Polygon.io Crypto API
Aggregates, trades, snapshots, level-2 books, and L2 streaming for crypto pairs across major exchanges.
AsyncAPI Specification
asyncapi: 2.6.0
id: urn:polygon-io:websocket
info:
title: Polygon.io WebSocket APIs
version: 2.0.0
description: >-
Streaming WebSocket APIs from Polygon.io (now operating as Massive) for
real-time and delayed US Stocks, Options, Forex, Crypto, Indices, and
Futures market data. Clients connect to a market-specific WebSocket
cluster, authenticate with an API key, then subscribe to one or more event
topics scoped to a ticker, contract, or pair (e.g. `T.AAPL`, `Q.MSFT`,
`AM.*`). Messages from the server are JSON arrays where each object
carries an `ev` field identifying the event type. Endpoints exist for the
real-time feed (`socket.polygon.io` / `socket.massive.com`), the 15-minute
delayed feed, Launchpad multi-market entitlements, and Business-tier
enrichment streams such as Fair Market Value (FMV).
contact:
name: Polygon.io Developer Support
url: https://polygon.io/contact
license:
name: Polygon.io Terms of Service
url: https://polygon.io/legal/terms
x-source: https://polygon.io/docs/websocket
x-status: production
defaultContentType: application/json
servers:
stocks:
url: socket.polygon.io/stocks
protocol: wss
description: Real-time stocks WebSocket cluster.
security:
- apiKey: []
stocks-delayed:
url: delayed.polygon.io/stocks
protocol: wss
description: 15-minute delayed stocks WebSocket cluster.
security:
- apiKey: []
options:
url: socket.polygon.io/options
protocol: wss
description: Real-time options (OPRA) WebSocket cluster.
security:
- apiKey: []
options-delayed:
url: delayed.polygon.io/options
protocol: wss
description: 15-minute delayed options WebSocket cluster.
security:
- apiKey: []
forex:
url: socket.polygon.io/forex
protocol: wss
description: Real-time forex WebSocket cluster.
security:
- apiKey: []
crypto:
url: socket.polygon.io/crypto
protocol: wss
description: Real-time crypto WebSocket cluster.
security:
- apiKey: []
indices:
url: socket.polygon.io/indices
protocol: wss
description: Real-time indices WebSocket cluster.
security:
- apiKey: []
futures:
url: socket.polygon.io/futures
protocol: wss
description: >-
Real-time futures WebSocket cluster. Sub-paths exist for individual
venues: `/futures/cme`, `/futures/cbot`, `/futures/nymex`, `/futures/comex`.
security:
- apiKey: []
launchpad:
url: launchpad.polygon.io
protocol: wss
description: >-
Launchpad multi-market feed. Append the market segment to the path,
e.g. `launchpad.polygon.io/stocks`. Carries `AM` (per-minute aggregates)
and `LV` (Launchpad Value) topics across stocks, options, forex, and crypto.
security:
- apiKey: []
business:
url: business.polygon.io
protocol: wss
description: >-
Business-tier feed. Append the market segment to the path,
e.g. `business.polygon.io/stocks`. Carries the `FMV` (Fair Market Value)
topic across stocks, options, forex, and crypto.
security:
- apiKey: []
nasdaq:
url: nasdaqfeed.polygon.io/stocks
protocol: wss
description: Nasdaq-only direct feed for stocks (entitlement required).
security:
- apiKey: []
polyfeed:
url: polyfeed.polygon.io/stocks
protocol: wss
description: PolyFeed aggregated stocks feed (entitlement required).
security:
- apiKey: []
polyfeedplus:
url: polyfeedplus.polygon.io/stocks
protocol: wss
description: PolyFeed Plus aggregated stocks feed (entitlement required).
security:
- apiKey: []
starterfeed:
url: starterfeed.polygon.io/stocks
protocol: wss
description: Starter feed for stocks (entitlement required).
security:
- apiKey: []
channels:
stocks/T:
description: Stream real-time trades for a given stock ticker symbol.
