From the blog

Read about the latest news, updates, and case studies

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tutorial

Hunting Anomalies in the Stock Market

This tutorial demonstrates how to detect short-lived statistical anomalies in historical US stock market data by building tools to identify unusual trading patterns and visualize them through a user-friendly web interface.

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release notes

Release Notes - September 2024

Explore the latest enhancements and tutorials in our September 2024 release notes, featuring new data center operations, advanced API functionalities, and comprehensive educational content designed to elevate your experience with Polygon.io.

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announcement

Announcing the Polygon.io Partner Program

It’s no secret we love Developers. 💜  We are always looking at ways to better collaborate, support, and recognize stellar ambassadors in our community. Today, we are excited to kick off the Polygon.io Partners program. We’d love for you to be a part of it.

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release notes

Release Notes - April 2024

Polygon.io enhances platform capabilities with the launch of Flat Files now included with paid plans at no extra charge, significant progress on the Chicago data center, new integrations with everviz and QuantConnect, and valuable tutorials for using Flat Files and managing data streams efficiently.

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featured

Integration: QuantConnect

We are excited to announce our integration with QuantConnect! This offering empowers users with state-of-the-art research, backtesting, parameter optimization, and live trading capabilities, all fueled by the robust market data APIs and WebSocket Streams of Polygon.io.

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case study

Case Study: Fey

Discover how Fey, a rising star in fintech, transformed their financial application's capabilities with Polygon.io's API services. Dive into our latest case study to see how we're powering innovation in finance.

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Financials API Glossary of Fields

An individual financial report can have data points specialized for a certain industry, or even a specific company. To make the data more user-friendly and comparable across reports, we parse the XBRL and map tags to the generalized financial concepts that we return in our API.

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announcement

Release Notes - July 2023

We've been hard at work introducing new features such as our Universal Snapshot API, a Polygon plugin for ChatGPT, and Indices data. We've also made a number of improvements to our services and have some exciting case studies and tutorials to share with you.

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case study

Case Study: Algorithmic Trading With Go

In this case study, we are excited to share an insider's perspective and look under the hood of how a Polygon.io customer built an automated retail trading bot that is capable of monitoring the entire stock market in real-time.

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announcement

Indices Data Has Arrived

We are excited to announce the launch of the Indices API endpoints, offering real-time and historical market data for over 11,400+ Indices, including the S&P 500, Dow Jones Industrial Average, Nasdaq-100, and the VIX. With access to comprehensive market data, businesses and individual investors can make informed decisions in today's rapidly evolving financial markets. We have brought the same low-latency and developer-centric API design of our

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announcement

Simplifying Data Access with CSV Support

We are excited to announce the launch of CSV support for our REST APIs. You can now choose between JSON and CSV formats when making requests to our platform for Stocks, Options, Forex, and Crypto market data. With the addition of CSV support, you no longer need to transform or convert the data manually, which makes working with financial data more accessible. In this blog, we will walk you through the new feature, provide examples, as well as links to our docs for reference. Getting Started By

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announcement

Release Notes - March 2023

What's new at Polygon? Indices data, CSV support and improved company financials are just a few of the things we've added to the platform over the last few weeks. Read more about our recent feature launches and improvements.

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regulation

Vendor Display Rule

Broker-dealers need to use full SIP data on screens where trades can be implemented. FINRA may impose fines if the Vendor Display Rule isn't followed.

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api

Introducing Options Chain Snapshot API

Level up your trading game by getting the most up-to-date price data for an asset's entire options chain in a single API call. Sort and filter by every aspect of an options contract. Get the latest price changes, greeks, and implied volatility for each option in the chain, delivered through a lightening fast API. Our new Options Chain Snapshot API makes it easy to get

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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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case study

Case Study: Birdwingo

Birdwingo recently launched their mobile investment application, bringing an innovative twist to the traditional retail-brokerage landscape by allowing Gen-Z and millennial users to align their investments with their personal convictions. The first of its kind to the European market, Birdwingo provides Gen Z and Millennials a platform to discover companies and build investment portfolios that align with and reflect their personal values ​​and preferences. "We want to

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announcement

OTC Stocks Have Arrived

We've just rolled out OTC data to every stocks plan on the Polygon platform. No additional subscription is needed, just query any OTC ticker from our REST or WebSocket APIs and get data for all US OTC venues.

