Live tick data is not coming even the websocket is connected properly - see the terminal logs

[samir_40204238]

(.venv) PS C:\Users\samir manjra\Desktop\Unnamed_Trading_ALGO> & “C:/Users/samir manjra/Desktop/Unnamed_Trading_ALGO/.venv/Scripts/python.exe” “c:/Users/samir manjra/Desktop/Unnamed_Trading_ALGO/modules/market_data_master.py”
[2025-08-04 15:23:56] Starting Market Data Master
Using valid existing token.
[2025-08-04 15:23:56] Fetching instruments from Upstox official JSON…
[2025-08-04 15:23:57] Downloaded fresh NSE instruments JSON
[2025-08-04 15:23:57] Loaded 52489 instruments from JSON
[2025-08-04 15:23:57] Saved 1 NIFTY instruments → C:\Users\samir manjra\Desktop\Unnamed_Trading_ALGO\logs\2025-08-04\nifty_instruments.csv
[2025-08-04 15:23:57] Saved 1 BANKNIFTY instruments → C:\Users\samir manjra\Desktop\Unnamed_Trading_ALGO\logs\2025-08-04\banknifty_instruments.csv
[2025-08-04 15:23:57] Saved 0 SENSEX instruments → C:\Users\samir manjra\Desktop\Unnamed_Trading_ALGO\logs\2025-08-04\sensex_instruments.csv
[2025-08-04 15:23:57] DEBUG NIFTY instruments (top 5): [{‘weekly’: nan, ‘segment’: ‘NSE_INDEX’, ‘name’: ‘Nifty 50’, ‘exchange’: ‘NSE’, ‘expiry’: nan, ‘instrument_type’: ‘INDEX’, ‘asset_symbol’: nan, ‘underlying_symbol’: nan, ‘instrument_key’: ‘NSE_INDEX|Nifty 50’, ‘lot_size’: nan, ‘freeze_quantity’: nan, ‘exchange_token’: ‘26000’, ‘minimum_lot’: nan, ‘tick_size’: nan, ‘asset_type’: nan, ‘underlying_type’: nan, ‘trading_symbol’: ‘NIFTY’, ‘strike_price’: nan, ‘qty_multiplier’: nan, ‘isin’: nan, ‘short_name’: nan, ‘security_type’: nan, ‘asset_key’: nan, ‘underlying_key’: nan, ‘last_trading_date’: nan, ‘price_quote_unit’: nan}]
[2025-08-04 15:23:57] DEBUG BANKNIFTY instruments (top 5): [{‘weekly’: nan, ‘segment’: ‘NSE_INDEX’, ‘name’: ‘Nifty Bank’, ‘exchange’: ‘NSE’, ‘expiry’: nan, ‘instrument_type’: ‘INDEX’, ‘asset_symbol’: nan, ‘underlying_symbol’: nan, ‘instrument_key’: ‘NSE_INDEX|Nifty Bank’, ‘lot_size’: nan, ‘freeze_quantity’: nan, ‘exchange_token’: ‘26009’, ‘minimum_lot’: nan, ‘tick_size’: nan, ‘asset_type’: nan, ‘underlying_type’: nan, ‘trading_symbol’: ‘BANKNIFTY’, ‘strike_price’: nan, ‘qty_multiplier’: nan, ‘isin’: nan, ‘short_name’: nan, ‘security_type’: nan, ‘asset_key’: nan, ‘underlying_key’: nan, ‘last_trading_date’: nan, ‘price_quote_unit’: nan}]
[2025-08-04 15:23:57] No instruments found for SENSEX
[2025-08-04 15:23:58] Saved option chain for NIFTY → C:\Users\samir manjra\Desktop\Unnamed_Trading_ALGO\logs\2025-08-04\nifty_option_chain.csv
[2025-08-04 15:23:59] Saved option chain for BANKNIFTY → C:\Users\samir manjra\Desktop\Unnamed_Trading_ALGO\logs\2025-08-04\banknifty_option_chain.csv
[2025-08-04 15:23:59] No instruments found for SENSEX, skipping…
[2025-08-04 15:23:59] Instruments ready for live streaming.
[2025-08-04 15:23:59] Using instrument keys for subscription: [‘NSE_INDEX|Nifty 50’, ‘NSE_INDEX|Nifty Bank’]
[2025-08-04 15:23:59] Subscribing to instruments: [‘NSE_INDEX|Nifty 50’, ‘NSE_INDEX|Nifty Bank’]
[2025-08-04 15:23:59] Market already open. Proceeding…
[2025-08-04 15:23:59] Connecting to Upstox WebSocket feed…
[DEBUG] Connecting to feed URL: None
Using valid existing token.
[2025-08-04 15:24:00] Fetching authorized WebSocket URL…
[2025-08-04 15:24:00] Authorized WebSocket URL: wss://wsfeeder-api.upstox.com/market-data-feeder/v2/upstox-developer-api/feeds?requestId=55f76bde-ede8-45dd-a7fc-d98955ebb1f2&code=t1CTP-31d26854-0a88-4f5e-95a8-2d1e4fe3403c
[2025-08-04 15:24:00] Connecting WebSocket: wss://wsfeeder-api.upstox.com/market-data-feeder/v2/upstox-developer-api/feeds?requestId=55f76bde-ede8-45dd-a7fc-d98955ebb1f2&code=t1CTP-31d26854-0a88-4f5e-95a8-2d1e4fe3403c
[2025-08-04 15:24:00] WebSocket connected. Subscribing…
[2025-08-04 15:24:01] Subscription sent: {‘guid’: ‘sub_1’, ‘method’: ‘sub’, ‘data’: {‘mode’: ‘ltpc’, ‘instrumentKeys’: [‘NSE_INDEX|Nifty 50’, ‘NSE_INDEX|Nifty Bank’]}}

