polygon-io / issues Goto Github PK

URL
https://api.polygon.io/v2/aggs/grouped/locale/US/market/STOCKS/2020-04-07
https://api.polygon.io/v2/aggs/grouped/locale/US/market/STOCKS/2020-04-08
https://api.polygon.io/v2/aggs/grouped/locale/US/market/STOCKS/2020-04-09
https://api.polygon.io/v2/aggs/grouped/locale/US/market/STOCKS/2020-04-13
https://api.polygon.io/v2/aggs/grouped/locale/US/market/STOCKS/2020-04-14

Result
Garbage like:

results: [
  ...
  {
    "T": "\\u0000HTLP^��-$b",
    "v": 2794368142,
    "vw": 8903334989143.225,
    "o": 8903334989143.225,
    "c": 8903334989143.225,
    "h": 8903334989143.225,
    "l": 8903334989143.225,
    "t": 1586289600000
  },
  {
    "T": "\\u0000HTLT^��+/}",
    "v": 1758894744,
    "vw": 6333802909619.206,
    "o": 6333802909619.207,
    "c": 6333802909619.207,
    "h": 6333802909619.207,
    "l": 6333802909619.207,
    "t": 1586289600000
  },
  {
    "T": "CHIK",
    "v": 12474,
    "vw": 19.1762,
    "o": 18.96,
    "c": 19,
    "h": 19.409,
    "l": 18.96,
    "t": 1586289600000
  },
  {
    "T": "\\u0000HTLZ^���#�",
    "v": 2392502424,
    "vw": 13160081061938.475,
    "o": 13160081061938.475,
    "c": 13160081061938.475,
    "h": 13160081061938.475,
    "l": 13160081061938.475,
    "t": 1586289600000
  },
  ...
]

Expected Result
The following garbage tickers on these dates should not be included:

