How much data is streamed through Polygon’s WebSockets?
We stream our market data exactly as we receive it. Every single trade and NBBO quote is sent in real-time through the WebSockets.
As long as you can consume the data fast enough, you can consume the entire US equities universe of trades, NBBO quotes and aggregates in one WebSocket connection. US Stocks Trades: Average ~2000 messages per second Quotes: Average ~8000 messages per second Currencies Quotes: Average of ~400 messages per second Crypto Trades: Average ~45 messages per second L2 Quotes: Average ~600 messages per second L1 Quotes: Average ~200 messages per second Options Trades: Average ~ 300 messages per second Quotes: Average ~ 300,000 messages per second It is important to keep in mind that each message can contain multiple events.
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- Title
- How many Polygon WebSocket connections can I use at one time?
- FAQ Tag
FAQ
- WebSockets Tag
WebSockets
- Description
- Each account comes with access to one simultaneous WebSocket connection per cluster.
- Title
- Why am I “not authorized” when attempting to connect to Polygon’s WebSockets
- WebSockets Tag
WebSockets
- FAQ Tag
FAQ
- Description
- Our WebSockets are only available through our paid subscriptions. If you receive a “not authorized” message, you’ll need to upgrade your account to access the WebSockets.
- Title
- How many tickers can you subscribe to on a single Polygon WebSocket connection?
- FAQ Tag
FAQ
- WebSockets Tag
WebSockets
- Description
- There is no limitation on our side to the number of tickers you can subscribe to at once as long as you can consume the data fast enough.