Catching exception related to websocket

here is the complete code:

from kiteconnect import KiteConnect
from kiteconnect import KiteTicker
import time
import logging

logging.basicConfig(format='%(asctime)s - %(name)s - %(threadName)s - %(levelname)s - %(message)s',
                    level=logging.INFO, handlers=[logging.StreamHandler()])

access_token = 'xxxxxxxxxxxxxxxxxxxxxxxxxxxxxx'
api_key = 'xxxxxxxxxxxxx'
kite = KiteConnect(api_key)
kite.set_access_token(access_token)

my_ticks = []


def on_ticks(ws, ticks):
    global my_ticks
    my_ticks.extend(ticks)  # adding multiple elements to the end of the list


tokens = [2976257]


def on_connect(ws, response):
    ws.subscribe(tokens)
    ws.set_mode(ws.MODE_FULL, tokens)


def on_close(ws, code, reason):
    pass
    # On connection close stop the event loop.
    # Reconnection will not happen after executing `ws.stop()`
    # ws.stop()


kws = KiteTicker(api_key, access_token)
kws.on_ticks = on_ticks
kws.on_connect = on_connect
kws.on_close = on_close
kws.connect(threaded=True)

while True:
    if my_ticks:
        print(my_ticks[-1])
        time.sleep(5)

Running kite ticker, when http connection is lost, I get a log error message:
where shall I put try-catch to catch the error 1006 as mentioned above?

You don't need to handle this here, as ticker auto reconnects by default. Just make sure not to have ws.stop() i.e force stop the ticker anywhere undesired. Multi-line comment here explains about auto-reconnect mechanism in more detail.

so you mean to say that no exception will be generated

An exception log will be generated, but the connection will not be closed.

I should let the auto-reconnect feature take care of the situation?

Yes. A good practice here is to not stop/close the ticker connection for minor/expected exceptions, which don't affect the main outcome.

should I handle the error log by adding filter to the logger?

Log messages are meant to track events during the runtime. So, filtering or not dependents on your use case.