I first trialed Polygon’s websocket for the stocks cluster and was getting up to 80,000 quote ticks per second for Q.* (subscribe all US stock quotes). My understanding is that Alpaca’s API for live brokerage accounts permits/directs access to Polygon’s websocket. However, that doesn’t appear to be the case: with the Alpaca API / python SDK, I’m getting, at most, a few hundred quote tickers per second at peak volume. Moreover, Alpaca’s live brokerage key doesn’t work directly with Polygon’s websocket; it only authenticates through the Alpaca SDK interface to Polygon.
Is it correct that while the live brokerage account does connect to Polygon as opposed to IEX, it only offers a limited/free version of Polygon’s regular data provision? If so, it might be worth stating this more clearly in the Alpaca documentation, as that isn’t what it seems to indicate at present.