servers:
- stocks
- stocks-delayed
- nasdaq
- polyfeed
- polyfeedplus
- starterfeed
parameters:
ticker:
description: Ticker symbol or `*` for all. Comma-separated for multiple.
schema:
type: string
location: $message.payload#/sym
subscribe:
operationId: subscribeStocksTrades
summary: Receive real-time stock trade events.
message:
$ref: '#/components/messages/StockTrade'
stocks/Q:
description: Stream real-time NBBO quotes for a given stock ticker symbol.
servers:
- stocks
- nasdaq
- polyfeed
- polyfeedplus
- starterfeed
subscribe:
operationId: subscribeStocksQuotes
summary: Receive real-time stock quote (NBBO) events.
message:
$ref: '#/components/messages/StockQuote'
stocks/A:
description: Stream real-time per-second aggregates for a given stock ticker.
servers:
- stocks
- stocks-delayed
subscribe:
operationId: subscribeStocksSecAggregates
summary: Receive per-second stock aggregate (OHLCV) events.
message:
$ref: '#/components/messages/StockAggregate'
stocks/AM:
description: Stream real-time per-minute aggregates for a given stock ticker.
servers:
- stocks
- stocks-delayed
subscribe:
operationId: subscribeStocksMinAggregates
summary: Receive per-minute stock aggregate (OHLCV) events.
message:
$ref: '#/components/messages/StockAggregateMinute'
stocks/LULD:
description: Stream Limit-Up Limit-Down events for a given stock ticker.
servers:
- stocks
subscribe:
operationId: subscribeStocksLULD
summary: Receive LULD (price band) events.
message:
$ref: '#/components/messages/LimitUpLimitDown'
stocks/NOI:
description: Stream NYSE/Nasdaq Order Imbalance (NOI) events for a given stock.
servers:
- stocks
subscribe:
operationId: subscribeStocksImbalances
summary: Receive auction imbalance events.
message:
$ref: '#/components/messages/Imbalance'
business/stocks/FMV:
description: >-
Stream Fair Market Value (FMV) for a given stock ticker. Available on
the Business-tier feed (`business.polygon.io/stocks`).
servers:
- business
subscribe:
operationId: subscribeStocksFMV
summary: Receive Fair Market Value events for stocks.
message:
$ref: '#/components/messages/FairMarketValue'
launchpad/stocks/AM:
description: >-
Per-minute aggregates for stocks delivered over the Launchpad multi-market feed.
servers:
- launchpad
subscribe:
operationId: subscribeLaunchpadStocksMinAggregates
summary: Receive per-minute stock aggregates over Launchpad.
message:
$ref: '#/components/messages/LaunchpadAggregateMinute'
launchpad/stocks/LV:
description: Launchpad Value events for stocks.
servers:
- launchpad
subscribe:
operationId: subscribeLaunchpadStocksValue
summary: Receive Launchpad Value events for stocks.
message:
$ref: '#/components/messages/LaunchpadValue'
options/T:
description: Stream real-time trades for a given option contract.
servers:
- options
- options-delayed
subscribe:
operationId: subscribeOptionsTrades
summary: Receive real-time option trade events.
message:
$ref: '#/components/messages/OptionTrade'
options/Q:
description: Stream real-time quotes for a given option contract.
servers:
- options
subscribe:
operationId: subscribeOptionsQuotes
summary: Receive real-time option quote events.
message:
$ref: '#/components/messages/OptionQuote'
options/A:
description: Stream real-time per-second aggregates for a given option contract.
servers:
- options
- options-delayed
subscribe:
operationId: subscribeOptionsSecAggregates
summary: Receive per-second option aggregate events.
message:
$ref: '#/components/messages/OptionAggregate'
options/AM:
description: Stream real-time per-minute aggregates for a given option contract.
servers:
- options
- options-delayed
subscribe:
operationId: subscribeOptionsMinAggregates
summary: Receive per-minute option aggregate events.
