Market Data Overview

Learn about Stratify's market data sources, coverage, refresh rates, and data quality standards.

Data Sources

📊 Polygon.io (Primary)

Professional-grade market data via Massive.com subscription.

  • Coverage: All US stocks and ETFs
  • Update frequency: Real-time (with API key) or 15-min delay
  • Data types: OHLCV, ticks, quotes, company info
  • Historical: 20+ years of daily data
  • Cost: $29/month via Massive.com

📈 Alpha Vantage (Backup)

Free tier for basic data when Polygon quota exceeded.

  • Coverage: US stocks, limited international
  • Update frequency: End of day
  • Rate limits: 5 calls/minute (free tier)

Available Data Types

OHLCV (Open, High, Low, Close, Volume)

Standard bar data. Available in multiple timeframes: 1m, 5m, 15m, 1h, 4h, 1d, 1w, 1M

Real-Time Quotes

Current bid/ask prices, spread, last trade. Updates every 1-5 seconds with API key.

Company Fundamentals

Market cap, P/E ratio, earnings dates, dividends, sector/industry info.

News & Events

Company news, earnings reports, SEC filings, economic calendar events.

Data Quality Standards

Gap Detection

Automatically identifies missing data points and alerts for manual review or backfill.

Anomaly Detection

Flags unusual values (impossible prices, zero volume days, data spikes) for verification.

Split & Dividend Adjustment

Historical prices automatically adjusted for stock splits and dividends for accurate backtesting.