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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- Title
- How does Polygon’s feeds handle canceled trades?
- FAQ Tag
FAQ
- Trades Tag
Trades
- Description
- 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’.
- Title
- Which timestamps are returned for Polygon’s stock trades and NBBO quotes?
- Trades Tag
Trades
- Quotes Tag
Quotes
- FAQ Tag
FAQ
- Description
- We return a UNIX UTC/GMT nanosecond timestamp for each trade and quote.
- Title
- How does Polygon deal with minutes where no trades occurred?
- FAQ Tag
FAQ
- Aggregates Tag
Aggregates
- Description
- If no trades occur during an aggregate period, no aggregate bar will be generated and for tick data, if no trades occur, no tick data will be available.