Why is Polygon’s market data different from other providers?

We source our data directly from the SIPs. This includes every single trade and NBBO quote that occurs on any of the 19 US exchanges. Other providers typically source from a handful of exchanges instead of all of them. This may cause differences in prices. There may also be differences in our aggregates prices. There are no industry standard rules for creating aggregates. We choose to use CTA and UTPs aggregation rules as we feel these are the most standard in the industry. You can read more about this process in our blog post - Understanding Trade Eligibility