apparently no broadcast is being sent at 17:30 hrs on March 3, 2021
Which contract, where you subscribed to? Only the MCX exchange stream is open at the above-mentioned time. For the rest all the exchange contracts, you will receive only the last tick data.
Kindly check the monthly Nifty Option chain in the range of 14000 to 16000 for March or April. Out of approx 20 contracts, around 5 dont get the Last tick data after 16:00 hrs...
For the rest all the exchange contracts, you will receive only the last tick data.