Python client for the Polygon.io Stocks API
For a basic product overview, check out our setup and use documentation
pip install polygon-api-client
polygon-api-client supports python version >= 3.6
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()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", "2021-06-11")
print(f"On: {resp.from_} Apple opened at {resp.open} and closed at {resp.close}")
if __name__ == '__main__':
main()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.
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_ = "2021-01-01"
to = "2021-02-01"
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()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.