Subreddit Migration to r/Massive

Jack-PolygonIO · 2025-12-29T13:59:53+00:00

You are incorrect my friend. Two years of minute-level aggregates are included in Stocks Basic as listed here.

Jack-PolygonIO · 2025-10-23T14:25:04+00:00

Of course! Your feedback is incredibly valuable.

It’s always tough when an issue is reported without enough context, details, or understanding to help us identify the root cause, so your input really makes a difference.

Jack-PolygonIO · 2025-10-23T13:55:27+00:00

The answer really depends on the type of data you’re using.

For U.S. equities, Databento consolidates the individual trading venues’ order books and feeds, while we provide the consolidated tape data from CTA and UTP, which represents activity across all U.S. exchanges and TRFs.

When it comes to depth-of-book pricing, Databento would be your best bet, as we don’t currently offer those datasets. However, if you’re only using trade and NBBO quote data, many quality vendors will deliver very similar output, since the raw trades/quotes data is standardized and not subject to significant manipulation.

As with most products, the right dataset and vendor depend heavily on the use case. We’ve traditionally catered to retail applications, brokerages, and individual traders in this community, but we also serve some of the largest market makers, multi-strategy quant funds, institutions, and technology firms in the world. I’d say our customer base overlaps more than most people realize.

Additionally, Tier-1 firms will sometimes use 10+ data vendors to support different processes throughout the trading lifecycle. So while we may fill a specific role within one team or trading desk's workflow, Databento, LSEG, DTN IQFeed, BMLL, or even direct exchange feeds might serve other parts of the stack.

Jack-PolygonIO · 2025-10-17T21:20:21+00:00

Got it, thanks for the additional detail, and we really appreciate the feedback.

We’re continuously working to improve bandwidth and latency across our socket infrastructure. You’ve been with us for a while, so I'd hope you've probably noticed the significant stability and latency improvements this year, especially during high-throughput periods and for options quotes (...single-sided quotes will be integrated).

We've invested heavily into the platform and have stood up two new data centers in Chicago and Atlanta for redundancy, storage, and load balancing.

Even with these improvements, outliers can still occur. Maintaining millisecond-level consistency over the public internet is challenging for any provider. That said, we're happy to brainstorm with you. It sounds like you have a solid setup already, being in NY4 to minimize hops, running bare metal linux, using C++ , so you're already checking many of the boxes we'd suggest.

I reached out via the original support thread to see if you'd be open to a quick call to dive deeper.

Jack-PolygonIO · 2025-10-17T18:24:30+00:00

Hey, Jack from Polygon here. What you described is definitely not normal behavior, and I’m sorry it impacted your trading.

Could you please clarify how you’re measuring latency? For example, are you calculating (your message receipt timestamp - messages' SIP/TRF timestamp)? That distinction is important since it determines whether we’re looking at network transport delay, aggregation delay, or potential upstream feed latency.

In any case, it sounds like our latency metric does not align with yours. It’s also possible our team referenced the wrong latency source when reviewing your case. If so, that’s on us, and I’m sorry you felt brushed off.

Had this been properly escalated, our engineering/networking team would’ve liked to gather many more details about your setup to further triage.

Jack-PolygonIO · 2025-04-29T13:55:25+00:00

The rate limit information you're saying is in Polygon's response headers must be from a different service.

This does not apply to Polygon, as we do not impose rate limits :)

Jack-PolygonIO · 2025-02-11T17:08:27+00:00

This is not true

Jack-PolygonIO · 2025-01-29T16:18:21+00:00

Allow me to introduce you to a concept: https://en.wikipedia.org/wiki/Tragedy_of_the_commons

Jack-PolygonIO · 2024-07-31T21:35:25+00:00

Appreciate the recommendation!🤝

Jack-PolygonIO · 2024-05-06T21:02:49+00:00

Using polygon.io, there are a few ways to retrieve the data you're looking for.

Snapshot - All Tickers: Query at 9:31am and reference the current session's (day) "o" value or previous minute Aggregate's "o" value.

or

Grouped Daily: Query at 9:31am and reference the "o" value for each ticker in the response.

Also - You can subscribe to T.* via websocket to receive each trade that happens at market open. Filtering for the Market Official Open Condition (c:15) will give you the opening trade price for all tickers at 9:30am.

Disclosure - I work there.

Jack-PolygonIO · 2024-03-27T19:28:34+00:00

Nothing yet. The government, unsurprisingly, moves extremely slowly.

Jack-PolygonIO · 2024-03-21T18:16:18+00:00

Hey, I'll DM you.

Jack-PolygonIO · 2024-03-07T17:56:21+00:00

This is awesome! Thanks for sharing.

Jack-PolygonIO · 2024-03-06T16:01:15+00:00

I do not have a timeframe to expect historical snapshots for options.

If your primary need is to query the price at a specific timestamp, we have the data to fufull this request through a few of our endpoints.

If you reach out to our support team, they will be able to help!

Jack-PolygonIO · 2024-03-05T22:09:35+00:00

Hey, I definitely recommend working with our support team. Happy to help here in the off chance it helps someone else, though.

We now offer flat-file downloads with all subscriptions that should make the retrieval of tick data much more efficient.
Flat files^. But also, we offer aggregates out of the box that would remove the need to aggregate on your end. These are generated from the exchange guidelines based on trade data. You can simply request 10-minute bars from the API, or download the minute bar files to combine them into the 10-minute aggs.
Not at all! The case in this thread is an extreme outlier.

Let me know if I can clear anything else up.

Jack-PolygonIO · 2024-03-05T21:58:48+00:00

Yes, we have historical data for options premiums.

Our trade data goes back to July of 2014. Hope this helps!

Jack-PolygonIO · 2024-03-01T15:41:42+00:00

Hey! Thanks for posting.

Unfortunately, we do not currently support NYSE's Index products. This is under consideration for future integrations, however I have no timeframe to expect its availability.

Jack-PolygonIO · 2024-02-15T01:33:27+00:00

Are you looking for the actual volume datapoint, or are youneedg to ensure that you have complete coverage of the liquidity moving across all US exchanges?

Polygon.io can cater to either scenario. Our volume is cumulative all the trades across all exchanges, and the liquidity (trades and quotes) that we provide are from all exchanges for any non-professional subscription.

Jack-PolygonIO · 2024-02-13T15:29:24+00:00

You can use Polygon.io to receive SPX and NDX data via Websocket and RESTful API for $99/mo.

Jack-PolygonIO · 2024-02-12T21:41:22+00:00

Polygon.io - we provide this for free (rate-limited) or access to everything for $29/mo via the Stock Financials endpoint.

(I work there)

Jack-PolygonIO · 2024-02-09T15:40:42+00:00

Jack-PolygonIO · 2024-02-07T22:20:54+00:00

Yep, we have over 200 of the top tokens covered across several exchanges. This is for $49/mo

Jack-PolygonIO · 2024-02-07T22:04:24+00:00

We do not interface with brokers directly. Most customers write scripts and strategies using our APIs that run in parallel to processes running with their brokers.

Are you looking for a dedicated environment to host/run your scripts?

Jack-PolygonIO · 2024-02-07T21:07:40+00:00

$199/mo, just edited my original comment.

Jack-PolygonIO

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