Hello Team,
I am observing a significant delay in the market data feed when subscribing to Nifty 50 stocks. For certain instruments, especially at the I1 level, the tick data is delayed by around ~5 seconds compared to the actual market timestamp.
After this, my internal processing pipeline (decoding → Redis storage → calculations → strategy logic) adds another ~5–8 seconds. As a result, by the time I place an order, the effective delay becomes ~13 seconds from the original tick timestamp.
For my trading strategy, I require that the entire cycle (data ingestion → processing → order placement) completes within 5–8 seconds maximum. This latency makes the system unsuitable for low-latency or high-frequency strategies.
Could you please clarify:
-
Is this delay expected behavior in your retail API feeds, or is it an infrastructure issue?
-
Are there alternative low-latency feeds, co-location options, or premium data services available to reduce this lag?
-
Do other clients face similar delays, or is it specific to my setup?
This clarification is important for me to decide whether I can continue building my strategies on this infrastructure or if I need to explore direct exchange-provided tick-by-tick feeds.
Thanks & Regards,