Knowledge Base/Where does Polygon’s Stock data come from?
Where does Polygon’s Stock data come from?
We receive data directly from both SIPs (Security Information Processors) as RAW binary feeds rather than via retransmission or through an intermediary.
We obtain data directly from Security Information Processors (SIPs) in the form of raw binary feeds, rather than through retransmission or intermediaries. This reduces latency and ensures the accuracy and integrity of each transaction across the market. To learn more about SIPs, visit our blog post “Understanding the SIPs”.
Was this article helpful?
Schedule a demo
Talk with our market data experts
Modernizing Wall St.
Reimagining financial market data for the 21st century.
Recommended
Can’t find the answer you’re looking for? Contact our team.
- Title
- Does Polygon offer dark pool data?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- Description
- Yes, we provide dark pool data. If a trade comes through with an exchange ID of 4 (exchange:4) and also has an attached “trf_id” field, it came from a dark pool.
- Title
- Does Polygon Offer International Data?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- Description
- No, we currently only support US markets, but we plan on branching out into international markets in the future.
- Title
- How much historical stock data does Polygon have?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- Description
- We offer historical tick-level data for stocks dating back to 2004. This includes tick-level trades, NBBO (National Best Bid and Offer) quotes, and custom aggregates with a resolution of 1 second.