Python websocket - Use both Symbol and Depth update

In python data_ws seems to be a singleton.

What method can be used to subscribe most symbols for Symbol Data and a few for Depth update in the same app?

In Order Socket, we can separate the required updates with comma string but it does not seem to work for data socket.

data_type = "OnOrders,OnTrades,OnPositions,OnGeneral"

What is feasible for Data socket?