What I understand is that without any modification Zerodha forwards the data from exchange. But what about data redundancy?
I could see the same data packets being received over web socket. I am capturing BN future data of May'2024 expiry. I could see this being happened quite often.
What are the chances that Zerodha sends some frames/data repeatedly?
Attached are some screenshots of data being captured on 10-May-2024.
what about data redundancy? I could see the same data packets being received over web socket. What are the chances that Zerodha sends some frames/data repeatedly?
No, these are not redundant ticks. A new tick is triggered by the exchange when there are changes in any field of the subscribed mode. For example, if you are subscribed to the FULL mode, a new tick may be due to changes in any of the market depth fields. You can parse all these fields to debug.
FULLmode, a new tick may be due to changes in any of the market depth fields. You can parse all these fields to debug.