Unable to Migrate SO with historical pricing

We have a requirement to migrate the SO with pricing (not freeze pricing) but actually generate the pricing based on the data available in Oracle.

In order to do this - we have created the pricing data since last 6 months in Oracle. All price lists, discount lists and pricing strategies have been created with the appropriate dates

We are also loading the sales orders with the "Price As of Date" attribute populated with the date on which we want to fetch the pricing (the data is available in pricing application)

When we migrated the sales orders - we noticed that a large chunk of sales orders got created with a 0 price.