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Support market-wide Snapshots and Aggregates #256

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gcatlin opened this issue Jul 2, 2024 · 1 comment
Open

Support market-wide Snapshots and Aggregates #256

gcatlin opened this issue Jul 2, 2024 · 1 comment

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@gcatlin
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gcatlin commented Jul 2, 2024

Is your feature request related to a problem? Please describe.
A big gap in the market data API is the lack of getting "market wide" snapshot and aggregate data. You can specify a list of symbols, but there's an upper bound per request and you first need to retrieve all Assets. Having market-wide snapshots is needed for scanners / screeners.

Describe the solution you'd like

  • Make a single API call to get snapshots for every active symbol today.
  • Make a single API call to get daily aggregates for every active symbol for a given date.

Describe alternatives you've considered

  • Send multiple requests, covering every symbol in the market (requires retrieving all Assets first)
  • Paying for Polygon.io (see here and here)

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@gcatlin
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gcatlin commented Jul 2, 2024

That's a fair point. I'll update it to say "multiple" instead of "lots".

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