Is Websocket module fast enough to handle Banknifty ticks?

Hi Python programmers,

Has anyone tried streaming Banknifty FUT/Banknifty ticks and processing it? Is Python fast enough to process all the ticks generated by Banknifty? If anyone has tried it, please provide your inputs.
  • sujith
    Hi @ansumanm,
    If you are doing calculations and writing tick data to the database then you need to use Multi-threading.
    Main thread should only receive ticks and do nothing. Your worker thread must do all the job.

    If your main thread is not blocked(by DB write or calculations) then you can consume all the ticks without any issue.
  • ansumanm
    Thanks Sujith for your response. Just to get an idea, how many ticks does banknifty send per sec on highly volatile days?
  • sujith
    Hi @ansumanm,
    You may get a maximum of 2 ticks per second.
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