Open spaces in Asian city holding nothing eastern (6)

I believe the answer is:

agorae

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'open spaces' is the definition.
The answer and definition can be both locations as well as being plural nouns.
Maybe there's an association between them I don't understand?

'asian city holding nothing eastern' is the wordplay.
'asian city' becomes 'agra' (Indian city. I am not sure about the 'asian' bit.).
'holding' is an insertion indicator.
'nothing' becomes 'O' (O resembles 0).
'eastern' becomes 'e'.
'agra' enclosing 'o' is 'agora'.
'agora'+'e'='AGORAE'

'in' is the link.

Can you help me to learn more?

(Another definition for agorae that I've seen is " markets".)

I've seen this clue in The Guardian.

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