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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...

I understand your point. At this point this is not a commercial project. But, to be honest, I'd like to think it could become one day, if it works fine and is helpful in trading. The tool is aimed to guide a trader because I would be too afraid it passes orders and a bug make me loose...

So, he knows I am looking for some info and will come here to answer right away, if not already done ;-) Kinda Chuck Norris syndrom!

No, it is not to trade buy/sell directly The aim is to make some live analysis to help knowing which symbol is currently of interest among the many symbols. So, it uses the live feed to make a regular screener, use some pre-processed past data, does some quick computations, and allow the user...

Aside the exchange questionning, there are the conditions to take into account or not. I found those two links about the conditions and the kind of data I have in the feed/history. http://nasdaqtrader.com/content/technicalsupport/specifications/utp/utdfspecification.pdf...

Thank you for sharing your experience. Do you think restricting to the primary exchange has a meaning? Because, I do not really grasp why I have trades from NYSE for a symbol on NASDAQ...

1. What I want is to somehow replicate what I can see on google finance in premarket, market, afterHours. (https://www.google.com/finance/quote/AAPL:NASDAQ) So, seeing the price curve, the market close price, the previous session close price,... From what I understood, I get many trades coming...

Hello, I thought getting the most recent market close for all US stock tickers would be a simple task. But, I probably do it the wrong way. I need to get this info whenever during a day (even during afterHours or after it, during week-end) If there is no trade for a symbol that day during...

Thank you. I am quite new in this field, and if some of the conditions description are explicit enough for me to grasp, there are many that are way too cryptic today. They might be corner cases, but I wish I could be able to judge of that. I think and assume that Polygon is just taking the...

Hello, I am working on building my earnings upcoming calendar, and found out that EarningsWhispers can give upcoming earnings date with a hours+minutes info. They are the only one I have seen so far to provide that kind of precision (5 min precision). I wondered how they could have that, and...

Hello, I am working on a kind of screener based on PolygonIO realtime feed, and I try to determine the conditions for eligibility of trades during premarket and afterhours. So far, I uses this list for the market hours https://polygon.io/glossary/us/stocks/conditions-indicators...