Where does Polygon’s Stock data come from?
Polygon sources stock market data directly from the consolidated SIP feeds, national securities exchanges, alternative trading systems, and third-party data sources.
Polygon sources stock market data directly from the consolidated SIP feeds, national securities exchanges, alternative trading systems, and third-party data sources. The specific sources depend on the product selected, ensuring the data is tailored to meet the customer’s market information needs.
To learn more about SIPs, visit our blog post “Understanding the SIPs”.
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- Title
- Does Polygon offer dark pool data?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- Description
- Yes, we provide dark pool data. If a trade comes through with an exchange ID of 4 (exchange:4) and also has an attached “trf_id” field, it came from a dark pool.
- Title
- Does Polygon Offer International Data?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- Description
- No, we currently only support US markets, but we plan on branching out into international markets in the future.
- Title
- How much historical stock data does Polygon have?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- Description
- We offer historical tick-level data for stocks dating back to 2004. This includes tick-level trades, NBBO (National Best Bid and Offer) quotes, and custom aggregates with a resolution of 1 second.