Example: Let’s say you added a Nifty 24500 CE 14th Oct sell order in your strategy. When the entry condition is met, the system will check the available buy-side depth (since it’s a sell order). If there is no available buy quantity, the order won’t be sent to the exchange. Refer to the screenshot below, where the buy-side depth is unavailable. If the entry condition is met in this scenario, the order will not be sent to the exchange. The depth cannot be available incase of illiquid contracts.