[Anand_Sajankar]

Hi @samir_40204238, this might be handy

Websocket: Market Data

I tried using websocket for market Data sttreaming. I get connected and get a response ´¦éÜð2"Ž aNSE_COM NCD_FO NSE_FO BSE_EQ BCD_FO BSE_FO NSE_EQ MCX_FO MCX_INDEX NSE_INDEX BSE_INDEX I sent the body as { "guid": "0e955a7b-0598-4a55-a2f4-6164250e1102", "method": "sub", "data": { "instrumentKeys": ["NSE_INDEX|Nifty Bank"] } } But i dont get any response. How to proceed on this. I used postman for testing cc @Anand_Sajankar @Upstox

Also please note: Deprecation of V2 Market Data Feed Websocket

[HritikRD]

Hello @everyone
Even i am facing same issue from Long Time, Currently Websocket is not providing realtime data for some instrument keys.

Its Mainlyb creating problem for Options Trades.

Check Logs.
[2025-08-06 10:51:02] local.INFO: Websockt is running For TRADE
[2025-08-06 10:51:06] local.INFO: SKIPPED stale tick for NSE_EQ|INE919I01024: LTP=8.6, LTT=2025-08-06 10:48:00 (diff: 186s)
[2025-08-06 10:51:06] local.INFO: SKIPPED stale tick for NSE_EQ|INE642Y01029: LTP=33.46, LTT=2025-08-06 10:47:12 (diff: 234s)
[2025-08-06 10:51:06] local.INFO: SKIPPED stale tick for NSE_EQ|INF204KC1022: LTP=132.79, LTT=2025-08-06 10:31:37 (diff: 1169s)
[2025-08-06 10:51:06] local.INFO: SKIPPED stale tick for NSE_EQ|INE350C01017: LTP=592.8, LTT=2025-08-06 10:48:59 (diff: 127s)
[2025-08-06 10:51:06] local.INFO: SKIPPED stale tick for NSE_EQ|INE483B01026: LTP=253.1, LTT=2025-08-06 10:50:04 (diff: 62s)
[2025-08-06 10:51:06] local.INFO: SKIPPED stale tick for NSE_EQ|INE338A01024: LTP=282.95, LTT=2025-08-06 10:47:43 (diff: 203s)
[2025-08-06 10:51:14] local.INFO: SKIPPED stale tick for NSE_EQ|INE483B01026: LTP=253.1, LTT=2025-08-06 10:50:04 (diff: 70s)

Code
$currentDateTime = new DateTime();

    $bearerToken = getBearerTokenOfUpstox();



    if ($bearerToken == null) {

        // Log::info("Upstox token not updated");

        return null;

