Live Data Feed from the WebSocket returns only subset of requested data. If I request data for 100 instruments, then it returns only a subset of instruments. Are you setting any limits for the websockets ?
Could you assist with the list of instrument keys here? This issue typically arises when the instrument keys are invalid or associated with an expired contract.
When the instrument keys are invalid in the list, the Websocket will only subscribe to the valid instrument keys and begin providing data for those specific keys.
The instrument keys are pulled up from https://assets.upstox.com/market-quote/instruments/exchange/NSE.csv.gz
Since I am not using any other type of instruments except for NSE_EQ stocks, there is no issue because of expired contract. Also, I get the full list the first time i poll it but later it drops to a very small subset.
Could you kindly provide your client ID? Additionally, if possible, I would appreciate it if you could compile a list of instruments in a file and attach it here for detailed examination.
The data points that I shared hold good for your tests and resolution. I suspect some form of rate limiting is getting triggered. At first, all requested set of instrument data is returned and later all requests for the same set returns less than 20% of the whole set.
Okay. We will investigate and get back to you.