Introducing

Release Notes - March 2023

Mar 16, 2023

What's new at Polygon? Indices data, CSV support and improved company financials are just a few of the things we've added to the platform over the last few weeks. Read more about recent features and improvements below.

New Features

Indices API Beta

We'll be rolling out a new Indices API soon, featuring real-time values, custom candlesticks, technical indicators, and more for the S&P 500, VIX Volatility Index, Nasdaq Composite, and over 10,000 other indices. This week, we've released the docs for the new Indices API and invited a few users to participate in a beta test that will help us gather feedback and resolve any issues before we open it up to everyone. If you're an existing user on a paid plan and you'd like to be part of the beta, reach out to find out if there are any spots left.

CSV Responses

Our REST APIs now allow you to choose between JSON and CSV formats when requesting data. CSV files can be easily uploaded into spreadsheets, and can provide performance gains by reducing payload size. CSV responses are available now for all users with a Starter-level plan or above. In the docs, you can find information on usage, or run a query with CSV selected as the response type to see formatted data or download the file.

Improvements

Company Financials API Updates

We've made significant updates to our Financials API, including the addition of computed Q4 financials, quarterly cash flow statements, and trailing twelve month financials. We've also added some additional checks for certain fields that are commonly misfiled in SEC documents such as fiscal year, added filing date to the response to help with back testing, and completed a handful of other improvements.

Options Snapshot Changes

We've made some small enhancements to our Options Snapshot endpoints, including:

  • Plans which include trade data will now include last trade in the response
  • Developer-level plans now include greeks

Fixes

From the blog

See what's happening at polygon.io

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Integration: QuantConnect

We are excited to announce our integration with QuantConnect! This offering empowers users with state-of-the-art research, backtesting, parameter optimization, and live trading capabilities, all fueled by the robust market data APIs and WebSocket Streams of Polygon.io.