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", "2021-06-11")
        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_ = "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()

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.

awentzonline/polygon-client-python