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?