Skip to content

Migrate bar history retrieval to Polygon's v2 aggregate endpoint

Compare
Choose a tag to compare
@ttt733 ttt733 released this 12 May 04:40
· 233 commits to master since this release

For a while, users have experienced some issues with the performance associated with Polygon's v1 API endpoints. Starting with this release, pylivetrader will now use the v2 API endpoint, which will reportedly perform more consistently on Polygon's side.

This change should be transparent to users, although given that the Polygon API's endpoint parameters changed significantly between v1 and v2, pylivetrader now needs to do a little work to make them match the new format. If you experience any issues running existing algorithms with the new code, please report them in our issues tracker here or in the Alpaca community Slack's #pylivetrader channel.