Market Data Feed V3

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:

  1. Is this delay expected behavior in your retail API feeds, or is it an infrastructure issue?

  2. Are there alternative low-latency feeds, co-location options, or premium data services available to reduce this lag?

  3. 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,

Yes brother, I am also facing this delay when I subscribe to multiple scripts at a time and that is in Options where high liquidity transactions are done. Not all time but multiple instances occurs in few minutes. But I have not tried on any hosted servers, It is happening in my local pc.