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

Start Quotes Data from Arbitrary Timestamp #19

Open mr3543 opened 3 years ago

mr3543 commented 3 years ago

Is your feature request related to a problem? Please describe. I was wondering if it's possible to start the pagination for /v2/ticks/stocks/nbbo/{ticker}/{date} from an arbitrary timestamp. From playing around with the API it seems like the timestamp parameter needs to correspond to an actual value in the dataset, otherwise the returned quotes will start at the beginning of the day.

Describe the solution you'd like I'd like to be able to submit any timestamp in the middle of the day and get the quotes directly after this timestamp.

Describe alternatives you've considered The alternative seems to be fetching the quotes for the entire day then sifting through the set to find the one that is closest to my desired timestamp.