I am validating REST /quote snapshots against full-mode WebSocket data for NFO options. Multiple WebSocket states can share an exchange timestamp while differing in LTP, OI or cumulative volume. We retain local receipt times and arrival order, but these do not identify which state an independent REST snapshot represents.
Does Kite expose a documented per-instrument event ID, version, sequence or higher-resolution timestamp shared by REST /quote and full WebSocket packets that identifies the same LTP/OI/cumulative-volume state?
If yes, please identify the fields in both APIs, their scope, and how reconnects or resets affect the guarantee.
If no shared identifier exists, is any exact state-correlation method supported beyond exchange/last-trade timestamp equality? Please clarify whether resolving different states within one provider second is outside the supported contract.
I have reviewed the packet layout and the forum explanations about cached quote data and independent WebSocket snapshots. I am asking about cross-source state identity, rather than numbering received ticks locally.
Kite Connect does not currently expose a common event ID, sequence number, version identifier, or higher-resolution timestamp to correlate the exact same market-data state between REST /quote snapshots and FULL-mode WebSocket packets.
Therefore, exact state correlation between these two sources, particularly for multiple updates sharing the same exchange timestamp second, is not supported.
Therefore, exact state correlation between these two sources, particularly for multiple updates sharing the same exchange timestamp second, is not supported.