I am trying to fetch tick by tick data for all equities in NSE. Total count of instruments that I have subscribed is ~ 2112 however when I look at the response received, I am getting response only for 300 to 400 instruments for every tick. (This is length of list, I see some of the stocks keep changing from this 300-400 response each second ) As per documentation we can subscribe to 3000 instruments in one connection.
Note: I am capturing each tick using threading so I am not missing any tick in 'on_ticks' (I hope so). If anyone thinks threading might be missing some ticks, I am open to recheck and evaluation any other method to capture ticks.
Either I might be missing some data or only these many stocks got traded at that point in time. Can someone let me know if anyone has come across this situation.
Am I missing any responses in on_ticks OR trading is done only for these stocks at that particular second