[
  {"ticker":"       jp ","days":["2020-04-08"]},
  {"ticker":"      0Z   ","days":["2020-04-09"]},
  {"ticker":"  0        ","days":["2020-04-07","2020-04-08","2020-04-09","2020-04-14"]},
  {"ticker":" 0T        ","days":["2020-04-09"]},
  {"ticker":" HTLA^�|�#�","days":["2020-04-13"]},
  {"ticker":" HTLB^�����","days":["2020-04-06"]},
  {"ticker":" HTLB^�����","days":["2020-04-14"]},
  {"ticker":" HTLC^�	��$","days":["2020-04-08"]},
  {"ticker":" HTLC^�>���","days":["2020-04-09"]},
  {"ticker":" HTLC^�v���","days":["2020-04-13"]},
  {"ticker":" HTLC^�פ��","days":["2020-04-07"]},
  {"ticker":" HTLC^��6�!","days":["2020-04-08"]},
  {"ticker":" HTLC^���1�","days":["2020-04-14"]},
  {"ticker":" HTLD^�����","days":["2020-04-14"]},
  {"ticker":" HTLD^�����","days":["2020-04-06"]},
  {"ticker":" HTLJ^���%�","days":["2020-04-14"]},
  {"ticker":" HTLJ^�����","days":["2020-04-14"]},
  {"ticker":" HTLJ^�.��_","days":["2020-04-09"]},
  {"ticker":" HTLJ^�>�9C","days":["2020-04-09"]},
  {"ticker":" HTLJ^���9�","days":["2020-04-14"]},
  {"ticker":" HTLJ^�����","days":["2020-04-13"]},
  {"ticker":" HTLJ^��=
�","days":["2020-04-06"]},
  {"ticker":" HTLK^�����","days":["2020-04-14"]},
  {"ticker":" HTLK^�.�$�","days":["2020-04-09"]},
  {"ticker":" HTLK^�3���","days":["2020-04-09"]},
  {"ticker":" HTLK^�>���","days":["2020-04-09"]},
  {"ticker":" HTLK^�_�%"","days":["2020-04-09"]},
  {"ticker":" HTLK^�_�,r","days":["2020-04-09"]},
  {"ticker":" HTLK^�v��L","days":["2020-04-13"]},
  {"ticker":" HTLK^�{���","days":["2020-04-13"]},
  {"ticker":" HTLK^���e","days":["2020-04-07"]},
  {"ticker":" HTLK^��% q","days":["2020-04-13"]},
  {"ticker":" HTLK^��;��","days":["2020-04-06"]},
  {"ticker":" HTLK^��v,�","days":["2020-04-06"]},
  {"ticker":" HTLK^��x�[","days":["2020-04-14"]},
  {"ticker":" HTLK^�����","days":["2020-04-07"]},
  {"ticker":" HTLK^���-�","days":["2020-04-07"]},
  {"ticker":" HTLN^�
�3�","days":["2020-04-08"]},
  {"ticker":" HTLN^���-�","days":["2020-04-14"]},
  {"ticker":" HTLN^��h�g","days":["2020-04-08"]},
  {"ticker":" HTLN^�,��k","days":["2020-04-08"]},
  {"ticker":" HTLN^�>���","days":["2020-04-09"]},
  {"ticker":" HTLN^�>�9K","days":["2020-04-09"]},
  {"ticker":" HTLN^�B8,�","days":["2020-04-09"]},
  {"ticker":" HTLN^�Y{-r","days":["2020-04-09"]},
  {"ticker":" HTLN^�l�/�","days":["2020-04-13"]},
  {"ticker":" HTLN^�r���","days":["2020-04-13"]},
  {"ticker":" HTLN^���9�","days":["2020-04-14"]},
  {"ticker":" HTLN^��� |","days":["2020-04-07"]},
  {"ticker":" HTLN^���8�","days":["2020-04-13"]},
  {"ticker":" HTLN^��X�y","days":["2020-04-14"]},
  {"ticker":" HTLN^��b��","days":["2020-04-07"]},
  {"ticker":" HTLN^��l#�","days":["2020-04-07"]},
  {"ticker":" HTLN^�����","days":["2020-04-14"]},
  {"ticker":" HTLN^���/I","days":["2020-04-14"]},
  {"ticker":" HTLN^���/`","days":["2020-04-14"]},
  {"ticker":" HTLN^���8�","days":["2020-04-08"]},
  {"ticker":" HTLN^���;�","days":["2020-04-08"]},
  {"ticker":" HTLP","days":["2020-04-07","2020-04-08"]},
  {"ticker":" HTLP^�,��z","days":["2020-04-08"]},
  {"ticker":" HTLP^�,R��","days":["2020-04-08"]},
  {"ticker":" HTLP^�.� 1","days":["2020-04-09"]},
  {"ticker":" HTLP^�Y`�C","days":["2020-04-09"]},
  {"ticker":" HTLP^�e5	C","days":["2020-04-09"]},
  {"ticker":" HTLP^�m���","days":["2020-04-13"]},
  {"ticker":" HTLP^�v��h","days":["2020-04-13"]},
  {"ticker":" HTLP^�|[�e","days":["2020-04-06"]},
  {"ticker":" HTLP^�����","days":["2020-04-06"]},
  {"ticker":" HTLP^��-$b","days":["2020-04-07"]},
  {"ticker":" HTLP^��<5�","days":["2020-04-07"]},
  {"ticker":" HTLP^��A*�","days":["2020-04-14"]},
  {"ticker":" HTLP^���/e","days":["2020-04-14"]},
  {"ticker":" HTLT","days":["2020-04-06"]},
  {"ticker":" HTLT^��D6�","days":["2020-04-14"]},
  {"ticker":" HTLT^�
�3�","days":["2020-04-08"]},
  {"ticker":" HTLT^�!�3�","days":["2020-04-08"]},
  {"ticker":" HTLT^�,� �","days":["2020-04-08"]},
  {"ticker":" HTLT^�1�(Z","days":["2020-04-09"]},
  {"ticker":" HTLT^�N(��","days":["2020-04-09"]},
  {"ticker":" HTLT^�k^��","days":["2020-04-13"]},
  {"ticker":" HTLT^�l���","days":["2020-04-13"]},
  {"ticker":" HTLT^�m�)J","days":["2020-04-13"]},
  {"ticker":" HTLT^�u���","days":["2020-04-06"]},
  {"ticker":" HTLT^�u�*>","days":["2020-04-13"]},
  {"ticker":" HTLT^�����","days":["2020-04-07"]},
  {"ticker":" HTLT^��+/}","days":["2020-04-07"]},
  {"ticker":" HTLT^��<6+","days":["2020-04-07"]},
  {"ticker":" HTLT^��k:�","days":["2020-04-08"]},
  {"ticker":" HTLT^�����","days":["2020-04-08"]},
  {"ticker":" HTLT^����*","days":["2020-04-07"]},
  {"ticker":" HTLT^���"�","days":["2020-04-06"]},
  {"ticker":" HTLT^���1�","days":["2020-04-14"]},
  {"ticker":" HTLT^���;@","days":["2020-04-13"]},
  {"ticker":" HTLV^�����","days":["2020-04-07"]},
  {"ticker":" HTLY^�>���","days":["2020-04-09"]},
  {"ticker":" HTLY^�`�0�","days":["2020-04-09"]},
  {"ticker":" HTLY^�g�4�","days":["2020-04-09"]},
  {"ticker":" HTLY^�u�*7","days":["2020-04-13"]},
  {"ticker":" HTLY^��j��","days":["2020-04-07"]},
  {"ticker":" HTLY^��v,�","days":["2020-04-06"]},
  {"ticker":" HTLY^����","days":["2020-04-06"]},
  {"ticker":" HTLY^���1�","days":["2020-04-14"]},
  {"ticker":" HTLZ^�����","days":["2020-04-14"]},
  {"ticker":" HTLZ^��D9�","days":["2020-04-14"]},
  {"ticker":" HTLZ^�
�3�","days":["2020-04-08"]},
  {"ticker":" HTLZ^��90�","days":["2020-04-14"]},
  {"ticker":" HTLZ^�,� �","days":["2020-04-08"]},
  {"ticker":" HTLZ^�,��g","days":["2020-04-08"]},
  {"ticker":" HTLZ^�0�-�","days":["2020-04-09"]},
  {"ticker":" HTLZ^�1�(W","days":["2020-04-09"]},
  {"ticker":" HTLZ^�e5	A","days":["2020-04-09"]},
  {"ticker":" HTLZ^�k^��","days":["2020-04-13"]},
  {"ticker":" HTLZ^�ky$W","days":["2020-04-13"]},
  {"ticker":" HTLZ^�lS��","days":["2020-04-09"]},
  {"ticker":" HTLZ^�Ҥ��","days":["2020-04-07"]},
  {"ticker":" HTLZ^�����","days":["2020-04-07"]},
  {"ticker":" HTLZ^�����","days":["2020-04-06"]},
  {"ticker":" HTLZ^���,�","days":["2020-04-07"]},
  {"ticker":" HTLZ^��% u","days":["2020-04-13"]},
  {"ticker":" HTLZ^��2�L","days":["2020-04-08"]},
  {"ticker":" HTLZ^��>��","days":["2020-04-14"]},
  {"ticker":" HTLZ^��A*�","days":["2020-04-14"]},
  {"ticker":" HTLZ^��A+K","days":["2020-04-14"]},
  {"ticker":" HTLZ^��E2Z","days":["2020-04-07"]},
  {"ticker":" HTLZ^��J+�","days":["2020-04-07"]},
  {"ticker":" HTLZ^��b��","days":["2020-04-07"]},
  {"ticker":" HTLZ^��h�T","days":["2020-04-13"]},
  {"ticker":" HTLZ^���#�","days":["2020-04-07"]},
  {"ticker":" HTLZ^���%�","days":["2020-04-14"]},
]

Additional context
If you would like a program that reproduces this, try running "Jack.java" at https://github.com/clickingbuttons/polyquest and look at the tickers listed in jack_agg1d_grouped.csv and jack_agg1d_grouped.json. All tickers listed should match the regex /^[A-Za-z.]+$/.

URL
https://api.polygon.io/v2/aggs/ticker/GEO/range/1/day/2004-01-01/2020-02-02
https://api.polygon.io/v2/aggs/ticker/GEO/range/1/day/2004-01-01/2020-02-03

Result
https://api.polygon.io/v2/aggs/ticker/GEO/range/1/day/2004-01-01/2020-02-02 gives:

{"ticker":"GEO","status":"OK","queryCount":3403,"resultsCount":3403,"adjusted":true,"results":[...]}

but extending the range one day to https://api.polygon.io/v2/aggs/ticker/GEO/range/1/day/2004-01-01/2020-02-03 (a Monday) gives:

{"ticker":"GEO","status":"OK","queryCount":3404,"resultsCount":3403,"adjusted":true,"results":[...]}

Expected Result
I expect the query count to always equal the results count, and for https://api.polygon.io/v2/aggs/ticker/GEO/range/1/day/2004-01-01/2020-02-03 to return data for 2020-02-03 (a Monday). Can we at least get some documentation as to what queryCount is and what we can do to form better queries?

