Introducing
Oct 4, 2019
We believe that developers are shaping the future of fintech, and we want to continue to be on the forefront of providing the data necessary to continue innovating. We have been striving to provide our users with the highest quality data APIs in order to streamline the development process with a data source you can trust and ease of implementation.
With that being said, we are excited to have launched our V2 Tick API.
Our beta users have given us much praise for the improvements we’ve been able to deliver with v2, and we are certain that these revisions will eliminate the problems some of you may have experienced with v1 of the tick api. We are confident that v2 is fully tested and robust, and ready for production use.
V2 is available now, with updates on the following:
Schema improvements:
- Nanosecond SIP Timestamps
- Exchange/Participant Timestamps
- TRF Timestamps
- Sequence Numbers
- Trade IDs
- NBBO Indicators
- SIP Tape ( A, B, C )
Other Improvements:
- 100% Data accuracy
- No missing dates/time windows
- Reversible querying (Find NBBO/Last Price at given timestamp)
Data for each set will go back to 2000. Currently trades are filled back to 2003, while NBBO is back to 2015. They will continue to backfill until they are completed by Oct 4, 2019.
You can find our V2 endpoint documentation here.
We’ve also added the trade condition matrix table that you should reference when calculating OHLCV from the raw trade data. This can be found here.
If any part of this update has made your life easier, please show us some love on Twitter (@polygon_io).
Thanks for using Polygon.io
Jack Bell
jack
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