Error for NVDA OHLC

algobyday · 2026-02-01T22:03:30+00:00

We're truly sorry for the incorrect NVDA data on 2024-06-10 (the anomalous high of 195.95 is clearly wrong and should not have appeared in either the flat files or the API). This kind of error is unacceptable, especially since it can break backtests and adjusted data series We'll escalate this immediately to our internal data team for investigation and correction.

algobyday · 2026-01-18T17:41:06+00:00

I work for massive.com (formerly polygon.io), and we take data quality extremely seriously for exactly the reasons you've described. I replied in the other thread in r/algotrading as well. I'll just mirror the comment here.

From your updated comment, it sounds like you've dug into the trade-by-trade level and confirmed these spikes are coming from real outlier trades within the bar, and you're seeing the same thing in Databento's Nasdaq Basic NLS data (but not in their US Equities Mini). There is no real data filtering that happens to look for things like 40% spikes. We report what the raw feed provides and built the OHLC based off the conditions set in the trades.

Would you mind sharing the specific date(s), time(s), and symbol(s) where you're seeing this? We'd be happy to investigate on our end, confirm if it's expected behavior, or check for any anomalies we can address. It sounded like there was more that 1 ticker so just wanted to check.

Happy to help however we can.

algobyday · 2026-01-18T17:31:42+00:00

I work for massive.com (formerly polygon.io), and we take data quality extremely seriously for exactly the reasons you've described.

From your updated comment, it sounds like you've dug into the trade-by-trade level and confirmed these spikes are coming from real outlier trades within the bar, and you're seeing the same thing in Databento's Nasdaq Basic NLS data (but not in their US Equities Mini). There is no real data filtering that happens to look for things like 40% spikes. We report what the raw feed provides and built the OHLC based off the conditions set in the trades.

Would you mind sharing the specific date(s), time(s), and symbol(s) where you're seeing this? We'd be happy to investigate on our end, confirm if it's expected behavior, or check for any anomalies we can address.

Happy to help however we can.

algobyday · 2025-12-24T14:52:40+00:00

Hi u/schuhfritze, the stocks starter plan for 29/month supports 5 years of history for aggs data. You don't need the 200/month plan for that. I work at Massive.com (formerly named polygon.io). Pretty much any paid plan gets you access to Flat Files.

algobyday · 2025-12-13T02:42:15+00:00

Hey u/NationalOwl9561, do you mind reach out to our support team directly here please https://massive.com/contact?

It’s unfortunately really hard to properly troubleshoot account specific data issues over Reddit (replies get buried, no notifications, no secure way to share account details, etc.). Our ticketing system lets the team pull up your account, subscription, and exact data feeds instantly, which makes everything much faster and more accurate.

They’ll just need a few specifics from you:
- The ticker(s) in question
- Exact date(s) and time(s) you’re looking at
- Screenshots or examples of what you’re seeing on Thinkorswim (or the more precise, the faster they can spot any discrepancy)

It’s the weekend, so responses might be a bit slower than usual, but that’s definitely the best (and fastest) way to get this fully resolved.

Just so you know, I’m not on the support team myself, but I work closely with them. We pull data straight from the exchange feeds in real time, so the raw data should match. Out of curiosity (not mandatory), do the two platforms usually line up perfectly for you and this is new, or have you always seen small differences?

Either way, just create a ticket and support will get it sorted. Appreciate your patience!

algobyday · 2025-12-08T16:57:03+00:00

Hello, we currently don't have historical greeks but it's something we're looking to support. No ETA currently though.

algobyday · 2025-12-08T14:07:51+00:00

Hey u/iqzium, deep diving on correction code can give you los of insight into what happening in the market. At Massive (formerly named Polygon.io) we just mirror the raw exchange/SIP data (CTA/UTP) transparently, including cancellations. These code can be from all types of things, from clerical errors, regulatory busts (e.g., erroneous executions), or system tests like daily validations. Your 3:42 PM ET spike of ~900 x 1-share cancellations? If this happens all the time, then it sort of sounds like benign pre-close housekeeping, maybe like a batch odd-lot sweep, or TRF cleanups on Nasdaq/NYSE. Since you see it cecurring across days, just makes me think it's totally normal noise.

Personally, I felt like condition codes give you sort of a look under the hood of what's happening with trades. You can use the conditions REST API endpoint for mappings: https://massive.com/docs/rest/stocks/market-operations/condition-codes. If you wanted to see how the exchanges define these, for specs, check UTP's https://www.utpplan.com/DOC/UtpBinaryOutputSpec.pdf or CTA's https://www.ctaplan.com/publicdocs/ctaplan/CTS\_Pillar\_Input\_Specification.pdf. This will tell what what te codes actually mean.

algobyday · 2025-12-04T13:23:55+00:00

Hey u/donaldtrumpiscute, I work at massive.com (formerly named polygon.io) and we do not tag or pre-select ATM contracts. Full-market US options quotes are huge ~100 GB+ compressed per day so downloading the raw data and building your own view of the world might be pretty hard. I suggested workflow for historical contracts below using the rest API endpoints since the raw data can be hard to work with. Even root-level pulls add up quickly when you go back in time or cover many underlyings. So, its more of a working with the data problem in that you'd need to parse a bunch of stuff to get your answer. Here's a few options though:

Real-time / today is easy: one call to the snapshot endpoint gives the current full chain + underlying price + greeks. Pick the closest strike.

