polygon-io / Client Python
Licence: mit
A python client library for accessing Polygon's APIs
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Polygon Python Client - WebSocket & RESTful APIs
Python client for the Polygon.io Stocks API
Getting Started
For a basic product overview, check out our setup and use documentation
Install
pip install polygon-api-client
polygon-api-client
supports python version >= 3.6
Simple WebSocket Demo
import time
from polygon import WebSocketClient, STOCKS_CLUSTER
def my_custom_process_message(message):
print("this is my custom message processing", message)
def my_custom_error_handler(ws, error):
print("this is my custom error handler", error)
def my_custom_close_handler(ws):
print("this is my custom close handler")
def main():
key = 'your api key'
my_client = WebSocketClient(STOCKS_CLUSTER, key, my_custom_process_message)
my_client.run_async()
my_client.subscribe("T.MSFT", "T.AAPL", "T.AMD", "T.NVDA")
time.sleep(1)
my_client.close_connection()
if __name__ == "__main__":
main()
Simple REST Demo
from polygon import RESTClient
def main():
key = "your api key"
# RESTClient can be used as a context manager to facilitate closing the underlying http session
# https://requests.readthedocs.io/en/master/user/advanced/#session-objects
with RESTClient(key) as client:
resp = client.stocks_equities_daily_open_close("AAPL", "2018-03-02")
print(f"On: {resp.from_} Apple opened at {resp.open} and closed at {resp.close}")
if __name__ == '__main__':
main()
Query parameters for REST calls
Every function call under our RESTClient has the query_params
kwargs. These kwargs are passed along and mapped 1:1
as query parameters to the underling HTTP call. For more information on the different query parameters please reference
our API Docs.
Example with query parameters
import datetime
from polygon import RESTClient
def ts_to_datetime(ts) -> str:
return datetime.datetime.fromtimestamp(ts / 1000.0).strftime('%Y-%m-%d %H:%M')
def main():
key = "your api key"
# RESTClient can be used as a context manager to facilitate closing the underlying http session
# https://requests.readthedocs.io/en/master/user/advanced/#session-objects
with RESTClient(key) as client:
from_ = "2019-01-01"
to = "2019-02-01"
resp = client.stocks_equities_aggregates("AAPL", 1, "minute", from_, to, unadjusted=False)
print(f"Minute aggregates for {resp.ticker} between {from_} and {to}.")
for result in resp.results:
dt = ts_to_datetime(result["t"])
print(f"{dt}\n\tO: {result['o']}\n\tH: {result['h']}\n\tL: {result['l']}\n\tC: {result['c']} ")
if __name__ == '__main__':
main()
Notes about the REST Client
We use swagger as our API spec and we used this swagger to generate most of the code that defines the REST client. We made this decision due to the size of our API, many endpoints and object definitions, and to accommodate future changes.
Note that the project description data, including the texts, logos, images, and/or trademarks,
for each open source project belongs to its rightful owner.
If you wish to add or remove any projects, please contact us at [email protected].