Inconsistence data and delay from websocket

Developer API
1

Hi Team

getting inconsistency data from the WebSocket.
In the below logs you can see the data for “NSE_FO|44015” is only up to 11:11:53 and its update never came even after 11:12:10. This is just an a single scenario but I have seen lots of websocket delay scenario. due to this my trading is getting affected.
I have subscribed to multiple instrument key [“NSE_INDEX|Nifty 50”,‘NSE_FO|43711’,‘NSE_FO|43900’,‘NSE_FO|44015’,‘NSE_FO|43612’ ]. could this be the cause of this issue.

Wed Oct 23 11:11:52 2024 {'type': 'live_feed', 'feeds': {'NSE_FO|43612': {'ff': {'marketFF': {'ltpc': {'ltp': 571.5, 'ltt': '1729662110929', 'ltq': '25', 'cp': 505.85}, 'marketLevel': {'bidAskQuote': [{'bq': 175, 'bp': 572.7, 'bno': 0, 'aq': 175, 'ap': 574.15, 'ano': 0}, {'bq': 50, 'bp': 572.4, 'bno': 0, 'aq': 25, 'ap': 574.35, 'ano': 0}, {'bq': 50, 'bp': 572.0, 'bno': 0, 'aq': 50, 'ap': 574.4, 'ano': 0}, {'bq': 25, 'bp': 571.65, 'bno': 0, 'aq': 100, 'ap': 574.6, 'ano': 0}, {'bq': 50, 'bp': 571.6, 'bno': 0, 'aq': 100, 'ap': 574.8, 'ano': 0}]}, 'optionGreeks': {'op': 572.0, 'up': 24558.357708229578, 'iv': 0.284423828125, 'delta': 0.9237, 'theta': -24.1351, 'gamma': 0.0004, 'vega': 2.0014, 'rho': 0.7145}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 470.25, 'high': 634.5, 'low': 433.4, 'close': 571.5, 'volume': 475200, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 593.5, 'high': 593.5, 'low': 583.65, 'close': 587.1, 'volume': 3025, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 586.95, 'high': 586.95, 'low': 569.9, 'close': 571.5, 'volume': 3850, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 547.45, 'high': 592.0, 'low': 480.65, 'close': 524.85, 'volume': 91550, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 521.65, 'high': 634.5, 'low': 520.55, 'close': 571.5, 'volume': 52600, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 517.46, 'cp': 505.85, 'vtt': '475200', 'oi': 148525.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 107075.0, 'tsq': 29800.0, 'close': 0.0, 'lc': 0.05, 'uc': 1252.15, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 140875.0}}}}, 'NSE_FO|43711': {'ff': {'marketFF': {'ltpc': {'ltp': 215.9, 'ltt': '1729662112452', 'ltq': '50', 'cp': 168.55}, 'marketLevel': {'bidAskQuote': [{'bq': 275, 'bp': 215.45, 'bno': 0, 'aq': 75, 'ap': 215.95, 'ano': 0}, {'bq': 250, 'bp': 215.4, 'bno': 0, 'aq': 250, 'ap': 216.0, 'ano': 0}, {'bq': 125, 'bp': 215.35, 'bno': 0, 'aq': 775, 'ap': 216.05, 'ano': 0}, {'bq': 250, 'bp': 215.3, 'bno': 0, 'aq': 425, 'ap': 216.1, 'ano': 0}, {'bq': 150, 'bp': 215.25, 'bno': 0, 'aq': 825, 'ap': 216.15, 'ano': 0}]}, 'optionGreeks': {'op': 214.15, 'up': 24558.357711141118, 'iv': 0.213470458984375, 'delta': 0.7051, 'theta': -43.584, 'gamma': 0.0012, 'vega': 4.8155, 'rho': 0.5526}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 120.1, 'high': 268.0, 'low': 120.1, 'close': 215.9, 'volume': 24804400, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 234.7, 'high': 234.7, 'low': 223.6, 'close': 227.65, 'volume': 88325, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 227.8, 'high': 228.3, 'low': 211.5, 'close': 215.9, 'volume': 120825, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 202.5, 'high': 233.75, 'low': 152.0, 'close': 180.0, 'volume': 4158150, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 179.75, 'high': 268.0, 'low': 178.05, 'close': 215.9, 'volume': 3142100, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 185.61, 'cp': 168.55, 'vtt': '24804750', 'oi': 1225525.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 205325.0, 'tsq': 100775.0, 'close': 0.0, 'lc': 0.05, 'uc': 779.95, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 376050.0}}}}, 'NSE_FO|44015': {'ff': {'marketFF': {'ltpc': {'ltp': 437.3, 'ltt': '1729662112468', 'ltq': '75', 'cp': 515.15}, 'marketLevel': {'bidAskQuote': [{'bq': 400, 'bp': 438.4, 'bno': 0, 'aq': 175, 'ap': 439.55, 'ano': 0}, {'bq': 125, 'bp': 438.35, 'bno': 0, 'aq': 75, 'ap': 439.8, 'ano': 0}, {'bq': 225, 'bp': 438.3, 'bno': 0, 'aq': 250, 'ap': 439.95, 'ano': 0}, {'bq': 100, 'bp': 438.25, 'bno': 0, 'aq': 150, 'ap': 440.0, 'ano': 0}, {'bq': 150, 'bp': 438.2, 'bno': 0, 'aq': 200, 'ap': 440.1, 'ano': 0}]}, 'optionGreeks': {'op': 440.0, 'up': 24558.35770964802, 'iv': 0.0, 'delta': -1.0, 'theta': 0.0, 'gamma': 0.0, 'vega': 0.0, 'rho': -0.8077}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 570.15, 'high': 591.45, 'low': 377.25, 'close': 437.3, 'volume': 1168425, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 417.4, 'high': 427.25, 'low': 415.95, 'close': 423.55, 'volume': 4975, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 424.1, 'high': 443.45, 'low': 424.1, 'close': 437.3, 'volume': 6925, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 466.55, 'high': 536.0, 'low': 423.6, 'close': 492.0, 'volume': 198600, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 493.7, 'high': 494.05, 'low': 377.25, 'close': 437.3, 'volume': 176525, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 491.21, 'cp': 515.15, 'vtt': '1168500', 'oi': 1599200.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 112575.0, 'tsq': 38725.0, 'close': 0.0, 'lc': 0.05, 'uc': 1115.2, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 1592000.0}}}}}}
INFO:root:message
Wed Oct 23 11:11:52 2024 {'type': 'live_feed', 'feeds': {'NSE_FO|43612': {'ff': {'marketFF': {'ltpc': {'ltp': 572.7, 'ltt': '1729662112694', 'ltq': '100', 'cp': 505.85}, 'marketLevel': {'bidAskQuote': [{'bq': 175, 'bp': 572.7, 'bno': 0, 'aq': 175, 'ap': 574.15, 'ano': 0}, {'bq': 50, 'bp': 572.4, 'bno': 0, 'aq': 25, 'ap': 574.35, 'ano': 0}, {'bq': 50, 'bp': 572.0, 'bno': 0, 'aq': 50, 'ap': 574.4, 'ano': 0}, {'bq': 25, 'bp': 571.65, 'bno': 0, 'aq': 100, 'ap': 574.6, 'ano': 0}, {'bq': 50, 'bp': 571.6, 'bno': 0, 'aq': 100, 'ap': 574.8, 'ano': 0}]}, 'optionGreeks': {'op': 572.0, 'up': 24558.357708229578, 'iv': 0.284423828125, 'delta': 0.9237, 'theta': -24.1351, 'gamma': 0.0004, 'vega': 2.0014, 'rho': 0.7145}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 470.25, 'high': 634.5, 'low': 433.4, 'close': 572.7, 'volume': 475200, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 593.5, 'high': 593.5, 'low': 583.65, 'close': 587.1, 'volume': 3025, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 586.95, 'high': 586.95, 'low': 569.9, 'close': 572.7, 'volume': 3950, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 547.45, 'high': 592.0, 'low': 480.65, 'close': 524.85, 'volume': 91550, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 521.65, 'high': 634.5, 'low': 520.55, 'close': 572.7, 'volume': 52700, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 517.46, 'cp': 505.85, 'vtt': '475300', 'oi': 148525.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 107075.0, 'tsq': 29800.0, 'close': 0.0, 'lc': 0.05, 'uc': 1252.15, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 140875.0}}}}}}
INFO:root:message