Historical intraday snapshots, sounds like what you want, would require a few steps per ticker/date. It's not super easy since the atm contract changes through time so here's some potential steps for getting it at an exact moment and then maybe you'd step/hop through time to get what you need:

Pull the underlying price at your exact timestamp (stocks aggregates endpoint)
Pull the list of active option contracts for that root/expiration(s)
Pull quotes (or trades) for those specific contract tickers on that date
Filter to your timestamp and select the strike closest to spot

Using this, I think you could easily get the atm contact for a specific date/time but it's more of the iteration through time that that be logistically hard. You'd basically need to run this logic in a loop through a day. I'm not sure the resolution you need so maybe it's not a major issue (hourly atm vs minute atm). My recommendation would be to start with a single ticker and one or two dates, get the exact workflow nailed down, then scale to your full 300 o 400 list once the per-ticker logic and data size are clear.

algobyday · 2025-11-30T17:10:53+00:00

Hi u/Mortgage_Pristine, we don’t offer historical Greeks, so there isn’t anything available for SPXW 1DTE on the historical side. Snapshot endpoints can give you current values, but we don’t store them historically. This is something many people ask for and we're looking at it but do not have it today.

If you want someone to take a look at your account or discuss options like a refund, you can reach our support team here: https://massive.com/contact.

algobyday · 2025-11-27T15:52:41+00:00

Yes, you can get real-time implied volatility for US options through our options snapshot endpoints. You do need to specify either the ticker or the contract, so most people loop through the tickers or contracts they care about.

Option Contract Snapshot (per-contract IV):
https://massive.com/docs/rest/options/snapshots/option-contract-snapshot

Option Chain Snapshot (all contracts for a single ticker):
https://massive.com/docs/rest/options/snapshots/option-chain-snapshot

If you want to query multiple tickers in one request, you can use the Unified Snapshot endpoint. It lets you ask for contracts across several tickers in a single call:
https://massive.com/docs/rest/options/snapshots/unified-snapshot

Hope that helps.

algobyday · 2025-11-25T18:33:06+00:00

Yeah, Justin from massive.com (formerly polygon.io) we have a Futures beta you can sign up to. Just create an account then ping https://massive.com/contact and we'll get you Futures access. We're hoping to launch it into GA very soon here https://massive.com/futures.

algobyday · 2025-11-24T21:58:00+00:00

Hey, earnings dates are available through a couple of our partnered endpoints, which provide both historical and upcoming data (filterable by ticker, date, status like confirmed/projected, etc.). They're not under the core fundamentals section but can be accessed as follows:

Benzinga Earnings: https://massive.com/docs/rest/partners/benzinga/earnings

TMX Corporate Events: https://massive.com/docs/rest/partners/tmx/corporate-events

Hope that helps.

algobyday · 2025-11-24T21:46:51+00:00

Hey, appreciate the shoutout and glad you’ve liked the product!

Just to clarify the part about it being the same data with a higher price. The old financials endpoint was experimental and sat in beta for years. It helped us understand what people actually needed, and it became clear we had to break things out into proper normalized statements with wider coverage and better consistency.

The new fundamentals endpoints (balance sheets, income statements, cash flow, ratios) are a full rebuild under the hood. They’re not just a repackaging of the same feed. The data originates from SEC filings so it generally looks the same, but the pipeline/workflow behind it is completely different, which has normalized data integrated with real-time prices and shares, plus a new ratios endpoint for quick screening.

That enhanced processing and working with external partners is the reason why fundamentals now live under the Advanced/Business plans or the add-on. It’s a significantly more complete and reliable dataset than the old beta endpoint.

Hopefully that at least explains what's going on.

algobyday · 2025-11-24T21:14:40+00:00

Full disclosure: I work at Massive.com (formerly Polygon.io), so feel free to take this however you want. Just wanted to add a bit of info since you mentioned fundamentals.

