<![CDATA[Websocket Data Mismatch]]>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 0 Angel 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_day

Could 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

]]>https://smartapi.angelone.in/smartapi/forum/topic/5599/websocket-data-mismatchRSS for NodeFri, 12 Jun 2026 03:07:07 GMTThu, 11 Jun 2026 08:05:35 GMT60