Web socket live feeds are getting 2-3 seconds delay

[Jagdish_j_ptl]

Processing… 2025-09-19 12:15:01

Last OHLC of each instrument:
CE Strike Prices:
PE Strike Prices: [25400.0]

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Ltp for instrument NSE_FO|47766 114.7 Feeds Time 2025-09-19 12:15:02.000000 System Time 2025-09-19 12:15:03.568974 Feeds Timestamp 1758264302000 System Timestamp 1758264304000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 114.7 Feeds Time 2025-09-19 12:15:02.000000 System Time 2025-09-19 12:15:04.527268 Feeds Timestamp 1758264302000 System Timestamp 1758264305000 Timestamp Diff 3
Ltp for instrument NSE_FO|47766 114.75 Feeds Time 2025-09-19 12:15:04.000000 System Time 2025-09-19 12:15:05.577956 Feeds Timestamp 1758264304000 System Timestamp 1758264306000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 115.3 Feeds Time 2025-09-19 12:15:06.000000 System Time 2025-09-19 12:15:07.529196 Feeds Timestamp 1758264306000 System Timestamp 1758264308000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 115.55 Feeds Time 2025-09-19 12:15:07.000000 System Time 2025-09-19 12:15:08.577255 Feeds Timestamp 1758264307000 System Timestamp 1758264309000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 115.55 Feeds Time 2025-09-19 12:15:09.000000 System Time 2025-09-19 12:15:10.527513 Feeds Timestamp 1758264309000 System Timestamp 1758264311000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 115.4 Feeds Time 2025-09-19 12:15:10.000000 System Time 2025-09-19 12:15:11.577990 Feeds Timestamp 1758264310000 System Timestamp 1758264312000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 115.4 Feeds Time 2025-09-19 12:15:10.000000 System Time 2025-09-19 12:15:12.478107 Feeds Timestamp 1758264310000 System Timestamp 1758264312000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.05 Feeds Time 2025-09-19 12:15:12.000000 System Time 2025-09-19 12:15:13.526916 Feeds Timestamp 1758264312000 System Timestamp 1758264314000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.7 Feeds Time 2025-09-19 12:15:16.000000 System Time 2025-09-19 12:15:17.577343 Feeds Timestamp 1758264316000 System Timestamp 1758264318000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.05 Feeds Time 2025-09-19 12:15:19.000000 System Time 2025-09-19 12:15:20.577233 Feeds Timestamp 1758264319000 System Timestamp 1758264321000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.45 Feeds Time 2025-09-19 12:15:21.000000 System Time 2025-09-19 12:15:22.527334 Feeds Timestamp 1758264321000 System Timestamp 1758264323000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.45 Feeds Time 2025-09-19 12:15:22.000000 System Time 2025-09-19 12:15:23.577293 Feeds Timestamp 1758264322000 System Timestamp 1758264324000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.6 Feeds Time 2025-09-19 12:15:24.000000 System Time 2025-09-19 12:15:25.527043 Feeds Timestamp 1758264324000 System Timestamp 1758264326000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.95 Feeds Time 2025-09-19 12:15:25.000000 System Time 2025-09-19 12:15:26.577028 Feeds Timestamp 1758264325000 System Timestamp 1758264327000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.95 Feeds Time 2025-09-19 12:15:25.000000 System Time 2025-09-19 12:15:27.477512 Feeds Timestamp 1758264325000 System Timestamp 1758264327000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.15 Feeds Time 2025-09-19 12:15:27.000000 System Time 2025-09-19 12:15:28.532869 Feeds Timestamp 1758264327000 System Timestamp 1758264329000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.45 Feeds Time 2025-09-19 12:15:29.000000 System Time 2025-09-19 12:15:30.627115 Feeds Timestamp 1758264329000 System Timestamp 1758264331000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.8 Feeds Time 2025-09-19 12:15:30.000000 System Time 2025-09-19 12:15:31.527310 Feeds Timestamp 1758264330000 System Timestamp 1758264332000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.45 Feeds Time 2025-09-19 12:15:34.000000 System Time 2025-09-19 12:15:35.577771 Feeds Timestamp 1758264334000 System Timestamp 1758264336000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 118.0 Feeds Time 2025-09-19 12:15:37.000000 System Time 2025-09-19 12:15:38.577522 Feeds Timestamp 1758264337000 System Timestamp 1758264339000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 118.65 Feeds Time 2025-09-19 12:15:39.000000 System Time 2025-09-19 12:15:40.526373 Feeds Timestamp 1758264339000 System Timestamp 1758264341000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 118.65 Feeds Time 2025-09-19 12:15:40.000000 System Time 2025-09-19 12:15:41.576631 Feeds Timestamp 1758264340000 System Timestamp 1758264342000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 119.0 Feeds Time 2025-09-19 12:15:42.000000 System Time 2025-09-19 12:15:43.526962 Feeds Timestamp 1758264342000 System Timestamp 1758264344000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 118.85 Feeds Time 2025-09-19 12:15:45.000000 System Time 2025-09-19 12:15:46.526919 Feeds Timestamp 1758264345000 System Timestamp 1758264347000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 118.5 Feeds Time 2025-09-19 12:15:47.000000 System Time 2025-09-19 12:15:48.627076 Feeds Timestamp 1758264347000 System Timestamp 1758264349000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 118.65 Feeds Time 2025-09-19 