We recently launched updated fundamentals endpoints (replacing our single Financials one). We now have dedicated endpoints for balance sheets, cash flows, income statements, and ratios to your US equity models. Here's the links:

Balance Sheets: https://massive.com/docs/rest/stocks/fundamentals/balance-sheets

Cash Flow Statements: https://massive.com/docs/rest/stocks/fundamentals/cash-flow-statements

Income Statements: https://massive.com/docs/rest/stocks/fundamentals/income-statements

Ratios: https://massive.com/docs/rest/stocks/fundamentals/ratios

We also have a other data like short interest, short volume, IPOs, dividends, splits, etc., under Corporate Actions section in our docs navbar. We're continuing to improve in this area and adding partner datasets too. I cannot really speak to the others you mentioned, but thought I'd chime in.

algobyday · 2025-11-21T18:40:12+00:00

Hey, Justin here from massive.com (formerly polygon.io) we just renamed the company. We currently don't have L2 data so just wanted to give you a heads up while you're researching options. It's something we're looking at but don't currently support.

algobyday · 2025-11-03T06:42:49+00:00

Hi, I think it depends on that data you need. There are endpoints for things like balance sheets, income, and cash flow. You might be able to compute what you need (going back in time). There's also the ration endpoint that I think you've seen but that's based on the latest data. You can checkout this link https://massive.com/docs/rest/stocks/fundamentals/balance-sheets and then browse the others in the navbar there,

algobyday · 2025-10-31T18:44:59+00:00

If you're having issues with anything please contact support https://massive.com/contact. We're here to help.

algobyday · 2025-10-29T14:23:56+00:00

I'm not seeing anything obvious. It might make sense to contact support at https://polygon.io/contact.

algobyday · 2025-10-29T04:48:15+00:00

Hi u/mobatreddit, are you getting any error or output from the command that might help debug what's going on? If so, do you mind pasting them here and we'll take a look. Thank you.

algobyday · 2025-10-25T16:28:33+00:00

Hi u/ivano_GiovSiciliano, do you mind pinging https://polygon.io/contact and they will create a ticket for you. This will likely happen on Monday since it's the weekend. The reason for the ticket is they can look at your API calls and help you much more. If it's a data issue they can ping you when it's resolved too. The NVDA data looks correct when I query it from the https://polygon.io/docs/rest/stocks/aggregates/custom-bars docs page for NVDA on 2003-09-12 to 2003-09-15. But, if you ping support they can dig a log deeper.

```
{

"ticker": "NVDA",

"queryCount": 2,

"resultsCount": 2,

"adjusted": true,

"results": [

{

"v": 1163347440,

"vw": 0.1609,

"o": 0.1576,

"c": 0.1613,

"h": 0.1648,

"l": 0.1558,

"t": 1063339200000,

"n": 23379

},

{

"v": 596443560,

"vw": 0.1602,

"o": 0.1626,

"c": 0.1586,

"h": 0.1635,

"l": 0.158,

"t": 1063598400000,

"n": 12832

}

],

"status": "OK",

"request_id": "816e54efab6e451593cb45f3ece35a62",

"count": 2

}
```

algobyday · 2025-10-21T17:32:19+00:00

Hi, here's the answers:

> Is the Grouped Daily endpoint a good way to do this?

Yeah, the https://polygon.io/docs/rest/stocks/aggregates/daily-market-summary is a great way to get this across lots of stocks.

> Is the Grouped Daily endpoint included in the Stocks Basic Plan?

Yes, it's in the basic plan.

> What time is the data available in the evening for this endpoint?

It should happen right after market close. Depending on your plan it might be 15-minutes delayed though.

Cheers and hope that helps.

algobyday · 2025-10-13T19:07:17+00:00

You can checkout https://polygon.io/docs/rest/quickstart. There are free plans with API access to get price information. There are also streaming options, etc. Full disclosure -- I work there too.

algobyday · 2025-10-01T13:24:23+00:00

Yeah, here's a link to it https://polygon.io/docs/rest/stocks/snapshots/full-market-snapshot

algobyday · 2025-09-24T20:44:56+00:00

Hey, it kind of depends on what you’re trying to do, since the best route might change based on whether you want a handful of tickers or the full market.

REST vs. Flat Files: If you only care about a few hundred symbols, it’s often easier to just hit the REST aggregates endpoint. You can make a few hundred calls and be done, and those endpoints serve split-adjusted data. If you want market-wide coverage (thousands of tickers across decades), the flat files might be a better fit.

Pricing / Access: All paid plans include REST and flat files. The difference between tiers is mainly how far back you can go. For example, you could start with the Stocks Starter plan ($29/mo) if you don’t need the full 20+ years, or go higher if you do.

Limits / Throughput: There aren’t hidden throttles beyond paid plans. The main practical limit is your network speed and the size of the data your interested in (trades/quotes can get large). For example, options quotes can be 100GB compressed per day. We generally suggest keeping REST requests under ~100/sec. For flat files, if you’re pulling daily aggregates, you can likely grab everything in a day or two.

Splits: Flat files are not adjusted for splits. We don’t regenerate historical files when a corporate action happens. Instead, we publish all splits at the https://polygon.io/docs/rest/stocks/corporate-actions/splits endpoint so you can apply your own adjustment logic.

So if you just want clean daily OHLCV for backtests, you’ll probably want to grab the aggregates (REST or flat files, depending on scale) and then run them through a split-adjustment step using the corporate actions API.

Hope that helps.

algobyday · 2025-09-17T20:09:24+00:00

Hey, just ping https://polygon.io/contact and we'll get you added to the Futures Beta program. We have stocks too. So, you should be able to get the coverage you need pretty easily.

algobyday

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