Issue Report: Upstox v3 WebSocket - Inconsistent Ask Data (Zero Values) in Market Depth for Options

Endpoint: WebSocket Market Data Feed (wss://api.upstox.com/v3/feed/market-data-feed )

Context:
I’m using the v3 WebSocket feed to subscribe to real-time market data for NSE F&O options using the “full” mode. The current subscription request is for a single instrument key (NSE_FO|58567) with the trading symbol: "BANKNIFTY 55400 CE 29 MAY 25". The responses are parsed using the Protobuf definitions generated from the official MarketDataFeed.proto file.

Problem Description:
When receiving feed updates for the above subscribed options instrument (NSE_FO|58567), the FeedResponse message correctly contains marketFF data, including ltpc (trade) and marketLevel (depth). However, while the best bid price (bidP ) and bid quantity (bidQ ) in the first element of the marketLevel.bidAskQuote list appear correct, the corresponding best ask price (askP ) and ask quantity (askQ ) are consistently either missing or report incorrect values across the board on all the elements.

Expected Behavior:
For liquid options instruments subscribed in "full" mode during market hours, the askP and askQ fields in the first element ([0] ) of the marketLevel.bidAskQuote list should contain valid, non-zero best ask price and quantity values reflecting the current market offers as seen on the Upstox UI.

Observed Behavior:

The logs consistently show valid bidP and bidQ values, but askP is 0.0 and askQ is 0.

ltpc {
  ltp: 1169.1
  ltt: 1745909515564
  ltq: 30
  cp: 1225.35
}
marketLevel {
  bidAskQuote {
    bidQ: 30
    bidP: 1169.45
  }
  bidAskQuote {
    bidQ: 30
    bidP: 1169.4
  }
  bidAskQuote {
    bidQ: 30
    bidP: 1169.05
  }
  bidAskQuote {
    bidQ: 60
    bidP: 1169.0
  }
  bidAskQuote {
    bidQ: 60
    bidP: 1168.95
  }
}
optionGreeks {
  delta: 1168.3
  theta: 55490.0
  gamma: 0.17667770385742188
  vega: 0.5229
  rho: -18.6171
}
marketOHLC {
  ohlc {
    interval: "1d"
    open: 1271.0
    high: 1557.75
    low: 1152.75
    close: 1169.1
    vol: 957810
    ts: 1745865000000
  }
  ohlc {
    interval: "I1"
    open: 1177.55
    high: 1184.45
    low: 1173.9
    close: 1173.9
    vol: 3660
    ts: 1745909400000
  }
  ohlc {
    interval: "I1"
    open: 1177.3
    high: 1177.35
    low: 1164.0
    close: 1169.1
    vol: 4380
    ts: 1745909460000
  }
  ohlc {
    interval: "I30"
    open: 1240.65
    high: 1240.65
    low: 1152.75
    close: 1190.0
    vol: 150510
    ts: 1745907300000
  }
  ohlc {
    interval: "I30"
    open: 1190.15
    high: 1202.15
    low: 1164.0
    close: 1169.1
    vol: 23970
    ts: 1745909100000
  }
}
------
ltpc {
  ltp: 1169.1
  ltt: 1745909515564
  ltq: 30
  cp: 1225.35
}
marketLevel {
  bidAskQuote {
    bidQ: 90
    bidP: 1170.8
  }
  bidAskQuote {
    bidQ: 30
    bidP: 1170.7
  }
  bidAskQuote {
    bidQ: 30
    bidP: 1170.65
  }
  bidAskQuote {
    bidQ: 30
    bidP: 1170.1
  }
  bidAskQuote {
    bidQ: 30
    bidP: 1170.05
  }
}
optionGreeks {
  delta: 1169.15
  theta: 55483.6
  gamma: 0.17734527587890625
  vega: 0.522
  rho: -18.6877
}
marketOHLC {
  ohlc {
    interval: "1d"
    open: 1271.0
    high: 1557.75
    low: 1152.75
    close: 1169.1
    vol: 957810
    ts: 1745865000000
  }
  ohlc {
    interval: "I1"
    open: 1177.55
    high: 1184.45
    low: 1173.9
    close: 1173.9
    vol: 3660
    ts: 1745909400000
  }
  ohlc {
    interval: "I1"
    open: 1177.3
    high: 1177.35
    low: 1164.0
    close: 1169.1
    vol: 4380
    ts: 1745909460000
  }
  ohlc {
    interval: "I30"
    open: 1240.65
    high: 1240.65
    low: 1152.75
    close: 1190.0
    vol: 150510
    ts: 1745907300000
  }
  ohlc {
    interval: "I30"
    open: 1190.15
    high: 1202.15
    low: 1164.0
    close: 1169.1
    vol: 23970
    ts: 1745909100000
  }
}
---
2025-04-29 01:30:17.066 - INFO - 1745904617.065930 - NSE_FO|58569 -  TRADE - LTP: 1181.05, Vol: 30, LTT: 1745904615989
2025-04-29 01:30:17.066 - INFO - 1745904617.065930 - NSE_FO|58569 -  QUOTE - Bid P: 1179.0, Bid Q: 120, Ask P: 0.0, Ask Q: 0
2025-04-29 01:30:17.352 - INFO - 1745904617.352611 - NSE_FO|58569 -  TRADE - LTP: 1181.05, Vol: 30, LTT: 1745904617201
2025-04-29 01:30:17.353 - INFO - 1745904617.352611 - NSE_FO|58569 -  QUOTE - Bid P: 1179.0, Bid Q: 120, Ask P: 0.0, Ask Q: 0

Could you please investigate if this is expected behavior or a potential issue with the v3 WebSocket feed for options data in "full" mode? Thank you.

We will check this and will revert to you soon. @Mohit_Singh

@Mohit_Singh We could not able to reproduce this issue, Let us know if you encounter this issue again.

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