Fixing WebSocket Silent Disconnects for Financial Market Data (opens in new tab)

Intro If you work with real-time financial tick data via WebSocket long connections, you’ve probably run into frustrating hidden issues: Connections show as online, but data stops flowing. Adding/removing trading symbols triggers connection storms. Minor network glitches break your data pipeline without obvious error logs. Today I’ll share a practical Python solution built around single-connection dynamic subscription and heartbeat timeout detection. We use alltick api as our example througho...