Wed Oct 23 11:11:52 2024 {'type': 'live_feed', 'feeds': {'NSE_FO|43900': {'ff': {'marketFF': {'ltpc': {'ltp': 254.8, 'ltt': '1729662113162', 'ltq': '50', 'cp': 332.85}, 'marketLevel': {'bidAskQuote': [{'bq': 50, 'bp': 255.1, 'bno': 0, 'aq': 175, 'ap': 255.8, 'ano': 0}, {'bq': 275, 'bp': 255.05, 'bno': 0, 'aq': 100, 'ap': 255.85, 'ano': 0}, {'bq': 575, 'bp': 255.0, 'bno': 0, 'aq': 300, 'ap': 255.9, 'ano': 0}, {'bq': 175, 'bp': 254.95, 'bno': 0, 'aq': 200, 'ap': 255.95, 'ano': 0}, {'bq': 825, 'bp': 254.9, 'bno': 0, 'aq': 425, 'ap': 256.0, 'ano': 0}]}, 'optionGreeks': {'op': 258.7, 'up': 24558.35769270134, 'iv': 0.1629638671875, 'delta': -0.8537, 'theta': -22.1162, 'gamma': 0.001, 'vega': 3.2009, 'rho': -0.6857}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 340.0, 'high': 402.0, 'low': 203.0, 'close': 254.8, 'volume': 2959900, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 235.3, 'high': 246.3, 'low': 235.3, 'close': 243.75, 'volume': 38575, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 243.0, 'high': 259.5, 'low': 241.9, 'close': 254.8, 'volume': 43325, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 285.55, 'high': 347.1, 'low': 246.4, 'close': 306.2, 'volume': 621025, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 305.95, 'high': 307.4, 'low': 203.0, 'close': 254.8, 'volume': 760950, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 296.99, 'cp': 332.85, 'vtt': '2960000', 'oi': 1956575.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 214775.0, 'tsq': 139825.0, 'close': 0.0, 'lc': 0.05, 'uc': 869.2, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 1946250.0}}}}, 'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 24547.15, 'ltt': '1729662113000', 'ltq': '0', 'cp': 24472.1}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 24378.15, 'high': 24597.1, 'low': 24378.1, 'close': 24547.15, 'volume': 0, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 24569.8, 'high': 24569.9, 'low': 24559.2, 'close': 24560.5, 'volume': 0, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 24560.3, 'high': 24562.1, 'low': 24545.8, 'close': 24547.15, 'volume': 0, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 24517.3, 'high': 24556.55, 'low': 24455.0, 'close': 24497.15, 'volume': 0, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 24497.35, 'high': 24597.1, 'low': 24493.8, 'close': 24547.15, 'volume': 0, 'ts': '1729660500000'}]}, 'lastClose': 0.0, 'yh': 26277.35, 'yl': 18926.65}}}}}
INFO:root:message
Wed Oct 23 11:11:53 2024 {'type': 'live_feed', 'feeds': {'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 24546.8, 'ltt': '1729662113000', 'ltq': '0', 'cp': 24472.1}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 24378.15, 'high': 24597.1, 'low': 24378.1, 'close': 24546.8, 'volume': 0, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 24569.8, 'high': 24569.9, 'low': 24559.2, 'close': 24560.5, 'volume': 0, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 24560.3, 'high': 24562.1, 'low': 24545.8, 'close': 24546.8, 'volume': 0, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 24517.3, 'high': 24556.55, 'low': 24455.0, 'close': 24497.15, 'volume': 0, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 24497.35, 'high': 24597.1, 'low': 24493.8, 'close': 24546.8, 'volume': 0, 'ts': '1729660500000'}]}, 'lastClose': 0.0, 'yh': 26277.35, 'yl': 18926.65}}}}}
INFO:root:message
Wed Oct 23 11:11:53 2024 {'type': 'live_feed', 'feeds': {'NSE_FO|43900': {'ff': {'marketFF': {'ltpc': {'ltp': 256.6, 'ltt': '1729662113966', 'ltq': '25', 'cp': 332.85}, 'marketLevel': {'bidAskQuote': [{'bq': 25, 'bp': 254.9, 'bno': 0, 'aq': 175, 'ap': 255.5, 'ano': 0}, {'bq': 325, 'bp': 254.75, 'bno': 0, 'aq': 100, 'ap': 255.55, 'ano': 0}, {'bq': 425, 'bp': 254.7, 'bno': 0, 'aq': 275, 'ap': 255.6, 'ano': 0}, {'bq': 150, 'bp': 254.65, 'bno': 0, 'aq': 75, 'ap': 255.65, 'ano': 0}, {'bq': 450, 'bp': 254.6, 'bno': 0, 'aq': 50, 'ap': 255.7, 'ano': 0}]}, 'optionGreeks': {'op': 258.7, 'up': 24558.35769270134, 'iv': 0.1629638671875, 'delta': -0.8537, 'theta': -22.1162, 'gamma': 0.001, 'vega': 3.2009, 'rho': -0.6857}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 340.0, 'high': 402.0, 'low': 203.0, 'close': 256.6, 'volume': 2960100, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 235.3, 'high': 246.3, 'low': 235.3, 'close': 243.75, 'volume': 38575, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 243.0, 'high': 259.5, 'low': 241.9, 'close': 256.6, 'volume': 43650, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 285.55, 'high': 347.1, 'low': 246.4, 'close': 306.2, 'volume': 621025, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 305.95, 'high': 307.4, 'low': 203.0, 'close': 256.6, 'volume': 761275, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 296.99, 'cp': 332.85, 'vtt': '2960325', 'oi': 1956575.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 213275.0, 'tsq': 139850.0, 'close': 0.0, 'lc': 0.05, 'uc': 869.2, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 1946250.0}}}}, 'NSE_FO|43711': {'ff': {'marketFF': {'ltpc': {'ltp': 215.45, 'ltt': '1729662113886', 'ltq': '25', 'cp': 168.55}, 'marketLevel': {'bidAskQuote': [{'bq': 50, 'bp': 215.5, 'bno': 0, 'aq': 150, 'ap': 216.0, 'ano': 0}, {'bq': 175, 'bp': 215.45, 'bno': 0, 'aq': 550, 'ap': 216.05, 'ano': 0}, {'bq': 175, 'bp': 215.4, 'bno': 0, 'aq': 475, 'ap': 216.1, 'ano': 0}, {'bq': 200, 'bp': 215.35, 'bno': 0, 'aq': 975, 'ap': 216.15, 'ano': 0}, {'bq': 75, 'bp': 215.3, 'bno': 0, 'aq': 950, 'ap': 216.2, 'ano': 0}]}, 'optionGreeks': {'op': 214.15, 'up': 24558.357711141118, 'iv': 0.213470458984375, 'delta': 0.7051, 'theta': -43.584, 'gamma': 0.0012, 'vega': 4.8155, 'rho': 0.5526}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 120.1, 'high': 268.0, 'low': 120.1, 'close': 215.45, 'volume': 24804825, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 234.7, 'high': 234.7, 'low': 223.6, 'close': 227.65, 'volume': 88325, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 227.8, 'high': 228.3, 'low': 211.5, 'close': 215.45, 'volume': 121375, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 202.5, 'high': 233.75, 'low': 152.0, 'close': 180.0, 'volume': 4158150, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 179.75, 'high': 268.0, 'low': 178.05, 'close': 215.45, 'volume': 3142650, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 185.61, 'cp': 168.55, 'vtt': '24805300', 'oi': 1225525.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 204075.0, 'tsq': 103275.0, 'close': 0.0, 'lc': 0.05, 'uc': 779.95, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 376050.0}}}}, 'NSE_FO|44015': {'ff': {'marketFF': {'ltpc': {'ltp': 437.3, 'ltt': '1729662112468', 'ltq': '75', 'cp': 515.15}, 'marketLevel': {'bidAskQuote': [{'bq': 400, 'bp': 438.2, 'bno': 0, 'aq': 175, 'ap': 439.2, 'ano': 0}, {'bq': 25, 'bp': 438.15, 'bno': 0, 'aq': 75, 'ap': 439.55, 'ano': 0}, {'bq': 200, 'bp': 438.1, 'bno': 0, 'aq': 50, 'ap': 439.6, 'ano': 0}, {'bq': 25, 'bp': 438.05, 'bno': 0, 'aq': 150, 'ap': 439.7, 'ano': 0}, {'bq': 150, 'bp': 438.0, 'bno': 0, 'aq': 150, 'ap': 439.75, 'ano': 0}]}, 'optionGreeks': {'op': 440.0, 'up': 24558.35770964802, 'iv': 0.0, 'delta': -1.0, 'theta': 0.0, 'gamma': 0.0, 'vega': 0.0, 'rho': -0.8077}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 570.15, 'high': 591.45, 'low': 377.25, 'close': 437.3, 'volume': 1168500, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 417.4, 'high': 427.25, 'low': 415.95, 'close': 423.55, 'volume': 4975, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 424.1, 'high': 443.45, 'low': 424.1, 'close': 437.3, 'volume': 6925, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 466.55, 'high': 536.0, 'low': 423.6, 'close': 492.0, 'volume': 198600, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 493.7, 'high': 494.05, 'low': 377.25, 'close': 437.3, 'volume': 176525, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 491.21, 'cp': 515.15, 'vtt': '1168500', 'oi': 1599200.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 111800.0, 'tsq': 38475.0, 'close': 0.0, 'lc': 0.05, 'uc': 1115.2, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 1592000.0}}}}}}
Wed Oct 23 11:11:53 2024 {'type': 'live_feed', 'feeds': {'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 24546.3, 'ltt': '1729662114000', 'ltq': '0', 'cp': 24472.1}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 24378.15, 'high': 24597.1, 'low': 24378.1, 'close': 24546.3, 'volume': 0, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 24569.8, 'high': 24569.9, 'low': 24559.2, 'close': 24560.5, 'volume': 0, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 24560.3, 'high': 24562.1, 'low': 24545.8, 'close': 24546.3, 'volume': 0, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 24517.3, 'high': 24556.55, 'low': 24455.0, 'close': 24497.15, 'volume': 0, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 24497.35, 'high': 24597.1, 'low': 24493.8, 'close': 24546.3, 'volume': 0, 'ts': '1729660500000'}]}, 'lastClose': 0.0, 'yh': 26277.35, 'yl': 18926.65}}}}}
INFO:root:message
INFO:root:message
