We return a UNIX UTC/GMT nanosecond timestamp for each trade and quote. Through the Trades endpoint and the Quotes endpoint, we provide the SIP timestamp, the participant timestamp, as well as the TRF (Trade Reporting Facility) timestamp. The SIP timestamp is the timestamp of when the SIP received this trade from the exchange which produced it. The participant timestamp is the timestamp of when the trade was actually generated at the exchange. The TRF (Trade Reporting Facility) timestamp is the timestamp of when the trade reporting facility received this trade.
Our WebSocket Trades and Quotes feeds return the SIP timestamp.
Which timestamps are returned for Polygon’s stock trades and NBBO quotes?
Updated over 2 years ago