I need 1 minute bars in real time during the market hours. How do I do that through Polygon API ? Is there a subscription channel to a 1 minute real time bar to receive as a stream?
It seems there are only 2 ways, neither of which is ideal: (1) subscribe to last trade channel and aggregate in real time; (2) call for 1 min historic_aggs every minute on the minute for all symbols. Both are prone to synchronization issue with the server, also too many API calls through the day.
(This was easy with the IB API I used a while ago, I would subscribe to a stream of 5 sec real time bars, which I would then aggregate to 1 minute)