    }

    Log::info("Websockt is running For TRADE");



    $apiVersion = '3.0';

    $accessToken = $bearerToken;



    // Configure with your access token

    $configuration = Configuration::getDefaultConfiguration();

    $configuration->setAccessToken($accessToken);



    // Get the authorized URL for the WebSocket connection

    $response = $this->getMarketDataFeedAuthorizeV3($apiVersion, $configuration);

    $connection = connect($response\['data'\]\['authorized_redirect_uri'\]);



    //Log::info($response\['data'\]\['authorized_redirect_uri'\]);



    // Fetch buy/sell data of recommendations

    $getBuySellDataOfRecommendations = ManageRecommendation::select('id', 'instrument_key', 'recommendation_actions_xid')

        ->whereIn('recommendation_actions_xid', \[1, 2, 3\])

        //->where('product_type_xid',2) //only for tradeoptions

        ->orderByDesc('id')

        ->get();



    $instrumentKeyMap = \[\];



    foreach ($getBuySellDataOfRecommendations as $recommendation) {

        if ($recommendation->schedule_date_time < $currentDateTime->format('Y-m-d H:i:s') || $recommendation->schedule_date_time == null) {

            $instrumentKeyMap\[$recommendation->instrument_key\]\[\] = $recommendation->id;

        }

    }





    // Extract instrument keys

    $instrumentKeys = array_keys($instrumentKeyMap);




    if (empty($instrumentKeys)) {

        //Log::warning('No valid instrument keys found. Aborting WebSocket connection in TRADEOption.');

        return;

    }

    // Message payload to send to the server

    $data = \[

        "guid" => uniqid('guid\_', true),

        "method" => "sub",

        "data" => \[

            "mode" => "ltpc",

            "instrumentKeys" => $instrumentKeys

        \]

    \];



    // Send the data as binary

    $binaryData = json_encode($data);

    $connection->sendBinary($binaryData);

    // Define stop time (4:00 PM)

    // $stopTime = now()->setTime(19, 9);

    foreach ($connection as $message) {



        $payload = $message->buffer();

        usleep(2000000);



        if ($payload === '100') {

            $connection->close();

            break;

        }



        if (!empty($payload)) {

            $decodedData = $this->decodeProtobuf($payload);

            $jsonData = json_decode($decodedData->serializeToJsonString(), true);



            if (empty($jsonData\['feeds'\])) {

                Log::info('No feed data found in payload For TRADEOption');

                continue;

            }



            //  Log::info("Trade Options running");

            foreach ($jsonData\['feeds'\] as $instrumentKey => $instrumentData) {



                // Get the recommendation ID using the instrument_key

                $recommendationIds = $instrumentKeyMap\[$instrumentKey\] ?? \[\];



                if (empty($recommendationIds) || !isset($instrumentData\['ltpc'\]\['ltp'\])) {

                    continue;

                }



                $ltp = $instrumentData\['ltpc'\]\['ltp'\];

                $lttMs = $instrumentData\['ltpc'\]\['ltt'\] ?? null;

                if ($lttMs) {

                    $lttCarbon = Carbon::createFromTimestampMs($lttMs);

                    $diffInSeconds = now()->diffInSeconds($lttCarbon);

                    if ($diffInSeconds > 60) {

                Log::info("SKIPPED stale tick for {$instrumentKey}: LTP={$ltp}, LTT={$lttCarbon->toDateTimeString()} (diff: {$diffInSeconds}s)");

                        continue;

                    }

                } else {

                    Log::error("lttMs not found for Instrument Key");

                }



                foreach ($recommendationIds as $recommendationId) {

                    $getBuySellDataOfRecommendationItem = ManageRecommendation::with('productTypeData')->find($recommendationId);

                    if (!$getBuySellDataOfRecommendationItem) {

                        continue;

                    }



                    // Parse range

                    $range = $getBuySellDataOfRecommendationItem->buy_price;

                    $lastTradedPrice = $ltp;

                    Log::info("RECEIVED-:{$lastTradedPrice}-{$getBuySellDataOfRecommendationItem->stock_name}-{$range}-LTT={$lttCarbon->toDateTimeString()}");                      



                }




            }

        }

    }

Please suggest changes or provide required solution.