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polygon-io / feature-requests

Feature requests for the Polgon.io Platform. Any bug reports should be opened in polygon-io/issues/issuess
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Because we need to backtest our strategies, so bid and ask for every candlestick is needed. #28

Open fintechee opened 3 years ago

fintechee commented 3 years ago

Hi,

I hope you are doing well. This repository is amazing.

Just a little suggestion: Because we need to backtest our strategies, so bid and ask for every candlestick is needed. Every candlestick's bid and ask stands for the aggregated tick based on the specific time frame. You can add a parameter querystring for it. For example: price="M" stands for getting the data with the middle value between bid and ask. price="B" stands for bid price="A" stands for ask price="BA" stands for both.