message:
$ref: '#/components/messages/OptionAggregateMinute'
business/options/FMV:
description: >-
Stream Fair Market Value (FMV) for a given option contract over the
Business-tier feed.
servers:
- business
subscribe:
operationId: subscribeOptionsFMV
summary: Receive Fair Market Value events for options.
message:
$ref: '#/components/messages/FairMarketValue'
launchpad/options/AM:
description: Per-minute aggregates for options delivered over Launchpad.
servers:
- launchpad
subscribe:
operationId: subscribeLaunchpadOptionsMinAggregates
summary: Receive per-minute option aggregates over Launchpad.
message:
$ref: '#/components/messages/LaunchpadAggregateMinute'
launchpad/options/LV:
description: Launchpad Value events for options.
servers:
- launchpad
subscribe:
operationId: subscribeLaunchpadOptionsValue
summary: Receive Launchpad Value events for options.
message:
$ref: '#/components/messages/LaunchpadValue'
forex/C:
description: Stream real-time quotes for a forex currency pair.
servers:
- forex
subscribe:
operationId: subscribeForexQuotes
summary: Receive real-time forex quote events.
message:
$ref: '#/components/messages/ForexQuote'
forex/CA:
description: Stream per-minute aggregates for a forex currency pair.
servers:
- forex
subscribe:
operationId: subscribeForexMinAggregates
summary: Receive per-minute forex aggregate events.
message:
$ref: '#/components/messages/ForexAggregateMinute'
forex/CAS:
description: Stream per-second aggregates for a forex currency pair.
servers:
- forex
subscribe:
operationId: subscribeForexSecAggregates
summary: Receive per-second forex aggregate events.
message:
$ref: '#/components/messages/ForexAggregateSecond'
business/forex/FMV:
description: Stream Fair Market Value for a forex pair over the Business feed.
servers:
- business
subscribe:
operationId: subscribeForexFMV
summary: Receive Fair Market Value events for forex.
message:
$ref: '#/components/messages/FairMarketValue'
launchpad/forex/AM:
description: Per-minute aggregates for forex delivered over Launchpad.
servers:
- launchpad
subscribe:
operationId: subscribeLaunchpadForexMinAggregates
summary: Receive per-minute forex aggregates over Launchpad.
message:
$ref: '#/components/messages/LaunchpadAggregateMinute'
launchpad/forex/LV:
description: Launchpad Value events for forex.
servers:
- launchpad
subscribe:
operationId: subscribeLaunchpadForexValue
summary: Receive Launchpad Value events for forex.
message:
$ref: '#/components/messages/LaunchpadValue'
crypto/XT:
description: Stream real-time trades for a crypto pair.
servers:
- crypto
subscribe:
operationId: subscribeCryptoTrades
summary: Receive real-time crypto trade events.
message:
$ref: '#/components/messages/CryptoTrade'
crypto/XQ:
description: Stream real-time quotes for a crypto pair.
servers:
- crypto
subscribe:
operationId: subscribeCryptoQuotes
summary: Receive real-time crypto quote events.
message:
$ref: '#/components/messages/CryptoQuote'
crypto/XA:
description: Stream per-minute aggregates for a crypto pair.
servers:
- crypto
subscribe:
operationId: subscribeCryptoMinAggregates
summary: Receive per-minute crypto aggregate events.
message:
$ref: '#/components/messages/CryptoAggregateMinute'
crypto/XAS:
description: Stream per-second aggregates for a crypto pair.
servers:
- crypto
subscribe:
operationId: subscribeCryptoSecAggregates
summary: Receive per-second crypto aggregate events.
message:
$ref: '#/components/messages/CryptoAggregateSecond'
crypto/XL2:
description: Stream Level 2 order book updates for a crypto pair.
servers:
- crypto
subscribe:
operationId: subscribeCryptoLevel2
summary: Receive Level 2 order book snapshots.
