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.
 
 
While our [Aggregates endpoint](https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to "Aggregates endpoint") does not have a parameter to exclusively return normal trading hours data, you can pass nanosecond UTC timestamps into the ‘from’ and ‘to’ parameters to indicate that you would only like the data returned to be within the 9:30 AM - 4 PM timeframe or during pre-market or after-hours. Pre-market is 4 AM EST - 9:30 AM EST and after-hours is 4 PM EST - 8 PM EST. It is important to note most extended hour trades tend to have “Sale Conditions' attached that prevent them from updating aggregates. This causes there to be fewer aggregates during extended hours as opposed to normal trading hours. You can learn more about trade conditions and how they affect aggregates in our blog post - [Understanding Trade Eligibility](https://polygon.io/blog/understanding-trade-eligibility/ "Understanding Trade Eligibility")

Does Polygon offer pre-market and after-hours data? 

You can use the [Conditions endpoint](https://polygon.io/docs/stocks/get_v3_reference_conditions) to answer this question. For example, if you want to know how condition '2' on a stock trade affects the OHLCV, you can make the following request: 
​ 
```
// GET /v3/reference/conditions?asset_class=stocks&data_type=trade&id=2
​
{
 "results": [
 {
 "id": 2,
 "type": "sale_condition",
 "name": "Average Price Trade",
 "asset_class": "stocks",
 "sip_mapping": {
 "CTA": "B",
 "UTP": "W",
 "FINRA_TDDS": "W"
 },
 "update_rules": {
 "consolidated": {
 "updates_high_low": false,
 "updates_open_close": false,
 "updates_volume": true
 },
 "market_center": {
 "updates_high_low": false,
 "updates_open_close": false,
 "updates_volume": true
 }
 },
 "data_types": [
 "trade"
 ]
 }
 ],
 "status": "OK",
 "request_id": "ff53e56b645039df61bd933737b2ce92",
 "count": 1
}
​
```
​ 
The Conditions endpoint allows for filtering based on 'asset_class', 'data_type', and 'id'. In this case, our 'asset_class' is stocks, our 'data_type' is 'trade', and the condition ID is '2', so our path all together is '/v3/reference/conditions?asset_class=stocks&data_type=trade&id=2'. The same concept applies to Options data as well 
​ 
The rules for updating the OHLCV are inside the 'update_rules' field. You'll notice that there are two items inside of 'update_rules': the 'consolidated' rules and the 'market_center' rules. The Securities Information Processors publish two sets of guidelines for aggregating based on these sale conditions: the consolidated processing guidelines and the "Market Center" processing guidelines. (See the [CTA Output Specification](https://www.ctaplan.com/publicdocs/ctaplan/CTS_Pillar_Output_Specification.pdf), pg. 64, or the [UTP Output Specification](https://utpplan.com/DOC/UtpBinaryOutputSpec.pdf), pg. 43, for the sale conditions matrices and their guidelines for aggregation. Also see [OPRA Output Specifications](https://assets.website-files.com/5ba40927ac854d8c97bc92d7/628bc18445cf7ec41d21ddfa_OPRA%20Pillar%20Output%20Specification.pdf), pg. 24, for the option's sale conditions and guidelines). The Market Center guidelines are meant for aggregating on a per-exchange basis. On the other hand, Polygon.io currently only offers aggregates for the "consolidated" feed (meaning trades from all exchanges), so only the consolidated rules apply. 
​ 
In this particular case, the 'consolidated' rules show that sale condition 2 (or "Average Price Trade") only updates the volume, but not high and low: 'updates_high_low' is false and 'updates_open_close' is false, but 'updates_volume' is true. 
​ 
Note that OPRA and the Securities Information Processors publish end-of-day daily aggregate data, so their guidelines apply primarily to daily bars. Because we publish minute aggregates, for such data there are slight differences: in particular, trades in extended-hours markets can update OHLC for minute bars (otherwise there would be no minute aggregates during extended trading hours!).

How does Polygon create the OHLCV (open, high, low, close, volume) aggregate bars? ​

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.


How does Polygon deal with minutes where no trades occurred? 

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'. 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.


How does Polygon’s feeds handle canceled trades? 

We source our data directly from the [SIPs](https://polygon.io/blog/understanding-the-sips/ "SIPs") (Securities Information Processors), which includes every single trade and NBBO quote that occurs on any of the 19 US exchanges. 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](https://polygon.io/blog/understanding-trade-eligibility/ "Understanding Trade Eligibility")".