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Wed Oct 23 11:11:54 2024 {'type': 'live_feed', 'feeds': {'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 24545.4, 'ltt': '1729662114000', 'ltq': '0', 'cp': 24472.1}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 24378.15, 'high': 24597.1, 'low': 24378.1, 'close': 24545.4, 'volume': 0, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 24569.8, 'high': 24569.9, 'low': 24559.2, 'close': 24560.5, 'volume': 0, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 24560.3, 'high': 24562.1, 'low': 24545.4, 'close': 24545.4, 'volume': 0, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 24517.3, 'high': 24556.55, 'low': 24455.0, 'close': 24497.15, 'volume': 0, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 24497.35, 'high': 24597.1, 'low': 24493.8, 'close': 24545.4, 'volume': 0, 'ts': '1729660500000'}]}, 'lastClose': 0.0, 'yh': 26277.35, 'yl': 18926.65}}}}}
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Wed Oct 23 11:11:54 2024 {'type': 'live_feed', 'feeds': {'NSE_FO|43900': {'ff': {'marketFF': {'ltpc': {'ltp': 257.8, 'ltt': '1729662114079', 'ltq': '75', 'cp': 332.85}, 'marketLevel': {'bidAskQuote': [{'bq': 25, 'bp': 254.9, 'bno': 0, 'aq': 175, 'ap': 255.5, 'ano': 0}, {'bq': 325, 'bp': 254.75, 'bno': 0, 'aq': 100, 'ap': 255.55, 'ano': 0}, {'bq': 425, 'bp': 254.7, 'bno': 0, 'aq': 275, 'ap': 255.6, 'ano': 0}, {'bq': 150, 'bp': 254.65, 'bno': 0, 'aq': 75, 'ap': 255.65, 'ano': 0}, {'bq': 450, 'bp': 254.6, 'bno': 0, 'aq': 50, 'ap': 255.7, 'ano': 0}]}, 'optionGreeks': {'op': 258.7, 'up': 24558.35769270134, 'iv': 0.1629638671875, 'delta': -0.8537, 'theta': -22.1162, 'gamma': 0.001, 'vega': 3.2009, 'rho': -0.6857}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 340.0, 'high': 402.0, 'low': 203.0, 'close': 257.8, 'volume': 2960100, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 235.3, 'high': 246.3, 'low': 235.3, 'close': 243.75, 'volume': 38575, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 243.0, 'high': 259.5, 'low': 241.9, 'close': 257.8, 'volume': 44150, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 285.55, 'high': 347.1, 'low': 246.4, 'close': 306.2, 'volume': 621025, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 305.95, 'high': 307.4, 'low': 203.0, 'close': 257.8, 'volume': 761775, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 296.99, 'cp': 332.85, 'vtt': '2960825', 'oi': 1956575.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 213275.0, 'tsq': 139850.0, 'close': 0.0, 'lc': 0.05, 'uc': 869.2, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 1946250.0}}}}, 'NSE_FO|43711': {'ff': {'marketFF': {'ltpc': {'ltp': 214.25, 'ltt': '1729662114067', 'ltq': '25', 'cp': 168.55}, 'marketLevel': {'bidAskQuote': [{'bq': 50, 'bp': 215.5, 'bno': 0, 'aq': 150, 'ap': 216.0, 'ano': 0}, {'bq': 175, 'bp': 215.45, 'bno': 0, 'aq': 550, 'ap': 216.05, 'ano': 0}, {'bq': 175, 'bp': 215.4, 'bno': 0, 'aq': 475, 'ap': 216.1, 'ano': 0}, {'bq': 200, 'bp': 215.35, 'bno': 0, 'aq': 975, 'ap': 216.15, 'ano': 0}, {'bq': 75, 'bp': 215.3, 'bno': 0, 'aq': 950, 'ap': 216.2, 'ano': 0}]}, 'optionGreeks': {'op': 214.15, 'up': 24558.357711141118, 'iv': 0.213470458984375, 'delta': 0.7051, 'theta': -43.584, 'gamma': 0.0012, 'vega': 4.8155, 'rho': 0.5526}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 120.1, 'high': 268.0, 'low': 120.1, 'close': 214.25, 'volume': 24804825, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 234.7, 'high': 234.7, 'low': 223.6, 'close': 227.65, 'volume': 88325, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 227.8, 'high': 228.3, 'low': 211.5, 'close': 214.25, 'volume': 121425, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 202.5, 'high': 233.75, 'low': 152.0, 'close': 180.0, 'volume': 4158150, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 179.75, 'high': 268.0, 'low': 178.05, 'close': 214.25, 'volume': 3142700, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 185.61, 'cp': 168.55, 'vtt': '24805350', 'oi': 1225525.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 204075.0, 'tsq': 103275.0, 'close': 0.0, 'lc': 0.05, 'uc': 779.95, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 376050.0}}}}}}
INFO:root:message
Wed Oct 23 11:11:54 2024 {'type': 'live_feed', 'feeds': {'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 24545.65, 'ltt': '1729662115000', 'ltq': '0', 'cp': 24472.1}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 24378.15, 'high': 24597.1, 'low': 24378.1, 'close': 24545.65, 'volume': 0, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 24569.8, 'high': 24569.9, 'low': 24559.2, 'close': 24560.5, 'volume': 0, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 24560.3, 'high': 24562.1, 'low': 24545.4, 'close': 24545.65, 'volume': 0, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 24517.3, 'high': 24556.55, 'low': 24455.0, 'close': 24497.15, 'volume': 0, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 24497.35, 'high': 24597.1, 'low': 24493.8, 'close': 24545.65, 'volume': 0, 'ts': '1729660500000'}]}, 'lastClose': 0.0, 'yh': 26277.35, 'yl': 18926.65}}}}}
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INFO:root:message
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INFO:root:message
Wed Oct 23 11:11:55 2024 {'type': 'live_feed', 'feeds': {'NSE_FO|43900': {'ff': {'marketFF': {'ltpc': {'ltp': 255.9, 'ltt': '1729662115519', 'ltq': '25', 'cp': 332.85}, 'marketLevel': {'bidAskQuote': [{'bq': 100, 'bp': 255.95, 'bno': 0, 'aq': 125, 'ap': 256.6, 'ano': 0}, {'bq': 200, 'bp': 255.9, 'bno': 0, 'aq': 175, 'ap': 256.65, 'ano': 0}, {'bq': 425, 'bp': 255.85, 'bno': 0, 'aq': 125, 'ap': 256.7, 'ano': 0}, {'bq': 475, 'bp': 255.8, 'bno': 0, 'aq': 325, 'ap': 256.75, 'ano': 0}, {'bq': 175, 'bp': 255.75, 'bno': 0, 'aq': 250, 'ap': 256.8, 'ano': 0}]}, 'optionGreeks': {'op': 258.7, 'up': 24558.35769270134, 'iv': 0.1629638671875, 'delta': -0.8537, 'theta': -22.1162, 'gamma': 0.001, 'vega': 3.2009, 'rho': -0.6857}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 340.0, 'high': 402.0, 'low': 203.0, 'close': 255.9, 'volume': 2960825, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 235.3, 'high': 246.3, 'low': 235.3, 'close': 243.75, 'volume': 38575, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 243.0, 'high': 259.5, 'low': 241.9, 'close': 255.9, 'volume': 44175, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 285.55, 'high': 347.1, 'low': 246.4, 'close': 306.2, 'volume': 621025, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 305.95, 'high': 307.4, 'low': 203.0, 'close': 255.9, 'volume': 761800, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 296.98, 'cp': 332.85, 'vtt': '2960850', 'oi': 1956575.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 214275.0, 'tsq': 141450.0, 'close': 0.0, 'lc': 0.05, 'uc': 869.2, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 1946250.0}}}}, 'NSE_FO|43711': {'ff': {'marketFF': {'ltpc': {'ltp': 215.2, 'ltt': '1729662115720', 'ltq': '50', 'cp': 168.55}, 'marketLevel': {'bidAskQuote': [{'bq': 150, 'bp': 214.6, 'bno': 0, 'aq': 150, 'ap': 215.1, 'ano': 0}, {'bq': 475, 'bp': 214.5, 'bno': 0, 'aq': 550, 'ap': 215.15, 'ano': 0}, {'bq': 25, 'bp': 214.45, 'bno': 0, 'aq': 675, 'ap': 215.2, 'ano': 0}, {'bq': 500, 'bp': 214.4, 'bno': 0, 'aq': 500, 'ap': 215.25, 'ano': 0}, {'bq': 600, 'bp': 214.35, 'bno': 0, 'aq': 250, 'ap': 215.3, 'ano': 0}]}, 'optionGreeks': {'op': 214.15, 'up': 24558.357711141118, 'iv': 0.213470458984375, 'delta': 0.7051, 'theta': -43.584, 'gamma': 0.0012, 'vega': 4.8155, 'rho': 0.5526}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 120.1, 'high': 268.0, 'low': 120.1, 'close': 215.2, 'volume': 24806000, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 234.7, 'high': 234.7, 'low': 223.6, 'close': 227.65, 'volume': 88325, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 227.8, 'high': 228.3, 'low': 211.5, 'close': 215.2, 'volume': 122150, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 202.5, 'high': 233.75, 'low': 152.0, 'close': 180.0, 'volume': 4158150, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 179.75, 'high': 268.0, 'low': 178.05, 'close': 215.2, 'volume': 3143425, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 185.61, 'cp': 168.55, 'vtt': '24806075', 'oi': 1225525.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 203750.0, 'tsq': 104175.0, 'close': 0.0, 'lc': 0.05, 'uc': 779.95, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 376050.0}}}}}}
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log continuation

