Use consistent IDs for companies

daquilnp commented 4 years ago

Is your feature request related to a problem? Please describe. A clear and concise description of what the problem is. Ex. I'm always frustrated when [...]

I was getting issues when using the api and found out it was from trying to load in data for ticker BFYT. I only found after some investigation that ticker BFYT was previously ticker HIIQ, but they changed the ticker symbol March 5th 2020. In polygon.io the data for HIIQ stops March 5th and data for BFYT starts March 6th, with no link between them.

Describe the solution you'd like A clear and concise description of what you want to happen.

As discussed in the support here, it would be really great to use consistent ids for companies and even have a field that keeps track of ticker symbol changes.

Describe alternatives you've considered A clear and concise description of any alternative solutions or features you've considered. Quantopian does something like this. They use SIDs for companies. However, I don't believe they keep track of ticker changes. Additional context Add any other context or screenshots about the feature request here.

qrpike commented 4 years ago

@jbonzo This is directly related to the symbols API we're doing.

clickingbuttons commented 4 years ago

I'm sure you have your own ideas for how to implement things, but I'd love for ticker-change tracking to be done through an API that could provide other time-series metadata for tickers like their primary exchange.

/v2/tickers/{date}?market=STOCKS

[
  {
    "ticker": "A",
    "name": "Agilent Technologies Inc.",
    "market": "STOCKS",
    "locale": "US",
    "currency": "USD",
    "active": true,
    "primaryExch": "NYE",
    "updated": "2020-05-20",
    "codes": {
      "cik": "0001090872",
      "figiuid": "EQ0087231700001000",
      "scfigi": "BBG001SCTQY4",
      "cfigi": "BBG000C2V3D6",
      "figi": "BBG000C2V541"
    },
    "url": "https://api.polygon.io/v2/tickers/A",
    "id": "UNIQUE_POLYGON_ID_CONSISTENT_OVER_TIME"
  }
]

This would be enough to track ticker changes from /v2/aggs/grouped/locale/{locale}/market/{market}/{date}.

Bonus points for amending that API to return the "UNIQUE_POLYGON_ID_CONSISTENT_OVER_TIME" like so:

[
  {
    "T": "RVI",
    "id": "UNIQUE_POLYGON_ID_CONSISTENT_OVER_TIME",
    "v": 163527,
    "vw": 18.3642,
    "o": 18.4,
    "c": 18.45,
    "h": 18.51,
    "l": 18.09,
    "t": 1302811200000,
    "n": 1202
  }
]

MikeCoderr commented 4 years ago

I believe this is super critical, especially, when you look at historical data. And also be able to look at stocks, which change a ticker symbols to a symbol which has been used in the past? Only with a unique identifier and then a symbol becomes just a dated entry for a specific day, but the company is always unique....

polygon-io / feature-requests

Use consistent IDs for companies #30