Clarification Needed: Does Upstox API Provide Raw Exchange Tick-by-Tick (Every Trade & Order Event) or Aggregated Data?

General
1

Hello Upstox Team,

I am seeking a clear and technical clarification specifically regarding the Upstox API, not the Upstox trading app or charts.

Upstox documentation describes Tick-by-Tick data as recording every market event, including:

  • Every bid/ask placement, modification, and cancellation

  • Every trade that gets matched (LTP)

  • A full order book at the exchange level

  • With a note that due to the huge data size, exchange colocation racks are required to avoid missing any data point

My questions are:

  1. Does the Upstox API (WebSocket/Market Data API) provide raw exchange-level Tick-by-Tick data, i.e.:

    • Every individual trade execution as a separate event

    • Every order-level event (place/modify/cancel)

    • Equivalent to the NSE multicast / Level-3 feed?

  2. Or does the Upstox API provide aggregated / processed data, where:

    • Multiple trades at the same price are combined into volume updates

    • Order-level events are not individually exposed

    • Market data is optimized for retail API consumption?

  3. If aggregation is applied:

    • What is the granularity of aggregation (time-based, event-based, volume-based)?

    • Is it guaranteed that no price or volume information is lost, even if individual trade prints are not exposed?

  4. Finally, can you explicitly confirm whether:

    • The Tick-by-Tick definition mentioned in documentation refers to Upstox’s internal exchange feed, and

    • The public API exposes a derived/aggregated version of that feed?

A precise technical answer will help developers and quantitative traders understand the exact limitations and capabilities of the Upstox API.

Thank you.

Ketan sir please reply
2

please @Ushnota @MohitGolecha @Ketan please answer this as this is the major part of my project.

Thank You

3

Please provide any update on this threat. @Ketan . Fyers provides tbt websocket. If upstox is getting all the data from NSE then it should be provided to clients. I know it needs alot of computational power but I guess it is possible. We as customers of upstox demand this specific websocket for scalp traders and analyst.

4

@Ketan sir, please reply to this thread.

5

Hi @YASH_34906462

Tick-by-tick data is not exposed by our external APIs. It is used only to power our internal platform charts and other tools.

The OHLC data is made TBT accurate, but live stream of the OHLC is not tick-by-tick. Just think of the latency. By the time I pass the info and it reaching your server, 10/100s of ticks have already taken place