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.

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.