Poly.feed provides instant access to real-time data from 5 top US stock exchanges, that's formidable market coverage – without the costly exchange fees typically associated with real-time market data streams.
Poly.feed also includes over 15 years of historical data, and end of day delayed tick-level data from all 19 US stock exchanges and dark pools.
See each and every Trade & Quote happening in the US in real time, and access trillions of rows of historical tick data in an instant using our stocks API.
There is no limit to how much you can use our stocks data API. No maximum queries per minute or daily call limits on all premium plans.
Our market data platform provides low latency real-time data with a mean latency of 20ms, orders of magnitude faster than competitors.
See the entire market at a glance with our powerful Snapshot APIs. You can also query the gainers and losers for the current day.
1min - 1yr aggregate intervals. We allow you to query our aggregate stocks API in the size you want. 1 min, 7 mins, 16 days, anything is possible.
Get stocks data directly from the source, and know exactly what you're going to pay. Don't waste time and money on sales or middlemen.
Polygon.io is located in the data centers with NYSE, NASDAQ, BATS, IEX and the other top exchanges. We connect directly to the exchanges to bring you institutional level data, that has previously been out of reach for most end users, fast.
SIP Timestamp
Participant/Exchange Timestamp
Trade Reporting Facility (TRFs, Darkpools) Timestamp
Our market data APIs provide all the timestamps you need to know exactly where and when a trade occurred with nanosecond timestamp accuracy.
SIP Timestamp Only
Participant/Exchange Timestamp
Trade Reporting Facility (TRFs, Darkpools) Timestamp
Our competitors only offer millisecond timestamps, as well as only 1 timestamp attribute.
Polygon.io market data APIs provide each and every trade message from all US Exchanges and darkpools. Allowing you to see into each aggregate bar to truly understand what's happening in the market.
Top of book quotes give you more information into the sitting orders at the exchanges. Knowing the national best bid and offer provides insight for the next execution price(s).
Our aggregates APIs are extremely powerful for visualizing and understanding prices for a long or short range of time. We generate our own aggregates from the raw trade data for ultimate accuracy.
Both unadjusted and split adjusted aggregates are available and can be generated in any size time window from 1min - 1yr. Now you can finally get the exact time windows you want, no matter the size.
We provide extensive reference data from the most accurate and reliable sources. All information is standardized and accessible via our reference data API endpoints for ease of use.
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