I have been lately seeing a peculiar issue in Websocket. For last two days, using python client, I am noticing that the websocket are significantly delayed as compared to actual price. After a while say around 9.30 or so, the delay in websocket is gone and it starts tracking actual prices.
Can you investigate, if it is indeed the case. I am watching this issue in Nifty Aug Fut for last two days.
I tried to create 10 min candles using web socket data and compared with data from historical API from zerodha. Many times high & low prices are correct but open and close price are off almost always. Therefor I think data we get on websockets is either delayed or filtered in some way
Hi @thepanoramix, Source for both the data are different. It can never match but it will be near. There can be 100 ticks per second and with the current infrastructure in India, it is not possible to capture all the ticks over the internet. Check out similar thread here.
We don't cache data, ticker broadcasts whenever there is data from the exchange.
Can you investigate, if it is indeed the case. I am watching this issue in Nifty Aug Fut for last two days.
Source for both the data are different. It can never match but it will be near. There can be 100 ticks per second and with the current infrastructure in India, it is not possible to capture all the ticks over the internet.
Check out similar thread here.