Polygon.io
US market data. Stocks, options, forex, crypto. WebSocket + REST.
Overview
Polygon.io is a financial data platform providing real-time and historical market data for stocks, options, forex, and crypto. Known for its low-latency WebSocket feeds and comprehensive REST API, Polygon.io is used by both retail traders and institutional clients. The platform aggregates tick-level data from multiple exchanges and consolidates it into a single, normalized feed—eliminating the complexity of managing connections to dozens of data providers.
Unlike consumer-grade data services, Polygon.io is built for active traders and quant teams who need millisecond-accurate pricing, granular historical snapshots, and programmatic access to options chains. The platform powers everything from single-asset day trading systems to multi-asset portfolio backtests.
Key Features
Stocks: Real-time quotes, trades, NBBO (National Best Bid/Offer), aggregates (bars in 1-minute, 5-minute, hourly, daily intervals), and pre/post-market data. Full coverage of US equities including penny stocks on OTC markets.
Options: Complete US options chain data including bid-ask spreads, last trade price, open interest, volume, implied volatility, and all Greeks (delta, gamma, theta, vega). Updated multiple times per second during market hours.
Forex: 1,000+ currency pairs with tick-level data, aggregated bars, and historical depth. Supports major pairs (EUR/USD, GBP/USD) and exotics with consistent data formatting.
Crypto: Coverage of major exchanges (Coinbase, Kraken, Binance-compatible) with real-time and historical OHLCV data. Useful for 24/5 trading strategies and correlation analysis across asset classes.
Reference Data: Tickers, exchange listings, market holidays, trading conditions, corporate actions, and earnings dates. Critical for maintaining up-to-date symbol mappings in live and backtesting environments.
WebSocket Streaming: Ultra-low-latency real-time data delivery via persistent connections. Polygon.io's socket API supports subscription to trades, quotes, aggregates, and option data simultaneously—reducing network overhead and latency compared to polling REST endpoints.
Flat Files: Bulk CSV exports for historical data suitable for large-scale backtests without rate-limit constraints. Available for multiple data types and time ranges.
Data Coverage and Availability
Equities: All US-listed stocks, ETFs, and ADRs across NYSE, NASDAQ, and OTC markets. Tick-level historical data available back to 2003 for most symbols; more recent high-quality OHLCV back to 2015.
Options: Full US options chains (calls and puts) across all expirations and strikes. Greeks and IV surfaces updated in real time. Historical options data available back to 2021 on higher-tier plans.
Forex: Major and minor currency pairs with tick data and aggregates. Coverage extends to emerging market pairs.
Crypto: Bitcoin, Ethereum, and 1,000+ altcoins. Real-time and 1-year+ historical data depending on tier.
Market Hours: Pre-market (4:00 AM–9:30 AM ET), regular hours (9:30 AM–4:00 PM ET), and after-hours (4:00 PM–8:00 PM ET) for US equities.
Who Uses Polygon.io
Day traders leverage WebSocket feeds to capture intraday momentum in stocks and options. Real-time NBBO allows precise entry/exit execution around support and resistance levels without lag.
Swing traders and position traders use end-of-day and 15-minute aggregates to identify trend reversals and consolidation patterns. The historical depth (15+ years for equities) supports robust pattern recognition.
Options traders rely on real-time Greeks and IV data to manage delta-hedged portfolios, identify volatility skew, and execute spread strategies with accurate pricing.
Quantitative traders and algo developers build systematic strategies using raw tick data and Polygon.io's normalized format. The consistency across asset classes simplifies multi-asset strategy development.
Crypto traders use the 24/5 data and multiple exchange coverage to monitor correlations and identify arbitrage opportunities across assets.
Institutional clients (hedge funds, prop trading firms) subscribe to Developer and Advanced tiers for unrestricted real-time data access and high-frequency backtesting workflows.
Practical Trading Scenarios
Momentum Gap Trading: Retrieve pre-market data via REST API to identify overnight gaps in tech stocks. Backtest the strategy on StratBase.ai using Polygon.io's aggregated bars, then execute trades in live markets using WebSocket quotes for entry confirmation.
Options Volatility Arbitrage: Access real-time IV and Greeks to detect mispriced spreads between near-term and far-term expirations. Polygon.io's options chain data enables rapid chain screening, while StratBase.ai backtests your hedging rules and risk management logic.
Multi-Timeframe Trend Following: Combine hourly and daily bars from Polygon.io to identify macro trends and micro pullbacks. Backtest position sizing rules across multiple instruments on StratBase.ai without worrying about historical data quality.
