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Index Analysis

A 3-step recipe with Massive (formerly Polygon.io). We can help you get access.

Recipe · 3 steps

Index Analysis

Analyze an index via snapshot, aggregate bars, and previous close.

  1. Read the current snapshot for the index to capture its latest value and session change.
  2. Retrieve aggregate bars for the index over the requested date range for trend context.
  3. Read the previous day's open, close, high, and low for the index to anchor the data against the prior session.
What you'll need to have ready
  • ticker: Index ticker symbol (e.g. I:SPX).
  • multiplier: Size of the timespan multiplier for the aggregate window.
  • timespan: Aggregate window size (minute, hour, day, week, month, quarter, year).
  • from: Start of the aggregate window (YYYY-MM-DD).
  • to: End of the aggregate window (YYYY-MM-DD).
For your developer

Arazzo workflow polygon:index-analysis, 3 operations: getIndicesSnapshot → getIndicesAggregateBars → getIndicesPreviousClose. Specs on APIs.io.