Hello Team,
Until Friday, 5 June 2026, the market data received from Angel’s live WebSocket matched our exchange data vendor across all instruments after ignoring ticks that have 0 Angel Calculated LTQ.
Since Monday, 8 June 2026, we have observed discrepancies in LTP and traded quantity data. This appears to indicate a possible issue with Angel’s market data feed.
For example, for NIFTY16JUN2623300CE:
Datetime
Vendor LTP
Angel LTP
Vendor LTQ
Angel Calculated LTQ
10062026 11:20:03
221.15
221.15
27,885
27,885
10062026 11:20:05
221.60
220.85
8,190
10,270
10062026 11:20:06
221.90
221.90
17,290
15,210
10062026 11:20:08
221.70
221.70
5,200
5,200
The calculated LTQ is derived as:
Current volume_traded_for_the_day − Previous volume_traded_for_the_day
Could you please investigate whether any changes or issues were introduced in the WebSocket market data feed from 8 June onward?
We can provide the complete raw data and additional instrument samples if required.
Regards