Knowledge Base
FAQ
Discover comprehensive answers and solutions for using Polygon.io. This section addresses frequent questions about platform navigation, data access, troubleshooting, and effective usage strategies, ensuring a smooth experience with our extensive financial data services.
- Title
- How do you read an options symbol?
- Options Tag
Options
- FAQ Tag
FAQ
- How To Tag
How To
- Description
- Reading option symbols can be quite confusing at first glance. An option contract symbol is separated into 4 parts.
- Title
- What are pro and non-pro classifications for Polygon’s stock data?
- FAQ Tag
FAQ
- Stocks Tag
Stocks
- Business Tag
Business
- Description
- For our real-time Stocks plan for individuals, the SIPs require that we collect and maintain personal information and employment information to classify market data subscribers as either non-professional or professional based on usage and registration status.
- 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
- Why am I “not authorized” when attempting to connect to Polygon’s WebSockets
- WebSockets Tag
WebSockets
- FAQ Tag
FAQ
- Description
- Our WebSockets are only available through our paid subscriptions. If you receive a “not authorized” message, you’ll need to upgrade your account to access the WebSockets.
- Title
- How should I go about reporting a possible Polygon data discrepancy?
- Support Tag
Support
- FAQ Tag
FAQ
- Description
- For any troubleshooting assistance, please contact support@polygon.io or use the widget in the bottom right corner of the screen.
- Title
- Can I execute trades through Polygon’s platform?
- FAQ Tag
FAQ
- Description
- Unfortunately, no. We do not provide a platform for executing trades. We are a market data provider specializing in providing real-time and historical Stock, Forex, Crypto, and Options data to individual users as well as businesses.
- Title
- Why are there missing aggregates in Polygon’s data?
- Aggregates Tag
Aggregates
- Trades Tag
Trades
- FAQ Tag
FAQ
- Description
- 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.
- Title
- Can I create multiple Polygon API keys?
- Account Tag
Account
- FAQ Tag
FAQ
- Description
- Yes, it is possible to create as many API keys as you want. You can create, edit, or delete API keys in your dashboard at any time.
- Title
- Why is Polygon’s market data different from other providers?
- Sources Tag
Sources
- Data Coverage Tag
Data Coverage
- FAQ Tag
FAQ
- Description
- 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.
- Title
- Where does Polygon’s Options data come from?
- Options Tag
Options
- Sources Tag
Sources
- FAQ Tag
FAQ
- Description
- We receive our options data directly from the Options Price Reporting Authority (OPRA)
- Title
- How much data is streamed through Polygon’s WebSockets?
- FAQ Tag
FAQ
- WebSockets Tag
WebSockets
- Description
- We stream our market data exactly as we receive it. Every single trade and NBBO quote is sent in real-time through the WebSockets.
- Title
- How to get started with Flat Files & S3 on Polygon.io
- How To Tag
How To
- FAQ Tag
FAQ
- Description
- Explore vast financial datasets with Polygon.io’s S3 integration. Easy setup with AWS CLI, Rclone, MinIO, or Boto3. See guide for details.
- Title
- Why are ticker symbols with dashes ‘-’ not showing in Polygon’s system? Example - BRK-A
- Stocks Tag
Stocks
- FAQ Tag
FAQ
- Reference Data Tag
Reference Data
- Description
- We use the same ticker symbol layout as the SIPs. For any ticker symbol that has a “-” dash, we replace that with a “.” dot.
- Title
- Does Polygon offer pre-market and after-hours data?
- Stocks Tag
Stocks
- FAQ Tag
FAQ
- 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.
- 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.
- Title
- Is Polygon’s stock data adjusted for splits or dividends?
- FAQ Tag
FAQ
- Stocks Tag
Stocks
- Description
- Yes, we support historical market data that is both adjusted and unadjusted for splits.
- Title
- What does Polygon do with delisted tickers?
- FAQ Tag
FAQ
- Description
- Survivorship bias refers to the tendency to focus on the performance of existing stocks or funds without considering those that have failed.
- Title
- How quickly can I access Polygon’s market data?
