Websocket Data Mismatch
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Hello Team,
Until Friday, 5 June 2026, the market data received from Angel’s live WebSocket matched our exchange data vendor across all instruments after ignoring ticks that have
0Angel Calculated LTQ.Since Monday, 8 June 2026, we have observed discrepancies in LTP and traded quantity data. This appears to indicate a possible issue with Angel’s market data feed.
For example, for NIFTY16JUN2623300CE:
Datetime Vendor LTP Angel LTP Vendor LTQ Angel Calculated LTQ 10062026 11:20:03 221.15 221.15 27,885 27,885 10062026 11:20:05 221.60 220.85 8,190 10,270 10062026 11:20:06 221.90 221.90 17,290 15,210 10062026 11:20:08 221.70 221.70 5,200 5,200 The calculated LTQ is derived as:
Current volume_traded_for_the_day − Previous volume_traded_for_the_dayCould you please investigate whether any changes or issues were introduced in the WebSocket market data feed from 8 June onward?
We can provide the complete raw data and additional instrument samples if required.
Regards