Full MarketFeed API confusion

Developer API
1

I am subscribing to EQ Full market feed through websocket.

  1. In the NSE L2 data technical specification page, it is shown that they send a “timestamp” with the packet which contains the seconds since epoch at the exchange end. Your feed is missing that timestamp. Can that please be added?

  2. In the same NSE document, there is no mention of “Last Traded Timestamp”. Your feed contains that timestamp, that too in milliseconds. Can you please explain from where are you getting this timestamp? (Is this exchange timestamp, or is this a timestamp from your server)

2

@shanmu @Pradeep_Jaiswar kindly help me out with this.

3

Sorry for the delayed response.

The Last Traded Timestamp you’re seeing is directly obtained from the exchange, and we relay this information back to the user along with additional data. Could you point us to the specific document you’re referencing? This will enable us to offer more accurate assistance regarding the two points mentioned above.

4

Hi,

https://nsearchives.nseindia.com/content/press/Realtime_CM_L2.pdf
Section 4.4 here.

The only timestamp they send is the field “Timestamp”, which is the exchange sending time of the packet,
that too in No of seconds since epoch, not milliseconds. So can you please answer the same 2 questions now.

Thanks

5

@Pradeep_Jaiswar tagging just in case

6

@Pradeep_Jaiswar @shanmu any update on this? Kindly update.

7

Please refer to the Version 5.5 under Protocols documents for CM, FO, CD and COM segment, which points to the pdf https://nsearchives.nseindia.com/web/sites/default/files/inline-files/TP_CM_Trimmed_NNF_PROTOCOL_5.5.pdf

In the above mentioned pdf, under Only Market by Price Update you can refer to the LastTradeTime

I hope the above information is helpful.

8

@Pradeep_Jaiswar Thanks for the document. Its really helpful.
Regarding my original queries:

  1. They send a header in the MBP packet which contains the host timestamp. Can that be added to Upstox market feed packets too? (Hopefully with milliseconds precision if possible)

  2. Their document mentions 4 bytes for lastTradedTime which means its in seconds. So how do you guys send the timestamps in milliseconds?

9

We’ll forward your feedback and questions to the relevant team and respond to you soon.

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