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Frequently asked questions
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- Title
- Does Polygon offer pre-market and after-hours data?
- Stocks Tag
Stocks
- FAQ Tag
FAQ
- Description
- Yes, we provide data for every trade that occurs, including during pre-market and after-hours. Our tick-level market data streams during these extended hours as well.
- Title
- Where does Polygon’s Stock data come from?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- FAQ Tag
FAQ
- Description
- We receive data directly from both SIPs (Security Information Processors) as RAW binary feeds rather than via retransmission or through an intermediary.
- Title
- Does Polygon offer dark pool data?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- Description
- Yes, we provide dark pool data. If a trade comes through with an exchange ID of 4 (exchange:4) and also has an attached “trf_id” field, it came from a dark pool.
- Title
- How does Polygon create the OHLCV (open, high, low, close, volume) aggregate bars?
- Stocks Tag
Stocks
- Aggregates Tag
Aggregates
- FAQ Tag
FAQ
- Description
- Polygon uses the “Sale Conditions” attached to each trade to determine if that trade is eligible to update the aggregate
- Title
- What are pro and non-pro classifications for Polygon’s stock data?
- FAQ Tag
FAQ
- Stocks Tag
Stocks
- Business Tag
Business
- Description
- Polygon.io serves both professional and non-professional users. However, there are a few differences between the two statuses.