12:15:48.000000 System Time 2025-09-19 12:15:49.527192 Feeds Timestamp 1758264348000 System Timestamp 1758264350000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 118.5 Feeds Time 2025-09-19 12:15:50.000000 System Time 2025-09-19 12:15:51.632448 Feeds Timestamp 1758264350000 System Timestamp 1758264352000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.65 Feeds Time 2025-09-19 12:15:52.000000 System Time 2025-09-19 12:15:53.577070 Feeds Timestamp 1758264352000 System Timestamp 1758264354000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.85 Feeds Time 2025-09-19 12:15:53.000000 System Time 2025-09-19 12:15:54.796357 Feeds Timestamp 1758264353000 System Timestamp 1758264355000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.95 Feeds Time 2025-09-19 12:15:55.000000 System Time 2025-09-19 12:15:56.577214 Feeds Timestamp 1758264355000 System Timestamp 1758264357000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 118.2 Feeds Time 2025-09-19 12:15:57.000000 System Time 2025-09-19 12:15:58.527295 Feeds Timestamp 1758264357000 System Timestamp 1758264359000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.5 Feeds Time 2025-09-19 12:15:58.000000 System Time 2025-09-19 12:15:59.577056 Feeds Timestamp 1758264358000 System Timestamp 1758264360000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.5 Feeds Time 2025-09-19 12:15:58.000000 System Time 2025-09-19 12:16:00.177316 Feeds Timestamp 1758264358000 System Timestamp 1758264360000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.95 Feeds Time 2025-09-19 12:16:00.000000 System Time 2025-09-19 12:16:01.526566 Feeds Timestamp 1758264360000 System Timestamp 1758264362000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.55 Feeds Time 2025-09-19 12:16:02.000000 System Time 2025-09-19 12:16:03.626305 Feeds Timestamp 1758264362000 System Timestamp 1758264364000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.6 Feeds Time 2025-09-19 12:16:03.000000 System Time 2025-09-19 12:16:04.526720 Feeds Timestamp 1758264363000 System Timestamp 1758264365000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.65 Feeds Time 2025-09-19 12:16:05.000000 System Time 2025-09-19 12:16:06.626488 Feeds Timestamp 1758264365000 System Timestamp 1758264367000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.45 Feeds Time 2025-09-19 12:16:06.000000 System Time 2025-09-19 12:16:07.527063 Feeds Timestamp 1758264366000 System Timestamp 1758264368000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.4 Feeds Time 2025-09-19 12:16:08.000000 System Time 2025-09-19 12:16:09.626622 Feeds Timestamp 1758264368000 System Timestamp 1758264370000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.1 Feeds Time 2025-09-19 12:16:10.000000 System Time 2025-09-19 12:16:11.583130 Feeds Timestamp 1758264370000 System Timestamp 1758264372000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.1 Feeds Time 2025-09-19 12:16:11.000000 System Time 2025-09-19 12:16:12.626570 Feeds Timestamp 1758264371000 System Timestamp 1758264373000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.1 Feeds Time 2025-09-19 12:16:13.000000 System Time 2025-09-19 12:16:14.585004 Feeds Timestamp 1758264373000 System Timestamp 1758264375000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.75 Feeds Time 2025-09-19 12:16:15.000000 System Time 2025-09-19 12:16:16.526908 Feeds Timestamp 1758264375000 System Timestamp 1758264377000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.9 Feeds Time 2025-09-19 12:16:16.000000 System Time 2025-09-19 12:16:17.576339 Feeds Timestamp 1758264376000 System Timestamp 1758264378000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.9 Feeds Time 2025-09-19 12:16:18.000000 System Time 2025-09-19 12:16:19.526615 Feeds Timestamp 1758264378000 System Timestamp 1758264380000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.0 Feeds Time 2025-09-19 12:16:19.000000 System Time 2025-09-19 12:16:20.577235 Feeds Timestamp 1758264379000 System Timestamp 1758264381000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.0 Feeds Time 2025-09-19 12:16:19.000000 System Time 2025-09-19 12:16:21.626365 Feeds Timestamp 1758264379000 System Timestamp 1758264382000 Timestamp Diff 3
Ltp for instrument NSE_FO|47766 116.9 Feeds Time 2025-09-19 12:16:21.000000 System Time 2025-09-19 12:16:22.527063 Feeds Timestamp 1758264381000 System Timestamp 1758264383000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.25 Feeds Time 2025-09-19 12:16:23.000000 System Time 2025-09-19 12:16:24.626637 Feeds Timestamp 1758264383000 System Timestamp 1758264385000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.95 Feeds Time 2025-09-19 12:16:24.000000 System Time 2025-09-19 12:16:25.533221 Feeds Timestamp 1758264384000 System Timestamp 1758264386000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.1 Feeds Time 2025-09-19 12:16:26.000000 System Time 2025-09-19 12:16:27.627037 Feeds Timestamp 1758264386000 System Timestamp 1758264388000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 117.35 Feeds Time 2025-09-19 12:16:28.000000 System Time 2025-09-19 12:16:29.577013 Feeds Timestamp 1758264388000 System Timestamp 1758264390000 Timestamp Diff 2
Ltp for instrument NSE_FO|47766 116.65 Feeds Time 2025-09-19 12:16:29.000000 System Time 2025-09-19 12:16:30.626851 Feeds Timestamp 1758264389000 System Timestamp 1758264391000 Timestamp Diff 2

