Did you find this page helpful?

Do you still need help with something?

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.

Code Examples

Query URL

GET

Scroll to see updated query response

Response Attributes

next_url

string

optional

If present, this value can be used to fetch the next page of data.

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.

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.