1. I noticed, if we establish the websocket streaming before 9.15a.m., websocket server provides previous data till around 9:14:59a.m and stops giving any data just before 9:15a.m. every trading day morning (ideally it should have started providing market data immediately from 9:15a.m. through the same established connection). We have to manually observe and re initiate the websocket connection to get quotes again during market hour. How to tackle this issue, do you have any solution or reason behind it?
2. Streaming Quote Packet Bytes 16-20 i.e. Volume traded for the day - In case of Future Instrument, is this volume in terms of number of lots or is it in terms of actual volumes? e.g. NIFTY16MAYFUT has lot size 75, if we receive the volume as 150 - do we consider it as 150 lots traded or is it 150/2 = 2 lots traded?
1) This is not normal behaviour. WebSocket starts ticking immediately when the market opens (subscribed tokens). You do not have to re-initiate the connection. When there are no ticks coming from the market, you get the last cached tick.
@Kailash for point 2) today I dumped the complete Streaming quote second by second and tracked the volume quantities, it seems the volume is getting increased in numbers of lot sizes (i.e. actual volumes and not on number of lots). Can you please cross confirm with the data vendor?
2) It's lots for F&O.
e.g. ACC future (lot size 375) at 11:28 a.m. today:
time | instrument | LTP | LTQ | avgTP | vol
11:28:54 | 16932866 | 1426.5 | 375 | 1428.45 | 260625
11:28:56 | 16932866 | 1427.1 | 375 | 1428.45 | 261000
Volume increased from 260625 to 261000