Today on 21st june, at 9:17:58, Bank nifty index was around 33400. I had subscribed Option symbols: BANKNIFTY21JUN34000CE and BANKNIFTY21JUN34000PE along with other 15-20 symbols. I didn't receive at the money option tick data for couple of minutes. It's highly unlikely that there was no change in the LTP.
Below dictionary has the key as time and value has the duration for which mentioned tick data was absent
We can see at 9:17:58, there was no BANKNIFTY21JUN34000CE tick received for 2 minutes and 40 seconds. There have been multiple such instances.
I am also attaching today's websocket feed data which i have stored it. You can cross check the absent tick data.
A lot can happen in 2 minutes and 40 second. Any idea why this happened? Is it because of other 15-20 symbols i had subscribed? If yes, can i create two different KiteTicker/websocket connection with same APIkey and generated access_token for the day?