Some other providers may source data from only a few exchanges, which may result in differences in prices. There may also be differences in our aggregates prices as there are no industry standard rules for creating aggregates. We use CTA (Consolidated Tape Association) and UTPs (Unlisted Trading Privilege) aggregation rules as they are widely used in the industry. You can read more about this process in our blog post - Understanding Trade Eligibility
Knowledge Base/Why is Polygon’s market data different from other providers?
Why is Polygon’s market data different from other providers?
We source our data directly from the SIPs (Securities Information Processors), which includes every single trade and NBBO quote that occurs on any of the 19 US exchanges.
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- Title
- Are all Indices available through the basic subscription tier?
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- No, certain indices are only available through paid subscription tiers.
- Title
- Does Polygon offer dark pool data?
- Data Coverage Category
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- Stocks Category
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- Description
- Yes, we provide dark pool data. If a trade comes through with an exchange ID of 4 (exchange:4) and also has an attached “trf_id” field, it came from a dark pool.
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- Does Polygon offer pre-market and after-hours data?
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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.