Does Polygon offer pre-market and after-hours data?
Yes, we provide data for every trade that occurs, including during pre-market and after-hours. Our tick-level market data streams during these extended hours as well.
While our Aggregates endpoint does not have a parameter to exclusively return normal trading hours data, you can pass nanosecond UTC timestamps into the ‘from’ and ‘to’ parameters to indicate that you would only like the data returned to be within the 9:30 AM - 4 PM timeframe or during pre-market or after-hours.
- Pre-market is 4 AM EST - 9:30 AM EST
- Regular hours is 9:30AM - 4PM EST
- After-hours is 4 PM EST - 8 PM EST
It is important to note most extended hour trades tend to have 'Sale Conditions' attached that prevent them from updating aggregates. This causes there to be fewer aggregates during extended hours as opposed to normal trading hours. You can learn more about trade conditions and how they affect aggregates in our blog post
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- Is Polygon’s stock data adjusted for splits or dividends?
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- Stocks Tag
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- Yes, we support historical market data that is both adjusted and unadjusted for splits.
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- Why does volume return as a FLOAT value from the Aggregates Endpoint?
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- These decimal values are entirely normal when requesting adjusted data for stocks that have split.
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- Where does Polygon’s Stock data come from?
- Data Coverage Tag
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- FAQ Tag
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- Description
- Polygon sources its U.S. stock market data from venues including the Securities Information Processors (SIPs), which consolidate quotes and trades from all exchanges, direct connections to major U.S. stock exchanges, FINRA Trading Facilities for off-exchange trades, the OTC Reporting Facility, Alternative Trading Systems (ATSs), and other data sources.