then ?
  • sujith
    sujith
    Since there are no bid and ask, there is no marketdepth.
  • razcads
    razcads
    ok thanks @sujith !
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