Delay in websocket data v3

Developer API
1

@Pradeep_Jaiswar I see delays even after using the Market Data Feed V3
The ltps are coming with 1-3 seconds delay and sometime as much as 8 second delays
It is very hard to work with such inconsistent data.

print(InstrumentName() + " ltpcTimeDiff " + (System.currentTimeMillis() - ltpc.getLtt()) + " ltp: " + ltpc.getLtp() + " totalTimeDiff: "+ (System.currentTimeMillis() - feedResponse.getCurrentTs()) +
" time: " + LocalDateTime.now().format(DATE_TIME_MS_FORMATTER)))

bel ltpcTimeDiff 125 ltp: 280.6 totalTimeDiff: 1 time: 2025-02-04 10:25:00.043
coforge ltpcTimeDiff 2565 ltp: 8424.15 totalTimeDiff: 2 time: 2025-02-04 10:25:00.194
indigo ltpcTimeDiff 2050 ltp: 4351.4 totalTimeDiff: 2 time: 2025-02-04 10:25:00.194
hindcooper ltpcTimeDiff 1012 ltp: 241.0 totalTimeDiff: 2 time: 2025-02-04 10:25:00.194
sail ltpcTimeDiff 992 ltp: 105.74 totalTimeDiff: 2 time: 2025-02-04 10:25:00.194
hall tpcTimeDiff 315 ltp: 3670.0 totalTimeDiff: 2 time: 2025-02-04 10:25:00.194
policybzr ltpcTimeDiff 3016 ltp: 1697.7 totalTimeDiff: 2 time: 2025-02-04 10:25:00.194
indigo ltpcTimeDiff 3400 ltp: 4351.4 totalTimeDiff: 2 time: 2025-02-04 10:25:01.544
hindcooper ltpcTimeDiff 2962 ltp: 241.0 totalTimeDiff: 2 time: 2025-02-04 10:25:02.144
1 Like
2

@Ketan
Can you respond to this?
Why is there so much delay even in the websockets?

1 Like
3

Hi @Kautilya
From our side, we do not observe any such delays. If there were a delay of 1-3 seconds in the LTP from the server side, all users would experience a similar delay.

Kindly check your local network speed and code setup for any potential issues.

Additionally, please share the instrument keys and the specific time when you encountered the delay so that we can verify it on our end as well.

Thanks!

4

Hi @Ketan, Thank you for your response
As you can observe from the logs I have mentioned
The time difference is not in the received time and processsing time(System.currentTimeMillis() - feedResponse.getCurrentTs()), Received time is mostly less than 3ms.
While the difference in time is from LTPC time LTT(System.currentTimeMillis() - ltpc.getLtt()), Here the time difference is some times 1-3 seconds

I am observing this everyday, when I am trying to make the 5 minute candle from the previous minute candle, instead of getting the close price before 10:25:00.000 I am getting data somewhere between 10:25:00.040 - 10:25:02.144
I am pasted the logs as well in the original post
I am observing this in these instrument keys
NSE_EQ|INE263A01024
NSE_EQ|INE591G01017
NSE_EQ|INE646L01027
NSE_EQ|INE531E01026
NSE_EQ|INE114A01011
NSE_EQ|INE066F01020
NSE_EQ|INE417T01026

5

@Ketan Please help me here
What could be wrong if the ltt time compared to current time is delayed while currentTs still is not delayed at all

6

@Kautilya - Weā€™re looking into this and will get back to you with an update. Thanks!

1 Like
7

@shanmu @Ketan
Iā€™m experiencing a consistent issue with data delays in at least one of the instruments mentioned above. This occurs approximately every 5 minutes and is preventing me from accurately calculating 5-minute candles. This, in turn, is causing my trading strategy to fail. I need a resolution to this problem as soon as possible. Are there any updates or solutions available?

8

@Kautilya - Are you still seeing this issue today? Iā€™m asking because we deployed a fix for v3 yesterday to address a similar issue.