INFO:root:message
INFO:root:message
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INFO:root:message
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INFO:root:message
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INFO:root:message
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INFO:root:message
Wed Oct 23 11:11:58 2024 {'type': 'live_feed', 'feeds': {'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 24544.25, 'ltt': '1729662119000', 'ltq': '0', 'cp': 24472.1}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 24378.15, 'high': 24597.1, 'low': 24378.1, 'close': 24544.25, 'volume': 0, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 24569.8, 'high': 24569.9, 'low': 24559.2, 'close': 24560.5, 'volume': 0, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 24560.3, 'high': 24562.1, 'low': 24544.25, 'close': 24544.25, 'volume': 0, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 24517.3, 'high': 24556.55, 'low': 24455.0, 'close': 24497.15, 'volume': 0, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 24497.35, 'high': 24597.1, 'low': 24493.8, 'close': 24544.25, 'volume': 0, 'ts': '1729660500000'}]}, 'lastClose': 0.0, 'yh': 26277.35, 'yl': 18926.65}}}}}
INFO:root:message
Wed Oct 23 11:11:59 2024 {'type': 'live_feed', 'feeds': {'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 24544.4, 'ltt': '1729662119000', 'ltq': '0', 'cp': 24472.1}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 24378.15, 'high': 24597.1, 'low': 24378.1, 'close': 24544.4, 'volume': 0, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 24569.8, 'high': 24569.9, 'low': 24559.2, 'close': 24560.5, 'volume': 0, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 24560.3, 'high': 24562.1, 'low': 24544.25, 'close': 24544.4, 'volume': 0, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 24517.3, 'high': 24556.55, 'low': 24455.0, 'close': 24497.15, 'volume': 0, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 24497.35, 'high': 24597.1, 'low': 24493.8, 'close': 24544.4, 'volume': 0, 'ts': '1729660500000'}]}, 'lastClose': 0.0, 'yh': 26277.35, 'yl': 18926.65}}}}}
INFO:root:message
Wed Oct 23 11:11:59 2024 {'type': 'live_feed', 'feeds': {'NSE_FO|43900': {'ff': {'marketFF': {'ltpc': {'ltp': 257.2, 'ltt': '1729662119671', 'ltq': '50', 'cp': 332.85}, 'marketLevel': {'bidAskQuote': [{'bq': 100, 'bp': 257.6, 'bno': 0, 'aq': 175, 'ap': 258.25, 'ano': 0}, {'bq': 350, 'bp': 257.55, 'bno': 0, 'aq': 325, 'ap': 258.3, 'ano': 0}, {'bq': 425, 'bp': 257.5, 'bno': 0, 'aq': 500, 'ap': 258.35, 'ano': 0}, {'bq': 575, 'bp': 257.4, 'bno': 0, 'aq': 425, 'ap': 258.4, 'ano': 0}, {'bq': 300, 'bp': 257.35, 'bno': 0, 'aq': 175, 'ap': 258.5, 'ano': 0}]}, 'optionGreeks': {'op': 255.9, 'up': 24557.32904804194, 'iv': 0.1507568359375, 'delta': -0.8735, 'theta': -18.517, 'gamma': 0.001, 'vega': 2.8967, 'rho': -0.7013}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 340.0, 'high': 402.0, 'low': 203.0, 'close': 257.2, 'volume': 2961400, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 235.3, 'high': 246.3, 'low': 235.3, 'close': 243.75, 'volume': 38575, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 243.0, 'high': 259.5, 'low': 241.9, 'close': 257.2, 'volume': 44800, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 285.55, 'high': 347.1, 'low': 246.4, 'close': 306.2, 'volume': 621025, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 305.95, 'high': 307.4, 'low': 203.0, 'close': 257.2, 'volume': 762425, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 296.97, 'cp': 332.85, 'vtt': '2961475', 'oi': 1956575.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 214275.0, 'tsq': 141075.0, 'close': 0.0, 'lc': 0.05, 'uc': 869.2, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 1946250.0}}}}, 'NSE_FO|43711': {'ff': {'marketFF': {'ltpc': {'ltp': 213.45, 'ltt': '1729662119638', 'ltq': '25', 'cp': 168.55}, 'marketLevel': {'bidAskQuote': [{'bq': 150, 'bp': 213.55, 'bno': 0, 'aq': 75, 'ap': 214.05, 'ano': 0}, {'bq': 200, 'bp': 213.5, 'bno': 0, 'aq': 375, 'ap': 214.1, 'ano': 0}, {'bq': 550, 'bp': 213.45, 'bno': 0, 'aq': 350, 'ap': 214.15, 'ano': 0}, {'bq': 550, 'bp': 213.4, 'bno': 0, 'aq': 1075, 'ap': 214.2, 'ano': 0}, {'bq': 150, 'bp': 213.35, 'bno': 0, 'aq': 425, 'ap': 214.25, 'ano': 0}]}, 'optionGreeks': {'op': 215.2, 'up': 24557.32906636669, 'iv': 0.21728515625, 'delta': 0.7008, 'theta': -44.6619, 'gamma': 0.0011, 'vega': 4.8476, 'rho': 0.549}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 120.1, 'high': 268.0, 'low': 120.1, 'close': 213.45, 'volume': 24807875, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 234.7, 'high': 234.7, 'low': 223.6, 'close': 227.65, 'volume': 88325, 'ts': '1729662000000'}, {'interval': 'I1', 'open': 227.8, 'high': 228.3, 'low': 211.5, 'close': 213.45, 'volume': 126300, 'ts': '1729662060000'}, {'interval': 'I30', 'open': 202.5, 'high': 233.75, 'low': 152.0, 'close': 180.0, 'volume': 4158150, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 179.75, 'high': 268.0, 'low': 178.05, 'close': 213.45, 'volume': 3147575, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 185.61, 'cp': 168.55, 'vtt': '24810225', 'oi': 1225525.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 204350.0, 'tsq': 102275.0, 'close': 0.0, 'lc': 0.05, 'uc': 779.95, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 376050.0}}}}}}
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INFO:root:message
INFO:root:message
Wed Oct 23 11:11:59 2024 {'type': 'live_feed', 'feeds': {'NSE_FO|43900': {'ff': {'marketFF': {'ltpc': {'ltp': 256.95, 'ltt': '1729662120141', 'ltq': '25', 'cp': 332.85}, 'marketLevel': {'bidAskQuote': [{'bq': 100, 'bp': 257.6, 'bno': 0, 'aq': 175, 'ap': 258.25, 'ano': 0}, {'bq': 350, 'bp': 257.55, 'bno': 0, 'aq': 325, 'ap': 258.3, 'ano': 0}, {'bq': 425, 'bp': 257.5, 'bno': 0, 'aq': 500, 'ap': 258.35, 'ano': 0}, {'bq': 575, 'bp': 257.4, 'bno': 0, 'aq': 425, 'ap': 258.4, 'ano': 0}, {'bq': 300, 'bp': 257.35, 'bno': 0, 'aq': 175, 'ap': 258.5, 'ano': 0}]}, 'optionGreeks': {'op': 255.9, 'up': 24557.32904804194, 'iv': 0.1507568359375, 'delta': -0.8735, 'theta': -18.517, 'gamma': 0.001, 'vega': 2.8967, 'rho': -0.7013}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 340.0, 'high': 402.0, 'low': 203.0, 'close': 256.95, 'volume': 2961400, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 243.0, 'high': 259.5, 'low': 241.9, 'close': 257.2, 'volume': 44800, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 256.95, 'high': 256.95, 'low': 256.95, 'close': 256.95, 'volume': 25, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 285.55, 'high': 347.1, 'low': 246.4, 'close': 306.2, 'volume': 621025, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 305.95, 'high': 307.4, 'low': 203.0, 'close': 256.95, 'volume': 762450, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 296.97, 'cp': 332.85, 'vtt': '2961500', 'oi': 1956575.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 214275.0, 'tsq': 141075.0, 'close': 0.0, 'lc': 0.05, 'uc': 869.2, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 1946250.0}}}}, 'NSE_FO|43711': {'ff': {'marketFF': {'ltpc': {'ltp': 213.85, 'ltt': '1729662120208', 'ltq': '75', 'cp': 168.55}, 'marketLevel': {'bidAskQuote': [{'bq': 150, 'bp': 213.55, 'bno': 0, 'aq': 75, 'ap': 214.05, 'ano': 0}, {'bq': 200, 'bp': 213.5, 'bno': 0, 'aq': 375, 'ap': 214.1, 'ano': 0}, {'bq': 550, 'bp': 213.45, 'bno': 0, 'aq': 350, 'ap': 214.15, 'ano': 0}, {'bq': 550, 'bp': 213.4, 'bno': 0, 'aq': 1075, 'ap': 214.2, 'ano': 0}, {'bq': 150, 'bp': 213.35, 'bno': 0, 'aq': 425, 'ap': 214.25, 'ano': 0}]}, 'optionGreeks': {'op': 215.2, 'up': 24557.32906636669, 'iv': 0.21728515625, 'delta': 0.7008, 'theta': -44.6619, 'gamma': 0.0011, 'vega': 4.8476, 'rho': 0.549}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 120.1, 'high': 268.0, 'low': 120.1, 'close': 213.85, 'volume': 24807875, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 227.8, 'high': 228.3, 'low': 211.5, 'close': 214.6, 'volume': 126575, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 214.2, 'high': 214.2, 'low': 213.85, 'close': 213.85, 'volume': 200, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 202.5, 'high': 233.75, 'low': 152.0, 'close': 180.0, 'volume': 4158150, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 179.75, 'high': 268.0, 'low': 178.05, 'close': 213.85, 'volume': 3148050, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 185.61, 'cp': 168.55, 'vtt': '24810700', 'oi': 1225525.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 204350.0, 'tsq': 102275.0, 'close': 0.0, 'lc': 0.05, 'uc': 779.95, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 376050.0}}}}}}
INFO:root:message
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log continuation

