15+ Years of Historical Data
One Standardized Format
Trade Ticks
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.
Quote Ticks
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
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.
Data from All 19 US Stock Exchanges
CTA, UTP and OTC Markets
- New York Stock Exchange LLC
- NYSE National, Inc.
- NYSE Chicago, Inc.
- NYSE Arca, Inc.
- NYSE American LLC
- Nasdaq Stock Market LLC
- Nasdaq BX, Inc.
- Nasdaq PHLX LLC
- Nasdaq ISE, LLC
- Investors Exchange LLC
- Financial Industry Regulatory Authority, Inc.
- Cboe Exchange, Inc.
- Cboe EDGX Exchange, Inc.
- Cboe EDGA Exchange, Inc.
- Cboe BZX Exchange, Inc.
- Cboe BYX Exchange, Inc.
- Long Term Stock Exchange, Inc.
- Members Exchange (MEMX)
- MIAX Pearl, LLC (MIAX).
- OTC Markets
Daily Aggregates
ticker | timestamp | open | high | low | close | volume | vwap | transactions |
|---|---|---|---|---|---|---|---|---|
| REDF | 1351195200000 | 3.5 | 3.79 | 3.49 | 3.78 | 117712 | 3.6831 | 386 |
Minute Aggregates
ticker | timestamp | open | high | low | close | volume | vwap | transactions |
|---|---|---|---|---|---|---|---|---|
| REDF | 1351171800000 | 3.5 | 3.5 | 3.5 | 3.5 | 2674 | 3.5 | 1 |
National Best Bid Offer
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 |
Trades
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 |