We currently have a lease line connection with NSE and are receiving real-time data. However, at times, due to connection issues or application failures (such as with the tick writer), we miss 5-7 minutes of tick data when the server comes back online.
Query:
To mitigate this, I am considering subscribing to Zerodha's APIs as a backup for tick-by-tick data for all NSE equities. Would Zerodha's API be suitable for this use case? Also, how much delay can I expect between the data provided by Zerodha's API and the direct NSE feed (I will use python client) ?
@pd_DataFrame The terminology Tick by tick data and tick data are different, Go through: TBT data
To mitigate this, I am considering subscribing to Zerodha's APIs as a backup for tick-by-tick data for all NSE equities.
Zerodha only provides tick data, not tick-by-tick data, so the Kite API is more stable than any broker's API that I can assure. The terms fastest or stability are totally different when it comes to algo trading. Kite API is more reliable than fastest data. If you are only looking for just subscribing to tick data, then why are you looking for leased lines in NSE ? Both are same. check what Nithin said Leased line
To mitigate this, I am considering subscribing to Zerodha's APIs as a backup for tick-by-tick data for all NSE equities. Would Zerodha's API be suitable for this use case? Also, how much delay can I expect between the data provided by Zerodha's API and the direct NSE feed (I will use python client) ?
It doesn't matter what programming language you are using. You can connect with any language; the tick speed is the same. As you said about leased line, you are paying extra money for leased line; the speed is just about 1s or 2s maximum in Kite API. If you want to do a normal trade with a longer time frame, this delay is not important; you can ignore it and pay just for 2000 Rs per month for the Kite API; it's sufficient for most use cases. Kite offers 3 WS connections with a 3000 instrument token subscription. Go through for details: FAQ & Kite docs
