Our WebSockets in Practice: Stream Types, Payload Shapes, and Weight Budgets

Our realtime surface is powerful, and the integration mistakes are predictable: subscribing to everything, mixing symbol and ref_id streams, and ignoring weight budgets.

Here's how we recommend you wire it up so it stays stable under load.

One Connection, Multiple Streams#

We provide a single WebSocket client (NubraDataSocket) that can subscribe to multiple stream types.

Stream categories include:

• Index data
• Option chain data
• Order book data
• Greeks data
• OHLCV data

A Working Connection Skeleton#

from nubra_python_sdk.ticker import websocketdata
from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv

nubra = InitNubraSdk(NubraEnv.UAT)

def on_market_data(msg):
    print(f"[MarketData] {msg}")

def on_error(err):
    print(f"Error: {err}")

socket = websocketdata.NubraDataSocket(client=nubra, on_market_data=on_market_data, on_error=on_error)
socket.connect()

keep_running() will block the main thread. If you need to continue doing work in the same process, run the socket in a separate thread.

Subscription Semantics by Stream (Symbol vs ref_id)#

One of the most important details in our realtime design: some streams use symbols, others use reference IDs.

Index stream (symbols)#

socket.subscribe(["NIFTY", "HDFCBANK"], data_type="index", exchange="NSE")

Index messages arrive on the index wrapper and include fields like indexname, exchange, timestamp, index_value, and changepercent.

Option chain stream (symbol:expiry)#

socket.subscribe(["RELIANCE:20250626"], data_type="option", exchange="NSE")

Option chain updates include asset, expiry, at_the_money_strike, current_price, and lists of ce/pe option data.

Orderbook stream (ref_id)#

socket.subscribe(["1746686"], data_type="orderbook")

Orderbook updates include ref_id, last_traded_price, and depth in bids and asks.

Greeks stream (ref_id)#

socket.subscribe(["1058227"], data_type="greeks", exchange="NSE")

Greeks updates include iv, delta, gamma, theta, vega, and open-interest fields on the option data wrapper.

OHLCV stream (symbols + interval)#

socket.subscribe(["NIFTY", "HDFCBANK"], data_type="ohlcv", interval="10m", exchange="NSE")

Supported intervals include: 1m, 2m, 3m, 5m, 10m, 15m, 30m, 1h, 2h, 4h, 1d, 1wk, 1mt.

Weight Budgets Are a Design Constraint#

We enforce weight-based WebSocket limits. Each active subscription consumes weight.

Weights per subscription:

• Option Chain: 20
• Order Book: 5
• OHLC: 2
• Index: 1
• Greeks: 1

Session limit (free tier): 20,000 points.

Weight math you should actually do#

Do the weight math before you subscribe. If you exceed the session weight, the subscription will be rejected.

Practical Realtime Patterns We Recommend#

• Run the socket in a separate thread when you need non-blocking behavior
• Use lifecycle callbacks (on_connect, on_close, on_error)
• Subscribe only to the streams you actively use
• Keep symbol-vs-ref_id usage consistent per stream

A simple threading pattern:

import threading

def run_websocket():
    socket.connect()
    socket.subscribe(["NIFTY"], data_type="index")
    socket.keep_running()

threading.Thread(target=run_websocket, daemon=True).start()

A Safe Realtime Integration Checklist#

• Choose streams deliberately; don't subscribe by default
• Use symbols where required and ref_id where required
• Budget subscriptions using the weight table
• Use callbacks for lifecycle visibility and recovery
• Keep interval values inside the supported list