Knowledge Base/How does Polygon’s feeds handle canceled trades?
How does Polygon’s feeds handle canceled trades?
All trades that occur will be included in our data feed, even if they are later canceled. Canceled trades are indicated by the Trade Correction field ‘e’.
Canceled trades are indicated by the Trade Correction field ‘e’. The aggregates are updated at the end of each day and will reflect any changes made to the open, high, low, close, or volume data if a trade was canceled.
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- 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
- Which timestamps are returned for Polygon’s stock trades and NBBO quotes?
- Trades Tag
Trades
- Quotes Tag
Quotes
- FAQ Tag
FAQ
- Description
- We return a UNIX UTC/GMT nanosecond timestamp for each trade and quote.
- Title
- Can I execute trades through Polygon’s platform?
- FAQ Tag
FAQ
- Description
- Unfortunately, no. We do not provide a platform for executing trades. We are a market data provider specializing in providing real-time and historical Stock, Forex, Crypto, and Options data to individual users as well as businesses.