Comparison
A Polygon.io alternative for research, not real-time streaming
Choosing a Polygon.io alternative starts with an honest split: Polygon.io (rebranded as Massive in 2025) is known for real-time and tick-level market data and websockets for US stocks, options and other assets. FinzData is built for the other half of the workflow — research and backtesting — with survivorship-free daily and intraday history, positioning data and point-in-time fundamentals under one API key. FinzData does not offer real-time streaming.
What Polygon.io is known for
Polygon.io, rebranded as Massive in 2025, built its reputation on real-time and tick-level market data: trades and quotes delivered over websockets and REST for US stocks, options and other asset classes. If your system consumes live ticks, reacts in milliseconds or powers a trading front end, that is the category Polygon is known for.
A Polygon.io alternative makes sense when your bottleneck is not live ticks but research depth: clean historical universes, fundamentals as filed, and datasets like COT positioning or 13F holdings that sit outside a tick feed.
Different jobs: streaming vs research
Real-time streaming and backtesting solve different problems. Streaming infrastructure is optimised for latency and fan-out; research infrastructure is optimised for completeness, point-in-time correctness and bulk access. FinzData deliberately does not offer real-time streaming. Instead it provides 16,000+ US stocks since January 2000 including delisted names, 231 ETFs, and daily, hourly, 5-minute and 1-minute bars, with prices stored as traded and splits and dividends applied on read (adjust='none'|'splits'|'all').
Because the Python client mirrors yfinance, pulling this history into a pandas workflow takes a few lines.
Code: survivorship-free history in pandas
import finzdata as yf
# 1-minute bars for a research window
bars = yf.Ticker("AAPL").history(start="2020-01-01", interval="1m")
# Daily bars with full split and dividend adjustment
daily = yf.Ticker("AAPL").history(start="2000-01-01", interval="1d")
c = yf.Client()
# Explicit adjustment control on prices
raw = c.prices("AAPL", adjust="none")
# Point-in-time fundamentals as filed
rev = c.fundamentals(ticker="AAPL", concept="Revenues", as_of="2018-03-31")
# Financial statements
inc = c.statements("AAPL", statement="income", freq="quarterly")
Positioning and ownership in the same key
Researchers evaluating a Polygon.io alternative often need context that tick data does not carry. FinzData includes CFTC Commitments of Traders reports (legacy, disaggregated, TFF and supplemental) across 950+ futures markets with history since 1986 and a computed 0-100 COT index; SEC 13F institutional holdings; FINRA short interest since 2017; SEC Form 4 insider trades; and nightly dealer gamma (GEX) levels.
On the fundamentals side, SEC XBRL company facts are point-in-time by filing date, earnings release dates come from 8-K Item 2.02 since 2004, and daily point-in-time valuation (P/E, P/B, P/S, EV/EBITDA, market cap, dividend yield) runs from 2009. There are also 11,000+ US macro series with every revision preserved as FRED/ALFRED vintages.
Code: positioning and macro vintages
import finzdata as yf
c = yf.Client()
# COT positioning, TFF report
cot = c.cot(report="tff", market="E-MINI S&P 500")
# Macro series as it was published on a given vintage date
gdp = c.macro("GDP", as_of="2020-06-30")
# Short interest and earnings dates
si = c.short_interest("AAPL")
ed = c.earnings_dates("AAPL")
When Polygon.io is the better choice
If you need real-time streaming, websockets, tick-level trades and quotes, or live options feeds, Polygon.io (Massive) is the natural fit — that is what it is known for, and FinzData does not offer real-time streaming. Check their current pricing page for plans and limits. Many teams use both: a streaming provider for live execution and FinzData for survivorship-free history, positioning and point-in-time fundamentals in research.
Pricing and evaluation
The FinzData free tier covers the last 12 months of every dataset with 1,000 API calls per day, no card. Paid look-back bundles are $195 for the first 5 years and $95 for each further 5 years, plus $19.95/month for daily updates; institutional licensing is $975 once plus $59.95/month. Parquet and bulk files are included on paid plans. See free samples, live charts, the docs and pricing.
Frequently asked questions
Does FinzData offer real-time streaming like Polygon.io?
No. FinzData does not offer real-time streaming or websockets. It provides daily, hourly, 5-minute and 1-minute historical bars for research and backtesting.
Is FinzData a Polygon.io alternative for backtesting?
Yes, for research workloads: 16,000+ US stocks since January 2000 including delisted names, point-in-time fundamentals, COT, 13F, short interest and macro vintages in one key.
Can I get tick data from FinzData?
FinzData's finest granularity is 1-minute bars. If you need tick-level trades and quotes, a streaming provider such as Polygon.io (Massive) is built for that; check their docs.
Does FinzData cover options?
FinzData focuses on US stocks, ETFs, futures positioning, ownership, fundamentals and macro data, plus nightly dealer gamma (GEX) levels. For live options chains and ticks, check Polygon.io's current coverage.
How do I load large amounts of history efficiently?
Paid plans include Parquet and bulk files, so you can load full universes without paging through REST calls.
Is there a free tier?
Yes: the last 12 months of every dataset and 1,000 API calls per day, no card required.