Introducing

Case Study: Find My Fills

Sep 9, 2019


We are thrilled to announce Proof Trading’s launch of a new, powerful tool for visualizing market activity, findmyfills.com. Proof Trading partnered with Polygon to source SIP historical data via our V2 Beta APIs to power this tool. Find My Fills is an intuitive, simple way to examine market activity at any given time for any given stock. With Find My Fills, users can visualize the market using intuitive, multi-level sliders bound to the entire trading day, 15-min, or 30-sec intervals. This allows a user to drill down to the events at the millisecond timescale in a given stock to provide some insight into the market circumstances that preceded and followed the executions for a user’s order.¹ If traders want to easily find their own trades in this kind of granular view, they can upload a csv file with the time, symbol, size, price, venue information (if available), and side for each of their trades with the “Upload CSV” or “Paste CSV” buttons in the upper left corner of the tool.²

We were able to gain some insight as to why Proof chose to continue using Polygon.io as their data provider through one of Proof’s Medium blog posts written by the founder, Dan Aisen. In this post, Dan noted:

“We think that a tick database should be a commodity item by now that is essentially the same in every firm across the industry, yet there are few compelling solutions available where you don’t have to go through the hassle of hosting and back-populating a multi-terabyte time-series database. Polygon is the solution to this problem. We have worked with them in the past on a transaction cost analysis tool, and our experience was great. They provided exactly what we wanted: full historical US equities trade and quote data via a great API for $399/mo with no commitment. Polygon is a dream come true when compared to some of the largest players in the market. They provide excellent quality data through a modern API with no long term contract.¹,³

The main feeds Find My Fills pull from Polygon.io are:¹

  • Aggregated OHLC bars
  • Full trades for any given time period
  • NBBO for any given time period  

We were very eager to help out with this specific use case because we believe that the financial market ecosystem all around is entirely too complicated. When we found out that Proof was going to be building a tool to simplify the process of market analysis, they immediately had our support.

We plan on continuing to provide quality data to power Find My Fills and are looking forward to implementing new features to better assist this open-source project. In addition, we are thrilled to see how Proof Trading will continue to innovate and simplify the market come launch in early 2020.

Check out the tool at findmyfills.com.

Dive deeper into the project by reading the Proof Medium blog posts we referenced here:

  1. https://medium.com/prooftrading/find-my-fills-a-technical-deep-dive-e76680b98a29
  2. https://medium.com/prooftrading/find-my-fills-introducing-a-new-tool-for-visualizing-market-activity-at-every-timescale-4bb7df2dee0e
  3. https://medium.com/prooftrading/building-a-lightweight-tca-tool-from-scratch-proof-edition-6fd1c716eee0

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