Edit: I see now that queryCount is "Number of aggregate ( min or day ) used to generate the response," and after your response to #1 I assume it's the number of results returned from the query to Cassandra before being passed to the aggregation service. So I think this is a problem with the aggregation service not adding that Monday to the result when it should.

URL
https://api.polygon.io/v1/meta/symbols/FSLY/company

Result
{"error":"Not Found"}

Expected Result
I expect FSLY (Fastly) to return the ticker details but it returns 404.

I can see the ticker listed via the following endpoint: https://api.polygon.io/v2/reference/tickers?search=Fastly&perpage=5

{
  "page": 1,
  "perPage": 5,
  "count": 10,
  "status": "OK",
  "tickers": [
    {
      "ticker": "FAST",
      "name": "Fastenal Company Common Stock",
      "market": "STOCKS",
      "locale": "US",
      "currency": "USD",
      "active": true,
      "primaryExch": "NASDAQ",
      "updated": "2020-06-23",
      "codes": {
        "cik": "0000815556",
        "figiuid": "EQ0010375700001000",
        "scfigi": "BBG001S5R1F7",
        "cfigi": "BBG000BJ8YN7",
        "figi": "BBG000BJ96W7"
      },
      "url": "https://api.polygon.io/v2/tickers/FAST"
    },
    {
      "ticker": "FSLY",
      "name": "Fastly, Inc.",
      "market": "STOCKS",
      "locale": "US",
      "currency": "USD",
      "active": true,
      "primaryExch": "NYE",
      "updated": "2020-06-23",
      "codes": {
        "cik": "0001517413",
        "figiuid": "EQ0000000030459236",
        "scfigi": "BBG004NLQHM9",
        "cfigi": "BBG004NLQHL0",
        "figi": "BBG00NZ1XXV5"
      },
      "url": "https://api.polygon.io/v2/tickers/FSLY"
    },
    {
      "ticker": "BFTC",
      "name": "B-Fast Corp.",
      "market": "STOCKS",
      "locale": "US",
      "currency": "USD",
      "active": true,
      "primaryExch": "CVEM",
      "updated": "2020-06-23",
      "codes": {
        "cik": "0000350200",
        "figiuid": "EQ0015628700001000",
        "scfigi": "BBG001SK4H91",
        "cfigi": "BBG000P97VR7",
        "figi": "BBG000P97VR7"
      },
      "url": "https://api.polygon.io/v2/tickers/BFTC"
    },
    {
      "ticker": "BOBS",
      "name": "Brazil Fast Food Corp.",
      "market": "STOCKS",
      "locale": "US",
      "currency": "USD",
      "active": true,
      "primaryExch": "OTO",
      "updated": "2020-06-23",
      "codes": {
        "cik": "0000914537",
        "figiuid": "EQ0013603400001000",
        "scfigi": "BBG001S8VJ30",
        "cfigi": "BBG000BLNH43",
        "figi": "BBG000BLNH43"
      },
      "url": "https://api.polygon.io/v2/tickers/BOBS"
    },
    {
      "ticker": "GFGVF",
      "name": "Fast Line Hldg Inc Ordinary Shares",
      "market": "STOCKS",
      "locale": "US",
      "currency": "USD",
      "active": true,
      "primaryExch": "OTC",
      "updated": "2020-06-23",
      "codes": {
        "cik": "0001498284",
        "figiuid": "EQ0000000035476488",
        "scfigi": "BBG001S7HG52",
        "cfigi": "BBG006JP2QG3",
        "figi": "BBG006JP2QY3"
      },
      "url": "https://api.polygon.io/v2/tickers/GFGVF"
    }
  ]
}

I can still fetch the bars associated with FLSY: https://api.polygon.io/v2/aggs/ticker/FSLY/range/1/hour/2020-06-25/2020-06-26

Desktop (please complete the following information):

• OS: Windows 10
• Browser: Firefox
• Version: 77

URL
The RESTful API call you are making (please be sure to omit your API key)
/aggs/ticker/AAPL/range/30/minute/1588305600000/1589572800000

Result
The low value for the 12:20 (America/New_York) bar is off
{
open: 304.7,
close: 304.95,
high: 305.36,
low: 301.92,
u: "1589560200",
t: "15-05-2020 12:30"
},
See attached screen shots

Expected Result
We expect the data to match with Trading View (+- margin of error)

Screenshots
See attached screen shots

Desktop (please complete the following information):

• OS: [macOS]
• Nodejs AXIOS Rest API Call

Additional context
that same low value is also wrong in the minute data

Trying to reopen issue UVXY Reverse Splits not Implemented #30 (#30). Which was closed without being fixed.

As noted in subsequent comments some splits are stills missing as 2011 price is 242695146 in 2020 it is 43.

Client
Which WebScoket client are using?
WebSocket4Net from the C# example page.

Issue
Two examples from 4/1/2020 are below. I was hoping the Exchange ID or Trade Conditions would
give some info but there are valid trades with " x:4 c:53 52 41" in the stream. In the examples below the volume is huge - this is not always the case. If these are Dark Pool trades reported through FINRA, how do I filter them out?

format below is "symbol time price volume exchange conditions"

IWM 1585752938363 109.4 1 x:12 c:37
IWM 1585752938363 109.4 1 x:12 c:37
IWM 1585752938363 109.4 1 x:12 c:37
IWM 1585752938363 109.4 1 x:12 c:37
IWM 1585752938799 114.6247 125984 x:4 c:53 52 41
IWM 1585752938799 114.6247 125984 x:4 c:53 52 41
IWM 1585752938834 109.41 200 x:12 c:
IWM 1585752938834 109.41 200 x:12 c:
IWM 1585752938834 109.41 100 x:12 c:

SPY 1585753014550 249.75 66 x:11 c:14 37 41
SPY 1585753014550 249.75 34 x:11 c:14 37 41
SPY 1585753014550 249.75 66 x:11 c:14 37 41
SPY 1585753014550 249.75 34 x:11 c:14 37 41
SPY 1585753014600 249.75 100 x:12 c:
SPY 1585753014603 257.6591 251065 x:4 c:53 52 41
SPY 1585753014600 249.75 100 x:12 c:
SPY 1585753014603 257.6591 251065 x:4 c:53 52 41
SPY 1585753014600 249.75 100 x:12 c:
SPY 1585753014603 257.6591 251065 x:4 c:53 52 41
SPY 1585753014907 249.74 100 x:12 c:
SPY 1585753015061 249.7376 200 x:4 c:
SPY 1585753015106 249.735 80 x:4 c:37

Expected Result
Trading platforms do not show these price spikes. I need a way to filter them out.

