Canceled trades are indicated by the Trade Correction field ‘e’. The aggregates are updated at the end of each day and will reflect any changes made to the open, high, low, close, or volume data if a trade was canceled.
Knowledge Base/How does Polygon’s feeds handle canceled trades?
How does Polygon’s feeds handle canceled trades?
All trades that occur will be included in our data feed, even if they are later canceled. Canceled trades are indicated by the Trade Correction field ‘e’.
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