Hi Team,
I have observed a recurring issue with the Live Market Feed WebSocket where the first tick received immediately after subscription appears to contain an outdated LTT (Last Traded Time), while the very next tick contains the correct current market timestamp.
This behavior is affecting time-based algo strategies that depend on LTT for market timing and tick freshness validation.
Example 1 – 04 Jun 2026
Subscribed at market open.
First tick received:
2026-06-04T09:15:00.225+05:30Quote:Symbol=[Vodafone Idea]LTP=[14.9]cumVol=[3281139]ltt=[1780564041]
LTT converts to:
09:07:21 AM
Immediately followed by:
2026-06-04T09:15:00.520+05:30Quote:Symbol=[Vodafone Idea]LTP=[14.91]cumVol=[3560106]ltt=[1780564500]
LTT converts to:
09:15:00 AM
Gap:
7 minutes 39 seconds
Example 2 – 01 Jun 2026
First tick:
2026-06-01T09:15:00.213+05:30Quote:Symbol=[Vodafone Idea]LTP=[14.2]cumVol=[2114701]ltt=[1780304853]
LTT converts to:
09:07:33 AM
Second tick:
2026-06-01T09:15:01.037+05:30Quote:Symbol=[Vodafone Idea]LTP=[14.19]cumVol=[2278409]ltt=[1780305300]
LTT converts to:
09:15:00 AM
Gap:
7 minutes 27 seconds
Why This Is Problematic
The issue is not that the LTT changes.
The issue is that the first tick appears to represent a market state from approximately 09:07 AM, even though the subscription occurs at 09:15 AM.
For algorithmic trading systems, LTT is commonly used for:
- Tick freshness validation
- Time-based entry conditions
- Market-open waiting periods
- Opening range calculations
- Candle validation logic
In my case, the strategy subscribes at market open and uses LTT to determine whether the configured waiting period has elapsed.
Because the first tick contains an older timestamp and the next tick immediately jumps to 09:15, the strategy can incorrectly assume that time has advanced significantly and may trigger an order earlier than intended.
Questions
- Is the first tick after subscription a cached/snapshot tick?
- Why does the first tick contain an LTT from approximately 09:07 when the subscription occurs at 09:15?
- Should clients ignore the first tick after subscription? What should client do if we subscribe at mid session, should we still ignore the first tick?
- Can Dhan guarantee that the first tick after subscription reflects the latest available market data?
This behavior has been observed across multiple trading days and appears reproducible. I would appreciate clarification from the engineering/data-feed team, as it directly impacts live trading strategies that rely on timestamp accuracy.