Recent content by Polygon.io

We do not plan to support 8ks at this time, but we will continue supporting 10k and 10q reports.

Apologies for not following up here. @BlackPhoenix @SomebodyET @TheBulldog This has been fixed and applied historically. We are now correctly applying late trades (which is what the spikes were) to the timeframe which the trade actually happened. If you see anything similar, please don't...

It shouldn't affect the entire dataset, however we will certainly validate that. We'll also be able to indicate which points in time were impacted so you don't have to re-download everything.

Hey, Jack from Polygon here. I want to clarify that we do not incorporate ineligible dark pool trades into our aggregates. Upon investigating the issue, it appears there might be a bug related to handling specific exchange messages. In this particular case, we received two trade messages: one...

Hey, I'm happy to hear that you're finding value out of the second-level aggregates. To comment on a few things: - We plan to introduce a parameter to filter out extended hours data, so hopefully that will resolve your need to query unnecessary data. - We have to run compliance checks...

Hi! Happy to provide clarity here. Indices data will be integrated next. We are currently working through the licensing process for this data and are shooting to start building that out as soon as the respective sources can approve us to do so We're aiming for Q4. Which indices are you...

So sorry this has affected you. We deployed some changes last night which should have fixed the strange tickers and results that were being returned and should work as expected now. Please let us know if you see anything else out of the ordinary!

Customers experiencing high latencies through our WebSocket feeds are almost always not able to keep up with the amount of data being broadcasted. When clients are not able to handle the throughput fast enough, our server-side buffer fills (increasing latency) until the connection is eventually...

+1, However, we currently do not provide indices.

Yes, futures data is on the roadmap, however, I do not have any kind of ETA to expect at this time. Our options products have been released, you can find the details at polygon.io/options. We're very close to releasing quotes data.

Polygon.io provides this data through our Splits and Dividends endpoints. We'll actually be releasing the next iterations of these endpoints over the next few weeks, which will provide many improvements to what we currently make available.

Sorry for the confusion on the example in the docs, I agree this is not necessarily clear. It is important to note that the response shown is just two random contracts that we selected out of the entire response, it was not a query for either individual ticker. If you use the API with no...

I'd be happy to clear up any issues you had with our service. @FreeGoldRush is correct about the exchanges' data. We do not alter the trades or quotes that come through in any way, we just rebroadcast the messages as is. This means that these Late Reported, Cancelled, or Corrected trades will...

We rebroadcast the data that is being sent by the US Security Information Processors, the entities to which every trading venue reports their activity. These feeds cover 100% of market volume. Here's an article that explains this in more detail. We are planning to support CSV streaming, but I...

This actually ended up being a bug on our end. We'll backfill the data tonight, which should correct these discrepancies. Apologies for the confusion.