While streaming data through WebSockets, I noticed data are being omitted periodically! I calculated the delay in receiving the data with the local machine time. Even if the local machine clock is not synchronized with the the exchange clock, the gap would be a FIXED interval. However, as can be seen below, the delay is increasing with every consecutive data and when the delay goes over 1 sec, 1 data stream goes missing. Does anyone faced this problem? How can this be fixed? On another note if you are receiving the millisecond in the timestamp, please provide it. Otherwise it seems two consecutive data is provided at the same time, which is not possible! Note: I calculated the delay in the 2nd data(with the same secondstamp) as 500 milliseconds apart from the first one.