message:
$ref: '#/components/messages/CryptoLevel2Book'
business/crypto/FMV:
description: Stream Fair Market Value for a crypto pair over the Business feed.
servers:
- business
subscribe:
operationId: subscribeCryptoFMV
summary: Receive Fair Market Value events for crypto.
message:
$ref: '#/components/messages/FairMarketValue'
launchpad/crypto/AM:
description: Per-minute aggregates for crypto delivered over Launchpad.
servers:
- launchpad
subscribe:
operationId: subscribeLaunchpadCryptoMinAggregates
summary: Receive per-minute crypto aggregates over Launchpad.
message:
$ref: '#/components/messages/LaunchpadAggregateMinute'
launchpad/crypto/LV:
description: Launchpad Value events for crypto.
servers:
- launchpad
subscribe:
operationId: subscribeLaunchpadCryptoValue
summary: Receive Launchpad Value events for crypto.
message:
$ref: '#/components/messages/LaunchpadValue'
indices/V:
description: Stream real-time index values for a given index ticker.
servers:
- indices
subscribe:
operationId: subscribeIndicesValue
summary: Receive real-time index value events.
message:
$ref: '#/components/messages/IndexValue'
indices/A:
description: Stream per-second aggregates for a given index ticker.
servers:
- indices
subscribe:
operationId: subscribeIndicesSecAggregates
summary: Receive per-second index aggregate events.
message:
$ref: '#/components/messages/IndexAggregate'
indices/AM:
description: Stream per-minute aggregates for a given index ticker.
servers:
- indices
subscribe:
operationId: subscribeIndicesMinAggregates
summary: Receive per-minute index aggregate events.
message:
$ref: '#/components/messages/IndexAggregateMinute'
futures/T:
description: Stream real-time trades for a futures contract.
servers:
- futures
subscribe:
operationId: subscribeFuturesTrades
summary: Receive real-time futures trade events.
message:
$ref: '#/components/messages/FuturesTrade'
futures/Q:
description: Stream real-time quotes for a futures contract.
servers:
- futures
subscribe:
operationId: subscribeFuturesQuotes
summary: Receive real-time futures quote events.
message:
$ref: '#/components/messages/FuturesQuote'
futures/A:
description: Stream per-second aggregates for a futures contract.
servers:
- futures
subscribe:
operationId: subscribeFuturesSecAggregates
summary: Receive per-second futures aggregate events.
message:
$ref: '#/components/messages/FuturesAggregate'
futures/AM:
description: Stream per-minute aggregates for a futures contract.
servers:
- futures
subscribe:
operationId: subscribeFuturesMinAggregates
summary: Receive per-minute futures aggregate events.
message:
$ref: '#/components/messages/FuturesAggregateMinute'
control:
description: >-
Control channel for client-to-server messages. After the connection is
established, the client must send an `auth` message with its API key,
then issue `subscribe` and `unsubscribe` messages whose `params` field
is a comma-separated list of `<TOPIC>.<TICKER>` tuples (e.g.
`T.AAPL,T.MSFT`, `Q.*`, `AM.O:A230616C00070000`). The server
acknowledges each control message with a `status` event.
publish:
operationId: sendControlMessage
summary: Send auth, subscribe, or unsubscribe control messages.
message:
oneOf:
- $ref: '#/components/messages/AuthMessage'
- $ref: '#/components/messages/SubscribeMessage'
- $ref: '#/components/messages/UnsubscribeMessage'
subscribe:
operationId: receiveStatusMessage
summary: Receive connection / auth / subscription status events.
message:
$ref: '#/components/messages/StatusMessage'
components:
securitySchemes:
apiKey:
type: userPassword
description: >-
Authentication is performed inside the WebSocket session by sending
a JSON message of the form
`{"action":"auth","params":"<APIKEY>"}` after the connection opens.
