Issue with tick data when large number of tokens are subscribed
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Hi @Moderator_1 @Moderator_2 Can you please look into this issue? I beleive websocket only works if we subscribe to less number of tokens. There are delays observed in ticks if we subscribe to more tokens. Please correct me if I am wrong
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Hi, Nitish Bane!
I really appreciate for sharing this knowledge. This would help me in developing a strategy on my own with this idea.
Thank you.
Regards,
Jaideep Siddula -
@nitish-bane @chetansuri @Moderator_1
I found this on the forum, and this was like 15 days before from the present day i.e., 3rd April, 2024. -
hi @nitish-bane
Apologies for the delayed response.
We are trying to reproduce the issue from our end, but we are getting the Websocket response in ms. Will update you asap for the same. Meanwhile kindly reverify on the business logic if any applied at your end is causing th delay.Regards,
SmartAPI Team -
@nitish-bane sir how can i get OHLC data of any timeframe ( i am using ltp request but i think in response i got OHLC of 1 day timeframe) . How can i send request of OHLC dara for any particular timeframe.
Is there any parameter for timeframe in lpt request ??
Please help
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@Moderator_2 I am just using the tick data to create candles. It is working fine for index tokens i.e for Nifty and Bank Nifty candles are matching with angel candles. However when I subscribe to large number of tokens there is delay observed in getting the ticks. I am getting one tick as part of one websocket response. I think websocket should contain data as an array of tokens subscribed.
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Iam also facing same issue when i subscribe to 20 + tokens.
@admin please help. -
@DevPatel You need to use historical data or use getCandleData method from sdk.
getCandleData({
"exchange": exchange,
"symboltoken": symboltoken,
"interval": interval,
"fromdate": fromdate,
"todate": todate
}) -
@nitish-bane sir i am also developing a strategy where I need to select a strike price based on a premium price category. How can i do that ? any idea. Please help…..
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@robin Iam facing same issue daily
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@Moderator_1 @Moderator_2 @admin123 Any update on the issue? I am not able to launch my strategy because of this
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I'm also facing similar issue with feed data, In my case I subscribe to around 200 tokens (Nifty Option Script) and able to get tick data properly.
But the problem is when I try to create candles out of that data, it dosen't match with angelone candles, There was a slight difference.
Also there're two timestamps in websocket 2.0. exchange_timestamp & last_traded_timestamp I'm not sure which one to considered while creating candles.
Though I tried both and none of them was matching with angelone candles
Note:
I've already tried Historical API (getCandleData) which is even worse.
It gives accurate data for older candles Which means if I request for last ten 5 minutes candles the first 9 candles were good but the last candle (latest) was not matching with angelone.
I absorbed that even angelone takes some time to settle down the candle data.
F.e
If the time is 12:00 and you request for 11:55 candle (Nifty Option Script), The received data was inappropriate, But if you request the same at 12:05, 11.55 candle should settled but 12:00 candle will be inappropriate. -
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@Ananth said in Issue with tick data when large number of tokens are subscribed:
@Ananth said in Issue with tick data when large number of tokens are subscribed:
I'm also facing similar issue with feed data, In my case I subscribe to around 200 tokens (Nifty Option Script) and able to get tick data properly.
But the problem is when I try to create candles out of that data, it dosen't match with angelone candles, There was a slight difference.
Also there're two timestamps in websocket 2.0. exchange_timestamp & last_traded_timestamp I'm not sure which one to considered while creating candles.
Though I tried both and none of them was matching with angelone candles
Note:
I've already tried Historical API (getCandleData) which is even worse.
It gives accurate data for older candles Which means if I request for last ten 5 minutes candles the first 9 candles were good but the last candle (latest) was not matching with angelone.
I absorbed that even angelone takes some time to settle down the candle data.
F.e
If the time is 12:00 and you request for 11:55 candle (Nifty Option Script), The received data was inappropriate, But if you request the same at 12:05, 11.55 candle should settled but 12:00 candle will be inappropriate. -
Hello @DevPatel
There is a limit like @chetansuri as mentioned.
For each client code maximum 3 parallel sessions are allowed and 1000 token as well.Regards,
SamrtAPI Team