Indices Overview
At Polygon.io, we provide real-time streaming access to index values and aggregates through WebSockets, enabling your applications to receive continuous updates directly as market conditions evolve. Our WebSocket feeds deliver value snapshots and time-based aggregates (both per-minute and per-second bars) for a wide range of indices. By tapping into these streaming endpoints, traders, analysts, and developers can track market benchmarks, gauge broad economic sentiment, and power dynamic dashboards -- without the need for constant polling.
Market Hours and Timezone
Indices typically update during the primary hours of the markets they represent, most often aligned with U.S. equity trading sessions in Eastern Time (ET):
- Regular Market Hours: Monday through Friday, 9:30 AM to 4:00 PM ET
Some indices may also update during pre-market and after-hours periods, depending on their underlying methodologies and constituent assets. Standardizing all timestamps to ET ensures consistency in analysis, especially when correlating index movements with other asset classes or market events.
Infrastructure and Reliability
Our WebSocket infrastructure is designed to handle the unique update patterns of indices, which may refresh at specific intervals rather than tick-by-tick. By directly connecting to the data sources and maintaining robust, scalable systems, we ensure timely delivery of index values and aggregate data. Redundant data centers and load balancing bolster reliability, allowing you to maintain stable, low-latency data streams even under fluctuating market conditions.
This real-time architecture supports latency-sensitive applications such as intraday benchmarking, trend detection, and sector-wide analyses, allowing you to observe and react to market shifts as they happen.
Data Flow: From Exchanges to You
Index values are calculated and disseminated by the exchanges or designated index administrators. Polygon.io aggregates these values and processes them into consistent, standardized formats before streaming them over WebSockets. As soon as the index administrator publishes a new value, our infrastructure relays it directly to your subscribed channels.
This direct, event-driven data flow ensures you have access to fresh index readings and time-based aggregates as soon as they become available, enabling rapid, data-driven insights.
Available WebSocket Feeds for Indices
Our WebSocket channels deliver three essential streams of index-related data, providing a comprehensive real-time perspective:
- Aggregates (Per Minute): Receive OHLC (Open, High, Low, Close) bars for each minute of index updates. These bars are constructed from periodic index values, allowing you to analyze short-term trends, perform technical analysis, and monitor intraday shifts.
- Aggregates (Per Second): Obtain even finer-grained OHLC bars that update every second, offering more detailed insights for rapid, high-resolution analyses. Ideal for users who need more frequent data points to track market volatility and microstructure.
- Value: Access the most recent reported value of the index as soon as it is published. With this feed, you can maintain a continuously updated snapshot of the index level, perfect for dashboards, alerts, and immediate benchmarking against other data points.
By subscribing to these feeds, you eliminate the need for constant requests and gain a steady, event-driven stream of market intelligence, enabling more agile decision-making and deeper market insights.
Next Steps
Integrate these WebSocket feeds into your applications with the help of our comprehensive documentation. With a simple subscription model, you can focus on the indices and data streams that align with your goals, enabling tasks such as:
- Real-time benchmarking against broad market indicators
- Intraday trend and volatility analysis
- Dynamic charting and visualizations
- Integration into algorithmic models that react to market-wide signals
By leveraging Polygon.io’s indices WebSocket feeds, you gain a continuous, low-latency data pipeline for market metrics, empowering informed strategies and confident decision-making in the ever-evolving financial landscape.