I am facing following problem. I have a list of equities in my subscription list. Sometimes, I see that it has stopped subscribing to certain equities in the list .
Do you know why it happens and can you suggest a way out of it ?
import cPickle as pickle from kiteconnect import WebSocket import time from datetime import datetime from Queue import Queue,LifoQueue from threading import Thread import pandas as pd import MySQLdb df = pd.DataFrame()
q =LifoQueue(maxsize=10) #max size is to ensure that the program is not running even after the WebSocket has broken for long #tickData = 0
Is it because of the Queue I am storing data into? Is it that I miss a lot of ticks and hence the update doesnt happen ? as I can clearly see that my system lags the original movement in the market.