Does Polygon offer Level 2 data?
No, we currently do not provide level 2 market depth information for stocks. We only support this data for crypto through our Crypto Snapshot L2 endpoint and our L2 real-time WebSocket feed.
We only support this data for crypto through our Crypto Snapshot L2 endpoint and our L2 real-time WebSocket feed. The Crypto Snapshot returns the current level 2 book of a single ticker, which is the combined book from all of the exchanges. The L2 WebSocket feed returns real-time level 2 book data for a given crypto pair.
We plan on supporting level 2 market depth information for stocks in the near future. This will allow our customers to access more detailed market data and make more informed trading decisions.
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- Title
- Where does Polygon’s Crypto data come from?
- Crypto Tag
Crypto
- Sources Tag
Sources
- Description
- We connect to some of the highest volume exchanges to consume the level 1 and level 2 order books.
- Title
- Does Polygon offer dark pool data?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- Description
- Yes, we provide dark pool data. If a trade comes through with an exchange ID of 4 (exchange:4) and also has an attached “trf_id” field, it came from a dark pool.
- Title
- What asset classes are available through Polygon’s Currencies Subscription?
- Currencies Tag
Currencies
- Crypto Tag
Crypto
- Forex Tag
Forex
- Description
- Polygon provides real-time and historical Forex and Crypto data through the Currencies subscription.