Posts in equities

More posts in equities

whats in a market cap Feature Image
equities

What’s in a Market Cap?

How do you calculate market cap? The formula to calculate market cap is share price x weighted shares outstanding, where weighted shares outstanding represents the equivalent number of shares of a particular share class that equates to the whole company.

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announcement

Polygon Integrates Nasdaq Basic

Today, we’re proud to announce a new initiative with Nasdaq to integrate Nasdaq Basic data into the Polygon market data platform as an add-on to our Stocks Business offering. Stocks Business with Nasdaq Basic offers a comprehensive National Best Bid and Offer (“NBBO”) alternative to consolidated market data, and includes all of the U.S. equities price, reference, and fundamental data needed to build your next financial application. Stocks Business + Nasdaq Basic makes all of this data accessib

aggregate bar delays Feature Image
equities

Understanding Aggregate Bar Delays

Sometimes users reach out to us confused about why they receive an aggregate bar late or twice through our WebSocket feed. This behavior is intentional and designed for quality assurance purposes on our end, here’s why: Trades are occasionally sent to us late. FINRA, for example, has up to 15 minutes to report a trade that happened on any of the dark pools. We deal with these delayed trades differently for second and minute aggregates. Second Aggregation: For sec

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equities

Understanding the SIPs

At the core of the securities markets in the U.S. lies the Securities Information Processors (the “SIPs”). The history of SIPs goes back to 1975 when Congress established the concept as part of its 1975 amendments to the Securities Exchange Act of 1934 (the “Exchange Act”) to help establish a national market system for the trading of securities. The SIPs essentially link the U.S. markets by processing and consolidating all bid/ask quotes and trades from every exchange (i.e., core data) into one

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announcement

Changes to Aggregate Feed

We are making a couple small changes to the aggregate feed tick schema. We are removing a few less useful attributes, and adding some that have been much requested. The updated schema will begin streaming this upcoming Monday ( July 23rd, 2018 ).

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Polygon Team

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api

Aggregate Stream Optimizations

We have changed both channels to only broadcast updates on the tickers which have actually had trades in that timespan. Which means the average is ~1000 ticks/second instead of ~8000. This allows better throughput, and less processing messages of tickers that have not changed.

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Polygon Team

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