When using websocket, if i subscribe to any instrument i got 2 options to subscribe the data.
2 options
data_type = "SymbolUpdate" and data_type = "DepthUpdate"
BOTH datafeeds does’nt provide the ‘oi’ ‘poi’ ‘oipercent’ – it was used to come via websocket for FnO instruments (options& futures)!
Can you please help me understand how can i get OI with websockets with ltp?