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
- Polygon.io serves both professional and non-professional users. However, there are a few differences between the two statuses.
- 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 stock market data directly from the consolidated SIP feeds, national securities exchanges, alternative trading systems, and third-party 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
- Polygon.io serves both professional and non-professional users, but there are some differences in the service offered to each.
- 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.
