When Polygon.io will (officially) support Ticker Events?

Discussion in 'Data Sets and Feeds' started by BlackPhoenix, Mar 3, 2024.

  1. There's currently a big issue in Polygon.io to get historical data for stocks. When you query data for a specific symbol, Polygon API requires you to know which symbol to use for each queried date, but there is currently no reliable way to get the right symbol.

    For example, if you want 10y of historical data for META, you need to know to query data using symbol "META" from now until 2022-06-09 and then use symbol "FB" before this date, or you'll get zero data. For some stocks the new symbol might have been even used by completely unrelated company sometime in the past and you don't just get zero data but data for completely wrong stock!

    Polygon has the "Ticker Events" API to query when the symbol has changed, but this API is currently in "experimental" stage and the queried data is quite unreliable (sometimes symbol changes are wrong way around or are completely missing, etc.) I have 1000+ stocks in my database and it's critical to have reliable automated way to use proper symbol for given date.

    I asked about this maybe month ago from the support and there was no ETA for this feature to be officially released. This is quite a big problem when I can't query data reliably from a service whose primary business is to provide historical data. And don't take this wrong, I really like the service Polygon provides but I hope some of these kinks gets resolved. Is there an ETA or some way to work around this problem? Some other database I can perhaps use to get a list of ticker changes?
     
  2. [QUOTE="Is there ... some way to work around this problem? Some other database I can perhaps use to get a list of ticker changes?[/QUOTE]

    A company can be identified by SEC's CIK (Central Index Key). The CIK is provided by the Tickers endpoint. So if META's CIK is 0001326801 today, you can search for it in the active tickers on previous dates and obtain the company's ticker symbol at that time.
     
    BlackPhoenix likes this.
  3. Ah, that's handy, thanks!