Aggregate Stream Optimizations

Jan 29, 2018

We have made an update to both real-time aggregate data streams:

A.* - Per Second Aggregates
AM.* - Per Minute Aggregates


Before, we would broadcast all symbols, every second/minute, regardless if a trade happened in that timespan. This was easily determined by the

"v": 0
meaning there was no volume.

This means it would broadcast ~8000 ticks/second on the per second aggregate channel.

The Change:

We have changed both channels to only broadcast updates on the tickers which have actually had trades in that timespan. Which means the average is ~1000 ticks/second instead of ~8000. This allows better throughput, and less processing messages of tickers that have not changed.

From the blog

See what's happening at

polygon plugin for chatgpt Feature Image

Announcing the Polygon ChatGPT Plugin

Introducing the Polygon plugin for ChatGPT, a powerful tool that simplifies financial research by providing easy access to real-time and historical market data for Stocks, Options, Indices, Forex, and Crypto.

Team Polygon Profile Photo


Team Polygon

indices data has arrived Feature Image

Indices Data Has Arrived

We are excited to announce the launch of the Indices API endpoints, offering real-time and historical market data for over 11,400+ Indices, including the S&P 500, Dow Jones Industrial Average, Nasdaq-100, and the VIX. With access to comprehensive market data, businesses and individual investors can make informed decisions in today's rapidly evolving financial markets. We have brought the same low-latency and developer-centric API design of our

Team Polygon Profile Photo


Team Polygon