The server responds with `[{"ev":"status","status":"auth_success",...}]`
on success or `auth_failed` on failure.
messages:
AuthMessage:
name: AuthMessage
title: Authentication request
summary: Authenticate the WebSocket session with an API key.
contentType: application/json
payload:
type: object
required:
- action
- params
properties:
action:
type: string
enum:
- auth
params:
type: string
description: The API key.
example:
action: auth
params: YOUR_API_KEY
SubscribeMessage:
name: SubscribeMessage
title: Subscribe request
summary: Subscribe to one or more topics.
contentType: application/json
payload:
type: object
required:
- action
- params
properties:
action:
type: string
enum:
- subscribe
params:
type: string
description: >-
Comma-separated list of `<TOPIC>.<TICKER>` tuples. The wildcard
`*` subscribes to all symbols on that topic (entitlement
permitting). Examples: `T.AAPL,T.MSFT`, `AM.*`, `XT.BTC-USD`,
`FMV.NVDA`.
example:
action: subscribe
params: T.AAPL,T.MSFT
UnsubscribeMessage:
name: UnsubscribeMessage
title: Unsubscribe request
summary: Unsubscribe from one or more topics.
contentType: application/json
payload:
type: object
required:
- action
- params
properties:
action:
type: string
enum:
- unsubscribe
params:
type: string
description: Comma-separated list of `<TOPIC>.<TICKER>` tuples to unsubscribe from.
example:
action: unsubscribe
params: T.AAPL
StatusMessage:
name: StatusMessage
title: Connection status event
summary: >-
Server-side status update for connect, auth, subscribe, and
unsubscribe operations.
contentType: application/json
payload:
type: object
properties:
ev:
type: string
enum:
- status
status:
type: string
description: >-
Status code such as `connected`, `auth_success`, `auth_failed`,
`success`, `error`, `max_connections`.
message:
type: string
description: Human-readable status message.
example:
ev: status
status: auth_success
message: authenticated
StockTrade:
name: StockTrade
title: Stock trade (T)
summary: A single stock trade tick from the SIP or a TRF.
contentType: application/json
payload:
$ref: '#/components/schemas/StockTrade'
StockQuote:
name: StockQuote
title: Stock quote (Q)
summary: A single stock NBBO quote update.
contentType: application/json
payload:
$ref: '#/components/schemas/StockQuote'
StockAggregate:
name: StockAggregate
title: Stock per-second aggregate (A)
summary: Aggregated OHLCV window covering one second.
contentType: application/json
payload:
$ref: '#/components/schemas/StockAggregate'
StockAggregateMinute:
name: StockAggregateMinute
title: Stock per-minute aggregate (AM)
summary: Aggregated OHLCV window covering one minute.
contentType: application/json
payload:
$ref: '#/components/schemas/StockAggregateMinute'
LimitUpLimitDown:
name: LimitUpLimitDown
title: Limit-Up Limit-Down (LULD)
summary: National price bands published under Reg NMS LULD.
contentType: application/json
payload:
$ref: '#/components/schemas/LimitUpLimitDown'
Imbalance:
name: Imbalance
title: Order imbalance (NOI)
summary: NYSE / Nasdaq opening or closing auction imbalance event.
contentType: application/json
payload:
$ref: '#/components/schemas/Imbalance'
FairMarketValue:
name: FairMarketValue
title: Fair Market Value (FMV)
summary: Polygon's proprietary fair value estimate for the asset.
contentType: application/json
payload:
$ref: '#/components/schemas/FairMarketValue'
LaunchpadAggregateMinute:
name: LaunchpadAggregateMinute
title: Launchpad per-minute aggregate (AM)
summary: Per-minute aggregate routed via the Launchpad multi-market feed.
contentType: application/json
payload:
$ref: '#/components/schemas/LaunchpadAggregateMinute'
LaunchpadValue:
name: LaunchpadValue
title: Launchpad Value (LV)
summary: Launchpad-feed value event.
contentType: application/json
payload:
$ref: '#/components/schemas/LaunchpadValue'
OptionTrade:
name: OptionTrade
title: Option trade (T)
summary: A single OPRA-licensed option trade tick.
