feat: intraday hourly price bars via Polygon range endpoint

- New 'intraday_bars' endpoint in PolygonMarketAdapter: fetches hourly
  bars for today using range_bars URL with timespan=hour, sort=asc
- Scheduler expands intraday_bars global source into per-ticker jobs
  for all active companies (every 15 minutes via polling_interval)
- Migration 025 inserts the intraday source with 900s cadence
- Frontend price matching uses closest-timestamp instead of date-string
  matching, with 2h tolerance for intraday and 36h for daily windows
- Bumped market price fetch limit to 200 for intraday granularity

services/adapters/market_adapter.py

@@ -44,6 +44,7 @@ class PolygonMarketAdapter(MarketDataAdapter):
     PREV_BARS = "/v2/aggs/ticker/{ticker}/prev"
     RANGE_BARS = "/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from_date}/{to_date}"
     GROUPED_DAILY = "/v2/aggs/grouped/locale/us/market/stocks/{date}"
+    INTRADAY_BARS = "/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from_date}/{to_date}"
     TICKER_DETAILS = "/v3/reference/tickers/{ticker}"
 
     def __init__(self, api_key: str, base_url: str = "https://api.polygon.io") -> None:
@@ -133,6 +134,22 @@ class PolygonMarketAdapter(MarketDataAdapter):
                 params["sort"] = config["sort"]
             if config.get("limit"):
                 params["limit"] = str(config["limit"])
+        elif endpoint_key == "intraday_bars":
+            # Intraday: fetch hourly bars for today
+            from datetime import date as date_cls
+            today = date_cls.today().isoformat()
+            multiplier = str(config.get("multiplier", 1))
+            timespan = config.get("timespan", "hour")
+            path = self.INTRADAY_BARS.format(
+                ticker=ticker,
+                multiplier=multiplier,
+                timespan=timespan,
+                from_date=today,
+                to_date=today,
+            )
+            params["adjusted"] = str(config.get("adjusted", True)).lower()
+            params["sort"] = "asc"
+            params["limit"] = str(config.get("limit", 50))
         elif endpoint_key == "grouped_daily":
             # Grouped daily: returns bars for ALL tickers for a given date
             target_date = config.get("date", "")

services/scheduler/app.py

@@ -453,11 +453,22 @@ async def schedule_cycle(pool: asyncpg.Pool, rds: aioredis.Redis) -> int:
 
         # Build job with ticker="_MARKET" for global sources
         job = build_job_payload(src, [], now)
-        job["ticker"] = "_MARKET"
-        await rds.rpush(queue_key(QUEUE_INGESTION), json.dumps(job))
-        enqueued += 1
-
-        logger.info("Enqueued grouped daily market data job")
+        if endpoint == "intraday_bars":
+            # Expand intraday source into per-ticker jobs for all active companies
+            tickers = await pool.fetch(
+                "SELECT ticker FROM companies WHERE active = TRUE"
+            )
+            for t_row in tickers:
+                ticker_job = dict(job)
+                ticker_job["ticker"] = t_row["ticker"]
+                await rds.rpush(queue_key(QUEUE_INGESTION), json.dumps(ticker_job))
+                enqueued += 1
+            logger.info("Enqueued %d intraday bar jobs", len(tickers))
+        else:
+            job["ticker"] = "_MARKET"
+            await rds.rpush(queue_key(QUEUE_INGESTION), json.dumps(job))
+            enqueued += 1
+            logger.info("Enqueued grouped daily market data job")
 
     logger.info(
         "Cycle complete: enqueued=%d skipped_not_due=%d skipped_rate_limit=%d total_sources=%d",