upsox websocket feeds ‘MARKETLEVEL’ key often does not have both best bidP , bidQ and askP, askQ together.I have beeen exploring upstox ‘requestMode’: ‘full_d5’ for sometime and find these consistently. Is it what upstox getting it from NSE exchanges ?
Hi @Bikram
All the data is passed through the sockets as it comes from the exchanges. I would recommend you to use the websocket v3 market datastreamer/feeder for full D5 depth