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REST API/
Stocks/
Trades & Quotes/
Trades
Trades
GET
/v3/trades/{stockTicker}Retrieve comprehensive, tick-level trade data for a specified stock ticker within a defined time range. Each record includes price, size, exchange, trade conditions, and precise timestamp information. This granular data is foundational for constructing aggregated bars and performing in-depth analyses, as it captures every eligible trade that contributes to calculations of open, high, low, and close (OHLC) values. By leveraging these trades, users can refine their understanding of intraday price movements, test and optimize algorithmic strategies, and ensure compliance by maintaining an auditable record of market activity.
Use Cases: Intraday analysis, algorithmic trading, market microstructure research, data integrity and compliance.
Path Parameters
stockTicker
string
required
The ticker symbol to get trades for.
Query Parameters
timestamp
string
Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.
order
enum (string)
Order results based on the `sort` field.
limit
integer
Limit the number of results returned, default is 1000 and max is 50000.
sort
enum (string)
Sort field used for ordering.
Response Attributes
next_url
string
optional
If present, this value can be used to fetch the next page of data.
request_id
string
optional
A request id assigned by the server.
results
array (object)
optional
An array of results containing the requested data.
conditions
array (integer)
optional
A list of condition codes.
correction
integer
optional
The trade correction indicator.
exchange
integer
The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.
id
string
The Trade ID which uniquely identifies a trade. These are unique per
combination of ticker, exchange, and TRF. For example: A trade for AAPL
executed on NYSE and a trade for AAPL executed on NASDAQ could potentially
have the same Trade ID.
participant_timestamp
integer
The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange.
price
number
The price of the trade. This is the actual dollar value per whole share of
this trade. A trade of 100 shares with a price of $2.00 would be worth a
total dollar value of $200.00.
sequence_number
integer
The sequence number represents the sequence in which trade events happened.
These are increasing and unique per ticker symbol, but will not always be
sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day.
sip_timestamp
integer
The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.
size
number
The size of a trade (also known as volume).
tape
integer
optional
There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C.
* Tape A is NYSE listed securities
* Tape B is NYSE ARCA / NYSE American
* Tape C is NASDAQ
trf_id
integer
optional
The ID for the Trade Reporting Facility where the trade took place.
trf_timestamp
integer
optional
The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this trade.
status
string
The status of this request's response.