Is your feature request related to a problem? Please describe.
I'd like a way to get the most recent news articles for all ticker symbols

Describe the solution you'd like
An endpoint /v1/meta/news that gets the most recent articles across all tickers, without having to specify a ticker symbol like in the current Ticker News endpoint

URL
https://api.polygon.io/v2/aggs/ticker/C%3AGBPUSD/range/1/day/2020-01-01/2020-01-10?sort=asc&apiKey=

Result
{
"ticker": "C:GBPUSD",
"status": "OK",
"queryCount": 0,
"resultsCount": 0,
"adjusted": true,
"results": null,
"request_id": "ec928eb81b212654b60e2df098dc47da"
}

Expected Result
List of daily candles for the given currency/forex ticker

Screenshots
If applicable, add screenshots to help explain your problem.

Desktop (please complete the following information):

• OS: Windows
• Browser: Chrome
• Version [e.g. 22]

Additional context
Add any other context about the problem here.

URL
https://api.polygon.io/v2/ticks/stocks/nbbo/AAPL/2020-05-12?limit=10

Result
{
"error": "Unknown database error ( Error Code: 001 )",
"errorcode": "001",
"status": "ERROR",
"success": false
}

Expected Result
NBBO data returned

Additional context
Seems to happen for all symbols, not just AAPL and be ongoing (see followup comment)

Describe the bug
Wrong PROPERTIES description for /v2/reference/tickers.
The response contains ticker property, but in the PROPERTIES section contains symbol.
Moreover, not all fields are described.

To Reproduce
Steps to reproduce the behavior:

1. Go to https://polygon.io/docs/#get_v2_reference_tickers_anchor
2. Scroll down to the PROPERTIES section on the right.

Expected behavior
PROPERTIES section should contain relevant fields description

URL
/v2/ticks/stocks/nbbo/{ticker}/{date}

Result

1. The documentation says that response contains ticker as T field and it's required. But It's not present in the response.
2. The documentation says that fieldf is not optional. But It's not always present in the response.

Expected Result
Documentation and actual response should match.

Is your feature request related to a problem? Please describe.
Sometimes request to /v2/ticks/stocks/nbbo/{ticker}/{date} returns 404 and the following response:

{
"error":"Unknown database error ( Error Code: 001 )",
"errorcode":"001",
"status":"ERROR",
"success":false
}

After some testing, I have figured out that this response happens when the market was closed( holiday).

The current behavior says that something went wrong and some libraries throw exceptions because status is 404.

Describe the solution you'd like
If there is no data for the specific day, then the response should be 200 and contains an empty results field.

URL

GET https://api.polygon.io/v2/snapshot/locale/us/markets/stocks/tickers/AAPL?apiKey=qwe

Documentation

Result
What result are getting?

{
  "status": "NotFound"
}

Expected Result
A clear and concise description of what you expected to happen.

What the API docs tell me I would receive:

{
  "status": "OK",
  "ticker": {
    "ticker": "AAPL",
    "day": {
      "c": 0.2907,
      "h": 0.2947,
      "l": 0.2901,
      "o": 0.2905,
      "v": 1432.2907
    },
    "lastTrade": {
      "c1": 14,
      "c2": 12,
      "c3": 0,
      "c4": 0,
      "e": 12,
      "p": 172.17,
      "s": 50,
      "t": 1517529601006
    },
    "lastQuote": {
      "p": 120,
      "s": 5,
      "P": 121,
      "S": 3,
      "t": 1547787608999000000
    },
    "min": {
      "c": 0.2907,
      "h": 0.2947,
      "l": 0.2901,
      "o": 0.2905,
      "v": 1432.2907
    },
    "prevDay": {
      "c": 0.2907,
      "h": 0.2947,
      "l": 0.2901,
      "o": 0.2905,
      "v": 1432.2907
    },
    "todaysChange": 0.001,
    "todaysChangePerc": 2.55,
    "updated": 1547787608999
  }
}

Screenshots
If applicable, add screenshots to help explain your problem.

Desktop (please complete the following information):

• OS: macOS
• Browser: Firefox (but i also receive this curling the API)
• Version: 75.0

Additional context
Add any other context about the problem here.

URL
The RESTful API call you are making (please be sure to omit your API key)

https://api.polygon.io/v1/meta/symbols/AAPL/news?perpage=50&page=1&apiKey=asd

https://api.polygon.io/v1/meta/symbols/MSFT/news?perpage=50&page=1&apiKey=asd

Result
What result are getting?

Latest news article is from 2020-03-26. I see similar for any other major company too.

[
  {
    "symbols": [
      "AAPL"
    ],
    "timestamp": "2020-03-26T23:52:51.000Z",
    "title": "Apple (AAPL): Despite Likely iPhone 12 Delays, the Risk-Reward Remains Compelling, Says Analyst",
    "url": "https://finance.yahoo.com/news/apple-aapl-despite-likely-iphone-235251688.html",
    "source": "finance yahoo",
    "summary": "When considering the fortunes of the FAANG family since the viral outbreak, it appears Apple (AAPL) has most to lose. Amazon and Netflix can count their internet driven models as particularly well set up for a hibernation period. And while Google and Facebook stand to lose significant advertising revenue",
    "image": "https://s.yimg.com/uu/api/res/1.2/Su.8VniRbi_GL2B3BruK5w--~B/aD0zMzc7dz0xMDI0O3NtPTE7YXBwaWQ9eXRhY2h5b24-/https://media.zenfs.com/en-US/smarteranalyst_347/6909df17d6ef3af25ac79e2e6c0078d5",
    "keywords": [
      "aapl"
    ]
  },
....

Expected Result
A clear and concise description of what you expected to happen.

More up to date news about the companies I'm querying.

Screenshots
If applicable, add screenshots to help explain your problem.

Desktop (please complete the following information):
Desktop (please complete the following information):

• OS: macOS
• Browser: Firefox (but i also receive this curling the API)
• Version: 75.0

Additional context
Add any other context about the problem here.

URL
https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/minute/2020-06-04/2020-07-04

Result
All minute bars for the last month.

Expected Result
Returned 5000 minute bars ranging from June 4th to June 12th.

Desktop (please complete the following information):

• OS: Windows 10 Home
• Browser: Firefox

Additional context
Is the documentation missing a max # of bars or is the endpoint supposed to return the entire set of data?

