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Wrong aggregated data #302

Open Masterrrrrrrrrrrrrrr opened 1 month ago

Masterrrrrrrrrrrrrrr commented 1 month ago

URL https://api.polygon.io/v2/aggs/ticker/C:EURUSD/range/1/day/2024-05-27/2024-05-27?adjusted=true&sort=asc&apiKey=

Result I got all bars with totally garbage data. Small candles with huge tails. On the left side the same bars from TradingView, and 2 other resources. On the right side - data from Polygon.io.

Screenshot 2024-05-27 at 4 01 23 PM

I checked manually OHLC for every bar, the chart is drawn correctly (according to polygon's data). Any idea?

AHangstefer commented 3 weeks ago

It sounds like you checked the Quotes data to make sure the Aggregates were correct. If not, I'm happy to check. I'll just need the object for the data that looks odd. Each forex provider uses different sources, as there is no international source of truth for forex prices. We provide spot prices built off of the underlying quotes that we source from a multitude of institutional banks. We believe that having additional sources of data will eliminate bars like this, and help smooth the data out. We are currently looking for additional providers but do not have an ETA yet.