polygon-io / feature-requests

Feature requests for the Polgon.io Platform. Any bug reports should be opened in polygon-io/issues/issuess
0 stars 0 forks source link

Endpoint for historical market holidays / status #14

Open SebRollen opened 3 years ago

SebRollen commented 3 years ago

Is your feature request related to a problem? Please describe. I sometimes want to find what was the last trading day before the current day. Normally, one can just look-up the previous business-day, but market holidays can complicate things.

Describe the solution you'd like I would love to see another endpoint similar to v1/marketstatus/now and v1/marketstatus/upcoming that allows for querying past dates. Perhaps v1/marketstatus/history. The parameters for this endpoint would most likely be start (date) and end (date), similar to the aggs endpoint.

Describe alternatives you've considered The best alternative currently seems to be to call the previous-close endpoint and parse the date from the t field, but that requires specifying a specific ticker even though we want a market-wide value

spazmodius commented 3 years ago

I currently use Alpaca's calendar endpoint for this data.

SebRollen commented 3 years ago

@spazmodius, that's a good suggestion for users who also have an Alpaca account, thank you. Would love to still see an endpoint from polygon though as it'd be nice to not have to rely on one specific broker for this data

bensie commented 3 years ago

Looking for this as well. Ideally whether you're querying history or the current market status, it returns the timestamp of market close as well. This is particularly important for short market days, where intra-day positions need to be closed before market close. Thanks!

upuxaa commented 2 years ago

I'm going to use Tradier for now to query the historical market holidays/status

https://documentation.tradier.com/brokerage-api/markets/get-calendar

sergproua commented 1 year ago

Is there an ETA for the feature? Thanks!

sergproua commented 1 year ago

A good alternative would be to introduce new Aggregates (Bars) API accepting from and number of aggregate bars instead of 'from' and 'to'

vjamwec13579 commented 1 month ago

Still no updates to this RFP?