Another minor grievance is the following minute bar, the volume ("v") is technically an integer but can trip up some JSON parsers. A mention of this in the API doc would be helpful.

{"v":1.029145e+06,"vw":349.0938,"o":349.31,"c":348.78,"h":349.5,"l":348.05,"t":1591882200000,"n":6966}

Is your feature request related to a problem? Please describe.
There is too much overhead when pulling Snapshot - All Tickers or multiple REST calls for single tickers.

Describe the solution you'd like
Create a new feature, under the Snapshot API, to pull data from multiple tickers in one REST call. /v2/snapshot/locale/us/markets/stocks/tickers/{ticker}

https://polygon.io/docs/#get_v2_snapshot_locale_us_markets_stocks_tickers__ticker__anchor

Describe alternatives you've considered
The best workaround atm, it to pull Snapshot - All Tickers, and process the data there. However, this generates unnecessary overhead such as increased processing time for both server and client.

Pulling multiple tickers with Snapshot - Single Ticker requires either async or multithreading,

Additional context
Reduce resource usage for both server and client (ex: latency (ms)). RTT (latency) is one of the biggest bottlenecks in algotrading.

Describe the solution you'd like
It would be nice to have an endpoint to get 52w high, 52w low, and average volume for a ticker.

Describe alternatives you've considered
I looked at using various aggregates for that stock, but it doesn't seem to provide the expected result

URL
Works: https://api.polygon.io/v2/snapshot/locale/us/markets/stocks/tickers/AAPL
Does not work: https://api.polygon.io/v2/snapshot/locale/us/markets/stocks/tickers/aapl

Result
Return object: { status: "Not Found"}

Expected Result
Return the populated object for this endpoint

Desktop (please complete the following information):

• OS: macOS
• Browser: Chrome
• Version: 83

Additional context
There might be other endpoints that have this same issue. Please make sure that all public urls are not case sensitive.

URL
https://api.polygon.io/v2/ticks/stocks/nbbo/QQQ/2020-06-16

Result

{"error":"Unknown database error ( Error Code: 001 )","errorcode":"001","status":"ERROR","success":false}

Additional context
This is the same issue reported in #12 and #32. Those were fixed, but apparently it is recurring.

URL
https://api.polygon.io/v2/aggs/grouped/locale/US/market/STOCKS/2020-05-08

Result
The volumes returned are inaccurate (some are roughly doubled, others are roughly tripled)
For example, SPY volume for the date above (May 8, 2020) came back as 153,568,475

Expected Result
Expected results are to have accurate volumes (compared against both Yahoo Finance and Marketwatch)
For example, SPY volume listed for the date above (May 8, 2020) is published on Yahoo Finance as 76,452,400 and on Marketwatch as 76.62M.

Screenshots
n/a

Desktop (please complete the following information):

• OS: CentOS
• Browser n/a
• Version n/a

Additional context
I was told this is also related to the duplicate events coming through the websocket trades feed, so I'm assuming when this issue is fixed, that the websocket issue will be fixed as well. If this is inaccurate, I can open an additional bug, just let me know.

Describe the bug
Daily open/close endpoint has an incorrect anchor link. URL should be '_' instead of '-'

To Reproduce
Current Link : https://polygon.io/docs/#get_v1_open-close__symbol___date__anchor
Should be : https://polygon.io/docs/#get_v1_open_close__symbol___date__anchor

Expected behavior
Link should take me right to the endpoint, but it does not currently.

URL
https://api.polygon.io/v2/aggs/ticker/SPY/range/1/minute/2019-01-02/2019-01-02?unadjusted=true&sort=asc&apiKey=xxx

There is one bar that has these values:

{"v":282676,"vw":246.9297,"o":247.08,"c":247.14,"h":247.15,"l":247.02,"t":1546440540000,"n":1402}

Note, that these values cannot be correct.
First of all, vw is ridiculously isn't even mentioned in the docs. I guess it's volume weighted or average price. The problem with this bar is that vw price is lower than l price. Clearly, your code is buggy if it ends up with such wrong values. That also means that all other values of vw perhaps cannot be trusted as well.
Can you please check why you have such wrong values?

Similarly, on the same day:

{"v":633567,"vw":249.763,"o":249.43,"c":249.31,"h":249.45,"l":249.29,"t":1546447920000,"n":1094},

vw is higher than the h.

Note, that it's not some rare data error. Polygon clearly has a bug calculating vw, around 5% of bars have the error.

Update: seems more than 10% bars have the error.

Overview

According to this announcement in April 2018, OTC symbols should be included in the REST API. However, most OTC symbols don't seen to be available.

Example

MHGU

https://api.polygon.io/v1/meta/symbols/MHGU/company?apiKey=XXXX
404 Not Found

https://api.polygon.io/v2/aggs/ticker/MHGU/range/1/minute/2020-05-06/2020-05-06?apiKey=XXXX
{"ticker":"MHGU","status":"OK","queryCount":0,"resultsCount":0,"adjusted":true,"results":[]}

https://api.polygon.io/v2/reference/financials/MHGU?apiKey=XXXX
{"status":"OK","results":[]}

Expected Result
That OTC stock data are available from every API endpoint in the same manner that other listed stocks are.

URL
https://api.polygon.io/v1/meta/crypto-exchanges?apiKey=

Result
{
"id": 5,
"type": "exchange",
"market": "crypto",
"name": "Binance",
"url": "https://gemini.com/"
}

Expected Result
{
"id": 5,
"type": "exchange",
"market": "crypto",
"name": "Gemini",
"url": "https://gemini.com/"
}

URL
https://api.polygon.io/v2/aggs/ticker/C%3AEURUSD/range/1/day/2019-01-01/2020-01-01?apiKey=XXXX

Result
No data points for 2019

Expected Result
Daily bars for all of 2019. Even tried querying smaller timeframes.

Desktop (please complete the following information):

• OS: [macOS]
• Browser [all]

Additional context
The data was previously available, definitely a new issue

Client
Which WebScoket client are using?
ws
wss://socket.polygon.io/stocks

Issue
Response data is duplicated for what appears to be no good reason. This occurs when I subscribe to all stock tickers via the subscribe action "AM.*" I have also tried explicitly setting comma delimited symbols using the results of v2/snapshot/locale/us/markets/stocks/tickers

Expected Result
Only one unique symbol should be returned for each company and not some odd smattering of duplicate symbol data. In this screenshot the same symbol is repeated several times with what appears to be exactly the same data. Is this like duplicate data based on market or something? If so it still doesn't make sense because the market is not included in the aggregate results..

