Incorrect websocket pricing during spikes

Anuj2343

Hi, noticed a grave issue today - the price for BANKNIFTY24O0951100CE was being pushed incorrectly at 10:10. I have the logs saved, and the LTP has updated which means the websocket was working properly, just that it was pushing incorrect prices.
2024-10-09 10:09:58 - 11294466: {'name': 'BANKNIFTY24O0951100CE', 'ltp': 190.95}
2024-10-09 10:10:08 - 11294466: {'name': 'BANKNIFTY24O0951100CE', 'ltp': 185.45}

As clearly seen, these prices are nowhere near the actual prices at that time. Have been facing these issues since a while, but first time logged them and here we are. Someone from the dev team please comment.

rakeshr

{"instrument_token":11294466,"ltp":45590, "tick_volume":0,"oi":1760550,"timestamp":"2024-10-09T10:09:58+05:30"}
{"instrument_token":11294466,"ltp":45590, "tick_volume":0,"oi":1760550,"timestamp":"2024-10-09T10:09:58.1+05:30"}
{"instrument_token":11294466,"ltp":45590, "tick_volume":8805,"oi":1760550,"timestamp":"2024-10-09T10:09:58.2+05:30"}
{"instrument_token":11294466,"ltp":45645, "tick_volume":7860,"oi":1760550,"timestamp":"2024-10-09T10:09:58.3+05:30"}
{"instrument_token":11294466,"ltp":45600, "tick_volume":0,"oi":1760550,"timestamp":"2024-10-09T10:09:59+05:30"}
{"instrument_token":11294466,"ltp":45600, "tick_volume":0,"oi":1760550,"timestamp":"2024-10-09T10:09:59.1+05:30"}
{"instrument_token":11294466,"ltp":45460, "tick_volume":19650,"oi":1760550,"timestamp":"2024-10-09T10:09:59.2+05:30"}
{"instrument_token":11294466,"ltp":46040, "tick_volume":0,"oi":1760550,"timestamp":"2024-10-09T10:10:00.1+05:30"}
{"instrument_token":11294466,"ltp":46600, "tick_volume":0,"oi":1760550,"timestamp":"2024-10-09T10:10:00.2+05:30"}
{"instrument_token":11294466,"ltp":46600, "tick_volume":0,"oi":1760550,"timestamp":"2024-10-09T10:10:00.3+05:30"}
{"instrument_token":11294466,"ltp":46845, "tick_volume":12795,"oi":1760550,"timestamp":"2024-10-09T10:10:00.4+05:30"}
{"instrument_token":11294466,"ltp":47705, "tick_volume":0,"oi":1760550,"timestamp":"2024-10-09T10:10:01+05:30"}
{"instrument_token":11294466,"ltp":47705, "tick_volume":0,"oi":1760550,"timestamp":"2024-10-09T10:10:01.1+05:30"}
{"instrument_token":11294466,"ltp":47470, "tick_volume":31245,"oi":1760550,"timestamp":"2024-10-09T10:10:01.2+05:30"}
{"instrument_token":11294466,"ltp":47530, "tick_volume":14370,"oi":1760550,"timestamp":"2024-10-09T10:10:01.3+05:30"}

Above is the exchange ticks logs, for the mentioned period for BANKNIFTY24O0951100CE("instrument_token":11294466). You seem to have captured the wrong feeds.

2024-10-09 10:09:58 - 11294466: {'name': 'BANKNIFTY24O0951100CE', 'ltp': 190.95}
2024-10-09 10:10:08 - 11294466: {'name': 'BANKNIFTY24O0951100CE', 'ltp': 185.45} 

We also use the same feeds to populate chart data. You can verify the same.