Knowledge Base
Stocks
- Title
- What are pro and non-pro classifications for Polygon’s stock data?
- FAQ Tag
FAQ
- Stocks Tag
Stocks
- Business Tag
Business
- Description
- Polygon.io serves both professional and non-professional users. However, there are a few differences between the two statuses.
- 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 data does Polygon have for financial 10K and 10Q reports?
- Stocks Tag
Stocks
- Reference Data Tag
Reference Data
- Financials Tag
Financials
- Description
- In 2009, the SEC (Securities and Exchange Commission) mandated that all financial 10K and 10Q filings must be filed in XBRL (eXtensible Business Reporting Language) format
- Title
- Why are ticker symbols with dashes ‘-’ not showing in Polygon’s system? Example - BRK-A
- Stocks Tag
Stocks
- FAQ Tag
FAQ
- Reference Data Tag
Reference Data
- Description
- We use the same ticker symbol layout as the SIPs. For any ticker symbol that has a “-” dash, we replace that with a “.” dot.
- Title
- Does Polygon offer pre-market and after-hours data?
- Stocks Tag
Stocks
- FAQ Tag
FAQ
- Description
- Yes, we provide data for every trade that occurs, including during pre-market and after-hours. Our tick-level market data streams during these extended hours as well.
- Title
- Is Polygon’s stock data adjusted for splits or dividends?
- FAQ Tag
FAQ
- Stocks Tag
Stocks
- Description
- Yes, we support historical market data that is both adjusted and unadjusted for splits.
- Title
- Where does Polygon’s Stock data come from?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- FAQ Tag
FAQ
- Description
- We receive data directly from both SIPs (Security Information Processors) as RAW binary feeds rather than via retransmission or through an intermediary.
- Title
- Does Polygon have an endpoint that returns the latest trades, quotes and aggregates in one request?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- Aggregates Tag
Aggregates
- Description
- Yes, we have a group of endpoints called Snapshots that return a ‘snapshot’ of the market for a single ticker, a group of tickers, or all tickers on the market.
- Title
- How does Polygon create the OHLCV (open, high, low, close, volume) aggregate bars?
- Stocks Tag
Stocks
- Aggregates Tag
Aggregates
- FAQ Tag
FAQ
- Description
- Polygon uses the “Sale Conditions” attached to each trade to determine if that trade is eligible to update the aggregate
- Title
- How does Polygon handle ticker changes and acquisitions?
- FAQ Tag
FAQ
- Reference Data Tag
Reference Data
- Stocks Tag
Stocks
- Description
- Our market data is point-in-time, meaning the data is returned as it happened on a specific date.
- 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.
- Title
- What are the different types of dividends that Polygon supports?
- Reference Data Tag
Reference Data
- Stocks Tag
Stocks
- Description
- We include four different types of dividends in our data: regular dividends that are paid and/or expected to be paid on a consistent schedule (CD), special cash dividends that are infrequent or unusual and may not be expected to occur in the future (SC), long-term capital gain distributions (LT), and short-term capital gain distributions (ST).
- Title
- What are the different types of tickers that Polygon supports?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- Description
- When investors think of stocks, they typically think of publicly listed shares of a company traded on a stock exchange.
- Title
- What does Polygon use for Sector?
- Reference Data Tag
Reference Data
- Stocks Tag
Stocks
- Description
- We use the Standard Industrial Classification (SIC) code to provide sector information.
- Title
- What is the difference between weighted shares outstanding and share class shares outstanding?
- Stocks Tag
Stocks
- Reference Data Tag
Reference Data
- Description
- Outstanding shares refer to the stock currently held by investors, including shares held by the public and restricted shares owned by company officers and insiders.
- Title
- What symbols/exchanges are included in Polygon’s data?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- Options Tag
Options
- Description
- We support the entire US equities market as well as the entire US options market.
- Title
- Does Polygon offer any technical indicators?
- Data Coverage Tag
Data Coverage
- Stocks Tag
Stocks
- Reference Data Tag
Reference Data
- Description
- Yes, Polygon offers RESTful endpoints for four of the most common technical indicators.
- 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 Level 2 data?
- Data Coverage Tag
Data Coverage
- Crypto Tag
Crypto
- Stocks Tag
Stocks
- WebSockets Tag
WebSockets
- Description
- No, we currently do not provide level 2 market depth information for stocks.
- Title
- Does Polygon provide the filing date for any financial reports?
- Data Coverage Tag
Data Coverage
- Financials Tag
Financials
- Reference Data Tag
Reference Data
- Stocks Tag
Stocks
- Description
- Yes, we provide 10K and 10Q financial reports for all US-based companies through our Stock Financials endpoint. We source this data directly from the SEC Edgar database.
- Title
- How can I get the daily prices for all stocks using Polygon’s market data?
- Stocks Tag
Stocks
- Aggregates Tag
Aggregates
- Description
- You can use our Grouped Daily endpoint to get a list of all daily aggregates for each ticker on the market. The Grouped Daily endpoint returns the daily open, high, low, and close (OHLC) values for every ticker in the stocks/equities markets.
- Title
- Stock Trade Conditions
- Stocks Tag
Stocks
- Description
- Stock Trade Conditions
- Title
- Why does volume return as a FLOAT value from the Aggregates Endpoint?
- Stocks Tag
Stocks
- FAQ Tag
FAQ
- Description
- These decimal values are entirely normal when requesting adjusted data for stocks that have split.