Hi, I am using websocket data to trade and analyse the markets, the issue is whenever we have gapup or gapdown, why websocket is unable to stream data. I have faced this issue multiple times, the reason I am asking is, I am using Change in OI data. during first 3min we get previous EOD oi (as oi will get updated every 3min), but there is no other way to calculate the COI, if the websocket fails to stream data in first 3min. Also if u have any other alternatives please mention, I need previous EOD OI (and anyhow we get today live OI)
We have verified on our end and found no issues in receiving the data, including OI, through the WebSocket. For the previous day’s OI, you may retrieve it using the Historical API.
