i am seeing a mismatch between WebSocket and REST Option Greeks.Symbols:
-
CE:
NSE_FO|47231
(NIFTY weekly ATM) -
PE:
NSE_FO|47232
-
Expiry: 2025-08-21
-
Repro steps
-
Connect WS v3 and subscribe with
mode="option_greeks"
for the two instrument keys above. -
Expect
feeds.optionGreeks
fields (delta, gamma, vega, theta, iv). -
Actual: connection succeeds, but we never receive optionGreeks ticks.
-
Contrast:
GET /v3/market-quote/option-greek?instrument_key=…
returns complete Greeks for the same keys (we’re logging these every 2s).
-
Questions
-
Is
mode="option_greeks"
on WS v3 available for retail users? -
Any symbol/expiry limitations for weekly NIFTY where WS Greeks may be suppressed while REST works?
-
Should we use
mode="full"
to receive Greeks on WS, or isoption_greeks
correct? -
Any extra app permissions/flags required?Please advise if there’s a known limitation or if we should change the WS subscription mode.
Thanks!