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Getting Started

Requirements:
pip install polygon-api-client

HTTP client usage

.. automethod:: polygon.RESTClient.__init__

You can pass your API key via the environment variable POLYGON_API_KEY or as the first parameter to the RESTClient constructor:

from polygon import RESTClient

client = RESTClient() # POLYGON_API_KEY is used
client = RESTClient("api_key") # api_key is used

For non-paginated endpoints call get_*:

aggs = client.get_aggs("AAPL", 1, "day", "2022-04-01", "2022-04-04")
print(aggs)

For paginated endpoints call list_* and use the provided iterator:

trades = []
for t in client.list_trades("AAA", timestamp="2022-04-20", limit=5, sort=Sort.ASC)
    trades.append(t)
print(trades)

Note

The number of network requests made by the iterator depends on the value of the parameter limit. limit specifies how many results should be returned per network request. You can see each network request by passing verbose = True to the client.

For endpoints that have a set of parameters you can use the provided :doc:`enums </Enums>`.

from polygon.rest.models import Sort

client.list_trades(..., sort=Sort.ASC)

To handle the raw urllib3 response yourself pass raw=True:

aggs = client.get_aggs("AAPL", 1, "day", "2022-04-01", "2022-04-04", raw=True)
print(aggs.geturl())
# https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2022-04-01/2022-04-04
print(aggs.status)
# 200
print(aggs.data)
# b'{
#    "ticker": "AAPL",
#    "queryCount": 2,
#    "resultsCount": 2,
#    "adjusted": true,
#    "results": [
#      {
#        "v": 78251328,
#        "vw": 173.4143,
#        "o": 174.03,
#        "c": 174.31,
#        "h": 174.88,
#        "l": 171.94,
#        "t": 1648785600000,
#        "n": 661160
#      },
#      {
#        "v": 76545983,
#        "vw": 177.4855,
#        "o": 174.57,
#        "c": 178.44,
#        "h": 178.49,
#        "l": 174.44,
#        "t": 1649044800000,
#        "n": 630374
#      }
#    ],
#    "status": "OK",
#    "request_id": "d8882a9d5194978819777f49c44b09c6",
#    "count": 2
#  }'

If it is a paginated list_* response it's up to you to handle the "next_url" iteration:

trades = client.list_trades("AAA", timestamp="2022-04-20", limit=5)
print(aggs.data)
# b'{
#  "results": [
#    {
#      "conditions": [
#        15
#      ],
#      "exchange": 11,
#      "id": "52983575627601",
#      "participant_timestamp": 1650499200029279200,
#      "price": 24.875,
#      "sequence_number": 1591291,
#      "sip_timestamp": 1650499200029316600,
#      "size": 100,
#      "tape": 1
#    },
#    {
#      "conditions": [
#        38,
#        41
#      ],
#      "exchange": 11,
#      "id": "52983575627600",
#      "participant_timestamp": 1650499200029279200,
#      "price": 24.875,
#      "sequence_number": 1591290,
#      "sip_timestamp": 1650499200029316600,
#      "tape": 1
#    },
#    {
#      "conditions": [
#        15
#      ],
#      "exchange": 11,
#      "id": "52983575622470",
#      "participant_timestamp": 1650493800003024000,
#      "price": 24.875,
#      "sequence_number": 1571279,
#      "sip_timestamp": 1650493800003645400,
#      "size": 100,
#      "tape": 1
#    },
#    {
#      "conditions": [
#        38,
#        41
#      ],
#      "exchange": 11,
#      "id": "52983575622469",
#      "participant_timestamp": 1650493800003024000,
#      "price": 24.875,
#      "sequence_number": 1571276,
#      "sip_timestamp": 1650493800003635500,
#      "tape": 1
#    },
#    {
#      "conditions": [
#        15
#      ],
#      "exchange": 11,
#      "id": "52983575556178",
#      "participant_timestamp": 1650485400002987800,
#      "price": 24.875,
#      "sequence_number": 1536223,
#      "sip_timestamp": 1650485400003870000,
#      "size": 100,
#      "tape": 1
#    }
#  ],
#  "status": "OK",
#  "request_id": "618bb99e7a632ed9f55454a541404b44",
#  "next_url": "https://api.polygon.io/v3/trades/AAA?cursor=YXA9NSZhcz0mbGltaXQ9NSZvcmRlcj1kZXNjJnNvcnQ9dGltZXN0YW1wJnRpbWVzdGFtcC5ndGU9MjAyMi0wNC0yMFQwNCUzQTAwJTNBMDBaJnRpbWVzdGFtcC5sdGU9MjAyMi0wNC0yMFQyMCUzQTEwJTNBMDAuMDAzODY5OTUyWg"
# }'

Websocket client usage

from polygon import WebSocketClient
from polygon.websocket.models import Market, Feed, WebSocketMessage
from typing import List
import asyncio

client = WebSocketClient(market=Market.Stocks, feed=Feed.RealTime) # Uses POLYGON_API_KEY env var. Can optionally supply your key.
client.subscribe('T.AAPL')

async def handle_msg(msg: List[WebSocketMessage]):
  print(msg)

asyncio.run(client.connect(handle_msg))

Note

Raises AuthError if invalid API key is provided.