- FAQ Tag
FAQ
- Description
- Our free stock price API, stocks reference data, currency, options, and crypto data can all be accessed immediately after you sign up.
- Title
- Where does Polygon’s Stock data come from?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- FAQ Tag
FAQ
- Description
- Polygon sources its U.S. stock market data from venues including the Securities Information Processors (SIPs), which consolidate quotes and trades from all exchanges, direct connections to major U.S. stock exchanges, FINRA Trading Facilities for off-exchange trades, the OTC Reporting Facility, Alternative Trading Systems (ATSs), and other data sources.
- Title
- Why am I receiving a late aggregate bar through Polygon’s WebSockets?
- Aggregates Tag
Aggregates
- WebSockets Tag
WebSockets
- FAQ Tag
FAQ
- Description
- Aggregate bar delays are intentional and designed for quality assurance purposes on our end.
- Title
- What is the difference between RESTful APIs and WebSockets?
- REST Tag
REST
- WebSockets Tag
WebSockets
- FAQ Tag
FAQ
- Description
- A RESTful API is a way of designing an application program interface (API) that uses HTTP requests to access and manipulate data.
- Title
- What are the Securities Information Processors (SIPs)?
- FAQ Tag
FAQ
- Sources Tag
Sources
- Description
- Securities Information Processors (SIPs) are regulatory bodies that process and consolidate bid/ask quotes and trades from all trading exchanges into a single data feed.
- Title
- How does Polygon create aggregate bars?
- FAQ Tag
FAQ
- Aggregates Tag
Aggregates
- Description
- The conditions that are taken into consideration when creating aggregate bars are quite complex.
- Title
- How does Polygon create the OHLCV (open, high, low, close, volume) aggregate bars?
- Stocks Tag
Stocks
- Aggregates Tag
Aggregates
- FAQ Tag
FAQ
- Description
- Polygon uses the “Sale Conditions” attached to each trade to determine if that trade is eligible to update the aggregate
- Title
- How does Polygon handle ticker changes and acquisitions?
- FAQ Tag
FAQ
- Reference Data Tag
Reference Data
- Stocks Tag
Stocks
- Description
- Our market data is point-in-time, meaning the data is returned as it happened on a specific date.
- Title
- How does Polygon treat hourly bars when querying regular trading hours (9:30 AM - 4PM EST)?
- FAQ Tag
FAQ
- Aggregates Tag
Aggregates
- Description
- 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.
- Title
- How many Polygon WebSocket connections can I use at one time?
- FAQ Tag
FAQ
- WebSockets Tag
WebSockets
- Description
- Each account comes with access to one simultaneous WebSocket connection per cluster.
- Title
- How many tickers can you subscribe to on a single Polygon WebSocket connection?
- FAQ Tag
FAQ
- WebSockets Tag
WebSockets
- Description
- There is no limitation on our side to the number of tickers you can subscribe to at once as long as you can consume the data fast enough.
- Title
- What are pro and non-pro classifications for Polygon’s options data?
- FAQ Tag
FAQ
- Options Tag
Options
- Business Tag
Business
- Description
- For our real-time Options plan for individuals, OPRA requires that we collect and maintain personal information and employment information to classify market data subscribers as either non-professional or professional based on usage and registration status.
- Title
- What is market cap and how does Polygon calculate that value?
- Reference Data Tag
Reference Data
- FAQ Tag
FAQ
- Description
- Market cap—or market capitalization—refers to the total value of all a company’s shares of stock. Market cap equals the current share price multiplied by the number of weighted shares outstanding.
- Title
- Why do Polygon WebSocket disconnects happen?
- WebSockets Tag
WebSockets
- FAQ Tag
FAQ
- Description
- WebSocket disconnects can happen for various reasons. One common reason is when market data is not being consumed fast enough
- 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
- Why does volume return as a FLOAT value from the Aggregates Endpoint?
- Stocks Tag
Stocks
- FAQ Tag
FAQ
- Description
- These decimal values are entirely normal when requesting adjusted data for stocks that have split.
