Knowledge Base/Trades
Knowledge Base
Trades
Dive into detailed insights on trade data via Polygon.io. Learn about trade execution, market dynamics, historical trade analysis, and real-time transaction tracking across various assets.
- 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 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
- 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.
