Dear Upstox Support Team,
I’m currently subscribed to the full market depth feed using the following WebSocket request:
{
“guid”: “a1b2c3d4-e5f6-7890-g1h2-i3j4k5l6m7n8”,
“method”: “sub”,
“data”: {
“mode”: “full_d30”,
“instrumentKeys”: [
“NSE_EQ|INE758E01017”
]
}
}
However, the response I receive under marketLevel.bidAskQuote only includes bid-side fields (bq, bp, bno) and does not contain any ask-side fields (aq, ap, ano) as documented.
Here is the full response payload for reference:
{
“feeds”: {
“NSE_EQ|INE758E01017”: {
“ff”: {
“marketFF”: {
“ltpc”: {
“ltp”: 328.0,
“ltt”: “1755163865809”,
“ltq”: “1”,
“cp”: 330.6
},
“marketLevel”: {
“bidAskQuote”: [
{ “bq”: 1703, “bp”: 328.0, “bno”: 2653 },
{ “bq”: 352, “bp”: 327.95, “bno”: 5295 },
{ “bq”: 12269, “bp”: 327.9, “bno”: 3470 },
{ “bq”: 999, “bp”: 327.85, “bno”: 3575 },
{ “bq”: 8005, “bp”: 327.8, “bno”: 4717 },
{ “bq”: 5470, “bp”: 327.75, “bno”: 2761 },
{ “bq”: 3480, “bp”: 327.7, “bno”: 3998 },
{ “bq”: 3469, “bp”: 327.65, “bno”: 4510 },
{ “bq”: 13412, “bp”: 327.6, “bno”: 2845 },
{ “bq”: 6292, “bp”: 327.55, “bno”: 15649 },
{ “bq”: 17052, “bp”: 327.5, “bno”: 1564 },
{ “bq”: 6390, “bp”: 327.45, “bno”: 7588 },
{ “bq”: 5645, “bp”: 327.4, “bno”: 3258 },
{ “bq”: 4830, “bp”: 327.35, “bno”: 7889 },
{ “bq”: 5600, “bp”: 327.3, “bno”: 510 },
{ “bq”: 7499, “bp”: 327.25, “bno”: 4520 },
{ “bq”: 8860, “bp”: 327.2, “bno”: 1538 },
{ “bq”: 5787, “bp”: 327.15, “bno”: 14956 },
{ “bq”: 3659, “bp”: 327.1, “bno”: 5726 },
{ “bq”: 8948, “bp”: 327.05, “bno”: 55776 },
{ “bq”: 63092, “bp”: 327.0, “bno”: 1828 },
{ “bq”: 4641, “bp”: 326.95, “bno”: 3968 },
{ “bq”: 41558, “bp”: 326.9, “bno”: 2634 },
{ “bq”: 6649, “bp”: 326.85, “bno”: 6390 },
{ “bq”: 7108, “bp”: 326.8, “bno”: 14852 },
{ “bq”: 16428, “bp”: 326.75, “bno”: 15802 },
{ “bq”: 4166, “bp”: 326.7, “bno”: 13910 },
{ “bq”: 10196, “bp”: 326.65, “bno”: 29203 },
{ “bq”: 28997, “bp”: 326.6, “bno”: 3211 },
{ “bq”: 11477, “bp”: 326.55, “bno”: 46821 }
]
},
“optionGreeks”: {},
“marketOHLC”: {
“ohlc”: [
{
“interval”: “1d”,
“open”: 330.6,
“high”: 331.95,
“low”: 325.85,
“close”: 328.0,
“volume”: 6682646,
“ts”: “1755109800000”
},
{
“interval”: “I1”,
“open”: 328.2,
“high”: 328.25,
“low”: 328.0,
“close”: 328.0,
“volume”: 82916,
“ts”: “1755163800000”
}
]
}
}
}
}
},
“currentTs”: “1755163866724”
}
my code is like
MarketDataFeed.FeedResponse feedResponse = MarketDataFeed.FeedResponse.parseFrom(bytes.array());
String jsonFormat = JsonFormat.printer().print(feedResponse);
System.out.println(jsonFormat);