MarketParquet vs Polygon.io
> real-time + historical market data via REST and WebSocket APIs
Polygon.io is a strong general-purpose market data API with real-time feeds and broad asset-class coverage. MarketParquet is narrower -- US stocks, ETFs, and futures only -- but ships data as Parquet files purpose-built for backtesting workflows. Here's how they actually compare for the historical-research use case.
[ Side-by-side ]
| Polygon.io | MarketParquet | |
|---|---|---|
| Asset classes | stocks, options, forex, crypto, indices | US stocks, ETFs, futures |
| History depth (stocks) | back to 2003 on the Stocks Starter tier | back to 2000 (free tier, daily; Pro for intraday) |
| History depth (futures) | limited to certain tiers | back to Dec 2007 on Pro |
| Format | JSON via REST, flat files on paid tiers | Apache Parquet, snappy-compressed, by-date partitioned |
| Real-time data | yes (Advanced tiers) | no -- end-of-day batch only |
| Free tier | limited to 5 calls/min, no flat files | EOD full history + 30-day intraday window, 5 downloads/day |
| Pricing (entry, historical only) | around $29/mo for Stocks Starter | free for daily; $36/mo (annual) for Pro |
| Split-adjusted prices | yes | yes |
| Includes delisted tickers | yes | yes |
[ Where Polygon.io wins ]
- Real-time WebSocket feeds for live trading -- MarketParquet doesn't do real-time.
- Options chains, quotes, and Greeks -- not in our data.
- Tick-level data on higher tiers.
- Broader asset coverage (forex, crypto, indices).
[ Where MarketParquet wins ]
- Parquet beats paginated JSON for bulk historical loads -- ~10x smaller, ~100x faster to load with pandas/polars/duckdb.
- Free tier is genuinely useful: full daily history with no card.
- One presigned download fetches a whole trading day, not 6.5 hours of paginated /aggs calls.
- Lower entry price if you only need historical research.
[ Which to pick ]
Pick Polygon.io if you need real-time data, options chains, tick-level data, or non-equity asset classes.
Pick MarketParquet if you're doing historical backtesting on US equities, ETFs, or futures and you want bulk Parquet files instead of paginated JSON.
> Pricing and feature snapshots reflect public information at time of writing and may shift. Always confirm against Polygon.io's own pricing page before committing.