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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

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OTC Upcoming Changes

We’re excited to announce that Polygon is bringing its easy to use, accessible APIs to the world of Over The Counter (OTC) traded equities.  In this post we’ll tell you more about the new features and what API changes to expect. Background on OTC Market Trading in OTC securities offers a comparatively small but important market compared to traditional exchange traded stocks.  OTC traders can gain exposure to major international firms such as TenCent, Nintendo, and Danon through American Deposit

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case study

Case Study: PlutoHQ

About Pluto: Pluto brings Web 3.0 to retail equities investing, enabling creators and investors to maximize profits across their investment strategies, insights, and ideas. Pluto’s Mission Pluto will bring the power of automated investing to retail traders of all backgrounds. Pluto empowers anyone to become a successful trader by removing complexity and creating a powerful and accessible suite of tools. Pluto and Polygon.io Pluto makes it easy for any investor to design, backtest, and dep

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options

Greeks and Implied Volatility

Greeks and implied volatility are measures used by options traders to quantify risk. While rolling out our options products alpha, we received many requests to expose these in an API. After much research and hard work, we are excited to present, among other products, our new Options Snapshot API , which calculates Greeks and implied volatility on demand for a given contract. In this article we will discu

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api

Introducing Stock Options APIs

We’ve just launched a new set of Stock Options APIs that change the game for options trading.  We’re making available real-time trade and quote data from the full OPRA feed, as well as custom aggregate bars, greeks, open interest, and years of tick-level historical data for the entire stock options market. Real time, full market data on every active options chain — check. Custom aggregates of any duration down to 1 minute — check. 5+ years of historical tick-level data — check. Self-serve sign-

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stock options

How to Read A Stock Options Ticker

Just like stocks, every option has a unique ticker symbol. There are 4 separate parts to an option ticker. These include the underlying stock ticker, the expiration date, the type of option (call or put), and the strike price.

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case study

Case Study: r/WallStreetBets

If I had told you a year ago that amidst a global pandemic, an online community of retail traders would take down a multi-billion dollar hedge fund, would you believe me? Probably not, and that is perfectly reasonable. This pandemic has led to some unprecedented market events. I suppose we can assume this is because everyone was bored quarantining at home and more willing to speculate on the market with their stimulus checks. The increase in retail investors from all around the world helped the

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case study

Case Study: Tickblaze

Tickblaze is one of the world’s most advanced platforms for professional quants and active traders.  Armed with a modern, sleek, and customizable interface, terabytes of historical data and a robust API for developing trading strategies, they’re taking on the most sophisticated trading platforms.  Tickblaze is setting the new standard for automated trading software, and they’re backed by world-class financial market data from polygon.io. Tickblaze is a desktop platform that allows quants to de

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announcement

New Stock Financials API

We’ve just dropped our new Financials API featuring company financials sourced directly from SEC filings. We’ve standardized annual and quarterly company filings into fundamental accounting concepts that are easy to use and compare across companies and industries.

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announcement

New Point-in-Time Tickers API

Our new point-in-time tickers API is available on an experimental basis. We've added nightly data syncs, pagination, and the ability to query by date. With the added date dimension, you can query the historical info of a single ticker or get an overview of all tickers actively traded on that date.

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announcement

Announcing WebSocket Docs V2

Updated User Interface We've updated the user interface on our WebSocket documentation according to our latest design patterns. An updated wscat example makes connecting to streaming data from stocks, forex, and crypto as easy as 1,2,3.  New inputs make it easier to define parameters, and the updated scrolling behavior ensures everything you need is always within view. Better Content & Examples Channel, parameter, and response attribute descriptions now have

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Aggregate Data API Improvements

We have been working on improving our Aggregate Pricing Data APIs and with that comes some corrections to existing behavior. The biggest change is how we handle the timespan parameters from and to respective to the aggregate rollup parameters multiplier and resolution. This article begins by explaining some existing behavior that has not changed, then leads into the timespan changes. Tl;dr The time parameter behavior has been changed to be simpler and matches our original intent of the API. Try

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announcement

Free Data APIs and a New Dashboard

Today we’re announcing two major updates to make Polygon.io even more accessible to developers: free data and a new developer dashboard for all polygon.io subscribers. Starting today all accounts will have access to free end of day data. Free Data Free data tiers allow developers to sign up and start using our APIs instantly. No credit card required. Starting today all accounts will have access to end of day U.S. equities, forex, and crypto data, including 2 years of historical data at minute

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Polygon Team

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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

Open Sourcing Docs & Issues

We've decided to open source our swagger docs and make issues public to encourage community participation, improve the documentation, and expedite issue resolution. GitHub Issues https://github.com/polygon-io/issues The goal of this repository is to provide a feedback loop where users can see their issue assigned and track its progress to see how it fits into the rest of the work going on at any given time. GitHub Swagger UI https://github.com/polygon-io/ui-swagger Anyone can now view and

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faq

Understanding Professional Status

U.S. stock exchanges like NYSE, Nasdaq, and others require data vendors such as us to collect and maintain personal information and employment information for some of our Stock API data recipients. The fees for the market data that are assessed to data vendors depends on how individual subscribers classify themselves as either Non-Professional Subscribers or Professional Subscribers, as defined below. Per exchange policies, you are considered a Professional Subscriber until you are qualified as

