Knowledge Base/Why are there missing aggregates in Polygon’s data?

Why are there missing aggregates in Polygon’s data?

We do not populate an aggregate unless the Open, High, Low, Close values changed or there were eligible trades that occurred during that aggregate period.

Occasionally there will be some missing aggregates in Polygon.io’s data. We do not populate an aggregate unless the Open, High, Low, Close values changed or there were eligible trades that occurred during that aggregate period. If no trades occurred or if no eligible trades occurred during that period, then no bar will be populated.

You can use our Trades endpoint to query the raw trades that occurred during that aggregate period to check if there were any eligible trades or not.

You can learn more about trade eligibility in this blog post - Understanding Trade Eligibility



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