WebSocket Streaming post market timings ?

sekharrockz
Will the Web Socket stream data, even after post market timings. can i know what mechanism does it follow ?
  • Kailash
    The WebSocket API acts as a relay for ticks that the exchange sends, with an LVC (last value cache) addon. So after market, the API would've cached the last packet sent by the exchange for a given instrument. When you connect after market, you'll receive 1 packet for your subscription, the last cached value.
  • sekharrockz
    @Kailash
    1. How to get the LVC back again, if we mistakenly delete it ?
    2.The same thing applies when a particular day is a Exchange Holiday ?

  • Kailash
    1) You get the cached packet when you subscribe to a token. Even if you disconnect and connect again, this works.
    2) Yes.
  • yogeshkakde
    @Kailash There will be only one cached entry or there can be more than that.. Because I tried ZStreamingQuote project (3rd party java project.) on Sunday and I got around 400 entries (15 instruments) in 30 min..
  • Kailash
    Hi @yogeshkakde ,
    When the exchange is not ticking, you should get the last tick. When there's nothing to stream, there's a 1 byte heartbeat that is streamed every second (which you should ignore).
  • sekharrockz
    sekharrockz edited May 2016
    @Kailash
    During Pre-Market timings, i thought only the quotes will be fetched once. but it is fetching more than once. any reason ?

    imp: This happens only for quote and full mode, but for ltp mode it works properly. ( Tested this @friday @7:30am )
  • Kailash
    Can you explain the exact behaviour?
    Pre market:
    1) You connect
    2) You send a subscription request / set-mode
    3) You get the last cached quote
    4) You keep getting 1-byte heart beats every second.
    What after that?
  • sekharrockz
    Even after that i keep getting quote's.

    This happens when i set mode as full or quote for an instrument.
  • Kailash
    How many quotes and at what frequencies?
  • sekharrockz
    sekharrockz edited May 2016
    Every 3-5 seconds I keep getting messages.
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