Today, I observed a huge delay of upto 30 minutes in the websocket live feed in I1(1 minute candles). The delay started at around 09:30 hours today. Initially, i felt like some coding bug, but at 09:56 when i was still getting 09:28 minute candles in the feed, I stopped the script for debugging later.
I just checked the logs now and am sure that there was a delay or stale data in the websockets feed. I am pasting a sample feed received from the logs:
Note: The issue was resolved from 09:56 :25.
2024-05-17 09:56:20.834 | 141 DEBUG:
{‘type’: ‘live_feed’,
‘feeds’: {‘NSE_INDEX|Nifty Bank’: {‘ff’: {‘indexFF’: {‘ltpc’: {‘ltp’: 47859.95,
‘ltt’: ‘1715918378000’,
‘cp’: 47977.05},
‘marketOHLC’: {‘ohlc’: [{‘interval’: ‘1d’,
‘open’: 47842.95,
‘high’: 47981.6,
‘low’: 47799.55,
‘close’: 47859.95,
‘ts’: ‘1715884200000’},
{‘interval’: ‘I1’,
‘open’: 47833.5,
‘high’: 47834.3,
‘low’: 47803.5,
‘close’: 47821.45,
‘ts’: ‘1715918280000’},
{‘interval’: ‘I1’,
‘open’: 47824.85,
‘high’: 47865.95,
‘low’: 47813.8,
‘close’: 47859.95,
‘ts’: ‘1715918340000’},
{‘interval’: ‘I30’,
‘open’: 47842.95,
‘high’: 47981.6,
‘low’: 47799.55,
‘close’: 47859.95,
‘ts’: ‘1715917500000’}]},
‘yh’: 49974.75,
‘yl’: 42105.4}}},
‘NSE_FO|38765’: {‘ff’: {‘marketFF’: {‘ltpc’: {‘ltp’: 201.9,
‘ltt’: ‘1715918378939’,
‘ltq’: ‘150’,
‘cp’: 189.1},
‘marketLevel’: {‘bidAskQuote’: [{‘bq’: 25,
‘bp’: 201.05,
‘aq’: 425,
‘ap’: 201.35},
{‘bq’: 800, ‘bp’: 200.85, ‘aq’: 675, ‘ap’: 201.4},
{‘bq’: 1525, ‘bp’: 200.8, ‘aq’: 1200, ‘ap’: 201.45},
{‘bq’: 900, ‘bp’: 200.75, ‘aq’: 1225, ‘ap’: 201.5},
{‘bq’: 1675, ‘bp’: 200.7, ‘aq’: 575, ‘ap’: 201.55}]},
‘optionGreeks’: {‘op’: 200.9,
‘up’: 22412.471067235794,
‘iv’: 0.13063358834675184,
‘delta’: -0.5867512600913543,
‘theta’: -11.939352685697418,
‘gamma’: 0.0010167506166928195,
‘vega’: 11.424924039980267,
‘rho’: -2.2862980012224634},
‘marketOHLC’: {‘ohlc’: [{‘interval’: ‘1d’,
‘open’: 181.95,
‘high’: 216.95,
‘low’: 170.0,
‘close’: 201.9,
‘volume’: 2209375,
‘ts’: ‘1715884200000’},
{‘interval’: ‘I1’,
‘open’: 212.0,
‘high’: 216.95,
‘low’: 211.4,
‘close’: 213.0,
‘volume’: 111925,
‘ts’: ‘1715918280000’},
{‘interval’: ‘I1’,
‘open’: 212.0,
‘high’: 213.45,
‘low’: 199.2,
‘close’: 201.9,
‘volume’: 109000,
‘ts’: ‘1715918340000’},
{‘interval’: ‘I30’,
‘open’: 171.0,
‘high’: 216.95,
‘low’: 171.0,
‘close’: 201.9,
‘volume’: 2207975,
‘ts’: ‘1715917500000’}]},
‘eFeedDetails’: {‘atp’: 207.98,
‘cp’: 189.1,
‘vtt’: ‘2209575’,
‘oi’: 1516075.0,
‘tbq’: 222525.0,
‘tsq’: 149200.0,
‘lc’: 0.05,
‘uc’: 467.55,
‘poi’: 1254650.0}}}},
‘NSE_FO|53697’: {‘ff’: {‘marketFF’: {‘ltpc’: {‘ltp’: 118.75,
‘ltt’: ‘1715918378959’,
‘ltq’: ‘40’,
‘cp’: 103.15},
‘marketLevel’: {‘bidAskQuote’: [{‘bq’: 120,
‘bp’: 118.95,
‘aq’: 200,
‘ap’: 119.35},
{‘bq’: 80, ‘bp’: 118.9, ‘aq’: 320, ‘ap’: 119.4},
{‘bq’: 360, ‘bp’: 118.85, ‘aq’: 440, ‘ap’: 119.45},
{‘bq’: 200, ‘bp’: 118.8, ‘aq’: 440, ‘ap’: 119.5},
