Missing option data websocket

[karanag]

Hi,

I am fetching data for NIFTY options at various strikes for both call and put at intervals 1s and 1minute. Every so often, I end up missing a few ticks randomly. Like 24100 Call comes, 24050 is missing but in the next iteration it arrives.

Happens with both 1second and 1minute.

What could be the reason for this? How can i correct this behaviour?

[Idirect-Tech]

Dear Karan,

Thank you for showing interest in Breeze API.

Please share the screenshot of the instances where you are facing these discrepancies. So, we will replicate it and check.

[E29CF836] Thanks & Regards, Akash Sapkal, Team Breeze API, ICICI Securities

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Hi,

I am fetching data for NIFTY options at various strikes for both call and put at intervals 1s and 1minute. Every so often, I end up missing a few ticks randomly. Like 24100 Call comes, 24050 is missing but in the next iteration it arrives.

Happens with both 1second and 1minute.

What could be the reason for this? How can i correct this behaviour?

— Reply to this email directly, view it on GitHubhttps://github.com/Idirect-Tech/Breeze-Python-SDK/issues/155, or unsubscribehttps://github.com/notifications/unsubscribe-auth/A3TQZ4ZTAMW4MPEJ7FQKIDLZ5IKIDAVCNFSM6AAAAABQS6BQQ2VHI2DSMVQWIX3LMV43ASLTON2WKOZSGYYTGNRXGMYTKMY. You are receiving this because you are subscribed to this thread.Message ID: @.***>

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[karanag]

Hi,

Thank you for your response. I have not taken any relevant screenshots of the problem at runtime, only noticed the missing data in my local database after trying to investigate malformed indicators which I suspect are being caused by this missing data.

Please see attached screenshot , you will notice that a few seconds are missing in between. The Nifty cash/NSE ticks are being captured perfectly, if it were an issue with my code even cash/NSE would have given a problem.

I will take screen shots when market opens on Monday and share them here.