Can I have 2 websockets created simultaneously? Is it a good practice? I want a few quotes in ltp mode, A few in quote mode and a few in full mode. But I guess if i subscribe to them in one websocket, it all comes in one tick only and I need to sort them out based on their ticks and treat them separately. I want to bypass this sorting operation which can be costly in real time. Basically, I want to create a pandas dataframe out of the quote and full modes. But I would get a lot of columns with NaNs for quote mode ticks. I want separate dataframes for quote mode and separate data frames for full mode.
You can use one connection to subscribe for data and do a sort locally, it won't be much as you just need to read one value before writing to dataframe. The value looks like this.
The value looks like this.