Aggregates (Per Minute)
WS
Delayed: wss://delayed.polygon.io/futures
Real-Time: wss://socket.polygon.io/futures
Futures WebSocket access is currently in beta and coming soon.
Stream minute-by-minute aggregated OHLC (Open, High, Low, Close) and volume data for a specified futures contract ticker via WebSocket. Aggregates are continuously updated in Central Time (CT) and are constructed from all trades occurring within each defined aggregation window. If no trades occur during the window, no aggregate bar is emitted, indicating a period of inactivity. The response includes key metrics such as open, high, low, close, trade volume, and the start and end timestamps for each window.
Use Cases: Real-time monitoring, dynamic charting, intraday strategy development, automated trading.
Parameters
ticker
string
required
Specify a future ticker or use * to subscribe to all future tickers.
You can also use a comma separated list to subscribe to multiple future tickers.
You can retrieve available future tickers from our Futures Tickers API.
Response Attributes
ev
enum (AM)
The event type.
sym
string
The ticker symbol for the given stock.
v
integer
The tick volume.
av
integer
Today's accumulated volume.
op
number
Today's official opening price.
vw
number
The tick's volume weighted average price.
o
number
The opening tick price for this aggregate window.
c
number
The closing tick price for this aggregate window.
h
number
The highest tick price for this aggregate window.
l
number
The lowest tick price for this aggregate window.
a
number
Today's volume weighted average price.
z
integer
The average trade size for this aggregate window.
s
integer
The start timestamp of this aggregate window in Unix Milliseconds.
e
integer
The end timestamp of this aggregate window in Unix Milliseconds.
otc
boolean
Whether or not this aggregate is for an OTC ticker. This field will be left off if false.