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
I can't comment on this, unless there is any error log that states frequent disconnection, delaying, etc.
only these many stocks got traded at that point in time
Mostly this will be the case if you are handling ticks properly. Depends on the subscribed mode(full) and exchange as well. If major of these instruments are of F&O(NFO, CDS, MCX), then it's quite possible. This thread explains more.