Why is Polygon’s market data different from other providers? 

Exponential Moving Average (EMA) is a technical indicator that is similar to the Simple Moving Average (SMA) but places greater weight on more recent data as it is considered more relevant or important. The weighting given to the most recent price is greater for a shorter-period EMA than for a longer-period EMA. Since the EMA calculation gives more weight to the most recent data, it "hugs" the price action more closely and reacts more quickly than the SMA.


What is an Exponential Moving Average (EMA)?

Simple Moving Average (SMA) is a technical indicator that calculates the average price of a security over a specified period of time. It is useful for determining if an asset will continue or reverse its current trend. The SMA is customizable as you can adjust it for different number of time periods. For example, a 10-day SMA would be calculated by summing prices over the last ten daily-aggregates (including the current day) and dividing that value by 10. This window corresponds to the timespan of the underlying aggregates. So if a user requests SMA data and specifies a timespan of "minute", and a window of 20, each value will be calculated using prices from the previous 20 minute aggregates, including the current one.

What is a Simple Moving Average (SMA)?

Our [Aggregates endpoint](https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to "Aggregates endpoint")  has a limit parameter that limits the number of base aggregates queried to create the aggregate results. The base aggregate would be the timespan used in the query. When querying minute or hourly aggregate bars, the limit parameter has a base of minutes. The maximum number of results returned is 50,000 results. This means that when querying minute bars with the maximum limit, you are querying 50,000 minutes' worth of bars. This is approximately 1.5 months' worth of minute bars. If you are querying a larger time frame, you may see gaps in the aggregate response. To avoid this, we recommend limiting any minute or hourly aggregate bar requests to 1-month time frames per query. You can read more about this process in our blog post - [Aggregate Updates](https://polygon.io/blog/aggs-api-updates/ "Aggregate Updates")


What is the function of the limit parameter in Polygon's Aggregate Endpoint?

Yes, Polygon offers RESTful endpoints for four of the most common technical indicators. We support [Simple Moving Average (SMA)](https://polygon.io/docs/crypto/get_v1_indicators_sma__cryptoticker "Simple Moving Average"), [Exponential Moving Average (EMA)](https://polygon.io/docs/crypto/get_v1_indicators_ema__cryptoticker "Exponential Moving Average"), [Moving Average Convergence/Divergence (MACD)](https://polygon.io/docs/crypto/get_v1_indicators_macd__cryptoticker "Moving Average Convergence/Divergence"), and [Relative Strength Index (RSI)](https://polygon.io/docs/crypto/get_v1_indicators_rsi__cryptoticker "Relative Strength Index"). 

Does Polygon offer any technical indicators?

The conditions that are taken into consideration when creating aggregate bars are quite complex. Users trying to recreate the aggregate Open, High, Low, Close and Volume values from our tick data API often get confused about why their values do not match ours or other popular data sets like Yahoo Finance, Bloomberg, etc.. This can also cause confusion for users seeing trades come in through the real-time WebSocket connection that appear to be higher or lower than the High and Low values made available through our Aggregates or Snapshot endpoints. 
 
There are specific ‘rules’ that revolve around the ‘Sale Conditions’ defined in the UTP and CTA plan specifications that must be followed to calculate these aggregate values correctly. You can learn more about our aggregation process in our blog post - [Understanding Trade Eligibility](https://polygon.io/blog/understanding-trade-eligibility/ "Understanding Trade Eligibility"). You can also use our [Conditions endpoint](https://polygon.io/docs/stocks/get_v3_reference_conditions "Conditions endpoint") to see a detailed list of which ‘Sale Conditions’ affect the ability for a trade to update the aggregate values. 
 
 
It is up to each vendor to calculate this data, so it is common for there to be slight differences between vendors. There is no source of truth for OHLC data. We chose to use the guidelines in place by CTA and UTP because we believe that to be true.

How does Polygon create aggregate bars? 

Yes, we do have such an endpoint! We have a group of endpoints called Snapshots that return a ‘snapshot’ of the market for a single ticker, a group of tickers, or all tickers on the market. The [Snapshot endpoint](https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers__stocksticker "Snapshot endpoint") specifically returns the current minute, day, and previous day’s aggregate, as well as the last trade and quote for a single traded stock ticker. The [Snapshot - All Tickers endpoint](https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers "Snapshot - All Tickers endpoint") returns the same information, but for the entire stock market. You can also insert a comma-separated list of tickers to query a smaller group. 
 