contentType: application/json
payload:
$ref: '#/components/schemas/OptionTrade'
OptionQuote:
name: OptionQuote
title: Option quote (Q)
summary: A single OPRA-licensed option quote update.
contentType: application/json
payload:
$ref: '#/components/schemas/OptionQuote'
OptionAggregate:
name: OptionAggregate
title: Option per-second aggregate (A)
contentType: application/json
payload:
$ref: '#/components/schemas/OptionAggregate'
OptionAggregateMinute:
name: OptionAggregateMinute
title: Option per-minute aggregate (AM)
contentType: application/json
payload:
$ref: '#/components/schemas/OptionAggregateMinute'
ForexQuote:
name: ForexQuote
title: Forex quote (C)
summary: Currency pair quote update.
contentType: application/json
payload:
$ref: '#/components/schemas/ForexQuote'
ForexAggregateMinute:
name: ForexAggregateMinute
title: Forex per-minute aggregate (CA)
contentType: application/json
payload:
$ref: '#/components/schemas/ForexAggregateMinute'
ForexAggregateSecond:
name: ForexAggregateSecond
title: Forex per-second aggregate (CAS)
contentType: application/json
payload:
$ref: '#/components/schemas/ForexAggregateSecond'
CryptoTrade:
name: CryptoTrade
title: Crypto trade (XT)
contentType: application/json
payload:
$ref: '#/components/schemas/CryptoTrade'
CryptoQuote:
name: CryptoQuote
title: Crypto quote (XQ)
contentType: application/json
payload:
$ref: '#/components/schemas/CryptoQuote'
CryptoAggregateMinute:
name: CryptoAggregateMinute
title: Crypto per-minute aggregate (XA)
contentType: application/json
payload:
$ref: '#/components/schemas/CryptoAggregateMinute'
CryptoAggregateSecond:
name: CryptoAggregateSecond
title: Crypto per-second aggregate (XAS)
contentType: application/json
payload:
$ref: '#/components/schemas/CryptoAggregateSecond'
CryptoLevel2Book:
name: CryptoLevel2Book
title: Crypto Level 2 book (XL2)
summary: Aggregated Level 2 book snapshot for a crypto pair.
contentType: application/json
payload:
$ref: '#/components/schemas/CryptoLevel2Book'
IndexValue:
name: IndexValue
title: Index value (V)
contentType: application/json
payload:
$ref: '#/components/schemas/IndexValue'
IndexAggregate:
name: IndexAggregate
title: Index per-second aggregate (A)
contentType: application/json
payload:
$ref: '#/components/schemas/IndexAggregate'
IndexAggregateMinute:
name: IndexAggregateMinute
title: Index per-minute aggregate (AM)
contentType: application/json
payload:
$ref: '#/components/schemas/IndexAggregateMinute'
FuturesTrade:
name: FuturesTrade
title: Futures trade (T)
contentType: application/json
payload:
$ref: '#/components/schemas/FuturesTrade'
FuturesQuote:
name: FuturesQuote
title: Futures quote (Q)
contentType: application/json
payload:
$ref: '#/components/schemas/FuturesQuote'
FuturesAggregate:
name: FuturesAggregate
title: Futures per-second aggregate (A)
contentType: application/json
payload:
$ref: '#/components/schemas/FuturesAggregate'
FuturesAggregateMinute:
name: FuturesAggregateMinute
title: Futures per-minute aggregate (AM)
contentType: application/json
payload:
$ref: '#/components/schemas/FuturesAggregateMinute'
schemas:
StockTrade:
type: object
properties:
ev:
type: string
enum: [T]
description: The event type.
sym:
type: string
description: The ticker symbol for the given stock.
x:
type: integer
description: The exchange ID.
i:
type: string
description: The trade ID.
z:
type: integer
description: The tape (1 = NYSE, 2 = AMEX, 3 = Nasdaq).
p:
type: number
format: double
description: The price.
s:
type: integer
description: The trade size.
c:
type: array
description: The trade conditions.
