What is the function of the limit parameter in Polygon’s Aggregate Endpoint?
Our Aggregates endpoint has a limit parameter that limits the number of base aggregates queried to create the aggregate results.
The base aggregate would be the timespan used in the query. When querying minute or hourly aggregate bars, the limit parameter has a base of minutes. The maximum number of results returned is 50,000 results. This means that when querying minute bars with the maximum limit, you are querying 50,000 minutes’ worth of bars. This is approximately 1.5 months’ worth of minute bars. If you are querying a larger time frame, you may see gaps in the aggregate response. To avoid this, we recommend limiting any minute or hourly aggregate bar requests to 1-month time frames per query. You can read more about this process in our blog post - Aggregate Updates
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