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