Screenshots

Desktop (please complete the following information):

• OS: [e.g. macOS] Fedora 32
• Browser [e.g. chrome, safari] NodeJS
• Version [e.g. 22] v12.16.3

Additional context
I do not receive duplicates when subscribing to single stocks or a couple stocks.

Hi - I am seeing something strange when using the REST API for "tickers". https://api.polygon.io/v2/reference/tickers?sort=ticker&type=cs&market=STOCKS&locale=us&perpage=50&page=1&apiKey=YOUR_API_KEY. Count is only 235 and the results seem to include only ticker starting with W, X, Y and Z. Any idea?
"page": 1,
"perPage": 50,
"count": 235,
"status": "OK",
"tickers": [
{
"ticker": "WADV",
"name": "Wireless Advantage Inc Common Stock",
"market": "STOCKS",
"locale": "US",
"type": "CS",
"currency": "USD",
"active": true,
"primaryExch": "GREY",
"updated": "2020-03-30",
"codes": {
"figiuid": "EQ0010295500001000",
"scfigi": "BBG001S87270",
"cfigi": "BBG000DKG4K2",
"figi": "BBG000DKG4K2"
},
"url": "https://api.polygon.io/v2/tickers/WADV"
},

URL
https://api.polygon.io/v2/reference/tickers/AAPL

Result
Polygon returns 404

Expected Result
Polygon should return details for this ticker.

Desktop (please complete the following information):

• OS: Windows 10
• Browser: Chrome
• Version: 81

Additional context
I use v2/reference/tickers for fetching symbols and every ticker in the response contains url field. I expect that this URL can be used for getting details. But, right now it always returns 404, I have tried several tickers.

For QQQ I get zero data returned for the period 2004-11-30 - 2011-03-23 for the 1-minute aggregate

There are no quotes for QQQ on 2014-06-10.

URL
https://api.polygon.io/v2/ticks/stocks/nbbo/QQQ/2014-06-10?timestamp=1402407000000000000

Result
404
{"error":"Unknown database error ( Error Code: 001 )","errorcode":"001","status":"ERROR","success":false}

Expected Result
Receive the quotes for QQQ on 2014-06-10

Additional context
This is not the same issue as #23, which is for closed-market days. This one is for an open-market day. QQQ did trade.

Client
Which WebScoket client are using?
Python
Issue
A clear and concise description of the issue.
Socket stops collecting messages after some duration of time, not consistent sometimes 20 minutes sometimes an hour
Expected Result
A clear and concise description of what you expected to happen.
Expected to receive messages uninterrupted while the socket is open
Screenshots
If applicable, add screenshots to help explain your problem.

Desktop (please complete the following information):

• OS: macOS and linus

Below ticker/dates splits not implemented

ACN 2011-12-29
AFL 2018-03-16
ACGL 2018-06-20
AOS 2016-10-05
APH 2014-10-09
CF 2015-06-17

URL
https://api.polygon.io/v1/historic/forex/AUD/USD/2020-06-15?limit=100&apiKey

Result
Starting on 6/15/2020, the timestamp being return for each tick is not accurate and is the same value for each tick
{
"day": "2020-06-15",
"map": {
"a": "ask",
"b": "bid",
"t": "timestamp"
},
"msLatency": 8,
"pair": "AUD/USD",
"status": "success",
"ticks": [
{
"b": 0.68511,
"a": 0.68518,
"x": 48,
"t": 5815518660978
},
{
"b": 0.68518,
"a": 0.68525,
"x": 48,
"t": 5815519660978
},

Expected Result
Each tick should include the accurate timestamp.

Screenshots

Desktop (please complete the following information):

• OS: Windows 10 Pro
• Browser Chrome
• Version 83.0.4103.97

URL
https://api.polygon.io/v2/aggs/grouped/locale/US/market/STOCKS/2019-03-13 for ANY day

AND

https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2004-02-05/2020-02-03 for ANY symbol with daily aggregates

Result
Results array is empty:

{"status":"OK","queryCount":0,"resultsCount":0,"adjusted":true,"results":null}

Expected Result
Results array should contain results. Retrying the request usually works.

Additional context
Similar to #1, this happens when calling endpoints at 200 times per second for 36k symbols (aggs endpoint) or for 4k trading days (grouped endpoint) which leads me to believe this is a caching problem. For the grouped endpoint it occurs between 5-20 times per 4k calls. It is more difficult to detect for the aggs endpoint because the {"status":"OK","queryCount":0,"resultsCount":0,"adjusted":true,"results":null} response is expected for symbols that did not trade in a range. However, if you request AAPL from the aggs endpoint (which certainly has traded except on market holidays) eventually you will get a null reponse.

I'm not sure how long this problem has been occurring, but it may be related to #1. If you would like a program that reproduces this, try running "Jack.java" at https://github.com/clickingbuttons/polyquest and look for errors on stdout like null response from which will report errors for the grouped endpoint. If you would like an exhaustive list of URLs this has occurred for me on, I have logs for about 50 occurrences.

Historical NBBO quotes for QQQ, on 2012-12-14, are timestamped 5 hours off. If I ask for the quotes starting at 9:30 EST (14:30 UTC), I actually get quotes that happened at 14:30 EST.

URL
https://api.polygon.io/v2/ticks/stocks/nbbo/QQQ/2012-12-14?timestamp=1355495400000000000&limit=10

Result
Receive quotes that actually happened 5 hours after their timestamps.

Expected Result
Receive quotes that are correctly timestamped, and occurred during the time requested.

The Rest API for historic trades provides timestamps with nanosecond precision - https://polygon.io/docs/#get_v2_ticks_stocks_trades__ticker___date__anchor

The Websocket API for live trades provides timestamps with only millisecond precision - https://polygon.io/sockets

It complicates some scenarios a bit. Although we can totally work around the issues... why not just provide the live stream with nanosecond precision anyway?

The main scenario requiring workarounds in our case is when feeding a stream of historical/live data into an algorithm. Sometimes, only millisecond data exists (from the websocket feed). When restoring a lost connection, we need to request historical data for the time we've been disconnected. It comes from the REST API. This requires that we multiply the timestamp by 1,000,000 for the request. It also requires that we do extra comparisons and maintain extra state in order to filter out duplicates (trades within the same millisecond).

URL
https://api.polygon.io/v2/ticks/stocks/nbbo/AAPL/2020-07-07?limit=10

Result
{
"error": "Unknown database error ( Error Code: 001 )",
"errorcode": "001",
"status": "ERROR",
"success": false
}

Expected Result
Quote data

Desktop (please complete the following information):

• OS: macOS
• Browser: Firefox
• Version: 78

Additional context
Historical trades requests for the same date do work

URL
https://api.polygon.io/v2/ticks/stocks/trades/AAPL/2020-06-02?apiKey=...