{‘bq’: 120, ‘bp’: 118.75, ‘aq’: 360, ‘ap’: 119.55}]},
‘optionGreeks’: {‘op’: 118.05,
‘up’: 21386.302581407122,
‘iv’: 0.12056965451348642,
‘delta’: -0.5169096526439476,
‘theta’: -13.050110602074797,
‘gamma’: 0.0014328133041360445,
‘vega’: 9.200695685322932,
‘rho’: -1.3010232682702318},
‘marketOHLC’: {‘ohlc’: [{‘interval’: ‘1d’,
‘open’: 107.0,
‘high’: 137.15,
‘low’: 104.15,
‘close’: 118.75,
‘volume’: 1520680,
‘ts’: ‘1715884200000’},
{‘interval’: ‘I1’,
‘open’: 127.45,
‘high’: 133.2,
‘low’: 126.7,
‘close’: 129.25,
‘volume’: 68480,
‘ts’: ‘1715918280000’},
{‘interval’: ‘I1’,
‘open’: 129.05,
‘high’: 129.85,
‘low’: 117.0,
‘close’: 118.75,
‘volume’: 79640,
‘ts’: ‘1715918340000’},
{‘interval’: ‘I30’,
‘open’: 107.0,
‘high’: 137.15,
‘low’: 104.15,
‘close’: 118.75,
‘volume’: 1520520,
‘ts’: ‘1715917500000’}]},
‘eFeedDetails’: {‘atp’: 126.63,
‘cp’: 103.15,
‘vtt’: ‘1520720’,
‘oi’: 515240.0,
‘tbq’: 86880.0,
‘tsq’: 107000.0,
‘lc’: 0.05,
‘uc’: 377.0,
‘poi’: 264120.0}}}},
‘NSE_FO|53686’: {‘ff’: {‘marketFF’: {‘ltpc’: {‘ltp’: 235.25,
‘ltt’: ‘1715918378603’,
‘ltq’: ‘40’,
‘cp’: 267.3},
‘marketLevel’: {‘bidAskQuote’: [{‘bq’: 40,
‘bp’: 234.65,
‘aq’: 480,
‘ap’: 235.55},
{‘bq’: 360, ‘bp’: 234.6, ‘aq’: 120, ‘ap’: 235.6},
{‘bq’: 80, ‘bp’: 234.55, ‘aq’: 200, ‘ap’: 235.7},
{‘bq’: 200, ‘bp’: 234.5, ‘aq’: 240, ‘ap’: 235.75},
{‘bq’: 40, ‘bp’: 234.45, ‘aq’: 1160, ‘ap’: 235.8}]},
‘optionGreeks’: {‘op’: 235.6,
‘up’: 21386.302581407122,
‘iv’: 0.13107998048359512,
‘delta’: 0.7341558836600779,
‘theta’: -11.67649918754798,
‘gamma’: 0.0010846543523808873,
‘vega’: 7.572177330374488,
‘rho’: 1.8008577700227202},
‘marketOHLC’: {‘ohlc’: [{‘interval’: ‘1d’,
‘open’: 267.3,
‘high’: 267.3,
‘low’: 215.3,
‘close’: 235.25,
‘volume’: 90080,
‘ts’: ‘1715884200000’},
{‘interval’: ‘I1’,
‘open’: 224.9,
‘high’: 225.8,
‘low’: 220.0,
‘close’: 225.45,
‘volume’: 2360,
‘ts’: ‘1715918280000’},
{‘interval’: ‘I1’,
‘open’: 224.2,
‘high’: 238.0,
‘low’: 224.2,
‘close’: 235.25,
‘volume’: 2440,
‘ts’: ‘1715918340000’},
{‘interval’: ‘I30’,
‘open’: 267.3,
‘high’: 267.3,
‘low’: 215.3,
‘close’: 235.25,
‘volume’: 90040,
‘ts’: ‘1715917500000’}]},
‘eFeedDetails’: {‘atp’: 231.92,
‘cp’: 267.3,
‘vtt’: ‘90080’,
‘oi’: 346240.0,
‘tbq’: 39440.0,
‘tsq’: 40000.0,
‘lc’: 0.05,
‘uc’: 686.75,
‘poi’: 348080.0}}}},
‘NSE_INDEX|Nifty Fin Service’: {‘ff’: {‘indexFF’: {‘ltpc’: {‘ltp’: 21363.5,
‘ltt’: ‘1715918378000’,
‘cp’: 21416.1},
‘marketOHLC’: {‘ohlc’: [{‘interval’: ‘1d’,
‘open’: 21354.45,
‘high’: 21405.05,
‘low’: 21333.5,
‘close’: 21363.5,
‘ts’: ‘1715884200000’},
{‘interval’: ‘I1’,
‘open’: 21350.5,
‘high’: 21351.25,
‘low’: 21338.25,
‘close’: 21348.2,
‘ts’: ‘1715918280000’},
{‘interval’: ‘I1’,
‘open’: 21349.8,
‘high’: 21366.9,
‘low’: 21346.0,
‘close’: 21363.5,
‘ts’: ‘1715918340000’},
{‘interval’: ‘I30’,
‘open’: 21354.45,
‘high’: 21405.05,
‘low’: 21333.5,
‘close’: 21363.5,
‘ts’: ‘1715917500000’}]},
‘yh’: 22136.6,
‘yl’: 18870.15}}}}}