I'm using pykiteconnect. I notice that websocket doesn't send first few ticks very regularly. Take today's example: I had subscribed to NSE:MOTHERSUMI, NSE:HDFCBANK and the first ticks I received were 1230.0 (HDFCBANK) and 107.65 (MOTHERSUMI). The real opening ticks were 1235 and 108 respectively. Can you guys please fix this? This is very derimental to my algo. I've made sure `on_ticks` doesn't do any actual work, all it does is push the raw tick in a list. The thread calling `on_ticks` runs forever untill I close the connection so it shouldn't be getting blocked either.
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