Hey upstox developers,
As you guys are offering full depth 30 through websocket which is already superfast. I want to request one more data point which upstox gets from NSE. That is number of orders at each level of marker depth. This specific data point helps us to find any algo activity in the market. By knowing number of orders at each level of orderbook we can find order stacks and institutional activities at each level. Please provide this data point in full_d30 data feed.
Thank you