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Our New HQ

Creating a space with the proper atmosphere is crucial for encouraging productivity and creativity. Our previous location at Atlanta Tech Village was an amazing beginning. It gave us everything a startup could ask for while developing a new product and eliminating the excess worries for resources & amenities. Our original space at ATVWhile ATV gave us a great start, we wanted a place we could call our own. So we began searching for a new location in late September, 2019. We wanted a modern, lof

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update

Client Library Updates

Hi everyone! Just wanted to give a brief update regarding the status of the Client Libraries we posted about a few months ago. Since we reached out to our community, several talented developers have stepped up and contributed quality SDKs to our Github . These should help the process of connecting to our RESTful & Websocket APIs [https://polygon.io/do

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case study

Case Study: Bradley University

Market data is a driving factor in today’s world of finance. We are so often used to associating it with the corporate world, we sometimes forget the useful and important role it can play in educating our world’s future generation of financial professionals. This is why we were excited when Bradley University , a top-ranked institution founded in 1897, reached out to Polygon.io about building a state of the art ticker-tape display in their new Business Analytics Lab, where

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Polygon Team

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20 Startups to Watch in 2020

We are thrilled to have been selected for Atlanta Inno's top 20 startups to watch in 2020! Huge thanks to Atlanta Inno for awarding us and giving us recognition for the work we've accomplished, and the contributions we've made to the market data space. Also thanks to all of our users who contribute to our success and push the boundaries of innovation. We're excited to continue breaking ground and providing quality data apis for the development community in 2020. To read the article and check

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breaking

Action Required: V1 Aggregates, Historic Trades, and Historic Quotes APIs will be Deprecated on 01/01/2020

Our V1 Aggregates, Historic Trades, and Historic Quotes APIs will be deprecated by the end of this year in favor of V2 Aggregates, Historic Trades, and Historic Quotes APIs beginning 01/01/2020. Customers can continue to use the V1 endpoints until 12/31/2019. We will also continue to offer support for the V1 endpoints until 12/31/2019. Our V2 APIs are built from the ground up and will give customers more flexibly and better service moving forward. We encourage users to switch to using the V2 e

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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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announcement

Free Forex accounts closing soon

We posted a couple months ago that free forex accounts were no longer available, and that current free accounts would be closing soon. Now that the new forex integrations are complete, we must begin paying license fees per user, per month. Which means we can no longer offer forex data freely to users. When: Free forex accounts will lose access to real-time data streams and API calls starting on: 1st of July, 2018 The accounts and their API keys will not be disabled or deleted, however will no

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Polygon Team

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announcement

Planned outage 5/25/18-5/26/18

We will be moving datacenters this weekend ( after market hours ) to the Equinix datacenter in NJ. There are many benefits to the move, however it will require downtime during the transition. The transition will start after market close on May 25th @ 20:00ET. The transition is expected to be completed by EOD May 26th. If for any reason this will not be the case, we will send out email updates with the status and updated ETA. Thanks - Polygon Team

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forex

Addition Forex Banks

We have added an additional cluster of Forex banking institutions. Due to adding this, and plans to add more, we have modified the schema of the forex ticks to include the exchange ID. This will be valuable when looking at the prices between forex banking institutions. The Forex schema will be updated April 17, 2018. Since this is a schema addition, and not editing/removing a key, we expect the impact to be low on client application logic. Thanks,

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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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critical

Schema Updates

We are updating the schemas of the TRADES and QUOTES real-time data feeds. All other real-time feeds, and APIs will stay as they are currently. We are changing the schema of the trades/quotes for smaller and only unique per tick data attributes. This will make the messages smaller, enabling less bandwidth and less processing per tick for encoding/decoding the JSON. New schema ticks will start streaming on market open, Monday, January 29th. Current Trade Schema: { sym: 'MSFT', // Symbol sym

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api

Consolidated Crypto Feed

Polygon.io aggregates the top crypto exchange trades into 1 feed with a standard format. This means you can have a view of the entire crypto market with 1 simple feed. Giving you the most accurate and up to date pricing across the entire market.

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Polygon Team

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infrastructure

Infrastructure Upgrades

Over the past 2 weeks we have made several infrastructure changes and upgrades. The changes touched almost every part of the system, therefor you may have noticed breif latency spikes up to 200ms. However we tried to keep the upgrades completely transparent. The upgrades allow for us to add real-time data feeds more easily, with less latency and better message delivery guarantees. Which means better APIs and more data streams for you. Below are some details for the techies who are interested.

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Polygon Team

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announcement

We have a blog!

We finally had the time to create a blog. The main goal for the blog is to have a more standard way of communicating changes, new features and other important details. We also hope to blog about some technical tidbits when time permits. Be sure to subscribe so you get notifications on future posts

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