Forex Carry Trades: Use Polygon.io's forex ticks and aggregates to model currency pair correlations and interest rate differentials. Backtest long-duration positions on StratBase.ai and compare performance across different economic regimes.
Crypto-to-Equity Correlation Strategies: Correlate Bitcoin and Ethereum movements with growth stock ETFs (QQQ, ARKK) using Polygon.io's unified data format. Design hedge ratios in StratBase.ai backtests and monitor live correlations via WebSocket.
How Polygon.io Complements StratBase.ai
Seamless Data Import: StratBase.ai natively integrates with Polygon.io's REST API and can ingest historical OHLCV, tick data, and options chains directly into backtests. No manual CSV exports or data cleaning required—specify your ticker, date range, and granularity, and StratBase.ai fetches normalized, validated data.
Cost-Effective Backtesting: Use Polygon.io's free or basic tier to gather reference data and end-of-day OHLCV for initial strategy prototyping on StratBase.ai. Upgrade to paid tiers only when moving to intraday strategies requiring 15-minute or 1-minute bars.
Live-to-Backtest Parity: Polygon.io's data standardization ensures that strategies backtested on StratBase.ai using Polygon.io data will execute in live markets with minimal slippage surprises. The same API delivers both historical and real-time data, reducing systematic drift.
Options and Derivatives Testing: Backtest options spreads, collars, and volatility strategies on StratBase.ai using Polygon.io's Greeks and IV data. Validate entry rules, exit logic, and risk limits before deploying to live accounts.
Multi-Asset Workflows: Test correlation-based strategies, sector rotations, and crypto-equity hedges on StratBase.ai by pulling synchronized data from Polygon.io across stocks, options, forex, and crypto in a single workflow.
Audit Trail and Compliance: StratBase.ai's backtesting results, combined with Polygon.io's time-stamped historical data, create a transparent record of strategy performance. Useful for reviewing trades, explaining drawdowns, and maintaining trading journals.
API Details
| Feature | Details |
|---------|---------|
| Base URL | https://api.polygon.io |
| Auth | API key via apiKey query parameter |
| Rate Limit | 5 calls/min (free), unlimited (paid) |
| Format | JSON |
| WebSocket | wss://socket.polygon.io |
| Response Time | <50 ms average (REST), <5 ms (WebSocket) |
| Data Freshness | Real-time (paid tiers), 15-min delay (Starter), EOD (Basic) |
Common Endpoints:
/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from}/{to}— Fetch aggregated OHLCV bars/v2/aggs/ticker/{ticker}/prev— Previous trading day summary/v3/quotes/last— Latest bid-ask quotes/v3/trades/last— Last executed trade/v3/reference/tickers— Search and filter tickers/v3/reference/options/chains— Retrieve options chain/v1/open-close/{ticker}/{date}— Daily open-close summary
WebSocket Topics:
T.{ticker}— TradesQ.{ticker}— Quotes (NBBO)A.{ticker}— Aggregates (1-minute bars)C.{optionsTicker}— Option contract updatesC— All options
Pricing
Basic (Free): 5 calls/min rate limit, end-of-day (EOD) data only, 2-year historical lookback, suitable for learning and development.
Starter ($29/month): Unlimited API calls, 15-minute delayed quotes and trades, 5+ years of historical data, WebSocket streaming (delayed).
Developer ($79/month): Real-time quotes, trades, and aggregates; all historical data (15+ years); WebSocket with real-time data; options chains with 1-year history.
Advanced ($199/month): All data types including tick-level history, real-time options Greeks and IV, unlimited WebSocket subscriptions, dedicated support, and SLA guarantees.
Enterprise: Custom pricing for hedge funds and prop firms requiring dedicated infrastructure, higher-tier SLAs, and white-label solutions.
Getting Started
- Sign up at polygon.io and verify your email.
- Retrieve your API key from the dashboard under API Keys section.
- Test a simple request: Use
/v2/aggs/ticker/AAPL/range/1/day/2024-01-01/2024-01-31?apiKey=YOUR_KEYto fetch Apple's daily bars. - Connect StratBase.ai: Enter your Polygon.io API key in StratBase.ai's data connector settings to begin importing live data into backtests.
- Subscribe to WebSocket (paid tiers only): Use
wss://socket.polygon.io/?apikey=YOUR_KEYto stream real-time trades and quotes for live monitoring. - Explore reference endpoints: Query tickers, options chains, and market calendars to build dynamic strategy parameters.