I have no issues connecting to Polygon, sending subscription requests, and even receiving data streams. At least initially… It always connects and begins streaming reliably and everything looks fine, but just shy of 2 hours into streaming the data will suddenly stop and any additional messages sent to the socket will result in an error message saying the socket has already been disconnected. This seems to happen regardless of what time of day I start the stream.
I’m connecting to Polygon using the Polygon module in Python. I am also receiving data asynchronously to avoid any backlog in receiving the messages. Polygon’s docs don’t give me any clues nor do any of the messages I’m receiving from the server. I’ve been playing with this for a few weeks and I’m about to switch data providers over it since my goal is to stream data while I’m at work.
Any ideas? Am I missing something obvious here?