Introducing

Indices Data Has Arrived

Apr 19, 2023

We are excited to announce the launch of the Indices API endpoints, offering real-time and historical market data for over 11,400+ Indices, including the S&P 500, Dow Jones Industrial Average, Nasdaq-100, and the VIX. With access to comprehensive market data, businesses and individual investors can make informed decisions in today's rapidly evolving financial markets.

We have brought the same low-latency and developer-centric API design of our Stocks, Options, Forex, and Crypto APIs to a new category of financial market data. We have a range of personal and commercial options depending on your requirements, to learn more please visit our pricing page.

Exploring the Indices APIs

Begin your journey by exploring the extensive collection of over 11,400+ indices ticker symbols by using the Tickers API endpoint. This endpoint is a great resource for searching for the indices that you are interested in.

{
    "results": [
        {
            "ticker": "I:SPX",
            "name": "Standard & Poor's 500",
            "market": "indices",
            "locale": "us",
            "active": true,
            "source_feed": "CboeGlobalIndicesMain"
        }
    ],
    "status": "OK",
    "request_id": "c27c890e72cd37cc2501abd8de2ad3c5",
    "count": 1
}

If you are interested in an index ticker that we do not currently have, please reach out to our support team at support@polygon.io, and we will be happy to help you.

In our next example, we'll delve into the Aggregate Bars API endpoint, which provides essential data points such as open, high, low, and close values. These metrics often form the foundation for building insightful visualizations, enabling you to better understand market data. By using custom timespans, you can access minute data over a week or end-of-day data over months, providing you with a flexible and comprehensive view of market trends and patterns.

{
    "ticker": "I:DJI",
    "queryCount": 1,
    "results": [
        {
            "o": 32198.9,
            "c": 31787.7,
            "h": 32422.100000000002,
            "l": 31786.06,
            "t": 1678428000000
        }
    ],
    "status": "OK",
    "request_id": "333f41f95bfeabcf52a3d092f6801653",
    "count": 1
}

Next, we will explore the Snapshot API endpoint, which offers a comprehensive point-in-time snapshot of market information. This endpoint presents current values, previous close figures, and percentage change values, giving you a clear and concise view of the market's performance so you can quickly gauge market trends and make informed decisions based on real-time and accurate data.

{
    "results": [
        {
            "value": 12927.10525485543,
            "last_updated": 1681314152134854000,
            "timeframe": "REAL-TIME",
            "name": "NASDAQ-100",
            "ticker": "I:NDX",
            "market_status": "open",
            "type": "indices",
            "session": {
                "change": -23.4,
                "change_percent": -0.181,
                "close": 12876.57032244341,
                "high": 13071.97935517626,
                "low": 12873.66013560681,
                "open": 13043.97401702184,
                "previous_close": 12950.47281506255
            }
        }
    ],
    "status": "OK",
    "request_id": "2fa51b3f14baa58faeade010445f7cb6"
}

We provide real-time data and historical data starting from early March 2023. We understand the importance of historical data and are actively looking to acquire and backfill the historical data as soon as possible to further enhance the value of our offering.

Exploring Streaming Data

We provide two types of streaming indices data to suit your needs: Aggregate Bars (per minute) and real-time Values streamed via WebSocket for selected tickers. If you need lightning-fast real-time Indices access to the most up-to-date information this is what you need.

Here’s what a real-time aggregate bar looks like streamed via the WebSocket:

{
  "ev": "AM",
  "sym": "I:SPX",
  "op": 3985.67,
  "o": 3985.67,
  "c": 3985.67,
  "h": 3985.67,
  "l": 3985.67,
  "s": 1678220675805,
  "e": 1678220675805
}

Next Steps

We are thrilled to have launched our Indices API, providing you with access to real-time and historical market data, along with competitive pricing options for every user. With demo code snippets available for Python, Go, and Javascript, you can dive right into utilizing our powerful APIs and supercharge your market insights. Don't wait – indices are currently live and you can get started via our documentation.

Visit our pricing page for more details on our plans, and if you're interested in enterprise pricing, please reach out to our team at sales@polygon.io. Happy exploring!

• 

  Team Polygon

  editor

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