Why feeds are receiving with delay? there is only one scrip subscribed then also it is taking this much time?

I hope I will get reply soon instead of waiting for week or completely being ignored.

[lokesh_41082232]

Hi @Jagdish_j_ptl,

I don’t think there is any issue with live feed delay. I’m pasting below screenshot for info:

I took the same timestamp & instrument example of yours, here’s how to interpret:

uts => currentTs (a.k.a upstoxTimeStamp) coming as part of every payload
rts => receivedTimeStamp (system time, depends on which time server your OS is synced to, in my case since I’m using MacOS, it will be time.apple.com)
ltt => lastTradedTime (time traded at source)

Upstox themselves have 300-400 ms difference w.r.t LTT (which is on the higher side, for all computation & scaling/distribution reasons). If you look at rts & uts, rts says system received faster than what Upstox payload received, which cannot be (this proves that the time sync servers that we use have variations [it varies upto 500-600ms, generally on day-to-day, nobody cares about this])

In your case, there could be 2 possibilities:

1. Your log prints are directly running on receiving thread and blocking the socket (which is getting queued up, probably) and causing more OS thread context switches.
2. Your time sync server has couple of seconds variation compared to what NSE/Upstox server are using.

FYI, I’ve tested with streaming more than 3000 instruments and I don’t see any frustrating lag (only negligible like 50-60 ms, with CPU usage peaking hardly 3-5%). Check your CPU usage too while running your program.

[Jagdish_j_ptl]

Thanks @lokesh_41082232 for detailed explanation. I didn’t noticed currentTs field I was calculating delay based on ltt and system time which might be wrong as ltt can be same until next trade happens. But what I think is you get tick only when any trade took place then ltt should be almost same.

[lokesh_41082232]

That’s right. When multiple trades happen within a second is termed as tick. Now, LTT cannot be same for ticks when dealing with millisecond granularity (unless more than 10-20 trades happen within a second where we need to go to µs granularity (the network jitter itself will cost us here, so ruled out [we need to be sitting next to exchanges with HFT systems and 100Gbps speed to achieve µs granularity ]).

Anyway, my assumption & theory is that the Upstox receiver side from Source (NSE feed / other feed) has calculation/storage bug that needs rectification.

Hope team will look into it.