Which Indian broker API has the most stable WebSocket during market open and expiry day?
I've been running automated options strategies for \~10 months now and the single biggest source of operational pain has been WebSocket stability. specifically, during two windows:
market open (9:15-9:30)
I've seen brokers throttle initial subscriptions, push delayed ticks for the first 30-60 seconds, and in worse cases drop the entire connection within the first 2 minutes. one broker (I'll keep names out of this for now) had a pattern where reconnecting in the first 10 minutes would silently miss ticks, so my position tracking would drift before id even noticed.
expiry afternoon (especially 2:00-3:15)
this is when most brokers i've used start showing real strain. WebSocket disconnects increase, tick rates lag the actual market, order ack times spike. its also when my strategy needs the WebSocket most because that's when delta moves fastest and adjustments matter most.
what i've tried so far:
- exponential backoff reconnect helps with full drops, doesn't help with silent message loss
- heartbeat + periodic full-state reconciliation via REST: catches drift but adds compute overhead
- two parallel WebSocket connections to the same broker: doubles cost, only marginally better
- moved the VPS to Mumbai aws: helped network-level but didn't fix broker-side issues
what i actually want to know from the community:
- which broker APIs have the most stable WebSocket DURING THESE TWO WINDOWS specifically (not on quiet midday)
- has anyone measured tick loss systematically, not just visual reconnect count
- what reconciliation patterns have you settled on
I've been testing Nubra trading app in parallel for some months now mainly because i kept seeing it mentioned as more API-first. on WebSocket specifically im seeing fewer reconnects in my logs but i want more cycles before i commit to switching my main flow.
curious to hear actual experiences not marketing claims. specifically interested in measured behavior during the two windows above, not "feels fine usually".