INFO:root:message
Wed Oct 23 11:12:00 2024 {'type': 'live_feed', 'feeds': {'NSE_FO|43900': {'ff': {'marketFF': {'ltpc': {'ltp': 256.95, 'ltt': '1729662120141', 'ltq': '25', 'cp': 332.85}, 'marketLevel': {'bidAskQuote': [{'bq': 25, 'bp': 255.6, 'bno': 0, 'aq': 175, 'ap': 256.25, 'ano': 0}, {'bq': 325, 'bp': 255.55, 'bno': 0, 'aq': 475, 'ap': 256.35, 'ano': 0}, {'bq': 600, 'bp': 255.5, 'bno': 0, 'aq': 475, 'ap': 256.4, 'ano': 0}, {'bq': 150, 'bp': 255.45, 'bno': 0, 'aq': 350, 'ap': 256.45, 'ano': 0}, {'bq': 325, 'bp': 255.4, 'bno': 0, 'aq': 250, 'ap': 256.5, 'ano': 0}]}, 'optionGreeks': {'op': 255.9, 'up': 24557.32904804194, 'iv': 0.1507568359375, 'delta': -0.8735, 'theta': -18.517, 'gamma': 0.001, 'vega': 2.8967, 'rho': -0.7013}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 340.0, 'high': 402.0, 'low': 203.0, 'close': 256.95, 'volume': 2961500, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 243.0, 'high': 259.5, 'low': 241.9, 'close': 257.2, 'volume': 44800, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 256.95, 'high': 256.95, 'low': 256.95, 'close': 256.95, 'volume': 25, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 285.55, 'high': 347.1, 'low': 246.4, 'close': 306.2, 'volume': 621025, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 305.95, 'high': 307.4, 'low': 203.0, 'close': 256.95, 'volume': 762450, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 296.97, 'cp': 332.85, 'vtt': '2961500', 'oi': 1956575.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 210100.0, 'tsq': 144300.0, 'close': 0.0, 'lc': 0.05, 'uc': 869.2, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 1946250.0}}}}, 'NSE_FO|43711': {'ff': {'marketFF': {'ltpc': {'ltp': 214.6, 'ltt': '1729662120334', 'ltq': '25', 'cp': 168.55}, 'marketLevel': {'bidAskQuote': [{'bq': 50, 'bp': 214.8, 'bno': 0, 'aq': 50, 'ap': 215.2, 'ano': 0}, {'bq': 225, 'bp': 214.75, 'bno': 0, 'aq': 100, 'ap': 215.25, 'ano': 0}, {'bq': 125, 'bp': 214.7, 'bno': 0, 'aq': 75, 'ap': 215.3, 'ano': 0}, {'bq': 275, 'bp': 214.65, 'bno': 0, 'aq': 225, 'ap': 215.35, 'ano': 0}, {'bq': 975, 'bp': 214.6, 'bno': 0, 'aq': 825, 'ap': 215.4, 'ano': 0}]}, 'optionGreeks': {'op': 215.2, 'up': 24557.32906636669, 'iv': 0.21728515625, 'delta': 0.7008, 'theta': -44.6619, 'gamma': 0.0011, 'vega': 4.8476, 'rho': 0.549}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 120.1, 'high': 268.0, 'low': 120.1, 'close': 214.6, 'volume': 24810750, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 227.8, 'high': 228.3, 'low': 211.5, 'close': 214.6, 'volume': 126575, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 214.2, 'high': 214.6, 'low': 213.85, 'close': 214.6, 'volume': 250, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 202.5, 'high': 233.75, 'low': 152.0, 'close': 180.0, 'volume': 4158150, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 179.75, 'high': 268.0, 'low': 178.05, 'close': 214.6, 'volume': 3148100, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 185.62, 'cp': 168.55, 'vtt': '24810750', 'oi': 1225525.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 205850.0, 'tsq': 98675.0, 'close': 0.0, 'lc': 0.05, 'uc': 779.95, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 376050.0}}}}}}
INFO:root:message
Wed Oct 23 11:12:00 2024 {'type': 'live_feed', 'feeds': {'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 24544.55, 'ltt': '1729662120000', 'ltq': '0', 'cp': 24472.1}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 24378.15, 'high': 24597.1, 'low': 24378.1, 'close': 24544.55, 'volume': 0, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 24560.3, 'high': 24562.1, 'low': 24544.25, 'close': 24544.4, 'volume': 0, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 24544.7, 'high': 24544.7, 'low': 24544.55, 'close': 24544.55, 'volume': 0, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 24517.3, 'high': 24556.55, 'low': 24455.0, 'close': 24497.15, 'volume': 0, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 24497.35, 'high': 24597.1, 'low': 24493.8, 'close': 24544.55, 'volume': 0, 'ts': '1729660500000'}]}, 'lastClose': 0.0, 'yh': 26277.35, 'yl': 18926.65}}}}}
INFO:root:message
Wed Oct 23 11:12:00 2024 {'type': 'live_feed', 'feeds': {'NSE_FO|43900': {'ff': {'marketFF': {'ltpc': {'ltp': 255.15, 'ltt': '1729662120733', 'ltq': '50', 'cp': 332.85}, 'marketLevel': {'bidAskQuote': [{'bq': 25, 'bp': 255.6, 'bno': 0, 'aq': 175, 'ap': 256.25, 'ano': 0}, {'bq': 325, 'bp': 255.55, 'bno': 0, 'aq': 475, 'ap': 256.35, 'ano': 0}, {'bq': 600, 'bp': 255.5, 'bno': 0, 'aq': 475, 'ap': 256.4, 'ano': 0}, {'bq': 150, 'bp': 255.45, 'bno': 0, 'aq': 350, 'ap': 256.45, 'ano': 0}, {'bq': 325, 'bp': 255.4, 'bno': 0, 'aq': 250, 'ap': 256.5, 'ano': 0}]}, 'optionGreeks': {'op': 255.9, 'up': 24557.32904804194, 'iv': 0.1507568359375, 'delta': -0.8735, 'theta': -18.517, 'gamma': 0.001, 'vega': 2.8967, 'rho': -0.7013}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 340.0, 'high': 402.0, 'low': 203.0, 'close': 255.15, 'volume': 2961500, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 243.0, 'high': 259.5, 'low': 241.9, 'close': 257.2, 'volume': 44800, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 256.95, 'high': 256.95, 'low': 255.15, 'close': 255.15, 'volume': 175, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 285.55, 'high': 347.1, 'low': 246.4, 'close': 306.2, 'volume': 621025, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 305.95, 'high': 307.4, 'low': 203.0, 'close': 255.15, 'volume': 762600, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 296.97, 'cp': 332.85, 'vtt': '2961650', 'oi': 1956575.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 210100.0, 'tsq': 144300.0, 'close': 0.0, 'lc': 0.05, 'uc': 869.2, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 1946250.0}}}}, 'NSE_FO|43711': {'ff': {'marketFF': {'ltpc': {'ltp': 215.3, 'ltt': '1729662120990', 'ltq': '25', 'cp': 168.55}, 'marketLevel': {'bidAskQuote': [{'bq': 50, 'bp': 214.8, 'bno': 0, 'aq': 50, 'ap': 215.2, 'ano': 0}, {'bq': 225, 'bp': 214.75, 'bno': 0, 'aq': 100, 'ap': 215.25, 'ano': 0}, {'bq': 125, 'bp': 214.7, 'bno': 0, 'aq': 75, 'ap': 215.3, 'ano': 0}, {'bq': 275, 'bp': 214.65, 'bno': 0, 'aq': 225, 'ap': 215.35, 'ano': 0}, {'bq': 975, 'bp': 214.6, 'bno': 0, 'aq': 825, 'ap': 215.4, 'ano': 0}]}, 'optionGreeks': {'op': 215.2, 'up': 24557.32906636669, 'iv': 0.21728515625, 'delta': 0.7008, 'theta': -44.6619, 'gamma': 0.0011, 'vega': 4.8476, 'rho': 0.549}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 120.1, 'high': 268.0, 'low': 120.1, 'close': 215.3, 'volume': 24810750, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 227.8, 'high': 228.3, 'low': 211.5, 'close': 214.6, 'volume': 126575, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 214.2, 'high': 215.3, 'low': 213.85, 'close': 215.3, 'volume': 400, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 202.5, 'high': 233.75, 'low': 152.0, 'close': 180.0, 'volume': 4158150, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 179.75, 'high': 268.0, 'low': 178.05, 'close': 215.3, 'volume': 3148250, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 185.62, 'cp': 168.55, 'vtt': '24810900', 'oi': 1225525.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 205850.0, 'tsq': 98675.0, 'close': 0.0, 'lc': 0.05, 'uc': 779.95, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 376050.0}}}}}}
INFO:root:message
Wed Oct 23 11:12:00 2024 {'type': 'live_feed', 'feeds': {'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 24545.1, 'ltt': '1729662121000', 'ltq': '0', 'cp': 24472.1}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 24378.15, 'high': 24597.1, 'low': 24378.1, 'close': 24545.1, 'volume': 0, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 24560.3, 'high': 24562.1, 'low': 24544.25, 'close': 24544.4, 'volume': 0, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 24544.7, 'high': 24545.1, 'low': 24544.55, 'close': 24545.1, 'volume': 0, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 24517.3, 'high': 24556.55, 'low': 24455.0, 'close': 24497.15, 'volume': 0, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 24497.35, 'high': 24597.1, 'low': 24493.8, 'close': 24545.1, 'volume': 0, 'ts': '1729660500000'}]}, 'lastClose': 0.0, 'yh': 26277.35, 'yl': 18926.65}}}}}
INFO:root:message
Wed Oct 23 11:12:01 2024 {'type': 'live_feed', 'feeds': {'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 24545.05, 'ltt': '1729662121000', 'ltq': '0', 'cp': 24472.1}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 24378.15, 'high': 24597.1, 'low': 24378.1, 'close': 24545.05, 'volume': 0, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 24560.3, 'high': 24562.1, 'low': 24544.25, 'close': 24544.4, 'volume': 0, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 24544.7, 'high': 24545.1, 'low': 24544.55, 'close': 24545.05, 'volume': 0, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 24517.3, 'high': 24556.55, 'low': 24455.0, 'close': 24497.15, 'volume': 0, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 24497.35, 'high': 24597.1, 'low': 24493.8, 'close': 24545.05, 'volume': 0, 'ts': '1729660500000'}]}, 'lastClose': 0.0, 'yh': 26277.35, 'yl': 18926.65}}}}}
INFO:root:message
