Can you elaborate what is the issue and for which instrument? We just stream data that is published by exchange, we don't do any processing on the data.
The oi data which is send from web socket for a options was 0 or missing, my code apply applies logic on this data for further analysing the data, since there are multiple error handling, its difficult for me to tell what exactly went wrong but after 9.30 the data was coming normal, i can tell by looking from my logs oi data was 0 for option strikes, i am using IO data for multiple tools, they all were facing same issues so from that i can confirm there was an issue in OI data stream please check. Similar issue had happened in the past 14-March-2023 i also have raised ticket for that.
It looks like the exchange tick data didn't include OI for the 1st 15 minutes of trade today. This is across brokers. We are reporting this to the exchange. The same issue occurred in March as you pointed out.
Similar issue had happened in the past 14-March-2023 i also have raised ticket for that.
It looks like the exchange tick data didn't include OI for the 1st 15 minutes of trade today. This is across brokers. We are reporting this to the exchange. The same issue occurred in March as you pointed out.