Introducing Flat Files: Bulk Data Simplified
Meet Flat Files, our latest innovation designed for hassle free self-serve access to large financial market datasets.

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Introducing
Jul 19, 2018
We are making a couple small changes to the aggregate feed tick schema. We are removing a few less useful attributes, and adding some that have been much requested.
The updated schema will begin streaming this upcoming monday ( July 23rd, 2018 ).
Before:
type Agg struct { Symbol string `json:"sym"` Volume uint32 `json:"v"` Transactions int `json:"x"` Open float64 `json:"o"` Close float64 `json:"c"` High float64 `json:"h"` Low float64 `json:"l"` Average float64 `json:"a"` TotalValue float64 `json:"t"` Start int64 `json:"s"` End int64 `json:"e"` }
The new Schema:
type Agg struct { Symbol string `json:"sym"` Volume uint32 `json:"v"` AccumulatedVol uint64 `json:"av"` OpeningPrice float64 `json:"op"` VWAP float64 `json:"vw"` Open float64 `json:"o"` Close float64 `json:"c"` High float64 `json:"h"` Low float64 `json:"l"` Average float64 `json:"a"` Start int64 `json:"s"` End int64 `json:"e"` }
So we have removed
Transactions
and TotalValue
since those are of little use.
We have added:
AccumulatedVol
- Accumulated volume for the entire day up to this tick. This is synced from the exchanges and can vary slightly from doing a sum of all aggregates.
OpeningPrice
- Opening price for this symbol for the current day. This will be set to 0 until 9:30am when official market open happens.
VWAP
- Volume weighted average price.
Polygon Team
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