Friday, August 28, 2020

 https://polygon.io/sockets

// Stocks Aggregate:
{
    "ev": "AM",             // Event Type ( A = Second Agg, AM = Minute Agg )
    "sym": "MSFT",          // Symbol Ticker
    "v": 10204,             // Tick Volume
    "av": 200304,           // Accumulated Volume ( Today )
    "op": 114.04,           // Today's official opening price
    "vw": 114.4040,         // VWAP (Volume Weighted Average Price)
    "o": 114.11,            // Tick Open Price
    "c": 114.14,            // Tick Close Price
    "h": 114.19,            // Tick High Price
    "l": 114.09,            // Tick Low Price
    "a": 114.1314,          // Tick Average / VWAP Price
    "s": 1536036818784,     // Tick Start Timestamp ( Unix MS )
    "e": 1536036818784,     // Tick End Timestamp ( Unix MS )
}

tocks Cluster

wss://socket.polygon.io/stocks

Available Channels:
T.* Trades
Q.* Quotes
A.* Aggregate ( per second )
AM.* Aggregate ( per minute )


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