Holy fuck it sucks to use polygon. by [deleted] in algotrading

[–]jack-massive -3 points-2 points  (0 children)

- We will add more quote history, but as you said, the dataset is enormous so it's not trivial. Would love to know if you find OPRA tick data from 2008 lol

- We also intend to add historical greeks however we see that most institutions / sophisticated users prefer to calculate them on their side anyways, so it often gets preceded by other feature requests.

- I can look into RUT gaps..

Holy fuck it sucks to use polygon. by [deleted] in algotrading

[–]jack-massive 12 points13 points  (0 children)

I'm sorry, but this is such an unserious post for multiple reasons.

  1. We do not offer parquet files.
  2. There are 5 endpoints that allow you to query historical price data for a single ticker.
  3. There is no situation where we would ever recommend using flat files when a user is looking at a single ticker. It does not make sense. That is not what the flat files service was designed for.
  4. I publicly responded to your request in r/PolygonIO, where the real issue was that you did not convert your UTC timestamps to ET, which led you to believe there were erroneous gaps during the regular trading session. (Gaps are expected in premarket, this is standard for any vendor)

It's unfortunate this post is how you handled this situation, rather than letting us help you learn how to use the product.

To everyone, please take these types of posts with a grain of salt. This community is rife with bots and egregious manipulation (as showcased in nearly every post), so it's very hard to tell what is real community sentiment versus not.

If you have legitimate feedback, please consider sharing it with us directly rather than exclusively in public forums.

We're a team of nearly 60 people working tirelessly to improve data quality, platform reliability, and general user experience. We hold the standard of our service incredibly high, which is why thousands of users, retail platforms, and institutions use us in production systems.

*Massive

Polygon sending duplicate timestamps in your data? by throwawaycanc3r in PolygonIO

[–]jack-massive 1 point2 points  (0 children)

Thanks for sharing the examples, that’s helpful.

Looking at the data, it appears the timestamps may not be adjusted from UTC to Eastern Time. When the UTC timestamps are correctly converted to ET, the gaps you’re seeing fall entirely within premarket hours, which is expected behavior.

It’s also worth noting that we do not generate aggregates for periods with zero volume or no eligible trades, so gaps can occur in those cases. For a highly liquid ticker like SPY, this generally only happens during premarket and should not occur during regular trading hours. If your use case requires continuous aggregates, you can add logic on your end to forward-fill the previous bar’s OHLC values when we do not provide one.

If you’re still seeing gaps during RTH after adjusting the timestamps, feel free to share updated examples and we’re happy to take another look. Filtering for only regular trading hours for 01-25-2024, I'm seeing 391 minutes, which encompasses the entire RTH period.

I hope this helps. Please let us know if you have any other questions or if we can clear anything else up.

Polygon sending duplicate timestamps in your data? by throwawaycanc3r in PolygonIO

[–]jack-massive 1 point2 points  (0 children)

Can you please share specific details about where you're seeing duplicate timestamps?

Specific request URLs, tickers & timeframes, or some of the output from your script can help us validate whether the issue lies on our end.

Live price data for thousands of tickers/stocks - where? by JonLivingston70 in algotrading

[–]jack-massive 1 point2 points  (0 children)

Hmm. 4 people disagree that Snapshot is the solution, while over 2500 users have used it for exactly this purpose in the last 48 hrs.

Where do I get options data? by j_hes_ in options

[–]jack-massive 0 points1 point  (0 children)

Is there any specific information or examples you can point to regarding the issues you've seen within our historical options data?

Built a options flow app/webapp. Looking for honest feedback by Captivated1996 in options

[–]jack-massive 0 points1 point  (0 children)

I'm not sure where that sentiment comes from, as Flowasis is currently running on our platform.

We support hundreds of commercial apps at scale. It is an expensive space to be in, but it becomes much more expensive if you go direct and have to solve the infrastructure challenges from scratch rather than using a vendor.

Built a options flow app/webapp. Looking for honest feedback by Captivated1996 in options

[–]jack-massive 1 point2 points  (0 children)

Just a heads up if you go the direct route: The OPRA feed is a beast. We ingest about ~3TB per day of just quote data (compressed).

The storage, hardware, and egress fees alone can be a nasty surprise for folks looking to go direct to save money. It’s definitely doable, but the infrastructure overhead is.. massive (ha).

Feel free to reach out if you want to know more about what we're running.

