I understand that the Upstox API has a rate limit of 25 requests per second. I would like to know how many symbols’ OHLC data I can collect within this rate limit. Does each API request for OHLC data cover only one symbol, and if so, what is the best approach to efficiently collect OHLC data for a larger number of symbols (e.g., 250 or more)?
Any advice or best practices for handling this within the given rate limit would be greatly appreciated!
With a single request to the Market Quote OHLC API, you can retrieve data for up to 1,000 instruments. The rate limit applies to the number of API calls you make, not the number of instruments you subscribe to.
If frequency of data is more critical than the number of instruments, you can use the Market Feeder WebSocket, which allows you to subscribe to up to 100 instruments for continuous data feed without being limited by rate limits.