Dear Upstox Team, @Ushnota , @Pradeep_Jaiswar , @MohitGolecha @Ketan @Ketan_Gupta @shrini
I appreciate the continuous improvements in the Upstox API, but I’ve noticed that WebSocket v3 no longer provides pre-aggregated 1-minute OHLC candles with volume , a feature available in the previous version. This data is critical for accurate candle formation and volume tracking in real-time algorithmic trading. Without it, discrepancies due to WebSocket disconnections or missed ticks can lead to incorrect trade signals and disrupt automated strategies.
I strongly request you to reinstate the pre-aggregated 1-minute OHLC + volume data in v3. This will ensure seamless execution for algo traders relying on Upstox. we want to stay with upstox and for this we must need these things from our broker side .
Looking forward to your response.
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Hi @Nirav_vora
Allow me a day to get back to you on this with specific details & approach we’re thinking about
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I also want to request LTQ in the V3 API, and if possible, please provide historical tick-by-tick data with volume (LTQ) on every tick. I know it needs a lot of storage to store tick-by-tick data, but if you are providing historical charts based on the tick-by-tick approach, then I think it is possible to store LTQ on every tick. This will help us to generate our own orderflow charts like footprint charts, delta charts, indicators like Cumulative delta etc. Looking forward to your response.
@Daljit_singh TBT would need over 100MBPS of stable internet bandwidth to consume Top 2000 traded scrips. This is not feasible for most of the users on retail bandwidth. Still, shall look into it
yes definitely Without pre-aggregated 1-minute candles, handling volume correctly becomes unreliable, especially during disconnections. Upstox must reinstate this feature to maintain its edge in algo trading.Without it, system accuracy is compromised. Please bring it back in v3.
@MohitGolecha You can provide parameter to pass during websocket connection. so that user can request specific timeframe data. As 1minute data with volume is critical. Which you can not miss in V3. As there are major users who do not stream 2000 scripts. Like us who are only streaming 2 to 3 or let say 100 scripts at a time to perform strategy trades. I am using upstox websocket to get tick-by-tick data for placing orders on all the brokers. As I found your websocket was most accurate in 1minute. so please bring it back to V3. Otherwise we need to compromise accuracy and need to move to other broker’s websocket.
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@MohitGolecha LTQ in V3 websocket as well. please bring back this feature in V3 from V2.
@Daljit_singh @Jagdish_j_ptl
Actively looking into it. Once the budget is done, shall revert back next week on this
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… removal of 1-minute OHLC candles with volume in WebSocket v3 is a major setback for algo traders. This data is essential for accurate strategy execution. Please bring it back! @Ketan_Gupta @shrini
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Please keep 2000/3000 symbols setup, If people are interested in getting 1 min candles you can follow Channels based approach suggested in other thread sometime back where the number of symbols decrease with each timeframe channel subscription or you can update your SDKs so that the people who had difficulty can use your SDKs to get desired OHLCV, I had created my own logic for getting the OHLCV but it does not match your GUI, which your OHLCVs present in V2 also didn’t match for 1 min timeframe.
hii @MohitGolecha any updates on this ?
Hi @Nirav_vora @athma_prathisti @Baldaniya_kuldip @Daljit_singh @Jagdish_j_ptl @Darshil_Rupareliya
We’ve come to a feasibility where we can add the 1min OHLCV data and LTQ. I need to know a few things specifically as we can only provide 1 of the below:
- Current/Live 1min OHLCV
- Previous min OHLCV [TBT Compatible]
Let me know this quickly and we shall make this change asap!
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"Thank you @MohitGolecha for considering this request! we require 100% Previous Minute OHLCV (TBT Compatible). This ensures accurate and reliable candle formation with open high low close timestamp and accurate volume for that timestamp(in this case for 1 min), minimizing discrepancies due to WebSocket disconnections or missing ticks. Live 1-minute OHLCV may lead to incomplete data issues, for trading strategies.
We appreciate your support in making this data available in WebSocket v3. Looking forward to the implementation!"
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Does the ‘Previous 1-Minute OHLCV (TBT Compatible)’ option in the V3 API include live LTQ numbers, similar to how it was in the V2 API?
@Daljit_singh Yes! LTQ will be a part of the LTPC structure.
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Fantastic, Thank you for confirming that LTQ will be a part of the LTPC structure in V3. I really appreciate the support in ensuring smooth data integration. Also, I wanted to check if there are any updates on the upcoming Market Depth WebSocket supporting Depth 30. Looking forward to any insights you can share on its timeline or availability.
We have plans to release D30, but we’re checking its feasibility on the best way users can capture all the ticks. It is useless if we stream but all packets are not registered at client end na. This will take a while, but will surely be shipped.
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hello @MohitGolecha are you guys planning to provide exactly this type of data structure in new feed for 1 min : {
“interval”: “I1”,
“open”: 23,
“high”: 23,
“low”: 22.97,
“close”: 22.98,
“volume”: 569483,
“ts”: “1725961620000”,
“vol”: “569483”
},
@Nirav_vora
Can’t confirm the exact details. We’ve learnt from your inputs and shall be developing in that way. I request you to wait for the exact schema/structure of it once we’re in a certain development stage.
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