Closed herbertchow214 closed 5 years ago
For Polygon streaming, at the moment you will need to use NATS, as Alpaca keys are not authenticated properly on their websocket cluster. The NATS cluster is unfortunately undocumented, but you can see examples of how to connect in our SDKs - for example, here: https://github.com/alpacahq/alpaca-trade-api-python/blob/master/alpaca_trade_api/polygon/stream.py
For anyone finding this old issue through a search, the websocket interface for Polygon is now supported, and you can use one of our many SDKs to access it.
Note that if you are attempting to access it directly, the URI for our customers using Alpaca KEY_ID is wss://alpaca.socket.polygon.io/stocks
Using c# api library. I am using wss://alpaca.socket.polygon.io/stocks from environment. Worked fine earlier this week. This afternoon I get the authentication failed message. polygonStream = alpacaEnvironment.GetPolygonStreamingClient(accountID); polygonStream.OnError += polygonSocketError; polygonStream.SocketOpened += polygonSocketOpened; polygonStream.SocketClosed += polygonSocketClosed; polygonStream.Connected += polygonSocketConnected; AuthStatus auth = await polygonStream.ConnectAndAuthenticateAsync(cancellationTokenStreamSocketError); all the other sockets open.
Any suggestions appreciated.
Jeff
Using REST with my key id worked, curl https://api.polygon.io/v1/last_quote/stocks/AAPL?key_id=XXX worked {"status":"success","symbol":"AAPL","last":{"askprice":189.22,"asksize":1,"askexchange":19,"bidprice":189.21,"bidsize":2,"bidexchange":19,"timestamp":1557862846384}}
however using webSocket end authentication msg {"action":"auth","params":"XXX"} to wss://socket.polygon.io/stocks, I received authentication error {"ev":"status","status":"error","message":"authentication failed"}]