Hi FYERS Team 👋
First of all, thank you for providing the Versova TBT WebSocket — the depth feed is extremely useful for building serious order-flow tools. After working with the protobuf schema and raw packets, I wanted to request a feature that would make the TBT stream significantly more powerful for algo developers and DOM traders.
👉 Feature Request: Include Individual Trade Data in TBT
Currently, the TBT socket exposes detailed orderbook updates (depth), but individual executed trades are not available through the same channel. While fields like LTP/LTQ/VTT exist in the protobuf Quote structure, many users appear to receive only depth updates. As a result, developers cannot reconstruct a true time-and-sales stream or accurate aggressive trade flow.
Why this matters
Orderflow strategies rely on per-trade execution data, not aggregated updates.
LTQ and VTT alone don’t represent individual prints because updates are often batched.
Having trades and depth in one synchronized stream reduces latency and improves analysis accuracy.
Suggested Improvement
It would be extremely helpful if FYERS could:
✅ Add a separate TBT module / subscription mode for trade prints
(e.g., SubscriptionModes.TRADE or SubscriptionModes.ALL)
✅ Stream individual trades containing:
price
quantity
trade timestamp
aggressor side (if available)
Benefits for the community
Enables proper tape-reading and orderflow analytics
Reduces need to merge multiple sockets
Makes the FYERS TBT offering closer to institutional-grade feeds
I believe many algo developers in the community would greatly benefit from a unified Depth + Trades TBT stream. Would love to hear if this is planned or if there’s a way to enable quote/trade packets via entitlement.
Thanks again for the solid API work — hoping this enhancement can be considered 🙌