Wed Oct 23 11:12:01 2024 {'type': 'live_feed', 'feeds': {'NSE_FO|43900': {'ff': {'marketFF': {'ltpc': {'ltp': 254.4, 'ltt': '1729662121656', 'ltq': '50', 'cp': 332.85}, 'marketLevel': {'bidAskQuote': [{'bq': 25, 'bp': 255.6, 'bno': 0, 'aq': 175, 'ap': 256.25, 'ano': 0}, {'bq': 325, 'bp': 255.55, 'bno': 0, 'aq': 475, 'ap': 256.35, 'ano': 0}, {'bq': 600, 'bp': 255.5, 'bno': 0, 'aq': 475, 'ap': 256.4, 'ano': 0}, {'bq': 150, 'bp': 255.45, 'bno': 0, 'aq': 350, 'ap': 256.45, 'ano': 0}, {'bq': 325, 'bp': 255.4, 'bno': 0, 'aq': 250, 'ap': 256.5, 'ano': 0}]}, 'optionGreeks': {'op': 255.9, 'up': 24557.32904804194, 'iv': 0.1507568359375, 'delta': -0.8735, 'theta': -18.517, 'gamma': 0.001, 'vega': 2.8967, 'rho': -0.7013}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 340.0, 'high': 402.0, 'low': 203.0, 'close': 254.4, 'volume': 2961500, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 243.0, 'high': 259.5, 'low': 241.9, 'close': 257.2, 'volume': 44800, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 256.95, 'high': 256.95, 'low': 254.4, 'close': 254.4, 'volume': 3200, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 285.55, 'high': 347.1, 'low': 246.4, 'close': 306.2, 'volume': 621025, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 305.95, 'high': 307.4, 'low': 203.0, 'close': 254.4, 'volume': 765625, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 296.97, 'cp': 332.85, 'vtt': '2964675', 'oi': 1956575.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 210100.0, 'tsq': 144300.0, 'close': 0.0, 'lc': 0.05, 'uc': 869.2, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 1946250.0}}}}, 'NSE_FO|43711': {'ff': {'marketFF': {'ltpc': {'ltp': 216.45, 'ltt': '1729662121925', 'ltq': '600', 'cp': 168.55}, 'marketLevel': {'bidAskQuote': [{'bq': 50, 'bp': 214.8, 'bno': 0, 'aq': 50, 'ap': 215.2, 'ano': 0}, {'bq': 225, 'bp': 214.75, 'bno': 0, 'aq': 100, 'ap': 215.25, 'ano': 0}, {'bq': 125, 'bp': 214.7, 'bno': 0, 'aq': 75, 'ap': 215.3, 'ano': 0}, {'bq': 275, 'bp': 214.65, 'bno': 0, 'aq': 225, 'ap': 215.35, 'ano': 0}, {'bq': 975, 'bp': 214.6, 'bno': 0, 'aq': 825, 'ap': 215.4, 'ano': 0}]}, 'optionGreeks': {'op': 215.2, 'up': 24557.32906636669, 'iv': 0.21728515625, 'delta': 0.7008, 'theta': -44.6619, 'gamma': 0.0011, 'vega': 4.8476, 'rho': 0.549}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 120.1, 'high': 268.0, 'low': 120.1, 'close': 216.45, 'volume': 24810750, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 227.8, 'high': 228.3, 'low': 211.5, 'close': 214.6, 'volume': 126575, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 214.2, 'high': 216.5, 'low': 213.85, 'close': 216.45, 'volume': 3125, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 202.5, 'high': 233.75, 'low': 152.0, 'close': 180.0, 'volume': 4158150, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 179.75, 'high': 268.0, 'low': 178.05, 'close': 216.45, 'volume': 3150975, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 185.62, 'cp': 168.55, 'vtt': '24813625', 'oi': 1225525.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 205850.0, 'tsq': 98675.0, 'close': 0.0, 'lc': 0.05, 'uc': 779.95, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 376050.0}}}}}}
INFO:root:message
Wed Oct 23 11:12:01 2024 {'type': 'live_feed', 'feeds': {'NSE_FO|43711': {'ff': {'marketFF': {'ltpc': {'ltp': 216.25, 'ltt': '1729662122029', 'ltq': '50', 'cp': 168.55}, 'marketLevel': {'bidAskQuote': [{'bq': 325, 'bp': 216.35, 'bno': 0, 'aq': 150, 'ap': 216.7, 'ano': 0}, {'bq': 500, 'bp': 216.15, 'bno': 0, 'aq': 25, 'ap': 216.75, 'ano': 0}, {'bq': 150, 'bp': 216.1, 'bno': 0, 'aq': 75, 'ap': 216.85, 'ano': 0}, {'bq': 225, 'bp': 216.05, 'bno': 0, 'aq': 350, 'ap': 216.9, 'ano': 0}, {'bq': 1100, 'bp': 216.0, 'bno': 0, 'aq': 275, 'ap': 216.95, 'ano': 0}]}, 'optionGreeks': {'op': 215.2, 'up': 24557.32906636669, 'iv': 0.21728515625, 'delta': 0.7008, 'theta': -44.6619, 'gamma': 0.0011, 'vega': 4.8476, 'rho': 0.549}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 120.1, 'high': 268.0, 'low': 120.1, 'close': 216.25, 'volume': 24813775, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 227.8, 'high': 228.3, 'low': 211.5, 'close': 214.6, 'volume': 126575, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 214.2, 'high': 216.5, 'low': 213.85, 'close': 216.25, 'volume': 3275, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 202.5, 'high': 233.75, 'low': 152.0, 'close': 180.0, 'volume': 4158150, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 179.75, 'high': 268.0, 'low': 178.05, 'close': 216.25, 'volume': 3151125, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 185.62, 'cp': 168.55, 'vtt': '24813775', 'oi': 1225525.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 206925.0, 'tsq': 100475.0, 'close': 0.0, 'lc': 0.05, 'uc': 779.95, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 376050.0}}}}, 'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 24545.5, 'ltt': '1729662122000', 'ltq': '0', 'cp': 24472.1}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 24378.15, 'high': 24597.1, 'low': 24378.1, 'close': 24545.5, 'volume': 0, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 24560.3, 'high': 24562.1, 'low': 24544.25, 'close': 24544.4, 'volume': 0, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 24544.7, 'high': 24545.5, 'low': 24544.55, 'close': 24545.5, 'volume': 0, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 24517.3, 'high': 24556.55, 'low': 24455.0, 'close': 24497.15, 'volume': 0, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 24497.35, 'high': 24597.1, 'low': 24493.8, 'close': 24545.5, 'volume': 0, 'ts': '1729660500000'}]}, 'lastClose': 0.0, 'yh': 26277.35, 'yl': 18926.65}}}}}
INFO:root:message
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INFO:root:message
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INFO:root:message
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INFO:root:message
Wed Oct 23 11:12:02 2024 {'type': 'live_feed', 'feeds': {'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 24546.25, 'ltt': '1729662123000', 'ltq': '0', 'cp': 24472.1}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 24378.15, 'high': 24597.1, 'low': 24378.1, 'close': 24546.25, 'volume': 0, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 24560.3, 'high': 24562.1, 'low': 24544.25, 'close': 24544.4, 'volume': 0, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 24544.7, 'high': 24546.25, 'low': 24544.55, 'close': 24546.25, 'volume': 0, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 24517.3, 'high': 24556.55, 'low': 24455.0, 'close': 24497.15, 'volume': 0, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 24497.35, 'high': 24597.1, 'low': 24493.8, 'close': 24546.25, 'volume': 0, 'ts': '1729660500000'}]}, 'lastClose': 0.0, 'yh': 26277.35, 'yl': 18926.65}}}}}
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INFO:root:message
INFO:root:message
Wed Oct 23 11:12:03 2024 {'type': 'live_feed', 'feeds': {'NSE_FO|43900': {'ff': {'marketFF': {'ltpc': {'ltp': 253.0, 'ltt': '1729662123582', 'ltq': '125', 'cp': 332.85}, 'marketLevel': {'bidAskQuote': [{'bq': 175, 'bp': 254.75, 'bno': 0, 'aq': 25, 'ap': 255.0, 'ano': 0}, {'bq': 175, 'bp': 254.65, 'bno': 0, 'aq': 75, 'ap': 255.35, 'ano': 0}, {'bq': 125, 'bp': 254.55, 'bno': 0, 'aq': 150, 'ap': 255.4, 'ano': 0}, {'bq': 575, 'bp': 254.5, 'bno': 0, 'aq': 325, 'ap': 255.45, 'ano': 0}, {'bq': 325, 'bp': 254.45, 'bno': 0, 'aq': 100, 'ap': 255.5, 'ano': 0}]}, 'optionGreeks': {'op': 255.9, 'up': 24557.32904804194, 'iv': 0.1507568359375, 'delta': -0.8735, 'theta': -18.517, 'gamma': 0.001, 'vega': 2.8967, 'rho': -0.7013}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 340.0, 'high': 402.0, 'low': 203.0, 'close': 253.0, 'volume': 2966475, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 243.0, 'high': 259.5, 'low': 241.9, 'close': 257.2, 'volume': 44800, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 256.95, 'high': 256.95, 'low': 253.0, 'close': 253.0, 'volume': 5425, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 285.55, 'high': 347.1, 'low': 246.4, 'close': 306.2, 'volume': 621025, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 305.95, 'high': 307.4, 'low': 203.0, 'close': 253.0, 'volume': 767850, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 296.9, 'cp': 332.85, 'vtt': '2966900', 'oi': 1956575.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 211400.0, 'tsq': 139900.0, 'close': 0.0, 'lc': 0.05, 'uc': 869.2, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 1946250.0}}}}, 'NSE_FO|43711': {'ff': {'marketFF': {'ltpc': {'ltp': 218.9, 'ltt': '1729662123884', 'ltq': '125', 'cp': 168.55}, 'marketLevel': {'bidAskQuote': [{'bq': 150, 'bp': 218.35, 'bno': 0, 'aq': 100, 'ap': 218.85, 'ano': 0}, {'bq': 1900, 'bp': 218.3, 'bno': 0, 'aq': 250, 'ap': 218.9, 'ano': 0}, {'bq': 25, 'bp': 218.25, 'bno': 0, 'aq': 100, 'ap': 218.95, 'ano': 0}, {'bq': 300, 'bp': 218.2, 'bno': 0, 'aq': 575, 'ap': 219.0, 'ano': 0}, {'bq': 150, 'bp': 218.15, 'bno': 0, 'aq': 350, 'ap': 219.05, 'ano': 0}]}, 'optionGreeks': {'op': 215.2, 'up': 24557.32906636669, 'iv': 0.21728515625, 'delta': 0.7008, 'theta': -44.6619, 'gamma': 0.0011, 'vega': 4.8476, 'rho': 0.549}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 120.1, 'high': 268.0, 'low': 120.1, 'close': 218.9, 'volume': 24816475, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 227.8, 'high': 228.3, 'low': 211.5, 'close': 214.6, 'volume': 126575, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 214.2, 'high': 218.9, 'low': 213.85, 'close': 218.9, 'volume': 6200, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 202.5, 'high': 233.75, 'low': 152.0, 'close': 180.0, 'volume': 4158150, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 179.75, 'high': 268.0, 'low': 178.05, 'close': 218.9, 'volume': 3154050, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 185.62, 'cp': 168.55, 'vtt': '24816700', 'oi': 1225525.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 209150.0, 'tsq': 100075.0, 'close': 0.0, 'lc': 0.05, 'uc': 779.95, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 376050.0}}}}}}
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INFO:root:message
INFO:root:message
Wed Oct 23 11:12:03 2024 {'type': 'live_feed', 'feeds': {'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 24548.4, 'ltt': '1729662124000', 'ltq': '0', 'cp': 24472.1}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 24378.15, 'high': 24597.1, 'low': 24378.1, 'close': 24548.4, 'volume': 0, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 24560.3, 'high': 24562.1, 'low': 24544.25, 'close': 24544.4, 'volume': 0, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 24544.7, 'high': 24548.4, 'low': 24544.55, 'close': 24548.4, 'volume': 0, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 24517.3, 'high': 24556.55, 'low': 24455.0, 'close': 24497.15, 'volume': 0, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 24497.35, 'high': 24597.1, 'low': 24493.8, 'close': 24548.4, 'volume': 0, 'ts': '1729660500000'}]}, 'lastClose': 0.0, 'yh': 26277.35, 'yl': 18926.65}}}}}
INFO:root:message
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log continuation