items:
type: integer
t:
type: integer
description: The SIP timestamp in Unix MS.
q:
type: integer
description: Per-ticker sequence number.
trfi:
type: integer
description: The TRF ID where the trade took place.
trft:
type: integer
description: The TRF timestamp in Unix MS.
example:
ev: T
sym: MSFT
x: 4
i: "12345"
z: 3
p: 114.125
s: 100
c: [0, 12]
t: 1536036818784
q: 3681328
StockQuote:
type: object
properties:
ev:
type: string
enum: [Q]
sym:
type: string
bx:
type: integer
description: The bid exchange ID.
bp:
type: number
format: double
description: The bid price.
bs:
type: integer
description: The bid size in round lots.
ax:
type: integer
description: The ask exchange ID.
ap:
type: number
format: double
description: The ask price.
as:
type: integer
description: The ask size in round lots.
c:
type: integer
description: The condition.
i:
type: array
items:
type: integer
description: The indicators.
t:
type: integer
description: The SIP timestamp in Unix MS.
q:
type: integer
description: Per-ticker sequence number.
z:
type: integer
description: The tape.
StockAggregate:
type: object
properties:
ev:
type: string
enum: [A]
sym:
type: string
v:
type: integer
description: The tick volume.
av:
type: integer
description: Today's accumulated volume.
op:
type: number
format: double
description: Today's official opening price.
vw:
type: number
format: float
description: The tick's VWAP.
o:
type: number
format: double
c:
type: number
format: double
h:
type: number
format: double
l:
type: number
format: double
a:
type: number
format: float
description: Today's VWAP.
z:
type: integer
description: Average trade size for this aggregate window.
s:
type: integer
description: Start timestamp (Unix MS).
e:
type: integer
description: End timestamp (Unix MS).
otc:
type: boolean
description: Present and true when the ticker is OTC.
StockAggregateMinute:
allOf:
- $ref: '#/components/schemas/StockAggregate'
- type: object
properties:
ev:
type: string
enum: [AM]
LimitUpLimitDown:
type: object
properties:
ev:
type: string
enum: [LULD]
T:
type: string
description: The ticker symbol.
h:
type: number
format: double
description: The high price band.
l:
type: number
format: double
description: The low price band.
i:
type: array
items:
type: integer
description: Indicators.
z:
type: integer
description: The tape.
t:
type: integer
description: SIP timestamp in Unix MS.
q:
type: integer
description: Per-ticker sequence number.
Imbalance:
type: object
properties:
ev:
type: string
enum: [NOI]
T:
type: string
description: The ticker symbol.
t:
type: integer
description: SIP timestamp in Unix MS.
at:
type: integer
description: Auction time.
a:
type: string
description: Auction type.
i:
type: integer
description: Symbol sequence.
x:
type: integer
description: Exchange ID.
o:
type: integer
description: Imbalance quantity.
p:
type: integer
description: Paired quantity.
b:
type: number
format: double
description: Book clearing price.
FairMarketValue:
type: object
properties:
ev:
type: string
enum: [FMV]
fmv:
type: number
format: double
description: Polygon-derived fair market value.
sym:
type: string
description: The ticker, contract symbol, or pair.
t:
type: integer
description: Nanosecond Unix timestamp.
LaunchpadAggregateMinute:
type: object
properties:
ev:
type: string
enum: [AM]
sym:
type: string
v:
type: integer
av:
type: integer
op:
type: number
format: double
vw:
type: number
format: float
o:
type: number
format: double
c:
type: number
format: double
h:
type: number
format: double
l:
type: number
format: double
a:
type: number
format: float
z:
type: integer
s:
type: integer
e:
type: integer
LaunchpadValue:
type: object
properties:
ev:
type: string
enum: [LV]
# --- truncated at 32 KB (41 KB total) ---
# Full source: https://raw.githubusercontent.com/api-evangelist/polygon-io/refs/heads/main/asyncapi/polygon-io-asyncapi.yml