We also provide a [Snapshot - Gainers and Losers endpoint](https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction "Snapshot - Gainers and Losers endpoint") that returns the current top 20 gainers or losers of the day in stocks/equities markets. 
 
Top gainers are those tickers whose price has increased by the highest percentage since the previous day's close. Top losers are those tickers whose price has decreased by the highest percentage since the previous day's close.

Does Polygon have an endpoint that returns the latest trades, quotes and aggregates in one request?

Yes, we provide per second aggregates in real-time through our [Stocks WebSocket feed](https://polygon.io/docs/stocks/ws_stocks_a "Stocks WebSocket feed"). If you wanted to create historical per second aggregates, you would need to use the raw trades from our [Trades endpoint](https://polygon.io/docs/stocks/get_vx_trades__stockticker "Trades endpoint") to create your own per second aggregates. You can use our [Conditions endpoint](https://polygon.io/docs/stocks/get_v3_reference_conditions "Conditions endpoint") to see which ‘Sale Conditions’ are used to update aggregate values.

Does Polygon have per second aggregates available?

Aggregate bar delays are intentional and designed for quality assurance purposes on our end. Trades are occasionally sent in late. FINRA, for example, has up to 15 minutes to report a trade that happened on any of the dark pools. We deal with these delayed trades differently for second and minute aggregates. 
 
For second aggregates, we wait an additional 2 seconds for any high latency messages or late trades to come in. We broadcast the bar after that 2 second delay. We broadcast the bar and hold onto it for another 15 minutes for more trades to come in that would affect that second. It is important to note that we only hold that ‘buffer’ for 15 minutes. If any trades come in after that 15 minute buffer period, they will not be included until the end of the day. 
 
For minute aggregates, we broadcast the bars as we receive the trades and calculate them. If subsequent trades are received, we recalculate that bar and send it out again. Like the second aggregates, if a trade comes in after that 15-minute window, it will not be included in the candle until the end of the day. 
 
For daily aggregates, we are continuously calculating the 1 daily bar, so this gets updated no matter how late the trade comes in. 
 
We do this to ensure that the data we broadcast via our Stock API is correct, even if there have been changes. We feel that rebroadcasting corrected data is better than dropping subsequent details. 
 
You can read more about this in our blog post - [Aggregate Bar Delays](https://polygon.io/blog/aggregate-bar-delays/ "Aggregate Bar Delays")

Why am I receiving a late aggregate bar through Polygon’s WebSockets? 

You can use our [Grouped Daily endpoint](https://polygon.io/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date "Grouped Daily endpoint") to get a list of all daily aggregates for each ticker on the market. The Grouped Daily endpoint returns the daily open, high, low, and close (OHLC) values for every ticker in the stocks/equities markets. You can also use our [Aggregates endpoint](https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to "Aggregates endpoint") or our [Daily Open-Close endpoint](https://polygon.io/docs/stocks/get_v1_open-close__stocksticker___date "Daily Open-Close endpoint") to query a single ticker’s daily open, high, low, and close (OHLC) values. 


How can I get the daily prices for all stocks using Polygon’s market data? 

Our aggregates “snap” the time spans to the beginning of each timespan resolution. Snapping a time parameter means changing that time parameter to include a wider range to ensure all the aggregate bars are full. We snap the ‘from’ parameter to the beginning of the resolution, and we snap the ‘to’ parameter to the end resolution. For example, minute bars begin at the top of the minute (9:30:00), hour bars begin at the top of the hour (9:00:00), daily bars begin at the beginning of the day (12:00:00 AM EST), weekly bars begin Sunday at 12:00:00 AM EST, monthly bars begin on the first day of the month and quarterly bars begin on the first day of the quarter. 
 
If you are trying to query the Open, High, Low, Close values from just the premarket times, you would need to use a ‘minute’ timespan and adjust the multiplier to 330 or 5.5 hours (4 AM - 9:30 AM). This would return one bar for the entire premarket. 
 
You can read more about this process in our blog post - [Aggregate Updates](https://polygon.io/blog/aggs-api-updates/ "Aggregate Updates")

How does Polygon treat hourly bars when querying regular trading hours (9:30 AM - 4PM EST)?

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](https://polygon.io/docs/stocks/get_vx_trades__stockticker "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](https://polygon.io/blog/understanding-trade-eligibility/ "Understanding Trade Eligibility")

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