Polygon.io Integration

📋 Implementation Status: ✅ Core Features Implemented (v1.0.0)

This document details the Polygon.io integration for high-quality, real-time market data.

Overview

Polygon.io is the primary data source for high-quality, real-time market data. Ideal for production trading systems requiring accuracy and reliability.

Features

  • Historical OHLCV: Minute, hour, day, week, month aggregates
  • Real-time Data: WebSocket streaming (paid plans)
  • Corporate Actions: Dividends, splits
  • Adjusted Data: Split-adjusted and dividend-adjusted prices
  • Tick Data: Individual trades and quotes (paid plans)

Configuration

# Environment variables
POLYGON_API_KEY=your_api_key_here
POLYGON_BASE_URL=https://api.polygon.io

Usage

from src.services.data_ingestion.historical_loader import HistoricalDataLoader

# Initialize loader for Polygon (default)
loader = HistoricalDataLoader(
    batch_size=100,
    requests_per_minute=2,  # Free tier limit
    data_source="polygon"
)

# Load data
await loader.load_symbol_data(
    symbol="AAPL",
    days_back=30,
    timespan="day"
)

CLI

# Load Polygon data
python scripts/load_historical_data.py --symbol AAPL --days-back 30

Rate Limits

  • Free Tier: 5 requests/minute
  • Starter Plan: 100 requests/minute
  • Developer Plan: Unlimited

Best Use Cases

  • ✅ Production trading systems
  • ✅ High-frequency data needs
  • ✅ Real-time streaming
  • ✅ Accurate corporate actions
  • ❌ High-volume backtesting (expensive)
  • ❌ Fundamental analysis (not available)

Last Updated: December 2025
Status: ✅ Core Features Implemented (v1.0.0)