Why does volume return as a FLOAT value from the Aggregates Endpoint?
These decimal values are entirely normal when requesting adjusted data for stocks that have split.
When requesting historical Aggregate OHLCV (Open, High, Low, Close, Volume) data, you might occasionally encounter a volume value represented as a decimal instead of a whole number.
This occurrence is attributed to the 'adjusted' parameter within the Aggregates Endpoint. When the 'adjusted' parameter is set to 'true,' the OHLCV values are modified to reflect stock splits. This adjustment ensures that the data provides a more accurate historical representation, accounting for changes that have occurred over time. Therefore, seeing decimal values in volume data under these circumstances is both normal and expected
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- Title
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- Stocks Tag
Stocks
- FAQ Tag
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- Description
- 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.
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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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- Where does Polygon’s Stock data come from?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- FAQ Tag
FAQ
- Description
- We receive data directly from both SIPs (Security Information Processors) as RAW binary feeds rather than via retransmission or through an intermediary.