Welcome to our September release notes. We've introduced historical second aggregates based on user feedback, and enhanced our system monitoring to ensure you're always updated in real time. Let's dive into the details of these new offerings.

Second Aggregates

Our aggregates API endpoint previously supported timespans such as minutes, hours, days, weeks, months, quarters, and years. While the minute was previously the smallest timespan we provided, based on user feedback, we've expanded the endpoint to include a second timespan. Aggregate bars consolidate data for a stock over a defined date range, segmented into custom time window sizes. By introducing second aggregates, users can now access data with increased granularity across Stocks, Options, Indices, Forex, and Crypto.

We have integrated this feature into our API documention where you can see it in action.

You can also directly access the data using our API endpoints by requesting the second timespan as follows:

https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/second/2023-01-09/2023-01-09?apiKey=KEY

Finally, here's a quick example of how you can fetch this data for AAPL using our client-python library:

from polygon import RESTClient

client = RESTClient()

aggs = []
for a in client.list_aggs(
    "AAPL",
    1,
    "second",
    "2023-09-12",
    "2023-09-12",
    limit=50000,
):
    aggs.append(a)

print(aggs)

All our client libraries have been updated to support the second timespan.

System Monitoring

Maintaining transparency about our platform's health is a top priority. Our primary status page remains your go-to for insights on API endpoints, system health, and request rates. Building on this, we're excited to launch our new system monitoring app, where you can now sign up for alerts and notifications, keeping you informed the way you prefer – whether that's through email, text, slack, Atom, or RSS feeds.

We're always striving to better our platform based on your needs. Look forward to more improvements and additions down the road. Until our next update, here's to your successful trades and investments!