9

@shanmu Yes I am still facing the same issue
These are the logs of the data that is delayed, this data is suppose to come before 11:40:00 but is delayed by the ltpcTimeDiff amount of milliseconds

niftybank_5mins ltpcTimeDiff 1101 ltp: 49098.35 totalTimeDiff: 2 time: 2025-02-12 11:40:00.101
coforge_5mins ltpcTimeDiff 215 ltp: 8020.65 totalTimeDiff: 6 time: 2025-02-12 11:40:00.105
hindcooper_5mins ltpcTimeDiff 508 ltp: 225.64 totalTimeDiff: 6 time: 2025-02-12 11:40:00.105
indigo_5mins ltpcTimeDiff 2242 ltp: 4265.2 totalTimeDiff: 2 time: 2025-02-12 11:40:00.401
adanient_5mins ltpcTimeDiff 2427 ltp: 2332.0 totalTimeDiff: 2 time: 2025-02-12 11:40:01.151
adanient_5mins ltpcTimeDiff 3176 ltp: 2332.0 totalTimeDiff: 1 time: 2025-02-12 11:40:01.900
adanient_5mins ltpcTimeDiff 4377 ltp: 2332.0 totalTimeDiff: 2 time: 2025-02-12 11:40:03.101
hindalco_5mins ltpcTimeDiff 7443 ltp: 597.95 totalTimeDiff: 1 time: 2025-02-12 11:40:03.700
adanient_5mins ltpcTimeDiff 5426 ltp: 2332.0 totalTimeDiff: 1 time: 2025-02-12 11:40:04.150
adanient_5mins ltpcTimeDiff 6476 ltp: 2332.0 totalTimeDiff: 1 time: 2025-02-12 11:40:05.200

10

@shanmu @Ketan
Iā€™m still experiencing the same daily issue with delays, ranging from 1 to 8 seconds. Could this be investigated as soon as possible?

11

@shanmu @Ketan Same delays everyday. Can you keep me updated if you are looking into this?
It is not possible for me to use the websocket with such delays

12

@Kautilya The team is looking into this, but it might take some time. Weā€™ll keep you posted on the progress. Thanks!

1 Like
13

@shanmu Thank you for your update.
Please do keep me posted, my strategies are stuck due to this.

1 Like
15

@shanmu @Ketan
Any updates on this one?

16

even today as i used v3 for the first time there was significant delay in ltp

17

Hi @Kautilya and @Ulta_Pulta,

We have reviewed this matter with our internal team and confirmed that the ticks you receive are in sync with those displayed on our Pro Web charts and mobile app charts. This data is sourced directly from the exchange.

Additionally, please do not interpret currentTs - LTT as a delay. If a stock has not been traded in the current tick that you receive, its LTT will remain unchanged.

If you subscribe to more volatile instruments, such as the Nifty contract with the highest OI for next weekā€™s expiry, you will notice that its LTP updates more frequently compared to other instruments.

Thank you!

18

Hi @Ketan
If as per you LTT is not the time of the last trade then how do we know the time of Last Trade, how do we make the current time interval candle if it is not provided and LTT doesnā€™t give the correct time of trade.
And even if I use the currentTs to construct the candle then the last price of the time interval doesnā€™t give the correct close price as it is seen on the upstox charts.
There is also a delay of around 5-6 seconds in the previous 1 minute candle data that we are receiving in every tick.

@Ushnota
There are significant number the dev api users that have been reporting this issue.

19

I have also been experiencing delays in ohlc 1 minute candle from market feed v3. Attaching a screenshot - the timestamp on the left is my system time when the candle is received. The timestamp on the right is the candle timestamp. You can see that there is a delay of 30 seconds in receiving the previous minute candle.

last candle delayhl
last candle delayhl940Ɨ230 6.49 KB

20

Hi @Ketan,
Data has been consistent from quite some time
But recently I again noticed some discrepency in data.
This is for BankNifty, which is highly volatile.
The last LTP received from API is different what is displayed on upstox charts

This was the last tick I received for 12:59 candle from websocket v3 and should be the close price of this candle but this is not the case with upstox charts,
as per the charts close price is 50168.85
niftybank LTP: 50165.55 time: 2025-04-09 12:59:59.530

Similar thing happened for 2:14 candle
Close price as per charts is 50249.80
Last tick received from websocket v3 is
niftybank LTP: 50247.2 time: 2025-04-09 02:14:59.529

21

@Ketan @shanmu
Any updates here?