Missing data at opening bell

I start the websocket connection at 9:15/9:00 as per the exchange I am going to work on. I have observed that the response I get after the socket connection is successfully established , is invariably delayed by 2+ seconds and after that ticks start pouring in. This is not my observation for a particular day but for last 20+ days of careful monitoring and I have captured log for that. Now these 2+ seconds may not bother me much only if my strategy does not depend on day opening prices/volumes. On 29-08-19 , Nifty(AUG series) opened with a huge gap down and rose immediately. However, when I looked at the chart my program was generating vs the one in kite, the low was displaced up by almost 100 points. This is because of those 2 seconds delay.What could be wrong on my part ? Should I start the websocket connection few seconds before the exchange open time?
  • ZI4453
    I am not from Z,
    Sir -As you might know starting at exact opening bell will land up in delay as thousands of people will try access servers at the same time.
    Its better if you login at least few minutes earlier than opening bell..Also kindly check your ISP Speed and if required deploy multiple sources of internet to your scripts.
    if you are still looking for speed in execution move to SSD instead HDD and increase your RAM to max size.
    Most people concentrate on scripts but they forget to check on their speed of execution and their connectivity and CPU processing time for their script. Any CPU bound operation should not take more than 100-200 milli seconds for best in class FT executions.
  • RP3436
    @ZI4453 , Thanks for your response. My internet speed is minimum 55 mbps . I log in at 8:30 AM or even earlier. The time (in my code) before which web socket connection should not be established is 9 hours 15 minutes (for NFO). But the first tick arrives almost between 2nd and 3rd second after open. So my question was if I should alter that time to 9 hours 14 minutes 58 secs.

    For example today when MCX opening time was 5:00 PM I tried with 4 hours 59 minutes and 58 seconds and following was the response after successful connection to web socket -"connection established at 2019-09-02 17:00:00.272759" , which is ok.

    If anyone has experienced this issue before may please reflect. Otherwise starting the connection few seconds before the exchange open time seems to be the fix.
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