Knowledge Base/Aggregates
Knowledge Base
Aggregates
Dive deep into the world of Open, High, Low, Close, and Volume data with Polygon.io. This category is pivotal for those analyzing market trends, offering comprehensive and detailed insights into price movements, trading volumes, and market dynamics. It's an invaluable resource for understanding the nuances of financial markets and making informed decisions.
- Title
- Why are there missing aggregates in Polygon’s data?
- Aggregates Tag
Aggregates
- Trades Tag
Trades
- FAQ Tag
FAQ
- Description
- We do not populate an aggregate unless the Open, High, Low, Close values changed or there were eligible trades that occurred during that aggregate period.
- Title
- Does Polygon have per second aggregates available?
- Aggregates Tag
Aggregates
- WebSockets Tag
WebSockets
- Description
- Yes, we provide per second aggregates in real-time through our Stocks WebSocket feed.
- Title
- How does Polygon deal with minutes where no trades occurred?
- FAQ Tag
FAQ
- Aggregates Tag
Aggregates
- Description
- 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.
- Title
- Why am I receiving a late aggregate bar through Polygon’s WebSockets?
- Aggregates Tag
Aggregates
- WebSockets Tag
WebSockets
- FAQ Tag
FAQ
- Description
- Aggregate bar delays are intentional and designed for quality assurance purposes on our end.
- Title
- What is the function of the limit parameter in Polygon’s Aggregate Endpoint?
- Aggregates Tag
Aggregates
- REST Tag
REST
- Description
- Our Aggregates endpoint has a limit parameter that limits the number of base aggregates queried to create the aggregate results.
- Title
- Does Polygon have an endpoint that returns the latest trades, quotes and aggregates in one request?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- Aggregates Tag
Aggregates
- Description
- Yes, we have a group of endpoints called Snapshots that return a ‘snapshot’ of the market for a single ticker, a group of tickers, or all tickers on the market.
- 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 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
- 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 can I get the daily prices for all stocks using Polygon’s market data?
- Stocks Tag
Stocks
- Aggregates Tag
Aggregates
- Description
- You can use our Grouped Daily endpoint to get a list of all daily aggregates for each ticker on the market. The Grouped Daily endpoint returns the daily open, high, low, and close (OHLC) values for every ticker in the stocks/equities markets.
