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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________________________________ From: karanag ***@***.***> Sent: 25 October 2024 15:40 To: Idirect-Tech/Breeze-Python-SDK ***@***.***> Cc: Subscribed ***@***.***> Subject: [Idirect-Tech/Breeze-Python-SDK] Missing option data websocket (Issue #155) CAUTION: This email originated from outside the organization! Do not click links, open attachments or reply, unless you recognize the sender's email address! Use 'Report suspicious Email' button in the toolbar to report Phishing mails. Beware! 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 GitHub<#155>, or unsubscribe<https://github.com/notifications/unsubscribe-auth/A3TQZ4ZTAMW4MPEJ7FQKIDLZ5IKIDAVCNFSM6AAAAABQS6BQQ2VHI2DSMVQWIX3LMV43ASLTON2WKOZSGYYTGNRXGMYTKMY>. You are receiving this because you are subscribed to this thread.Message ID: ***@***.***> Print this mail only if absolutely necessary. Save Paper. Save Trees." "The information contained in this e-mail and any attachments to this message are intended for the exclusive use of the intended recipient and may contain proprietary, confidential or legally privileged information. If you are not the intended recipient, please note that you are not authorised to disseminate, distribute or copy this e-mail or any parts of it or act upon/rely on the contents of this e-mail in any manner. Please notify the sender immediately by e-mail and destroy all copies of this e-mail and any attachments. Please also note that ICICI Bank or its subsidiaries and associated companies, (collectively "ICICI Group"), are unable to exercise control or ensure the integrity of/over the contents of the information contained in e-mail transmissions and that any views expressed in this e-mail are not endorsed by/binding on the ICICI Group unless the sender does so expressly with due authority of ICICI Group. Before opening any attachments please check them for viruses and defects and please note that ICICI Group accepts no liability or responsibility for any damage caused by any virus that may be transmitted by this email. Any unauthorized use of this email or any attachment(s) may be treated as infringement of right(s) including right of privacy under the applicable laws of India including Information and Technology Act, 2000. Thank you for your cooperation. Regulatory Disclosures are available on https://www.icicisecurities.com (for institutional business) and www.icicidirect.com (for retail business).

[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.