📣 [BUG REPORT] UNUSUAL BEHAVIOR DURING MARKET HOURS — MISSING SYMBOL DATA AFTER SUBSCRIPTION

I’ve built a custom live market dashboard using Fyers WebSocket (SymbolUpdate + DepthUpdate) for full F&O symbol coverage (~220+ stocks). The system tracks and logs tick-level trade and depth data continuously during market hours, with resubscription logic in place for reconnects and symbol silence monitoring.

❗️Observed Issue

After running the system at 12:02 PM, I noticed that only 180 out of 251 subscribed symbols were receiving trade data, despite:

• ✅ Full WebSocket connection success (on_connect triggered)

• ✅ Full symbol list resubscribed via fy_socket.subscribe(...)

• ✅ F&O symbols involved (which are highly active during the day)

• ❌ 71 symbols received no trade updates post 12:02 PM, even after full restart
  
  🔍 Diagnosis

  To confirm whether the problem was on my end:

  1. ✅ I programmatically loaded the latest trade_log_*.csv.

  2. ✅ Filtered all rows after 12:02:00.

  3. ✅ Counted unique symbols receiving data.

  4. ❌ 71 out of 251 subscribed symbols were missing.

  This proves that:

  • The client-side subscription was sent and logged.

  • No trade message was received for 71 active F&O symbols.

  • WebSocket remained stable — no disconnects, no errors.

    🧪 Technical Setup Summary

    • ✅ fy_socket.subscribe(symbols, data_type="SymbolUpdate")

    • ✅ Reconnect logic and re-subscription chunks implemented

    • ✅ Symbol silence monitor runs every 10s with 30s timeout

    • ❌ No data ever arrived for ~70 symbols after successful subscribe

💡 Hypothesis

This behavior points to a possible upstream issue in Fyers' WebSocket back-end, where:

• Some subscribed symbols fail to deliver live ticks despite acknowledgment of subscription.

• This occurs without triggering any error, making it hard to detect without a watchdog.

✅ Recommendation / Request

Could the Fyers team:

1. 🔎 Review the WebSocket delivery guarantee for large symbol lists?

2. 📬 Ensure data delivery for all subscribed symbols, especially F&O?

3. 🛠️ Consider emitting confirmation or error per symbol subscription (like a subscription acknowledgment)?

📎 Additional Info

• Tools: Python, Dash, custom resubscription + monitor logic

• Date of issue: 19/06/2025

• Time of incident: Around 12:02 PM IST

• Workspace stable (no network or CPU lag)