Polygon provides each and every trade message from all the US Exchanges and darkpools. This allows you to see into each candle stick to really 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).
Aggregates 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.
ticker | timestamp | open | high | low | close | volume | vwap | transactions |
---|---|---|---|---|---|---|---|---|
REDF | 1351195200000 | 3.5 | 3.79 | 3.49 | 3.78 | 117712 | 3.6831 | 386 |
ticker | timestamp | open | high | low | close | volume | vwap | transactions |
---|---|---|---|---|---|---|---|---|
REDF | 1351171800000 | 3.5 | 3.5 | 3.5 | 3.5 | 2674 | 3.5 | 1 |
ticker | sip_timestamp | participant_timestamp | trf_timestamp | sequence_number | conditions | indicators | bid_price | bid_size | bid_exchange | ask_price | ask_size | ask_exchange | tape |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | 1351168406327000000 | N/A | N/A | 52697 | N/A | N/A | 34.87 | 2 | 19 | 36.84 | 1 | 11 | 1 |
ticker | sip_timestamp | participant_timestamp | trf_timestamp | sequence_number | id | orig_id | correction | exchange | trf_id | size | conditions | price | tape |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | 1337952620313000000 | N/A | N/A | 3573 | 3573 | N/A | 0 | 2 | N/A | 100 | N/A | 41.02 | 1 |