Symbol getting dropped from subscription list of websocket market data in "live_feed"

Developer API
1

Hi Upstox team,

I am subscribing to 2 instruments initially, and for the 1st time I am getting both the instruments in the websocket feed, but after I recieve 1 or 2 feeds, then after that for the subsequent feeds, websocket sends either of the 1 instrument only.

Attaching System Logs:-

Initial Subscribe List :- ['NSE_INDEX|Nifty 50', 'NSE_EQ|INE002A01018']
Unsubscribe Symbol :- None

[Websocket Connection Established]

{'feeds': {'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 21979.6, 'ltt': '1710734908000', 'cp': 22023.35}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 21990.1, 'high': 22045.3, 'low': 21953.7, 'close': 21979.6, 'ts': '1710700200000'}, {'interval': 'I1', 'open': 21961.05, 'high': 21977.45, 'low': 21961.05, 'close': 21971.0, 'ts': '1710734820000'}, {'interval': 'I1', 'open': 21971.1, 'high': 21979.6, 'low': 21967.5, 'close': 21979.6, 'ts': '1710734880000'}, {'interval': 'I30', 'open': 22005.15, 'high': 22045.3, 'low': 21953.7, 'close': 21979.6, 'ts': '1710733500000'}]}, 'yh': 22526.6, 'yl': 16913.75}}}, 'NSE_EQ|INE002A01018': {'ff': {'marketFF': {'ltpc': {'ltp': 2844.95, 'ltt': '1710734908272', 'ltq': '6', 'cp': 2836.45}, 'marketLevel': {'bidAskQuote': [{'bq': 7, 'bp': 2844.2, 'bno': 1, 'aq': 50, 'ap': 2844.95, 'ano': 1}, {'bq': 156, 'bp': 2844.15, 'bno': 4, 'aq': 218, 'ap': 2845.0, 'ano': 14}, {'bq': 102, 'bp': 2844.1, 'bno': 2, 'aq': 2, 'ap': 2845.05, 'ano': 1}, {'bq': 34, 'bp': 2844.05, 'bno': 2, 'aq': 1, 'ap': 2845.1, 'ano': 1}, {'bq': 399, 'bp': 2844.0, 'bno': 5, 'aq': 1, 'ap': 2845.15, 'ano': 1}]}, 'optionGreeks': {}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 2840.0, 'high': 2854.95, 'low': 2836.45, 'close': 2844.95, 'volume': 477370, 'ts': '1710700200000'}, {'interval': 'I1', 'open': 2843.0, 'high': 2844.95, 'low': 2843.0, 'close': 2844.5, 'volume': 5024, 'ts': '1710734820000'}, {'interval': 'I1', 'open': 2844.5, 'high': 2844.95, 'low': 2844.0, 'close': 2844.95, 'volume': 1820, 'ts': '1710734880000'}, {'interval': 'I30', 'open': 2839.0, 'high': 2854.95, 'low': 2836.45, 'close': 2844.95, 'volume': 459306, 'ts': '1710733500000'}]}, 'eFeedDetails': {'atp': 2845.37, 'cp': 2836.45, 'vtt': '477381', 'tbq': 142325.0, 'tsq': 165170.0, 'lc': 2552.8, 'uc': 3120.05, 'yh': 3024.9, 'yl': 2180.0, 'fp': 2844.95, 'fv': 5}}}}}}
{'type': 'live_feed', 'feeds': {'NSE_EQ|INE002A01018': {'ff': {'marketFF': {'ltpc': {'ltp': 2844.95, 'ltt': '1710734908486', 'ltq': '11', 'cp': 2836.45}, 'marketLevel': {'bidAskQuote': [{'bq': 11, 'bp': 2844.4, 'aq': 39, 'ap': 2844.95}, {'bq': 76, 'bp': 2844.35, 'aq': 218, 'ap': 2845.0}, {'bq': 56, 'bp': 2844.3, 'aq': 2, 'ap': 2845.05}, {'bq': 2, 'bp': 2844.25, 'aq': 1, 'ap': 2845.1}, {'bq': 21, 'bp': 2844.2, 'aq': 1, 'ap': 2845.15}]}, 'optionGreeks': {}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 2840.0, 'high': 2854.95, 'low': 2836.45, 'close': 2844.95, 'volume': 477381, 'ts': '1710700200000'}, {'interval': 'I1', 'open': 2843.0, 'high': 2844.95, 'low': 2843.0, 'close': 2844.5, 'volume': 5024, 'ts': '1710734820000'}, {'interval': 'I1', 'open': 2844.5, 'high': 2844.95, 'low': 2844.0, 'close': 2844.95, 'volume': 1831, 'ts': '1710734880000'}, {'interval': 'I30', 'open': 2839.0, 'high': 2854.95, 'low': 2836.45, 'close': 2844.95, 'volume': 459317, 'ts': '1710733500000'}]}, 'eFeedDetails': {'atp': 2845.37, 'cp': 2836.45, 'vtt': '477392', 'tbq': 141967.0, 'tsq': 166094.0, 'lc': 2552.8, 'uc': 3120.05, 'yh': 3024.9, 'yl': 2180.0}}}}}}
==================================================[Error Occurred]==================================================

Traceback (most recent call last):
  File "C:\Projects\Upstox_v2\UnitTester.py", line 1302, in prev_2_Day_And_Live_Data_Merge_PROD
    first_instance_of_I1 = data_dict["feeds"][str(preferredIndex)]["ff"]["indexFF"]["marketOHLC"]["ohlc"][1]
KeyError: 'NSE_INDEX|Nifty 50'

