Websocket receiving ticks from past

rishi
I am using websocket and doing algo trading.

On 9th July, I received current ticks plus ticks from past. I have subscribed for nifty50 and banknifty. This started occurring at 14:59. And for both nifty50 and banknifty, ticks received from timestamp 2017-09-22 09:58. Below is the loglines from my code. Due to this, yesterday my algo put lot of orders and I incurred significant loss. What's the issue? How this can happen?

Nifty50:
2018-07-09 14:59:28,666 - entity.equity - INFO - last_candle: {'count': 1, 'volume': 0, 'ts': '2017-09-22 09:58', 'high': 10030.15, 'low': 10030.15, 'close': 10030.15, 'open': 10030.15}

Banknifty:
2018-07-09 14:59:28,670 - entity.equity - INFO - last_candle: {'count': 1, 'volume': 0, 'ts': '2017-09-22 09:58', 'high': 24520.6, 'low': 24520.6, 'close': 24520.6, 'open': 24520.6}
Tagged:
  • rakeshr
    @rishi
    There was issue on 9th, around 3 PM.This happened because TR(our vendor) connected UAT adapter to live feeds adapter.
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