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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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by-second resolution historical aggregates #29

Open jibidnd opened 4 years ago

jibidnd commented 4 years ago

Is your feature request related to a problem? Please describe. I'd like to look at some OHLCV data on the per-second resolution. It is a happy medium between tick and minutely.

Describe the solution you'd like Add option for aggregate historical bar data (/v2/aggs/ticker/ endpoint) to be returned on the per-second resolution.

Describe alternatives you've considered Rolling my own second-ly bars from ticks. However, 1) This would require loading all tick data in the timeframe 2) This would require taking into account different trade conditions (from different exchanges?) 3) It would seem that Polygon.io already has the infrastructure to produce minutely-bars. Don't want to repeat work here.

Additional context Add any other context or screenshots about the feature request here.

AlexandroSosa commented 2 years ago

I second this; downloading all tick data and aggregating it into 1-second bars is a lot of redundant work from a customer's perspective.