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Hi
Im already checking for BidSize but still getting non-tradable.
Some idea what's wrong?
Thankx Carsten
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Varad Kabade
Hi Carsten,
Thank you for your patience.
The above error occurs when the algorithm is trying to place orders for a security that has been removed from the universe. The error can be thrown when placing orders on an expired contract in the case of options. To resolve this, we recommend removing the part where we remove the contracts inside the GetOption method.
Refer to the attached backtest.
Best,
Varad Kabade
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