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...
Hey, Jack from Polygon here. I want to clarify that we do not incorporate ineligible dark pool trades into our aggregates. Upon investigating the...
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...
Hi! Happy to provide clarity here. Indices data will be integrated next. We are currently working through the licensing process for this data...
So sorry this has affected you. We deployed some changes last night which should have fixed the strange tickers and results that were being...
Customers experiencing high latencies through our WebSocket feeds are almost always not able to keep up with the amount of data being broadcasted....
+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...
Polygon.io provides this data through our Splits and Dividends endpoints. We'll actually be releasing the next iterations of these endpoints...
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...
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...
We rebroadcast the data that is being sent by the US Security Information Processors, the entities to which every trading venue reports their...
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.
Hi Zuiquan! As the other replies have stated, there really isn't a de-facto source for this data. We believe that following the SIP's guidelines...
Our Snapshot- All tickers endpoint will provide the close for every ticker that trades during the current session. We also provide a Grouped daily...
Hi! Jack from Polygon.io here. Condition code 60 indicates an SSR In Effect, which has no effect on the eligibility, so it is counted. I can see...
We agree wasting compute resources is bad, and probably better spent mining BTC. This is on our roadmap for both real-time(websockets) as well...
Sorry to hear you had issues with our support. If you could send me a DM with the issues you had I can take a look into that. As far as your...
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...
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....
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