I am for my personal use building a real-time financial data infrastructure to collect, process, and store live tick data (cash, futures, and options) from Upstox API. The goal is to stream data via WebSocket, perform lightweight processing (Greek calculations, tagging, cleaning), and store it in a PostgreSQL database using TimescaleDB for time-series optimizations.
This data will power downstream analytics, dashboards, and strategy execution engines.
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