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Please see pg 26 of https://www.nyse.com/publicdocs/nyse/data/Daily_TAQ_Client_Spec_v3.3.pdf "However, if a quote sets both the National Best Bid and the National Best Offer, that quote is not included in the Daily TAQ NBBO file. These records are found in the TAQ Daily Quote file where the...

So this I believe comes down to NBBO appendages in the actual packets. We only send NBBO ticks which have an NBBO appendage with content in them. BBOs which do not have an appendage do not get broadcast. Different providers can vary on this. ( see pg 46 of...

Yes, we do offer crypto and currencies data via RESTful and Websocket APIs. We do have free plans so try it out and see if it's a good fit.

The websocket protocol actually sends pings/pongs between server and client. Most clients do not expose these messages. If you are subscribed to a channel and do not consume the messages you will be disconnected after the server side buffer fills. However, if you connect, authenticate and do...

We have fixed the issue with WebSocket disconnects. It was an issue in our load balancers.

This API resets every night at midnight. So from 12am-4am it will be empty.

We plan to offer OPRA in the near future. We have been approved for licensing, we are just working on handling the amount of data and how we will store/serve it. It's quite a technical challenge.

Haha thank you! We built Polygon.io because of the same struggles you're facing now. We just wanted simple and documented access to a quality data stream.

Polyfeed is for enterprise ( because of the extreme exchange fees for full SIP ). The $200/m is for end users and that includes full SIP ( CTA + UTP ) data, aggregates, trades and NBBO quotes in real-time.

We hope you find our latencies not 'insane' :) Our snapshot is updated in real-time down to the nanosecond timestamp. The average time from a trade executing in the exchange, to being available in snapshot is ~20ms.

We have been working very hard on stabilizing our systems. I hope that has shown through on your end. Please let us know if there is ever anything we can do to improve our platform.

There are not any hard limits for API calls, however the load balancers will attempt to give everyone QoS. We have considered doing gRPC for the req/res endpoints. The way the backend is structured this would be relatively straightforward, we just have to prioritize and add it to our roadmap.

I'm not sure about the IqFeed question. As far as constructing bars without those conditions, they would be quite far off.

We currently provide both trades & NBBO quotes for stocks in real-time and historical back to 2004 ( tick by tick ). We will soon be offering the same for options ( real-time ). Sourcing a good provider for historical data is proving difficult.

We are currently procuring the connections and licensing agreements with the exchanges for both futures and OPRA ( options ) data. We do not have a hard availability date for these. However, when they are available we will offer tick level API access for both, similar to our stock data APIs.

There are conditions you must follow when generating an aggregate/bar ( OHLCV ). These are different for both CTA and UTP SIP feeds. We wrote a little article about this ( https://polygon.io/blog/understanding-trade-eligibility/ ). Trades which happen off of exchanges and are reported to FINRA...

Let us know if we can answer any questions you have about Polygon! Good luck with your search

Are you looking for tick level data, or 1min+ bars?

Yes, however it may be easier to just subscribe to a wildcard ( eg: T.* ) and just filter out the ones you don't want.

Thank you for the kind words, qtrader9. We are definitely a startup and trying very hard to provide a quality service. We have stopped working on any new features and all development energies are being focused on stability and performance. I hope you will give us a chance to fix the issues we...