I tried to use tick polygon io api, and I'll summarize multiple issues that I encountered.

Really, SIP timestamp is optional?! How could this even be so and when it might be omitted? Please explain that clearly.
I do see that TRF stamp is often omitted, but my code only uses SIP stamp, which according to the docs might also be missing?
The other point with timestamps starting from 1970: wouldn't that be easier to specify stamps relative to a day (in NY timezone)
Generally, market opens at 9:30 but the code to figure out if a trade with some timestamp happened pre-market or during regular market hours is surprisingly non-trivial and often cannot be even done in some languages correctly. In C/C++ you pretty much cannot do that properly without writing TONS of complex code! To convert a timestamp to local time, localtime could be used. But, it won't work unless timezone of the PC that runs the code is set to NY! And even if you force your local time zone settings to use NY it still won't work correctly for historical stamps. The reason is that DST/EST switch rules changed in the past and localtime on windows will be returning wrong local NY time for a few weeks for stamps before 2008! Most likely the same problem exists on other systems and/or other languages that most likely use localtime under the hood for their own time conversions. I know your API supports up to 10 years of historical ticks and last such EST/DST change happened in 2007, so, polygon.io might be ok for now (unless some other historical timestamp go beyond 2007), yet, you may eventually add more historical data and then your users and most likely your own service won't do proper conversions if it ever needs to calculate bars for regular market time (excluding pre/post market activity).

Your timestamp handling overall is complete mess, the API mentions timestamp used for pagination... really, what timestamp? The one that's optional?! How could this possibly work with a timestamp that's omitted? Please, fix this, make it clear what timestamp has to be used out of the three that your API provides.
Yet another messed up problem with timestamps: let's say I request ticks for a day. I get 50000 results, and then I try to request next "page". The only timestamp that I can possibly put at this point is the one that was in the last tick of the first 50000 results. Then, the next page will contain that last tick once again. So freaking annoying to deal with that mess.

These are junk, unless your docs could specify any use for these. And to make things more confusing, why are there both of these that seem to have similar meaning?
Can you please clearly explain what each of these mean and why we may need both of them?

Clearly, your API would be broken if price was an Integer. A number? Maybe, but not an integer.
Imagine, somebody actually follows your docs and codes something according to your documentation and then looses tons of money because your docs lied. Easily possible.

On the other hand, I checked and I see that total volume from aggregated bars matches market daily volume as reported by nasdaq.com and/or ToS for example (it's not 100% but the error is withing 1% of the total volume). If one manually calculates volume from 30min bars in ToS, total volume, for example, will surprisingly be way off by 30% or more.

I didn't try to manually aggregate ticks returned by polygon, but I have a question: do you simply aggregate them in bars, or you skip some of the ticks based on condition code? CTA / UTP have different rules/exceptions for aggregate volume to be updated based on conditions. Can't you put simple example code that aggregates ticks for a day in some bars and correctly handles conditions (if any special handling is required)?

I am trying to generate TypeScript and C# clients with: https://polygon.io/docs/swagger.json

Per https://editor.swagger.io/ I get a stack of errors:

Structural error at definitions.News.properties.keywords.items
should be object
Jump to line 601
Semantic error at definitions.News.properties.keywords.items
`items` must be an object
Jump to line 601
Structural error at definitions.AnalystRatings.properties.strongBuy
should NOT have additional properties
additionalProperty: schema
Jump to line 1088
Structural error at definitions.AnalystRatings.properties.buy
should NOT have additional properties
additionalProperty: schema
Jump to line 1094
Structural error at definitions.AnalystRatings.properties.hold
should NOT have additional properties
additionalProperty: schema
Jump to line 1100
Structural error at definitions.AnalystRatings.properties.sell
should NOT have additional properties
additionalProperty: schema
Jump to line 1106
Structural error at definitions.AnalystRatings.properties.strongSell
should NOT have additional properties
additionalProperty: schema
Jump to line 1112
Semantic error at paths./v2/reference/markets.get.responses.200.schema.properties.results
Schemas with 'type: array', require a sibling 'items: ' field
Jump to line 3112
Semantic error at paths./v2/reference/locales.get.responses.200.schema.properties.results
Schemas with 'type: array', require a sibling 'items: ' field
Jump to line 3161
Structural error at paths./v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from}/{to}.get.parameters.6
should have required property 'type'
missingProperty: type
Jump to line 3612
Structural error at paths./v1/last/crypto/{from}/{to}.get.responses.200.schema.properties.lastAverage.properties.avg.type
should be equal to one of the allowed values
allowedValues: array, boolean, integer, number, object, string
Jump to line 4740
Structural error at paths./v1/last/crypto/{from}/{to}.get.responses.200.schema.properties.lastAverage.properties.tradesAveraged.type
should be equal to one of the allowed values
allowedValues: array, boolean, integer, number, object, string
Jump to line 4746
Structural error at paths./v1/open-close/crypto/{from}/{to}/{date}.get.responses.200.schema.properties.open.type
should be equal to one of the allowed values
allowedValues: array, boolean, integer, number, object, string
Jump to line 4825
Structural error at paths./v1/open-close/crypto/{from}/{to}/{date}.get.responses.200.schema.properties.close.type
should be equal to one of the allowed values
allowedValues: array, boolean, integer, number, object, string
Jump to line 4831

URL

https://api.polygon.io/v2/reference/tickers?sort=ticker&market=stocks&perpage=50&page=1
...
https://api.polygon.io/v2/reference/tickers?sort=ticker&market=stocks&perpage=50&page=706

https://api.polygon.io/v2/aggs/grouped/locale/US/market/STOCKS/2004-01-01
...
https://api.polygon.io/v2/aggs/grouped/locale/US/market/STOCKS/2020-05-01

Result
A list of 35259 tickers from the reference tickers endpoint, but 42919 tickers from the grouped endpoint.

Expected Result
A list of 42919 tickers from the reference tickers endpoint including the 7660 missing ones from 'AAA' to 'ZZZZ' that are in the grouped endpoint from 2004-01-01 to 2020-05-01. Here's the complete list of missing tickers: grouped_not_tickers.txt

Additional context
There are also many missing warrants and subclasses of symbols, like MRTpA.CL, but I don't expect the reference tickers endpoint to return these. To reproduce this list of tickers, you can run "Jack.java" at https://github.com/clickingbuttons/polyquest and then the "compare_tickers.py" script.

