Data Ingestion Architecture¶
📋 Implementation Status: ✅ Core Features Implemented (v1.0.0)
Current Status: Multi-source data ingestion with Polygon.io, Yahoo Finance, and Alpaca. Prefect workflows for automated data collection.
Overview¶
This document provides an index to the data ingestion architecture documentation. For detailed information on specific aspects, please refer to the dedicated documents below:
Data Ingestion Sub-documents¶
- Data Ingestion Overview: Architecture overview, core components, hybrid strategy, storage architecture, Prefect flows, configuration, error handling, monitoring, getting started, and troubleshooting.
- Polygon.io Integration: Polygon.io free tier integration, historical data collection, rate limiting, and backtesting capabilities.
- Yahoo Finance Integration: Yahoo Finance integration, Institutional Holders API, and SymbolService API for symbol management.
- Alpaca Integration: Alpaca Markets integration for real-time trading data, account management, and order monitoring.
Note: This document serves as an index to the modular data ingestion documentation.
Quick Reference¶
| Document | Focus Area | Status |
|---|---|---|
| Overview | Architecture, components, flows | ✅ v1.0.0 |
| Polygon.io | Historical data integration | ✅ v1.0.0 |
| Yahoo Finance | Fundamental data, APIs | ✅ v1.0.0 |
| Alpaca | Real-time trading data | ✅ v1.0.0 |
Current Data Sources¶
- ✅ Polygon.io Free Tier (Historical end-of-day data for backtesting)
- ✅ Alpaca Markets (Real-time trading data and account information)
- ✅ Yahoo Finance (Company fundamentals, financial statements, key statistics - 10 data types implemented)
Hybrid Strategy¶
- Polygon.io: Historical data, backtesting, strategy development, symbol management
- Alpaca: Real-time trading, position management, order execution
- Yahoo Finance: Company information, financial statements, institutional holdings
Last Updated: December 2025
Author: Nishant Nayar