Polygon.io

equities

A collection of 10 posts

What’s in a Market Cap?
equities

What’s in a Market Cap?

How do you calculate market cap? The formula to calculate market cap is share price x weighted shares outstanding, where weighted shares outstanding represents the equivalent number of shares of a particular share class that equates to the whole company.

  • Michael Moghaddam
11 min read
Polygon Integrates Nasdaq Basic
announcement

Polygon Integrates Nasdaq Basic

Today, we’re proud to announce a new initiative with Nasdaq to integrate Nasdaq Basic data into the Polygon market data platform as an add-on to our Stocks Business offering. Stocks Business with

  • Peter Stacho
    Peter Stacho
3 min read
Polygon.io partners with Cboe to deliver market data APIs for apps, websites, and displays.
announcement

Polygon.io partners with Cboe to deliver market data APIs for apps, websites, and displays.

Unlimited APIs, running on world class infrastructure directly inside the exchange data centers, licensed for distribution to an unlimited number of end users.

  • Polygon Team
    Polygon Team
4 min read
Understanding Aggregate Bar Delays
equities

Understanding Aggregate Bar Delays

Sometimes users reach out to us confused about why they receive an aggregate bar late or twice through our WebSocket [https://polygon.io/sockets] feed. This behavior is intentional and designed for quality

  • Jack Bell
    Jack Bell
1 min read
Understanding the SIPs
equities

Understanding the SIPs

At the core of the securities markets in the U.S. lies the Securities Information Processors (the “SIPs”). The history of SIPs goes back to 1975 when Congress established the concept as part

  • Peter Stacho
    Peter Stacho
2 min read
US Stock Market Data APIs for Businesses & Market Professionals
announcement

US Stock Market Data APIs for Businesses & Market Professionals

Introducing poly.feed: Access to real-time data from 5 top US stock exchanges & more.

  • Peter Stacho
    Peter Stacho
2 min read
Trade ticks not matching Aggregates
api

Trade ticks not matching Aggregates

Aggregates ( OHLCV ) are a little more complex to calculate than just min,max,sum. There are condition matrix tables you must adhere to in the CTA and UTP specifications.

  • Polygon Team
    Polygon Team
1 min read
Changes to Aggregate Feed
announcement

Changes to Aggregate Feed

We are making a couple small changes to the aggregate feed tick schema. We are removing a few less useful attributes, and adding some that have been much requested. The updated schema will begin streaming this upcoming Monday ( July 23rd, 2018 ).

  • Polygon Team
    Polygon Team
1 min read
New Metadata APIs
api

New Metadata APIs

New Meta APIs available. Get information like company info, dividends, splits, news and more.

  • Polygon Team
    Polygon Team
3 min read
Aggregate Stream Optimizations
api

Aggregate Stream Optimizations

We have changed both channels to only broadcast updates on the tickers which have actually had trades in that timespan. Which means the average is ~1000 ticks/second instead of ~8000. This allows better throughput, and less processing messages of tickers that have not changed.

  • Polygon Team
    Polygon Team
1 min read