Indices Overview

Polygon.io offers comprehensive historical market data for over 10,000+ indices through accessible CSV Flat Files. Our datasets encompass daily and historical values, aggregates, and reference information from leading global index providers, including S&P, Nasdaq, Dow Jones, FTSE Russell, MSCI, and others. Utilizing Flat Files enables streamlined access to extensive historical index data, ideal for market analysis, strategy backtesting, benchmarking, and research, all without the complexity of multiple API requests.

Data Availability and Frequency

Indices Flat Files are updated daily, reflecting the final calculated values of indices at market close. Most indices align with standard U.S. market hours:

  • Regular Market Hours: Monday through Friday, 9:30 AM to 4:00 PM Eastern Time (ET)

Certain indices may include values calculated during pre-market and after-hours sessions depending on their specific methodologies and underlying assets. The finalized daily datasets become available for download by approximately 11:00 AM ET the following day. All timestamps in the datasets are provided as Unix timestamps (seconds since epoch, UTC). When converting these timestamps into human-readable form (e.g., market open at 9:30 AM), remember they represent UTC time, not Eastern Time (ET). To correctly align data with market hours or dates, you'll need to explicitly convert timestamps from UTC to ET during your analysis.

Robust and Comprehensive Historical Data

Our Flat Files source index data directly from major exchanges and index providers, ensuring accuracy, completeness, and timeliness. Providers include:

  • Standard & Poor's (S&P)
  • Nasdaq
  • Dow Jones
  • FTSE Russell
  • Morgan Stanley Capital International (MSCI)
  • Morningstar
  • Cboe Global Indices (CGI)
  • Societe Generale

By aggregating data directly from these reputable sources, we ensure high-quality, reliable index market data suitable for both professional and retail market analyses.

Simplifying Historical Data Access

Flat Files significantly simplify the process of acquiring and managing historical indices data. Rather than using numerous individual API calls, you can efficiently download large structured datasets. This approach streamlines tasks such as:

  • Historical index performance research
  • Benchmarking and comparative analyses
  • Backtesting investment and trading strategies
  • Risk modeling and scenario analyses
  • Regulatory reporting and compliance

Data Structure and Formats

Indices Flat Files are delivered in structured CSV format, featuring consistent headers and easy integration into analytical workflows. These datasets include:

  • Index values: Daily and historical closing and intraday index levels
  • Aggregates: Minute and daily Aggregates, with open, high, low, close, and volume (OHLCV) data

This structured format allows for effortless integration, analysis, and automated processing across diverse use cases and analytical environments.

Regulatory Compliance

Polygon.io adheres strictly to all regulatory and licensing requirements associated with distributing index market data. Our compliance-focused approach ensures users, from individual researchers to institutional analysts, can confidently integrate our datasets into their applications and analyses.

Next Steps

Begin exploring our Indices Flat Files directly through the integrated File Browser or configure your preferred S3-compatible client for automated downloads. Consult our comprehensive documentation to integrate our extensive historical index datasets seamlessly into your analytical tools and processes.

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