INFO:root:message
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INFO:root:message
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INFO:root:message
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INFO:root:message
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Wed Oct 23 11:12:08 2024 {'type': 'live_feed', 'feeds': {'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 24550.55, 'ltt': '1729662128000', 'ltq': '0', 'cp': 24472.1}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 24378.15, 'high': 24597.1, 'low': 24378.1, 'close': 24550.55, 'volume': 0, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 24560.3, 'high': 24562.1, 'low': 24544.25, 'close': 24544.4, 'volume': 0, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 24544.7, 'high': 24550.55, 'low': 24544.55, 'close': 24550.55, 'volume': 0, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 24517.3, 'high': 24556.55, 'low': 24455.0, 'close': 24497.15, 'volume': 0, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 24497.35, 'high': 24597.1, 'low': 24493.8, 'close': 24550.55, 'volume': 0, 'ts': '1729660500000'}]}, 'lastClose': 0.0, 'yh': 26277.35, 'yl': 18926.65}}}}}
INFO:root:message
Wed Oct 23 11:12:08 2024 {'type': 'live_feed', 'feeds': {'NSE_FO|43900': {'ff': {'marketFF': {'ltpc': {'ltp': 247.5, 'ltt': '1729662128791', 'ltq': '50', 'cp': 332.85}, 'marketLevel': {'bidAskQuote': [{'bq': 150, 'bp': 247.1, 'bno': 0, 'aq': 325, 'ap': 247.8, 'ano': 0}, {'bq': 150, 'bp': 247.05, 'bno': 0, 'aq': 175, 'ap': 247.85, 'ano': 0}, {'bq': 150, 'bp': 247.0, 'bno': 0, 'aq': 150, 'ap': 247.9, 'ano': 0}, {'bq': 150, 'bp': 246.95, 'bno': 0, 'aq': 325, 'ap': 247.95, 'ano': 0}, {'bq': 250, 'bp': 246.9, 'bno': 0, 'aq': 200, 'ap': 248.0, 'ano': 0}]}, 'optionGreeks': {'op': 254.0, 'up': 24558.685159084136, 'iv': 0.1483154296875, 'delta': -0.8761, 'theta': -17.9599, 'gamma': 0.001, 'vega': 2.8556, 'rho': -0.7033}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 340.0, 'high': 402.0, 'low': 203.0, 'close': 247.5, 'volume': 2975500, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 243.0, 'high': 259.5, 'low': 241.9, 'close': 257.2, 'volume': 44800, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 256.95, 'high': 256.95, 'low': 245.95, 'close': 247.5, 'volume': 14025, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 285.55, 'high': 347.1, 'low': 246.4, 'close': 306.2, 'volume': 621025, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 305.95, 'high': 307.4, 'low': 203.0, 'close': 247.5, 'volume': 776450, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 296.76, 'cp': 332.85, 'vtt': '2975500', 'oi': 1956575.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 211850.0, 'tsq': 140850.0, 'close': 0.0, 'lc': 0.05, 'uc': 869.2, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 1946250.0}}}}, 'NSE_FO|43711': {'ff': {'marketFF': {'ltpc': {'ltp': 222.2, 'ltt': '1729662128896', 'ltq': '25', 'cp': 168.55}, 'marketLevel': {'bidAskQuote': [{'bq': 325, 'bp': 221.6, 'bno': 0, 'aq': 125, 'ap': 222.2, 'ano': 0}, {'bq': 100, 'bp': 221.55, 'bno': 0, 'aq': 175, 'ap': 222.25, 'ano': 0}, {'bq': 200, 'bp': 221.5, 'bno': 0, 'aq': 400, 'ap': 222.3, 'ano': 0}, {'bq': 400, 'bp': 221.45, 'bno': 0, 'aq': 250, 'ap': 222.35, 'ano': 0}, {'bq': 975, 'bp': 221.4, 'bno': 0, 'aq': 300, 'ap': 222.4, 'ano': 0}]}, 'optionGreeks': {'op': 217.45, 'up': 24558.685177874206, 'iv': 0.219879150390625, 'delta': 0.7002, 'theta': -45.2379, 'gamma': 0.0011, 'vega': 4.8518, 'rho': 0.5485}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 120.1, 'high': 268.0, 'low': 120.1, 'close': 222.2, 'volume': 24830425, 'ts': '1729621800000'}, {'interval': 'I1', 'open': 227.8, 'high': 228.3, 'low': 211.5, 'close': 214.6, 'volume': 126575, 'ts': '1729662060000'}, {'interval': 'I1', 'open': 214.2, 'high': 223.75, 'low': 213.85, 'close': 222.2, 'volume': 19925, 'ts': '1729662120000'}, {'interval': 'I30', 'open': 202.5, 'high': 233.75, 'low': 152.0, 'close': 180.0, 'volume': 4158150, 'ts': '1729658700000'}, {'interval': 'I30', 'open': 179.75, 'high': 268.0, 'low': 178.05, 'close': 222.2, 'volume': 3167775, 'ts': '1729660500000'}]}, 'eFeedDetails': {'atp': 185.64, 'cp': 168.55, 'vtt': '24830425', 'oi': 1225525.0, 'changeOi': 0.0, 'lastClose': 0.0, 'tbq': 203825.0, 'tsq': 101050.0, 'close': 0.0, 'lc': 0.05, 'uc': 779.95, 'yh': 0.0, 'yl': 0.0, 'fp': 0.0, 'fv': 0, 'mbpBuy': '0', 'mbpSell': '0', 'tv': '0', 'dhoi': 0.0, 'dloi': 0.0, 'sp': 0.0, 'poi': 376050.0}}}}}}```
5

