Market Depth 30 - Increase limit for more than 50 instruments

Developer API
1

Dear Upstox Developer Team,

I am writing to request a feature enhancement regarding the Market Depth 30 API endpoint.

CURRENT LIMITATION:

  • The market_data.depth() API currently supports only 50 instruments per request for Market Depth 30
  • This is a significant limitation for users managing large portfolios

MY USE CASE:

  • I am working with 220+ instruments (mix of equities and indices)
  • I require full Market Depth 30 (50 levels of bids and asks) for all instruments for:
    • Real-time market microstructure analysis
    • Order book analysis for algorithmic trading strategies
    • Liquidity assessment across multiple instruments

CHALLENGE:

  • Making multiple API calls (220/50 = 5 separate requests) every tick/update cycle creates:
    • Unnecessary API request overhead
    • Potential rate limiting issues
    • Higher latency in receiving complete order book data
    • Inefficient resource utilization

REQUEST:

  1. Increase the instrument limit from 50 to at least 500 (or unlimited) per Market Depth 30 request
    OR
  2. Provide pagination/batch processing for large instrument lists
    OR
  3. Allow subscription-based streaming for Market Depth 30 across multiple instruments (similar to quote streaming)

IMPACT:

  • This would significantly improve the developer experience
  • Enable more sophisticated real-time trading tools
  • Reduce API calls and improve efficiency
  • Help leverage Upstox API for advanced algorithmic trading use cases

Alternative Considerations:

  • If the 50-instrument limit is a technical/infrastructure constraint, I would appreciate transparency about:
    • Why the limit exists
    • Whether there are plans to increase it
    • Performance/cost implications of higher limits

Thank you for considering this feature request. I am happy to provide more details or use case specifics if needed.

Best regards,
VENKATA

2

@Ushnota @VINIT

Hi team, tagging you for visibility on this feature request as this is a critical limitation for developers building advanced real-time trading tools using the Upstox API.

The 50-instrument limit for Market Depth 30 is a blocker for anyone managing larger portfolios or running multi-leg algorithmic strategies. With 220+ instruments, making 5 separate API calls every tick cycle is inefficient and creates latency issues.

This feature request addresses a genuine market need and would significantly improve the Upstox API’s competitiveness for professional trading tool developers.

Would appreciate your thoughts on feasibility and timeline for addressing this.

Thanks,
VENKATA

3

Hi @VENKATA_RA_1347175

WebSocket Instrument Subscription Limit

Currently, a single WebSocket connection supports up to 50 instruments only.

Subscribing to 200+ instruments for D30 data over a single WebSocket connection can generate a very large volume of real-time data. This may lead to:

  • Packet loss
  • Delayed or dropped updates
  • Inconsistent data at the client side

Such issues generally occur when the network stability, bandwidth, or client-side processing capacity is not sufficient to handle the data load.

Thanks!