Hey -- Trying to reach out to someone on your team to go over some issues with your API's aggregations endpoint returning data that appears to be incorrect (daily aggregations are over representing trade volume and transactions compared to hourly agg sums).
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I'm not sure if there is some weird time zone issue at play for daily sums, but I'm getting 179,073 transactions for INTC for May 13 trade data when your hourly aggs are added up but daily aggs is returning 179,821. Volumes are also off. Normally wouldn't be a huge deal but I
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cannot account for the discrepancy with just time zone changes (ET vs UTC, etc.). Volumes are also off between hourly and daily aggs. To reproduce, I'm using to/from "2022-05-13" ticker: INTC, adjusted is true ...
Any ideas on why there is a difference?
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Hey! There are actually different update rules for intraday and EOD aggregation, which is likely why you're seeing this disparity.
Feel free to send any examples to support@polygon.io and we will take a look ASAP!