Introducing

Release Notes - December 2023

Dec 13, 2023

Welcome to our December release notes! In this update, we're rolling out second-level aggregates to our WebSocket API, adding new cryptocurrencies, and reducing data latency for stocks. Additionally, we've integrated our system monitoring with our public Slack for instant updates. Don't miss our latest case studies and tutorials, including a real-time stock market monitoring tool and a D3.js Treemap visualization, all leveraging Polygon.io's robust API capabilities.

New Features

Explore our latest offerings, including expanded second-level aggregates across our APIs, new cryptocurrency tokens, and enhanced WebSocket API features.

Second Aggregates

In our September 2023 update, we introduced second-level aggregates in our Aggregates API endpoint, enhancing data granularity across Stocks, Options, Indices, Forex, and Crypto. This expansion enables anyone to access and analyze market data in more precise, second-by-second intervals on select plans.

from polygon import RESTClient

client = RESTClient()

aggs = []
for a in client.list_aggs(
    "AAPL",
    1,
    "second",
    "2023-12-10",
    "2023-12-10",
    limit=50000,
):
    aggs.append(a)

print(aggs)

Building on this advancement, we are excited to extend the same level of detail to our WebSocket API. While Stocks and Options have already been benefiting from streaming second-level aggregates, we are now including Indices, Forex, and Crypto in this offering.

from polygon import WebSocketClient
from polygon.websocket.models import WebSocketMessage, Market
from typing import List

client = WebSocketClient(market=Market.Crypto)

# Aggregates (per second)
client.subscribe("XAS.*") # all crypto pair
# client.subscribe("XAS.BTC-USD")
# client.subscribe("XAS.BTC-EUR")
# client.subscribe("XAS.ETH-USD")

def handle_msg(msgs: List[WebSocketMessage]):
    for m in msgs:
        print(m)


client.run(handle_msg)

This integration ensures complete coverage and consistency between our Aggregates API and WebSocket API, providing high-resolution consistent data across all market segments. This update signifies our commitment to delivering comprehensive, real-time market data solutions, tailored to the evolving needs of our technical audience.

Expanding Crypto Offerings

We have expanded our cryptocurrency data coverage by adding new tokens to our platform. These include dYdX (available pairs

and ), Sei (pairs and ), and Virtua (pairs and ). We are actively continuing our efforts to expand our crypto offerings and plan to add more tokens as suggested by our user community that provides everyone with relevant and comprehensive market data for effective trading and analysis.

Improvements

We have made significant enhancements across the platform, including reduced data latency, a new Chicago data center, and upgraded system monitoring with Slack integration.

Reducing Data Latency

In our continuous effort to improve the efficiency and responsiveness of our platform, we have reduced the latency for newly generated Stocks minute bars to be emitted from 2 seconds to 1 second in our Aggregates API. This improvement is a result of infrastructure upgrades and performance optimizations, enhancing the timeliness of our stock data delivery.

Chicago Data Center

We are excited to share that Polygon.io is expanding with the addition of a new data center in Chicago. This expansion is set to further enhance the performance and reliability of our platform. More detailed updates on this development will be shared soon!

System Monitoring

In our September release, we introduce our new system monitoring app, designed to enhance transparency and provide real-time updates on our platform's health. Users have been able to sign up for alerts and notifications through their preferred channels, including email, text, Slack, Atom, or RSS feeds.

Continuing our efforts to improve communication, we have taken another significant step and integrated this system with our public Slack #support channel. This means that any events or important updates about our platform will be directly notified to all members of our public Slack community. This enhancement is aimed at fostering an even more connected and informed user base, ensuring that everyone on our Slack channel receives immediate and accurate information about any events as they happen.

Fey Case Studies

Discover how Fey, a rising star in fintech, transformed their product's capabilities using Polygon.io's commercial products. Dive into our latest case study to see how we're powering innovation in finance.

Tutorials

Here's our new tutorials on building real-time stock market monitoring tools and creating interactive market visualizations using Polygon.io's APIs.

Building a Unix top-inspired Tool to Monitor the Stock Market in Real-Time

In this tutorial, we will learn how to build a real-time stock market monitoring tool using Python and Polygon.io's API, inspired by Unix's top command, to process and visualize streaming trade data across the US stock market.

Mapping Market Movements with Polygon.io and D3.js Treemap

In this tutorial, we will learn how to create an interactive Treemap visualization of stock market conditions using Polygon.io's Snapshot API and D3.js.

Next Steps

Thank you for exploring our December release notes. We're excited to bring these enhancements and new features to you, from advanced API capabilities to expanded crypto offerings and improved system monitoring. As we wrap up an exciting year, we look forward to seeing how these updates empower your trading and analysis in 2024.

Your feedback continues to drive our innovation, and we can't wait to share more advancements with you in the coming year. Here's to a successful and transformative 2024 at Polygon.io!

• 

  Team Polygon

  editor

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