Lvl 3 market depth data

Developer API
1

Hi, does upstox currently support lvl 3 market depth data in api if yes how to migrate?

2

Hi @Mandar_Pawar,

I believe youā€™re inquiring about D30 market depth data. Currently, we do not support D30-level data, but it will soon be available via WebSocket.

Thank you!

3

sir if it is possible then pls provide complete market depth instead of D30 or level 3 market depth

4

@Ketan My current trading setup relies on 30min data.

  • Can you please provide an estimated time for itā€™s implementation?
  • Can I use V2 market feed data until it is updated in V3 market feed data?
5

Hi @adhil_a_backer,

Weā€™re dropping in custom time code snippet to solve for multi-time frames. Itā€™s coming up soon, so stay tuned!

6

Hi @Ushnota

Thanks for the response. It would have been better if you have released this along with V3 market data since this is an existing feature.
Hoping to use it soon.

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7

Hi @adhil_a_backer

We received multiple timeframe requests for the OHLC data. The standards are varying across 1m, 15m, 30m, 1hr and so on. Since this required most users to save the data using custom code, we decided to roll up our upcoming implementation library with code snippets and a how-to video that can solve for any timeframe easily. By any, I mean any!

Losing this has also allowed us to increase the number of instrument subscriptions on a single socket. And we see this as a more impactful benefit. Hence the OHLC timeframes were removed and weā€™ll be issuing a small snippet of code with which youā€™ll be able to consume the data as you desire.

1 Like
8

Hi @MohitGolecha

This is definitely a beneficial approach for the users to have an
increased number of instruments in a single WebSocket connection. Are you planning to approach this in such a way that the users save the entire WebSocket data and calculate 1m, 15m, 30m, 1hr etc based on the code snippet which you are preparing.
If this is the approach, then I hope you are considering the frequent WebSocket connection issues which might occur to the users due to the network or other factors and causing timeframe calculation issues due to the missing data. (You can add some kind of ack in such case I think).

I hope you are sending it along with the WebSocket feed which might be easier for the users to not miss any data. Anyways eagerly waiting and hope it rolls out great. Thanks for responding twice. :slight_smile:

9

Websocket connection issues can be solved for easier than solving packet size & timeframes. Hence the introduction library. This would help everyone out on the best practices and troubleshooting.

This was long due, but on the recent SEBI consultation paper, weā€™re building cautiously. Stay tuned, things to be resuming now and loads more to build!

1 Like
10

Thank you, @MohitGolecha for your response. Looking forward to the exciting updates ahead :raised_hands:

1 Like