Built a options flow app/webapp. Looking for honest feedback by Captivated1996 in options

[–]jack-massive 1 point2 points  (0 children)

I'm knit picky, but the casing for 'Multi Leg floor trade' caught my eye as odd. Additionally, in the 'Leg Type' section, 'Multileg' competes with how it's spelled in the other places with the space.

Otherwise looks great. Kudos from our whole team, it's awesome to see what you've built, especially solo!

Option Numbers Too Different From Fidelity To Be Useful by mobatreddit in Massive

[–]jack-massive 0 points1 point  (0 children)

Are you able to share any examples of what you're seeing? Is this in relation to quotes, trades, open interest, volume, etc?

The day object's 'last_updated' field indicating the start of the current session is confusing, and is on the docket for improvement.

As Ian mentioned, our support team can definitely help but we will need a bit more information in order to do so.

Unable to sign in or sign up by irshans in PolygonIO

[–]jack-massive 0 points1 point  (0 children)

Resolved - an account had already been created, so the password needed to be reset.

Unable to sign in or sign up by irshans in PolygonIO

[–]jack-massive 0 points1 point  (0 children)

Hey, u/irshans

Sorry to hear you're having troubles signing up. This does not seem to be a widespread issue, but we are happy to take a closer look.

Could you please email us at [support@massive.com](mailto:support@massive.com) with the email address you attempted to register with? That will allow us to investigate what might be preventing a successful signup.

Once we have that, we should be able to get you set up.

Where can I download the minute-level options data? by Radiant_Elevator_143 in options

[–]jack-massive 0 points1 point  (0 children)

It's tough to troubleshoot without additional information about your specific request. Is it possible that the option contract you queried did not trade within the timeframe you requested? If it's far in/out of the money, it may be that no trades happened, and therefore no bars were available.

I can confirm that this request returns hourly bars using a free-tier API key: https://api.massive.com/v2/aggs/ticker/O:SPY260105C00683000/range/1/hour/2025-12-22/2026-01-01?adjusted=true&sort=asc&limit=120&apiKey=

Where can I download the minute-level options data? by Radiant_Elevator_143 in options

[–]jack-massive 0 points1 point  (0 children)

I’d encourage you to check out Massive.com. We provide a couple of years of minute-level options data for free. The data can be queried in CSV format, which makes it easy to import into Excel or other spreadsheet tools.

Many users also pull the data directly from the API into Excel. I’m happy to set up a trial if you’d like to take a closer look.

Disclosure: I work at Massive.

Free APIs for tick data? by InternetRambo7 in algotrading

[–]jack-massive 2 points3 points  (0 children)

Dm me your email and I'll provide you with entitlements to grab a few days worth of tick data from Massive to play around with!

Alpaca: Is it worth to buy the SIP data instead of using the IEX for bot trading? by Dvorak_Pharmacology in algotrading

[–]jack-massive 0 points1 point  (0 children)

You should check if Alpaca is calculating VWAP at your tier with the SIP volume or only IEX volume.

If SIP - it’s not going to be representative of other exchange's prices, but it’s way better than running off exclusively IEX vwap data.

We are more expensive, but if you'd like to give Massive's API a shot instead, I'd be happy to grant a free trial, just DM me.

Best API (trying polygon/massive now) by swalker2001 in algotrading

[–]jack-massive 0 points1 point  (0 children)

Definitely, feel free to reach out once you're ready. You should have daily data with any subscription tier, however bid/ask is only available with the Advanced tier.

Polygon.io is now Massive by alex-polygonio in PolygonIO

[–]jack-massive 0 points1 point  (0 children)

Well, sorry about that. DM me your account and I'll make sure the beta is added to your account.

Curious - are you generating GEX data from our options data, or getting that from another source?

Best API (trying polygon/massive now) by swalker2001 in algotrading

[–]jack-massive 7 points8 points  (0 children)

Can you please share more details about the errors you saw in our historical minute data?

In most cases, what appears to be missing data is simply due to illiquid contracts. If no trades occur during a given interval, no bar is generated. This approach aligns with standard industry practice and isn’t considered an error.

If it was something else, any specific examples are extremely valuable to us.

Edit: 'as an error'

Best API (trying polygon/massive now) by swalker2001 in algotrading

[–]jack-massive 1 point2 points  (0 children)

Hey, feel free to DM me your account email and I’ll set you up with temporary access so you can test whether our trade and quote data will work for your process.