Could you please share the code you’re using to connect to the WebSocket? Are you using our Python SDK?
If not, we recommend checking it out for a quicker and easier implementation:
thanks pradeep sir and i will check and do let u know i donot know the technical terms, i have two algo that are absolutely running great in other brokers terminal. I just want to ask you can you just simply say: let say i want to run algo on ATM option strike only with and for that i need OI data and OI change data delta vega gamma along with this, i need historical data from current candle to atleast 100 backcandle in 30 min timeframe so that i will calculate indicator vwap and ichimoko cloud and other indicator aslso and then i can apply multiple condition on it. I will also need live data that will be merge with historical data so that the indicator calculation and option chain parameter can be calculated for multiple timeframe . Kindly guide.
For ATM Option Strike(s) use the Option Chain REST endpoint:
GET /option-chain?instrument_key={underlying}&expiry_date=YYYY-MM-DD
- Returns all strikes (calls + puts) with OI, previous OI, Greeks (vega, gamma, delta, theta, iv)
- From this data, pick the strike(s) where the strike_price ≈ current underlying spot.
For candle data, please use the latest v3 APIs for both historical and intraday timeframes:
To access real-time market data, you’ll need to subscribe using the v3 WebSocket API:
We recommend using the official Upstox Python SDK for seamless integration.
For reference, you can check out the WebSocket code snippet here.