Thanks for your response.
Yes, I’m aggregating the tick data received via the Upstox v3 Market Feed WebSocket and storing it in a database for analysis and charting purposes.
Here’s a brief of my setup:
-
I’m subscribed to the full market feed for selected instruments like HDFCBANK using the
fullmode (which includes OHLC, LTQ, volume, etc.). -
On receiving each tick, I store the following:
- Timestamp
- Last Traded Price (LTP)
- Last Traded Quantity (LTQ)
- **Volume Traded (Total)
-
I aggregate these values at a **per-second or per-minute level to generate candles and compare them with the TradingView/Upstox chart data.
What I’m noticing:
- Even though I’m receiving ticks continuously, the sum of LTQs within a second (or the delta in Volume Traded) is significantly lower than what the chart shows for the same timestamp.
- For example, on 27-06-25 at 15:00:00, the Upstox chart shows 24.375K volume, but in my feed at that second, I only received two ticks — one with LTQ 108, one with LTQ 13.
This leads me to suspect either:
- The WebSocket feed is sending only snapshot ticks (not all trades), or
- There’s some filtering or throttling on the backend for equity symbols.
I would appreciate if you could clarify:
- Whether the feed is tick-by-tick for all trades, or only the last trade snapshot within a time window,
- And whether chart data is based on a different feed (such as Tick-by-Tick / co-location) that is not exposed via the public WebSocket.
Thanks again for your time and support.
Warm regards,
Madhukumar