Stocks

So you have completed the initial steps and are ready to dive deep into endpoints. Read this page to know everything you need to know about using the various Stocks HTTP endpoints.

See Async Support for REST endpoints for asynchronous use cases.

Docs below assume you have already read getting started page and know how to create the client. If you do not know how to create the client, first see General guide for clients and create client as below. As always you can have all 5 different clients together.

import polygon

stocks_client = polygon.StocksClient('KEY')  # for usual sync client
async_stock_client = polygon.StocksClient('KEY', True)  # for an async client

Get Trades

StocksClient.get_trades(symbol: str, date, timestamp: Optional[int] = None, timestamp_limit: Optional[int] = None, reverse: bool = True, limit: int = 5000, raw_response: bool = False) → Union[requests.models.Response, dict]

Get trades for a given ticker symbol on a specified date. The response from polygon seems to have a map attribute which gives a mapping of attribute names to readable values. Official Docs

Parameters

symbol – The ticker symbol we want trades for.
date – The date/day of the trades to retrieve. Could be datetime or date or string YYYY-MM-DD
timestamp – The timestamp offset, used for pagination. Timestamp is the offset at which to start the results. Using the timestamp of the last result as the offset will give you the next page of results. Default: None. I’m trying to think of a good way to implement pagination support for this type of pagination.
timestamp_limit – The maximum timestamp allowed in the results. Default: None
reverse – Reverse the order of the results. Default True: oldest first. Make it False for Newest first
limit – Limit the size of the response, max 50000 and default 5000.
raw_response – Whether or not to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object

Get Quotes

StocksClient.get_quotes(symbol: str, date, timestamp: Optional[int] = None, timestamp_limit: Optional[int] = None, reverse: bool = True, limit: int = 5000, raw_response: bool = False) → Union[requests.models.Response, dict]

Get Quotes for a given ticker symbol on a specified date. The response from polygon seems to have a map attribute which gives a mapping of attribute names to readable values. Official Docs

Parameters

symbol – The ticker symbol we want quotes for.
date – The date/day of the quotes to retrieve. Could be datetime or date or string YYYY-MM-DD
timestamp – The timestamp offset, used for pagination. Timestamp is the offset at which to start the results. Using the timestamp of the last result as the offset will give you the next page of results. Default: None. Thinking of a good way to implement this pagination here.
timestamp_limit – The maximum timestamp allowed in the results. Default: None
reverse – Reverse the order of the results. Default True: oldest first. Make it False for Newest first
limit – Limit the size of the response, max 50000 and default 5000.
raw_response – Whether or not to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object

Get Last Trade

StocksClient.get_last_trade(symbol: str, raw_response: bool = False) → Union[requests.models.Response, dict]

Get the most recent trade for a given stock. Official Docs

Parameters

symbol – The ticker symbol of the stock/equity.
raw_response – Whether or not to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object

Get last Quote

StocksClient.get_last_quote(symbol: str, raw_response: bool = False) → Union[requests.models.Response, dict]

Get the most recent NBBO (Quote) tick for a given stock. Official Docs

Parameters

symbol – The ticker symbol of the stock/equity.
raw_response – Whether or not to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object

Get Daily Open Close

StocksClient.get_daily_open_close(symbol: str, date, adjusted: bool = True, raw_response: bool = False) → Union[requests.models.Response, dict]

Get the OCHLV and after-hours prices of a stock symbol on a certain date. Official Docs

Parameters

symbol – The ticker symbol we want daily-OCHLV for.
date – The date/day of the daily-OCHLV to retrieve. Could be datetime or date or string YYYY-MM-DD
adjusted – Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get results that are NOT adjusted for splits.
raw_response – Whether or not to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object

Get Aggregate Bars (Candles)

StocksClient.get_aggregate_bars(symbol: str, from_date, to_date, adjusted: bool = True, sort='asc', limit: int = 5000, multiplier: int = 1, timespan='day', raw_response: bool = False) → Union[requests.models.Response, dict]

Get aggregate bars for a stock over a given date range in custom time window sizes. For example, if timespan = ‘minute’ and multiplier = ‘5’ then 5-minute bars will be returned. Official Docs

Parameters

symbol – The ticker symbol of the stock/equity.
from_date – The start of the aggregate time window. Could be datetime or date or string YYYY-MM-DD
to_date – The end of the aggregate time window. Could be datetime or date or string YYYY-MM-DD
adjusted – Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get results that are NOT adjusted for splits.
sort – Sort the results by timestamp. See polygon.enums.SortOrder for choices. asc default.
limit – Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.
multiplier – The size of the timespan multiplier. Must be a positive whole number.
timespan – The size of the time window. See polygon.enums.Timespan for choices. defaults to day
raw_response – Whether or not to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object

Get Grouped daily Bars (Candles)

StocksClient.get_grouped_daily_bars(date, adjusted: bool = True, raw_response: bool = False) → Union[requests.models.Response, dict]

Get the daily OCHLV for the entire stocks/equities markets. Official docs

Parameters

date – The date to get the data for. Could be datetime or date or string YYYY-MM-DD
adjusted – Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get results that are NOT adjusted for splits.
raw_response – Whether or not to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object

Get Previous Close

StocksClient.get_previous_close(symbol: str, adjusted: bool = True, raw_response: bool = False) → Union[requests.models.Response, dict]

Get the previous day’s OCHLV for the specified stock ticker. Official Docs

Parameters

symbol – The ticker symbol of the stock/equity.
adjusted – Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get results that are NOT adjusted for splits.
raw_response – Whether or not to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object

Get Snapshot

StocksClient.get_snapshot(symbol: str, raw_response: bool = False) → Union[requests.models.Response, dict]

Get the current minute, day, and previous day’s aggregate, as well as the last trade and quote for a single traded stock ticker. Official Docs

Parameters

symbol – The ticker symbol of the stock/equity.
raw_response – Whether or not to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object

Get Snapshot (All)

StocksClient.get_snapshot_all(symbols: list, raw_response: bool = False) → Union[requests.models.Response, dict]

Get the current minute, day, and previous day’s aggregate, as well as the last trade and quote for all traded stock symbols. Official Docs

Parameters

symbols – A comma separated list of tickers to get snapshots for.
raw_response – Whether or not to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object

Get Current Price

StocksClient.get_current_price(symbol: str) → float

get current market price for the ticker symbol specified.

Uses get_last_trade() under the hood Official Docs

Parameters: symbol – The ticker symbol of the stock/equity.
Returns: The current price. A KeyError indicates the request wasn’t successful.

Get Gainers & Losers

StocksClient.get_gainers_and_losers(direction='gainers', raw_response: bool = False) → Union[requests.models.Response, dict]

Get the current top 20 gainers or losers of the day in stocks/equities markets. Official Docs

Parameters

direction – The direction of results. Defaults to gainers. See polygon.enums.SnapshotDirection for choices
raw_response – Whether or not to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object