I am aware that the exchange timestamp is available when we subscribe the ticker in modeFull. However, it would be a good idea to make timestamp available in all modes. This will help developers to keep the payload light if full mode is not needed and yet receive the exchange timestamp which would immensely help developers to form candles in different timeframe as accurately as possible on their own.
If possible, I request Zerodha to make exchange timestamp available for all modes of ticker (i.e. modeLTP, modeQuote and modeFull).
Hope what I am explaining makes sense to you. Happy to clarify if needed. Regards.