polygon 1.0.7

A Complete Python Wrapper for Polygon.io APIs.

polygon: A Polygon.io API Wrapper

what is polygon

polygon is a Complete Python Wrapper for Polygon.io APIs. It offers simple and elegant programmatic access over each endpoint. Functionalities include but not limited to:

• Stocks and Options data
• Forex and Crypto data
• Websocket streaming (both callback and async based)
• Market Info, News, Holidays, Schedules, Tickers, Conditions, Dividends, Splits
• Async support for REST endpoints
• Built In stream reconnection functionality (async streamer only, in progress for callback streamer)
• Complete Pagination support (with internal merging of responses)
• Better Aggregate Bars functionality (useful for historical OCHLV)

and more...

How do I use polygon

The complete description of everything you need to know is available in the Documentation which has answers to any question you might have with example uses included wherever needed. Docs is a must-read for most people.

• For examples to get started with, see the examples
• For an advanced use case example code involving redis queue and postgresql database, check out MarketMakerLite/polygon
• The lib is also officially supported by the popular TA library pandas-ta as an underlying data source instead of the default yfinance. See relevant docs to know how to use

Here is a quick setup guide with a few examples

Before you do anything, you'll need to have a polygon account and get your API key. Visit your dashboard to get your API key.

Next, you'd need to install polygon

pip install polygon

and You're good to Go! You can also install with optional dependencies (orjson, uvloop) as outlined in Install Guidehttps://polygon.readthedocs.io/en/latest/Getting-Started.html#installing-polygon

Here are a few quick usage examples.

Getting a stock's previous day OCHLV

import polygon

api_key = 'YOUR_KEY'

stocks_client = polygon.StocksClient(api_key)

previous_close = stocks_client.get_previous_close('AMD')

print(previous_close)

An Async example for REST endpoints - previous close

import polygon
import asyncio

async def main():
    api_key = 'YOUR_KEY'
    
    stocks_client = polygon.StocksClient(api_key, True)
    
    previous_close = await stocks_client.get_previous_close('AMD')
    await stocks_client.close()  # Recommended to close the httpx session when it's not needed. 
    print(previous_close)

if __name__ == '__main__':
    asyncio.run(main())

A streaming example (callback based)

import polygon
from polygon.enums import StreamCluster

def my_own_message_handler(ws, msg):
    print(f'msg received: {msg}')

def main():
    api_key = 'YOUR_KEY'

    stream_client = polygon.StreamClient(api_key, StreamCluster.STOCKS, on_message=my_own_message_handler)
    stream_client.start_stream_thread()
    stream_client.subscribe_stock_trades(['AMD', 'NVDA'])

if __name__ == '__main__':
    main()

An Async streaming example

import asyncio
import polygon
from polygon.enums import StreamCluster

async def stock_trades_handler(msg):   # it is possible to create one common message handler for different services.
    print(f'msg received: {msg}')
    
async def main():
    api_key = 'YOUR_KEY'
    
    stream_client = polygon.AsyncStreamClient(api_key, StreamCluster.STOCKS)
    
    await stream_client.subscribe_stock_trades(['AMD', 'NVDA'], stock_trades_handler)
    
    while 1:
        await stream_client.handle_messages()  # the lib provides auto reconnect functionality. See docs for info
if __name__ == '__main__':
    asyncio.run(main())

This only scratches the surface of the library.

See the Documentation to start using the library with its full functionalities.

what if I need help?

We have a Discord Server. Join in to ask a question, share your ideas or observations or to just chat with interesting people, maybe just for lurking :eyes:

See Getting Help or you can also start a quick discussion

Quick Links for Speed Runners

• Getting Started - a must-read for almost everyone
• Async support for REST endpoints || Pagination Support
• Documentation for all Stocks APIs || Options APIs || Reference APIs
• Documentation for all Forex APIs || Crypto APIs
• Documentation for Callback Streaming || Async Streaming
• Easy guide to enums || Library Interface Docs
• Docs on bugs, discussions, wikis and FAQs
• Contribution and License

Anything else?

• Bug reports, suggestions and pull requests are always welcome.

• See Contributing if you wish to contribute.

• Read This before raising a bug.

• Changelog for the project is available within the same repository

• polygon is released under the MIT License