Not able to fetch Option greeks with websocket

Developer API
1

I am sharing my code and Output, Looking for support

import os

import ssl

import json

import asyncio

import requests

import time

from dotenv import load_dotenv

import websockets

from upstox_client.feeder.proto import MarketDataFeedV3_pb2 as pb

from google.protobuf.json_format import MessageToDict

# === Load API token ===

load_dotenv()

ACCESS_TOKEN = os.getenv(“UPSTOX_ACCESS_TOKEN”) or open(“token.txt”).read().strip()

# === Update with live contracts for real tick data! ===

INSTRUMENT_KEYS = [

"NSE_FO|132447",  # Example: Reliance PE (update for live test)

"NSE_FO|132446",  # Example: Reliance CE (update for live test)

]

MODE = “full”

def get_ws_url():

url = "https://api.upstox.com/v3/feed/market-data-feed/authorize"

headers = {

    "Accept": "application/json",

    "Authorization": f"Bearer {ACCESS_TOKEN}"

}

for i in range(5):

    try:

        resp = requests.get(url, headers=headers, timeout=10)

        data = resp.json()

        ws_url = data.get("data", {}).get("authorized_redirect_uri")

        if ws_url:

            print(f"\[INFO\] Got fresh WebSocket URL.")

            return ws_url

        else:

            print(f"\[WARN\] /authorize response missing WS URL: {data}")

    except Exception as e:

        print(f"\[ERR\] Error fetching WS URL: {e}")

    print(f"Retrying ({i+1}/5)...")

    time.sleep(1)

raise Exception("Could not get valid WS URL after retries.")

async def run_ws():

ws_url = get_ws_url()

print(f"\\nConnecting to: {ws_url}")

print(f"Subscribing to: {INSTRUMENT_KEYS}")

print(f"Subscription mode: {MODE}\\n")



ssl_context = ssl.create_default_context()

ssl_context.check_hostname = False

ssl_context.verify_mode = ssl.CERT_NONE



start = time.time()

duration = 10 \* 60  # 10 minutes



async with websockets.connect(ws_url, ssl=ssl_context) as ws:

    req = {

        "guid": "osa-greeks-loop",

        "method": "sub",

        "data": {

            "mode": MODE,

            "instrumentKeys": INSTRUMENT_KEYS

        }

    }

    await ws.send(json.dumps(req))

    print(f"\[WS\] Subscribed, waiting for messages... (10 min loop)\\n")



    while True:

        try:

            \# Timeout every 3 seconds so you can see progress even if no message

            msg = await asyncio.wait_for(ws.recv(), timeout=3.0)

            now = time.strftime("%H:%M:%S")

            if isinstance(msg, bytes):

                feed = pb.FeedResponse()

                feed.ParseFromString(msg)

                data = MessageToDict(feed)

                if "feeds" in data:

                    for key, val in data\["feeds"\].items():

                        print(f"\\n\[{now}\] === Tick for {key} ===")

                        print(json.dumps(val, indent=2))

                else:

                    print(json.dumps(data, indent=2))

            else:

                print(f"\[{now}\] \[WS\] Non-binary message: {msg}")

        except asyncio.TimeoutError:

            print(f"\[{time.strftime('%H:%M:%S')}\] \[WS\] No new tick in last 3 sec (heartbeat).")

        \# Exit after 10 min

        if time.time() - start > duration:

            print("10 minutes elapsed. Exiting...")

            break

if _name_ == “_main_”:

asyncio.run(run_ws())

Output :slight_smile: Connecting to: wss://wsfeeder-api.upstox.com/market-data-feeder/v3/upstox-developer-api/feeds?re
questId=d60df696-02c9-4ef3-b7cf-5a790b876f61&code=wpq6W-3c6cab18-92f2-4722-80f1-ef3dbc1be24a
Subscribing to: [‘NSE_FO|132447’, ‘NSE_FO|132446’]
Subscription mode: full

[WS] Subscribed, waiting for messages… (10 min loop)

{
“type”: “market_info”,
“currentTs”: “1754383711403”,
“marketInfo”: {
“segmentStatus”: {
“NSE_EQ”: “NORMAL_OPEN”,
“NSE_COM”: “NORMAL_OPEN”,
“BSE_FO”: “NORMAL_OPEN”,
“NSE_FO”: “NORMAL_OPEN”,
“BSE_EQ”: “NORMAL_OPEN”,
“MCX_INDEX”: “NORMAL_OPEN”,
“MCX_FO”: “NORMAL_OPEN”,
“BSE_INDEX”: “NORMAL_OPEN”,
“NCD_FO”: “NORMAL_OPEN”,
“NSE_INDEX”: “NORMAL_OPEN”,
“BCD_FO”: “NORMAL_OPEN”
}
}
}
[11:48:33] [WS] No new tick in last 3 sec (heartbeat).
[11:48:36] [WS] No new tick in last 3 sec (heartbeat).
[11:48:39] [WS] No new tick in last 3 sec (heartbeat).
[11:48:42] [WS] No new tick in last 3 sec (heartbeat).
[11:48:45] [WS] No new tick in last 3 sec (heartbeat).
[11:48:48] [WS] No new tick in last 3 sec (heartbeat).
[11:48:51] [WS] No new tick in last 3 sec (heartbeat).
[11:48:54] [WS] No new tick in last 3 sec (heartbeat).
[11:48:57] [WS] No new tick in last 3 sec (heartbeat).
[11:49:00] [WS] No new tick in last 3 sec (heartbeat).
[11:49:03] [WS] No new tick in last 3 sec (heartbeat).
[11:49:06] [WS] No new tick in last 3 sec (heartbeat).
[11:49:09] [WS] No new tick in last 3 sec (heartbeat).
[11:49:12] [WS] No new tick in last 3 sec (heartbeat).
[11:49:15] [WS] No new tick in last 3 sec (heartbeat).
[11:49:18] [WS] No new tick in last 3 sec (heartbeat).
[11:49:21] [WS] No new tick in last 3 sec (heartbeat).
[11:49:24] [WS] No new tick in last 3 sec (heartbeat).

2

Hi @SUNDEEP_1204397
I am not entirely sure which mode and instrument key you are sending in the WebSocket connection based on the provided code.

For easier implementation of WebSocket connections, you can refer to the streamer functionalities available in various SDKs:

Python SDK