@Pradeep_Jaiswar could you please help

6

Hi @BENSON_XAVIER,

This is being checked. We will come back to you with an update ASAP, thanks.

7

@Ushnota I really hope 19d are soon enough for ASAP. I faced the same issue today. Websocket updates for NIFTY_20241128_24200_PE (NSE_FO|42964) did not come for 4 minutes flat, and then suddenly started coming. I enter trades with a small targets between 3% - 6%. A delayed data like this can invalidate my whole strategy and profits! And this happened in the middle for a strong price action (around 2:25 PM on 12-Nov-2024). I could see that my target was met, but algo logs kept on showing the same price as websockt was not sending updates. Thankfully, the price did not reverse and suddenly data started coming after 3-4 mins. Imagine if there was sudden price reversal. My 6% profit can easily be converted to 10% loss!

If this is not P1 incident for a stock broker, I am not sure what is.

1 Like
8

Hi @Amit_Kumar_Sharma,

We have noted down your issue and are currently looking at it. Will get back to you soon, thanks.

9

@Amit_Kumar_Sharma Noted. This isn’t typical behavior. We could review your implementation if possible, as we use the same wrapper for both our Pro platform and the API. I’ll DM you the information I’ll need for this.

Additionally, new and improved WebSocket implementations are on the way.

2 Likes
10

Thanks @Pradeep_Jaiswar
I am all in for collaboration to get this fixed or have a fallback API (with rate limits) from which we can get current price of an instrument in case of websocket misses.

I have written too much code integrating with Upstox to move to any other broker now. That’s my vested interest :slight_smile:

1 Like
11

Hi Team
Any update on this issue

12

@BENSON_XAVIER Please try using the LTP or option chain mode instead of the full mode. The full mode processes a large amount of data, and during peak times—especially when there’s high volatility in the market, like in Nifty—the heavy data stream may overwhelm the network, potentially causing connection issues. This depends on where your WebSocket is hosted and the network bandwidth available.

We’ve experienced similar issues with a few vendors, and switching to other modes resolved the problem. Please try it and let us know how it goes.

1 Like