Polygon.io Data Parser & API

Polygon.io is a leading independent US market-data vendor that delivers real-time and historical data for stocks, options, indices, forex and crypto, and StockAPIS extracts its full feed — last trades, NBBO quotes, OHLCV aggregates, options chains with Greeks, corporate actions and ticker fundamentals — through a single REST API. Polygon.io offers an official REST and WebSocket API, and StockAPIS normalizes it to the same schema you use for every other source, so you query Polygon, Alpha Vantage and Finnhub the same way without maintaining separate integrations.

Platform Overview

Market Position

• A top independent US market-data provider, built for developers and quant teams
• Direct SIP feeds covering every US-listed stock, option and index
• Real-time trades and NBBO quotes with low latency, plus deep historical archives
• Official REST + WebSocket API, complemented by StockAPIS’s unified normalization

Data Coverage

StockAPIS exposes the full Polygon.io market surface:

• Trades & quotes — last trade, last NBBO quote, tick-level trade and quote history
• Aggregates / OHLCV — open, high, low, close, volume and VWAP across timespans (minute → year)
• Options — full options chains, contract details, implied volatility and Greeks
• Corporate actions — dividends, stock splits and earnings dates
• Reference data — ticker details, company metadata, market cap and listing info
• Snapshots — full-market and per-symbol snapshots for previous close and current state

Quick Start

import stockapis
 
client = stockapis.Client(api_key="your-api-key")
 
# Last trade for a US equity via Polygon.io
aapl = client.polygon.get_last_trade(symbol="AAPL")
print(f"Apple: ${aapl['price']}  ·  size {aapl['size']}")

const { StockAPIS } = require("stockapis");
const client = new StockAPIS({ apiKey: "your-api-key" });
 
// Daily OHLCV aggregates from Polygon.io
const bars = await client.polygon.getAggregates({
  symbol: "AAPL",
  multiplier: 1,
  timespan: "day",
  from: "2024-01-01",
  to: "2024-01-15",
});
console.log(bars.results[0]);

Sample API Response

{
  "success": true,
  "data": {
    "ticker": "AAPL",
    "results": {
      "T": "AAPL",
      "o": 185.59,
      "h": 187.05,
      "l": 184.93,
      "c": 185.14,
      "v": 48591690,
      "vw": 185.14,
      "n": 123456,
      "t": 1640995200000
    },
    "count": 1
  },
  "metadata": { "source": "polygon", "timestamp": "2024-01-15T10:30:00.000Z" }
}

Use Cases

• Algorithmic trading — real-time trades and NBBO quotes for execution and signal generation
• Quant research & backtesting — tick-level history and OHLCV aggregates across every US ticker
• Options analytics — chains, implied volatility and Greeks for volatility and hedging strategies
• Fundamental & corporate-action data — dividends, splits, market cap and ticker reference for screeners and dashboards

Frequently Asked Questions

Does Polygon.io have an official API? Yes — Polygon.io provides an official REST and WebSocket API for stocks, options, indices, forex and crypto. StockAPIS wraps it in a unified schema so Polygon data matches every other source you pull.

What data can I get from Polygon.io through StockAPIS? Last trades and NBBO quotes, OHLCV aggregates with VWAP, full options chains with Greeks and implied volatility, dividends, splits, and ticker reference data across all US-listed symbols.

Can I stream Polygon.io data in real time? Yes — StockAPIS supports real-time streaming for trades, quotes and per-minute aggregates via WebSocket, normalized to the same schema as the REST endpoints.

Related Resources

• API reference
• Financial data APIs