An error occurred: 'NSE_INDEX|Nifty 50'

Also check this another instance:-

Initial Subscribe List :- ['NSE_INDEX|Nifty 50', 'NSE_EQ|INE002A01018']
Unsubscribe Symbol :- None

[Websocket Connection Established]

{'feeds': {'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 21978.75, 'ltt': '1710734909000', 'cp': 22023.35}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 21990.1, 'high': 22045.3, 'low': 21953.7, 'close': 21978.75, 'ts': '1710700200000'}, {'interval': 'I1', 'open': 21961.05, 'high': 21977.45, 'low': 21961.05, 'close': 21971.0, 'ts': '1710734820000'}, {'interval': 'I1', 'open': 21971.1, 'high': 21979.6, 'low': 21967.5, 'close': 21978.75, 'ts': '1710734880000'}, {'interval': 'I30', 'open': 22005.15, 'high': 22045.3, 'low': 21953.7, 'close': 21978.75, 'ts': '1710733500000'}]}, 'yh': 22526.6, 'yl': 16913.75}}}, 'NSE_EQ|INE002A01018': {'ff': {'marketFF': {'ltpc': {'ltp': 2844.3, 'ltt': '1710734908655', 'ltq': '5', 'cp': 2836.45}, 'marketLevel': {'bidAskQuote': [{'bq': 1, 'bp': 2844.4, 'bno': 1, 'aq': 28, 'ap': 2844.95, 'ano': 1}, {'bq': 2, 'bp': 2844.25, 'bno': 1, 'aq': 218, 'ap': 2845.0, 'ano': 14}, {'bq': 80, 'bp': 2844.15, 'bno': 1, 'aq': 2, 'ap': 2845.05, 'ano': 1}, {'bq': 5, 'bp': 2844.1, 'bno': 1, 'aq': 1, 'ap': 2845.1, 'ano': 1}, {'bq': 19, 'bp': 2844.0, 'bno': 3, 'aq': 1, 'ap': 2845.15, 'ano': 1}]}, 'optionGreeks': {}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 2840.0, 'high': 2854.95, 'low': 2836.45, 'close': 2844.3, 'volume': 477697, 'ts': '1710700200000'}, {'interval': 'I1', 'open': 2843.0, 'high': 2844.95, 'low': 2843.0, 'close': 2844.5, 'volume': 5024, 'ts': '1710734820000'}, {'interval': 'I1', 'open': 2844.5, 'high': 2844.95, 'low': 2844.0, 'close': 2844.3, 'volume': 2136, 'ts': '1710734880000'}, {'interval': 'I30', 'open': 2839.0, 'high': 2854.95, 'low': 2836.45, 'close': 2844.3, 'volume': 459622, 'ts': '1710733500000'}]}, 'eFeedDetails': {'atp': 2845.37, 'cp': 2836.45, 'vtt': '477697', 'tbq': 140796.0, 'tsq': 166337.0, 'lc': 2552.8, 'uc': 3120.05, 'yh': 3024.9, 'yl': 2180.0, 'fp': 2844.3, 'fv': 5}}}}}}
{'type': 'live_feed', 'feeds': {'NSE_INDEX|Nifty 50': {'ff': {'indexFF': {'ltpc': {'ltp': 21978.3, 'ltt': '1710734910000', 'cp': 22023.35}, 'marketOHLC': {'ohlc': [{'interval': '1d', 'open': 21990.1, 'high': 22045.3, 'low': 21953.7, 'close': 21978.3, 'ts': '1710700200000'}, {'interval': 'I1', 'open': 21961.05, 'high': 21977.45, 'low': 21961.05, 'close': 21971.0, 'ts': '1710734820000'}, {'interval': 'I1', 'open': 21971.1, 'high': 21979.6, 'low': 21967.5, 'close': 21978.3, 'ts': '1710734880000'}, {'interval': 'I30', 'open': 22005.15, 'high': 22045.3, 'low': 21953.7, 'close': 21978.3, 'ts': '1710733500000'}]}, 'yh': 22526.6, 'yl': 16913.75}}}}}
==================================================[Error Occurred]==================================================

Traceback (most recent call last):
  File "C:\Projects\Upstox_v2\UnitTester.py", line 1300, in prev_2_Day_And_Live_Data_Merge_PROD
    await get_BestSeller_Quote(data_dict=data_dict)
  File "C:\Projects\Upstox_v2\UnitTester.py", line 693, in get_BestSeller_Quote
    bestSeller = data_dict["feeds"][str(instrumentKey)]["ff"]["marketFF"]["marketLevel"]["bidAskQuote"][0]["ap"]
KeyError: 'NSE_EQ|INE002A01018'

An error occurred: 'NSE_EQ|INE002A01018'

Please let me know why this is happening.

Thanks

2

Could you assist us with the sample youā€™re implementing here? We will evaluate it and provide feedback accordingly.

Additionally, the following information might be of interest: We have recently upgraded our Python WebSocket library to ensure smoother integration with events. If you havenā€™t had the chance to explore this yet, we recommend giving it a try. Our README contains numerous sample examples that might be useful.

3

Hi @Pradeep_Jaiswar
Actually I was not aware, that from websocket update will only be pushed for any symbol, if there is any change in the price / data.

So for the 2nd time the data came, I thought the symbol was getting dropped, But it was due to no update in the price or data.

Now I am handling this from my end appropriately.

Thanks

1 Like
4

Thanks for the update. Happy to help!

1 Like