Knowledge Base/How does Polygon deal with minutes where no trades occurred?
How does Polygon deal with minutes where no trades occurred?
If no trades occur during an aggregate period, no aggregate bar will be generated and for tick data, if no trades occur, no tick data will be available.
This is the same for our tick data, if no trades occur, no tick data will be available either.
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- Title
- How does Polygon create aggregate bars?
- FAQ Tag
FAQ
- Aggregates Tag
Aggregates
- Description
- The conditions that are taken into consideration when creating aggregate bars are quite complex.
- Title
- How does Polygon treat hourly bars when querying regular trading hours (9:30 AM - 4PM EST)?
- FAQ Tag
FAQ
- Aggregates Tag
Aggregates
- Description
- Our aggregates “snap” the time spans to the beginning of each timespan resolution. Snapping a time parameter means changing that time parameter to include a wider range to ensure all the aggregate bars are full.
- Title
- How does Polygon create the OHLCV (open, high, low, close, volume) aggregate bars?
- Stocks Tag
Stocks
- Aggregates Tag
Aggregates
- FAQ Tag
FAQ
- Description
- Polygon uses the “Sale Conditions” attached to each trade to determine if that trade is eligible to update the aggregate