Not Getting Prices From Every Tick

Hi All,

I am fetching the instrument prices from the ticks and running some simple calculation to place orders.When I run the code,it runs fine initially,and then I can see that it does not pick up the prices from the ticks and keeps running the calculations using the prices picked up from the previous tick(I used print at every stage to see the price picked up from the tick and the output from the calculation).

The new price is again printed after a few ticks.There no fixed no of runs in the interval between which the new prices are picked up from the ticks.Sometimes,this happens for around 7-8 seconds,so I am sure its not because of absence of ticks as I am using high volume actively traded instruments.

Any idea why this happens,and any suggestions on how I can tackle this issue by placing some checks in the code or use a different approach.
  • rakeshr
    In Websocket Streaming, new ticks for instruments are only received if there is a change in any of the WebSocket field. Suppose, you have subscribed to 100 trading instruments and it can happen that tick change has taken place for just 50 instruments in any particular second, so you will receive ticks only for those 50 instruments.
  • kapilaggr
    Hi Rakesh,

    Got it.Thank a lot for sharing this.
This discussion has been closed.