Client
C lib

Issue
When two connections are established with two seperate key and client-ips, the Polygon's server closes one connection with error of Maximum Connections

Expected Result
keeps all connection online with the seperate keys under one user's account

Desktop (please complete the following information):

• OS: Centos

Additional context
I've tested again, and right now the error still exists.
Strangely, sometimes it work fine(7/13-14)

Client
Polygon websocket client

Issue
The websocket client allows me to subscribe to 43 tickers. When i try to subscribe to 44 and more, the connection closes and the flow of market data never starts. I used dead volume stocks as well to see if it was a Buffer issue and it happened as well.
Expected Result
I expected to be able to subscribe to as many tickers as I can handle.
Screenshots
If applicable, add screenshots to help explain your problem.

Desktop (please complete the following information):
Ubuntu / python

Additional context
Add any other context about the problem here.

URL
https://api.polygon.io/v2/snapshot/locale/us/markets/stocks/tickers

Result
I collected every minute during trading hours for the last 3.5 months (starting January 31st) for all symbols and I can say that in 35% of the cases the high and low figures for the minute are 0, in 8,6% of the cases the last trade value is smaller than the low for the minute, and in 8,8% of the rest of the cases the last trade is higher than the minute high value. All in all in 53% of the minute snapshots (I have a total of 222,217,824) the minute high/low data doesn't match the lastTrade number for the same minute.

Expected Result
The lastTrade data should match the minute aggregate h/l/o/c numbers

Desktop (please complete the following information):

• OS: Ubuntu
• Browser curl

Over the past few weeks, I've been doing some backtesting using your historic quotes data on 215 symbols (all are in the russell 3k, so big companies), and there are several days where one or more companies are missing. This is all through the '/v2/ticks/stocks/nbbo/{ticker}/{date}' endpoint.

Here's my log of errors during download:
2019-09-18
problem ticker: TSN
problem ticker: WFC
problem ticker: WMB
problem ticker: WY
2018-09-28
problem ticker: WFC
2018-09-26
problem ticker: STZ
2018-09-13
problem ticker: UNP
2018-06-18
problem ticker: HD
2018-05-31
problem ticker: MSFT
2018-05-07
problem ticker: TXN
2017-12-26
problem ticker: SHW
2017-12-19
problem ticker: EBAY
2017-12-05
problem ticker: NEE
2017-12-01
problem ticker: JPM
2017-11-29
problem ticker: TGT
2017-11-22
problem ticker: LUV
2017-11-06
problem ticker: SRE
2017-09-18
problem ticker: VZ
problem ticker: WBA
problem ticker: WEC
2017-05-10
problem ticker: SBUX
2017-04-12
problem ticker: GILD
2017-03-30
problem ticker: CCL
2017-03-02
problem ticker: ADI
2017-02-21
problem ticker: PPG
problem ticker: PPL
2017-02-17
problem ticker: C
problem ticker: SHW
2017-02-15
problem ticker: HSY
problem ticker: SY
2017-02-08
problem ticker: BMY
2017-02-06
problem ticker: CPRT
problem ticker: WMB
2017-01-30
problem ticker: ED
2017-01-23
problem ticker: CVX
2017-01-19
problem ticker: CSX
2017-01-18
problem ticker: BK
problem ticker: KO
2017-01-03
problem ticker: AMGN
2016-12-27
problem ticker: CRM
2016-12-14
problem ticker: NKE
2016-10-21
problem ticker: APD
2016-10-13
problem ticker: PEP
2016-10-12
problem ticker: CHD
problem ticker: CINF
2016-10-04
problem ticker: AXP
2016-09-27
problem ticker: OKE
2016-08-29
problem ticker: AIG
2016-08-05
problem ticker: ED
problem ticker: EFX
problem ticker: EL
2016-05-13
problem ticker: NEM
2016-05-06
problem ticker: VTR
problem ticker: XOM
2016-05-03
problem ticker: BAC
problem ticker: LVS
problem ticker: PFE
2016-04-29
problem ticker: INTC
2016-04-15
problem ticker: XLNX
2016-04-08
problem ticker: CPRT
problem ticker: PG
2016-04-06
problem ticker: COF

URL Calling https://api.polygon.io/v2/aggs/ticker/GGE/range/1/day/2004-02-05/2020-02-03 at 200 times per second for 36k calls gives incorrect results for between 2-100 calls. When incorrect results are returned sometimes it's in spurts, which leads me to believe this is a caching issue.

Result
The first results[0] is:

{
  "T":"X:BTCUSD",
  "v":516831.5165334968,
  "vw":17.1859,
  "o":7821.73,
  "c":17.251,
  "h":8988,
  "l":17.015,
  "t":1305518400000,
  "n":1
}

The rest of the results are correct.

Expected Result
I expect the first results[0] to be:

{
  "v":11446,
  "vw":17.1859,
  "o":17.1,
  "c":17.251,
  "h":17.32,
  "l":17.015,
  "t":1305518400000,
  "n":1
}

Additional context
This problem has been reported on Slack a few times and about 6mo ago was not occurring. If you would like a program that reproduces this, try running "Jack.java" at https://github.com/clickingbuttons/polyquest and look for errors on stdout like bad JSON from .... If you would like an exhaustive list of URLs this has occurred for me on, I have logs for about 200 occurenences.

I unsubscribed from multiple feeds, but one of the unsubscribes (MSFT) was ignored.

URL
https://api.polygon.io//v2/aggs/grouped/locale/US/market/STOCKS/

Result
Splits are well corrected before and after the ex-date of the splits, but not on the ex-date day.
This issue causes abnormal prices for this specific day on any stock with one or more split in its history. (e.g. EWJ on 2016 Nov. 7)

Expected Result
Fix the wrong splits correction.

Screenshots

Desktop (please complete the following information):
not relevant

Additional context
not relevant

Aggregates for VXX not adjusting for reverse splits on October 5 2012 and Nov 8 2013

UVXY reverse splits have not been implemented in the adjusted data

URL
https://api.polygon.io/v2/ticks/stocks/nbbo/AAPL/2020-06-10?limit=10

Result

{
"error": "Unknown database error ( Error Code: 001 )",
"errorcode": "001",
"status": "ERROR",
"success": false
}

Expected Result

This is just one example of data problem affecting the entire equities universe on 2020-06-10 and 2020-06-11 when requesting historical Quotes

Desktop (please complete the following information):

• OS: Windows 10
• Browser: Chrome
• Version: 83