Polygon is no longer supported. The emails said you can subscribe for a free month with them. Otherwise you need to use the new Alpaca Pro API. I will say that I have not had any luck with it yet though. My account is still acting like a basic account limited to 200 calls/min
Wow - thanks for the quick update - just found the relevant email in my gmail account.
That’s really bad news - $199/mo for real-time data is just way too much. I’ll have to look into Interactive Broker’s API and see if I can grab some intraday h1 bars from them.
Does anyone know of a good alternative for polygon.historic_agg_v2 that does not cost $200/month?
Any opinions on IEX Cloud ($10/month) ?
I would prefer to use Alpaca, but so far did not find polygon.historic_agg_v2 alternative
I tried get_barset, but it does not work well with splits, as far as I could tell
For daily end-of-day bars, I use Norgate Data for $270/yr for US stocks. I essentially download the entire history/market using python and store it in one pickle file (about 1.2GB), nightly at 7 or 8PM PST. It lives in a WIndows systray and downloads prices throughout the day. The only drawback for me was having to write a python script to run within miniconda under a Windows 10 cron for scheduling. I much prefer Linux, which is not available.
As for intraday bars, I, too, am looking for an alternative. The first thing I’ll try is Interactive Broker’s API. I’ll post later if I find anything interesting.
It’s sad that Alpaca lost Polygon as that was the easiest/most direct API for intraday bars I’ve found so far.
Update: for $14.50/mo (US Securities Snapshot for $10, US Equity and Option Add-On for $4.50) or $174/yr, Interactive Broker’s API seems to work well for trade (volume), bid, ask - there are other options I haven’t tested yet. It seems that you have to sign up for IBPro (IBLite for commission-free doesn’t allow for API access) either with fixed or tiered commissions. So, theoretically, that means better fills, but you’ll have to pay some commission.
On a daily basis, the exchanges are down 8h a day so you can grab 16h worth of h1 bars.