Polygon.io

Vega Capture

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Aug 6, 2022
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Hi guys,

I would like to put in a request to onboard Polygon.io data feed for US stock traders. Their data is a game changer for day traders because they include ALL VOLUMES for US stocks... this includes the dark pool volumes that no one else offers. Currently your best quality data feed is the XENITH feed which does indeed combine volumes for US stocks from multiple exchanges (though not all) BUT IT HAS A MAJOR WEAKNESS in that it only offers RTH data (9:30-4pm) without any pre/post market data. I have spoken to them about this and it is something built in to their data API so I know there is nothing you can do about it.

Polygon.io data would be better because not only does it have all pre and post market data but it has all volumes and super low latency to boot. It really would be an institutional level game changing data feed for US stock day traders like myself. Please look into it and keep track of any like me would be interested in this. Thx
 
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