Issue with tick data when large number of tokens are subscribed
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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