Knowledge Base/Does Polygon have per second aggregates available?
Does Polygon have per second aggregates available?
Yes, we provide per second aggregates in real-time through our Stocks WebSocket feed.
You can learn more about our Stocks WebSocket feed through our documentation.
If you wanted to create historical per second aggregates, you would need to use the raw trades from our Trades endpoint to create your own per second aggregates. You can use our Conditions endpoint to see which ‘Sale Conditions’ are used to update aggregate values.
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- Aggregates Tag
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- FAQ Tag
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- Aggregates Tag
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- FAQ Tag
FAQ
- Aggregates Tag
Aggregates
- Description
- The conditions that are taken into consideration when creating aggregate bars are quite complex.