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

frontend/src/pages/CompanyDetail.tsx

@@ -43,7 +43,7 @@ export function CompanyDetailPage() {
   const { data: decisions } = useCorporateDecisions(company?.ticker);
   const { data: trends } = useTrends({ ticker: company?.ticker, limit: 200 });
   const { data: trendHistory } = useTrendHistory({ ticker: company?.ticker, limit: 500 });
-  const { data: marketPrices } = useMarketPrices(company?.ticker);
+  const { data: marketPrices } = useMarketPrices(company?.ticker, 200);
   const [tab, setTab] = useState<'trends' | 'sources' | 'aliases' | 'macro' | 'competitors' | 'patterns' | 'signals' | 'decisions'>('trends');
 
   if (isLoading || !company) return <LoadingSpinner />;
@@ -595,21 +595,33 @@ function TrendHistoryChart({ trends, latestTrends, ticker, marketPrices }: { tre
     .filter((t) => t.entity_id === ticker && t.window === selectedWindow)
     .sort((a, b) => new Date(a.generated_at).getTime() - new Date(b.generated_at).getTime());
 
-  // Build a price lookup by date (closest price per day)
+  // Build a price lookup — match by closest timestamp to each trend point
-  const priceByDay = new Map<string, number>();
+  const sortedPrices = [...(marketPrices ?? [])]
-  for (const p of marketPrices ?? []) {
+    .filter((p) => p.bar_timestamp != null && p.close != null)
-    if (p.bar_timestamp && p.close != null) {
+    .sort((a, b) => a.bar_timestamp - b.bar_timestamp);
-      const d = new Date(p.bar_timestamp).toISOString().slice(0, 10);
+
-      priceByDay.set(d, p.close);
+  function findClosestPrice(ts: number): number | undefined {
+    if (sortedPrices.length === 0) return undefined;
+    let best = sortedPrices[0];
+    let bestDiff = Math.abs(ts - best.bar_timestamp);
+    for (const p of sortedPrices) {
+      const diff = Math.abs(ts - p.bar_timestamp);
+      if (diff < bestDiff) {
+        best = p;
+        bestDiff = diff;
+      }
     }
+    // Only match if within 2 hours (for intraday) or 36 hours (for daily)
+    const maxGap = selectedWindow === 'intraday' ? 2 * 3600_000 : 36 * 3600_000;
+    return bestDiff <= maxGap ? best.close : undefined;
   }
 
   const chartData: ChartPoint[] = filtered.map((t) => {
-    const trendDate = new Date(t.generated_at).toISOString().slice(0, 10);
+    const trendTs = new Date(t.generated_at).getTime();
-    const price = priceByDay.get(trendDate);
+    const price = findClosestPrice(trendTs);
     return {
       time: new Date(t.generated_at).toLocaleDateString('en-US', { month: 'short', day: 'numeric', hour: '2-digit', minute: '2-digit' }),
-      timestamp: new Date(t.generated_at).getTime(),
+      timestamp: trendTs,
       strength: +(t.trend_strength * 100).toFixed(1),
       confidence: +(t.confidence * 100).toFixed(1),
       contradiction: +(t.contradiction_score * 100).toFixed(1),

infra/migrations/025_intraday_market_source.sql

@@ -0,0 +1,15 @@
+-- Add intraday market data source (hourly bars via Polygon range endpoint).
+-- The scheduler expands this into per-ticker jobs every 15 minutes.
+
+INSERT INTO sources (source_type, source_name, config, active, company_id)
+SELECT
+    'market_api',
+    'Polygon Intraday Hourly',
+    '{"endpoint": "intraday_bars", "provider": "polygon", "timespan": "hour", "multiplier": 1, "adjusted": true, "polling_interval_seconds": 900}'::jsonb,
+    true,
+    NULL
+WHERE NOT EXISTS (
+    SELECT 1 FROM sources
+    WHERE source_type = 'market_api'
+      AND config->>'endpoint' = 'intraday_bars'
+);

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"
+        if endpoint == "intraday_bars":
-        await rds.rpush(queue_key(QUEUE_INGESTION), json.dumps(job))
+            # Expand intraday source into per-ticker jobs for all active companies
-        enqueued += 1
+            tickers = await pool.fetch(
-
+                "SELECT ticker FROM companies WHERE active = TRUE"
-        logger.info("Enqueued grouped daily market data job")
+            )
+            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",