Knowledge Base/Does Polygon offer Level 2 data?

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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