Recent content by Zuiquan

Thank you for the info. I would be interesting mostly on US market indices

I would like to know when/if PolygonIO plans providing: 1. Level 2 2. Indices 3. Futures Any info about that?

I use PolygonIO live stream to get all trades over all options, including SPX ones But, I see nothing coming before market opens whereas CBOE is trading it almost 24h a day (https://go.cboe.com/24x5) @PolygonIO: Is there a way to have SPX on extended hours? Do you know any data provider for...

Thank you, all, for your answers!

I had contacted them around 1 year ago, but they were expensive compared to PolygonIO. So, I went with PolygonIO Now, I am searching for something that would complement it, or provide what PolygonIO provides + futures & indices, but within a similar price range For example, I currently ask...

Hello, Does anyone know a good and affordable data provider for realtime Futures & Indices for entire US market? I would also be interested in the historical data (5 years at least) PolygonIO is good in term of price and features, but does not provide those data. For now, I am interested in a...

I have batch processing happening everyday after 9pm EST where I get the 'Snapshot - All Tickers' of the day. It worked for months. But recently I get various weird results? There was low-cap tickers name (like 'twitter' or 'wsb-table') that I filtered out. But now, the endpoint returns a small...

Hi Quinton! Thank you very much for your message. I had tried using the condition list, but I was using it the wrong way. I think the condition list is misleading because there are conditions that are not listed as Yes or No. And so, I was assuming the trade was eligible to change the 'Last'...

> You are still in this newbie fallacy that there is one correct way to interpret trade data and you assume that Polygon must be doing it The Right Way No! I understood from you and other that no data provider, or platform, were providing any "right" answer. But as I rely on Polygon's...

Hi, has anyone succeeded in reproducing the Grouped Daily (Bars) close from the trades history? I tried many rules, including using conditions defined here (https://polygon.io/glossary/us/stocks/conditions-indicators) But, did not succeed in establishing a set of rules to match for every...