Aggregates endpoint

The aggregate endpoint available in Polygon provides aggregate bars of a security over a specified time window. We can use this data to analyze growth or decline in a security's values.

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Name	Type	Category	Description
`ticker`	String	Mandatory	The ticker associated with the security we want.
`timespan`	String	Mandatory	The time over which the results are recorded. Possible input: `minute`, `hour`, `day`, `week`, `month`, `quarter`, or `year`. So, with a multiplier of two and a timespan of an hour, we will get data for every two hours.
`multiplier`	Integer	Mandatory	The size of the timespan multiplier.
`from`	String	Mandatory	This defines the starting date YYYY-MM-DD or timestamp in milliseconds of the time window.
`to`	String	Mandatory	This defines the ending date YYYY-MM-DD or timestamp in milliseconds of the time window.
`adjusted`	String	Optional	This is set to `true` if we want the result to be adjusted for splits. By default, it is set to `true`.
`limit`	Integer	Optional	This defines the number of results required. By default, it is set to `5000` and the maximum limit we can provide is `50000`.
`sort`	String	Optional	This is used to sort the results based on `timestamp`. Accepted input: `asc` or `desc` for ascending and descending, respectively.

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// Importing libraries here
import fetch from "node-fetch";
// Define API key here
const apiKey = '{{API_KEY}}';
//Required parameters
const ticker = "AAAU";
const multiplier = 1;
const timespan = 'day';
const from_ = '2021-07-07';
const to = '2021-07-14';
// Define endpoint URL here
const endpointUrl = new URL(`https://api.polygon.io/v2/aggs/ticker/${ticker}/range/${multiplier}/${timespan}/${from_}/${to}`);
// Define Header Parameters here
const headerParameters = {
  authorization: `Bearer ${apiKey}`,
  contentType: 'application/json',
};
// Setting API call options
const options = {
  method: 'GET',
  headers: headerParameters,
};
// Function to make API call
async function Aggregates() {
  try {
    const response = await fetch(endpointUrl, options);
    // Custom function for printing the API response
    printResponse(response);
  } catch (error) {
    // Custom function for printing the error message
    printError(error);
  }
}
// Calling function to make API call
Aggregates();

Name	Type	Description
`ticker`	String	The ticker given in the request parameter.
`queryCount`	Integer	The number of aggregates used to generate the response.
`resultsCount`	Integer	The total number of results given.
`adjusted`	Boolean	This tells us if the response was adjusted for splits or not.
`results`	Object	This contains the details of our query.
`results.v`	Integer	The volume of the ticker in the given time window.
`results.vw`	Integer	The weighted average volume in the given time window.
`results.o`	Integer	The opening price of the ticker.
`results.c`	Integer	The closing price of the ticker.
`results.h`	Integer	The highest price of the ticker.
`results.l`	Integer	The lowest price of the ticker.
`results.t`	Integer	The time since the start of the aggregate window in milliseconds.
`results.n`	Integer	The total number of transactions in the aggregate window.
`status`	String	The status of our query.
`request_id`	String	The ID associated with our request.
`count`	Integer	The number of results returned.

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Name	Type	Category	Description
`locale_type`	String	Mandatory	Filter results based on location. Available options: `us` for stocks and `global` for cryptocurrency and forex.
`security_type`	String	Mandatory	The security whose data we want. Possible input: `stocks`, `fx`, and `crypto` for stocks, forex, and cryptocurrency, respectively.
`date`	String	Mandatory	The starting date for the aggregate window.
`adjusted`	String	Optional	This is set to `true` if we want the result to be adjusted for splits. By default, it is set to `true`.
`include_otc`	Boolean	Optional	This parameter is only used in case our `security_type` is `stocks`. If `true`, the response includes OTC securities. By default, it is set to `false`.

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// Importing libraries here
import fetch from "node-fetch";
// Define API key here
const apiKey = '{{API_KEY}}';
//Required paramenters
const locale_type = 'global';
const security_type = 'crypto';
const date = '2021-07-07';
// Define endpoint URL here
const endpointUrl = new URL(`https://api.polygon.io/v2/aggs/grouped/locale/${locale_type}/market/${security_type}/${date}`);
// Define Header Parameters here
const headerParameters = {
  authorization: `Bearer ${apiKey}`,
  contentType: 'application/json',
};
// Setting API call options
const options = {
  method: 'GET',
  headers: headerParameters,
};
// Function to make API call
async function GroupedDaily() {
  try {
    const response = await fetch(endpointUrl, options);
    // Custom function for printing the API response
    printResponse(response);
  } catch (error) {
    // Custom function for printing the error message
    printError(error);
  }
}
// Calling function to make API call
GroupedDaily();

Here’s an explanation for the above code:

Lines 8–10: We define the required parameters.
- Line 8: We set the locale_type to global.
- Line 9: We set the security_type to crypto to get results related to cryptocurrency.
- Line 10: We set a date to specify the starting point of the aggregate window.
Line 13: We define the endpoint URL.
Lines 16–19: We define the API key in the header parameter.
Lines 22–25: We define the options parameters and set the request type as GET.
Lines 28–38: We define the GroupedDaily function, which calls the endpoint.
Line 41: We call the GroupedDaily function.

Change the required parameters’ values in lines 8–10 to get different results.

Response fields

The following table gives an overview of the attributes found in the response object of the grouped daily endpoint:

Name	Type	Description
`queryCount`	Integer	The number of aggregates used to generate a response to our query.
`resultsCount`	Integer	The total number of results for our query.
`adjusted`	Boolean	This tells us if the result is adjusted for splits or not.
`results`	Object	This object contains details about our query.
`results.T`	String	This is the given ticker.
`results.v`	Integer	The volume of the ticker in the given time window.
`results.vw`	Integer	The weighted average volume in the given time window.
`results.o`	Integer	The opening price of the ticker.
`results.c`	Integer	The closing price of the ticker.
`results.h`	Integer	The highest price of the ticker.
`results.l`	Integer	The lowest price of the ticker.
`results.t`	Integer	The time since the start of the aggregate window in milliseconds.
`results.n`	Integer	The total number of transactions in the aggregate window.
`status`	String	The response status to our query.
`request_id`	String	The ID assigned to our request by the server.
`count`	Integer	The number of results to our query.

Introduction

Market

Securities

Technical Indicators

APIs Integration in React

Conclusion

Appendix

Bar Charts

Aggregates endpoint

Request parameters

Response fields

Grouped daily endpoint

Request parameters

Response fields