I’d like to know on an average how many ticks per second I can expect to receive from the full mode of the v3 websocket. Please let me know if the ticks/second would be any different for the 30 market depth mode of the websocket as well, thanks.
WebSocket Tick Frequency Information
On average, you can expect to receive around 2–3 ticks per second per instrument key when connected in Full d30 Mode over a stable medium-speed internet connection.
The tick frequency can vary depending on several factors:
- Instrument Activity: Highly traded instruments (like NIFTY, BANKNIFTY, or popular equities) generate more frequent ticks compared to less active ones.
- Market Volatility: During periods of high volatility, the number of ticks per second naturally increases.
- Network Quality: Poor or unstable internet connections can lead to packet loss, latency, or delayed tick updates.
- Subscription Volume: Subscribing to multiple instrument keys may slightly reduce the effective tick rate per instrument, depending on your system’s processing capability.
- WebSocket Client Performance: The performance of your client (CPU usage, memory handling, and processing logic) also affects how efficiently tick data is received and processed.
Thanks!
If I subscribe to around 2000 instruments simultaneously (in full mode), approximately how many ticks per second should I expect in real-time market data? Also, if my backend is hosted on Linode or Vultr servers, will the subscription volume still be a performance concern ? Is it guaranteed that I would at-least receive 1 tick per sec even if I subscribe to large number of instruments ?