Do any of you come across occurrences when the websocket delivers one messages for 2 separate tickers on minute bar streams?
for instance, If I were subscribed to 10 tickers, I would normally get a socket message every minute for each ticker. However, I will also occasionally get a message that includes 2 tickers under one message delivered over the websocket
1-ticker example (1 Websocket Message): [{“ev”:“AM”,“sym”:“CSCW”,“v”:2010249,“av”:94468220,“op”:1.47,“vw”:1.8079,“o”:1.7501,“c”:1.83,“h”:1.84,“l”:1.75,“a”:1.6804,“z”:707,“s”:1616596140000,“e”:1616596200000}]
2-ticker example (1 Websocket Message):
[{“ev”:“AM”,“sym”:“DLPN”,“v”:188419,“av”:22187129,“op”:29.02,“vw”:29.1763,“o”:29.245,“c”:29.0281,“h”:29.5,“l”:28.9,“a”:29.7476,“z”:125,“s”:1616596140000,“e”:1616596200000},{“ev”:“AM”,“sym”:“ZKIN”,“v”:28810,“av”:14951720,“op”:14.59,“vw”:12.092,“o”:12.0887,“c”:12.12,“h”:12.1299,“l”:12.04,“a”:13.9626,“z”:175,“s”:1616596140000,“e”:1616596200000}]
I imagine I can a loop through the message to identify potential double ups but was curious why this happens some times when normally it just delivers a single message per ticker