Indices Overview
At Polygon.io, we provide a comprehensive suite of market data for over 10,000+ indices from multiple index families, including S&P, Nasdaq, Dow Jones, and more. Our standardized and intuitive APIs offer real-time prices, historical data, and reference information. Accessible via REST APIs, WebSocket streams, and flat files, this extensive dataset supports the development of sophisticated applications for both retail and professional users. By delivering detailed index data and analytics, our platform equips you with the tools necessary for in-depth market analysis and informed decision-making.
Market Hours and Timezone
Indices generally update in alignment with the trading hours of their underlying assets. While the exact update times depend on the index methodology and the exchange that calculates it, most U.S. indices reflect regular market hours:
- Regular Market Hours: Monday through Friday, 9:30 AM to 4:00 PM Eastern Time (ET)
Some indices may also update during pre-market and after-hours sessions, depending on the policies of the exchanges and the nature of the underlying securities. 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.
Infrastructure and Reliability
Our platform sources index data directly from major exchanges, including those operated by Cboe, Nasdaq, and CME. By connecting directly to these exchanges, we minimize latency and enhance data integrity, ensuring that you receive timely and accurate index values as they are calculated and broadcasted.
Indices may not update as frequently as individual securities, since they are calculated based on the performance of multiple underlying assets. Our infrastructure is designed to accommodate these varying update frequencies, efficiently capturing and distributing index data, whether it updates multiple times per second or once per day. This robust setup ensures that you always have access to reliable, up-to-date market information.
Data Flow: From Exchanges to You
Index data begins at the exchanges, where the index values are calculated and disseminated based on established methodologies. Companies like S&P or Dow Jones determine the methodology and constituent lists, but the actual index values are often calculated and broadcasted by the exchanges.
We maintain direct connections with these exchanges to capture index values at their source. Our systems then standardize, store, and distribute this data through our APIs, ensuring consistent formats and easy integration into your applications.
Indices Groups Covered Include (but are not limited to):
- Standard & Poor's (S&P)
- Societe Generale
- Morgan Stanley Capital International (MSCI)
- FTSE Russell
- Morningstar
- Cboe Streaming Market Indices Cryptocurrency (CCCY)
- Cboe Global Indices (CGI)
- Nasdaq
- Dow Jones
By aggregating data from these diverse sources, we deliver a unified view of the global market landscape, enabling comprehensive market analysis and strategic decision-making.
Regulatory Compliance
We adhere to all regulatory requirements for distributing index market data. This includes complying with licensing agreements and data usage policies established by the exchanges and index providers. Our data services are designed to meet the needs of both non-professional and professional users, ensuring that you have access to accurate and timely information while maintaining compliance with relevant regulations.
For business clients, we offer tailored plans that accommodate specific licensing requirements, providing the flexibility needed to serve a wide range of professional trading environments.
Next Steps
Explore our REST APIs and WebSocket streams to unlock the full potential of our indices market data. Our detailed documentation guides you through integrating real-time and historical information into your applications, enabling tasks such as:
- Retrieving real-time index values
- Accessing historical aggregate data
- Monitoring changes in index levels over time
- Integrating index data into trading algorithms and analytical tools
By leveraging our comprehensive indices dataset, you can develop sophisticated trading strategies, perform market analysis, and build applications that require timely and accurate index market data.