Forex

Read this page to know everything you need to know about using the various Forex 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 & functions and create client as below. As always you can have all 5 different clients together.

import polygon

forex_client = polygon.ForexClient('KEY')  # for usual sync client
async_forex_client = polygon.ForexClient('KEY', True)  # for an async client

Note that most endpoints require you to specify the currency pairs as separate symbols (a from_symbol and a to_symbol).

however a few endpoints require you to supply them as one combined symbol. An example would be the get_aggregates_bars method. In those methods, the symbol is expected to have a prefix C: before the currency symbol names. but the library allows you to specify the symbol with or without the prefix. See the relevant method’s docs for more information on what the parameters expect.

here is how the client initializer looks like:

polygon.forex.forex_api.ForexClient(api_key: str, use_async: bool = False, connect_timeout: int = 10, read_timeout: int = 10, pool_timeout: int = 10, max_connections: Optional[int] = None, max_keepalive: Optional[int] = None, write_timeout: int = 10)

Initiates a Client to be used to access all REST Forex endpoints.

Parameters

api_key – Your API Key. Visit your dashboard to get yours.
use_async – Set it to True to get async client. Defaults to usual non-async client.
connect_timeout – The connection timeout in seconds. Defaults to 10. basically the number of seconds to wait for a connection to be established. Raises a ConnectTimeout if unable to connect within specified time limit.
read_timeout – The read timeout in seconds. Defaults to 10. basically the number of seconds to wait for date to be received. Raises a ReadTimeout if unable to connect within the specified time limit.
pool_timeout – The pool timeout in seconds. Defaults to 10. Basically the number of seconds to wait while trying to get a connection from connection pool. Do NOT change if you’re unsure of what it implies
max_connections – Max number of connections in the pool. Defaults to NO LIMITS. Do NOT change if you’re unsure of application
max_keepalive – max number of allowable keep alive connections in the pool. Defaults to no limit. Do NOT change if you’re unsure of the applications.
write_timeout – The write timeout in seconds. Defaults to 10. basically the number of seconds to wait for data to be written/posted. Raises a WriteTimeout if unable to connect within the specified time limit.

Endpoints

To use any of the below method, simply call it on the client you created above. so if you named your client client, you’d call the methods as client.get_historic_forex_ticks and so on. Async methods will need to be awaited, see Async Support for REST endpoints.

Get Historic forex ticks

SyncForexClient.get_historic_forex_ticks(from_symbol: str, to_symbol: str, date, offset: Optional[Union[str, int]] = None, limit: int = 500, raw_response: bool = False)

Get historic trade ticks for a forex currency pair. Official Docs

Parameters

from_symbol – The “from” symbol of the forex currency pair.
to_symbol – The “to” symbol of the forex currency pair.
date – The date/day of the historic ticks to retrieve. Could be datetime, date or string YYYY-MM-DD
offset – The timestamp offset, used for pagination. This 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. I’m thinking about a good way to implement this type of pagination in the lib which doesn’t have a next_url in the response attributes.
limit – Limit the size of the response, max 10000. Default 500
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 (NBBO)

This endpoint supports pagination. Passing all_pages=True enables it. See Pagination Support for better info

SyncForexClient.get_quotes(symbol: str, timestamp: Optional[int] = None, order=None, sort=None, limit: int = 5000, timestamp_lt=None, timestamp_lte=None, timestamp_gt=None, timestamp_gte=None, all_pages: bool = False, max_pages: Optional[int] = None, merge_all_pages: bool = True, verbose: bool = False, raw_page_responses: bool = False, raw_response: bool = False)

Get NBBO Quotes for a forex ticker symbol in a given time range. Official Docs

Parameters

symbol – The ticker symbol you want quotes for. eg: C:EUR-USD. you can pass with or without prefix C:
timestamp – Query by trade timestamp. Could be datetime or date or string YYYY-MM-DD or a nanosecond timestamp
order – sort order. see polygon.enums.SortOrder for available choices. defaults to None
sort – field key to sort against. Defaults to None. see polygon.enums.ForexQuotesSort for choices
limit – Limit the size of the response, max 50000 and default 5000.
timestamp_lt – return results where timestamp is less than the given value. Can be date or date string or nanosecond timestamp
timestamp_lte – return results where timestamp is less than/equal to the given value. Can be date or date string or nanosecond timestamp
timestamp_gt – return results where timestamp is greater than the given value. Can be date or date string or nanosecond timestamp
timestamp_gte – return results where timestamp is greater than/equal to the given value. Can be date or date string or nanosecond timestamp
all_pages – Whether to paginate through next/previous pages internally. Defaults to False. If set to True, it will try to paginate through all pages and merge all pages internally for you.
max_pages – how many pages to fetch. Defaults to None which fetches all available pages. Change to an integer to fetch at most that many pages. This param is only considered if all_pages is set to True
merge_all_pages – If this is True, returns a single merged response having all the data. If False, returns a list of all pages received. The list can be either a list of response objects or decoded data itself, controlled by parameter raw_page_responses. This argument is Only considered if all_pages is set to True. Default: True
verbose – Set to True to print status messages during the pagination process. Defaults to False.
raw_page_responses – If this is true, the list of pages will be a list of corresponding Response objects. Else, it will be a list of actual data for pages. This parameter is only considered if merge_all_pages is set to False. Default: False
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. This is ignored if pagination is set to True.

Returns

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object. If pagination is set to True, will return a merged response of all pages for convenience.

Get Last Quote

SyncForexClient.get_last_quote(from_symbol: str, to_symbol: str, raw_response: bool = False)

Get the last trade tick for a forex currency pair. Official Docs

Parameters

from_symbol – The “from” symbol of the forex currency pair.
to_symbol – The “to” symbol of the forex currency pair.
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)

The library added a better aggregate function if you’re looking to get data for large time frames at minute/hour granularity.

(for example 15 years historical data , 1 minute candles)

See Better Aggregate Bars function for complete details on how to use it well and control how it behaves.

SyncForexClient.get_aggregate_bars(symbol: str, from_date, to_date, multiplier: int = 1, timespan='day', adjusted: bool = True, sort='asc', limit: int = 5000, full_range: bool = False, run_parallel: bool = True, max_concurrent_workers: int = 10, warnings: bool = True, high_volatility: bool = False, raw_response: bool = False)

Get aggregate bars for a forex pair 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 forex pair. eg: C:EURUSD. You can supply with or without prefix C:
from_date – The start of the aggregate time window. Could be datetime, date or string YYYY-MM-DD
to_date – The end of the aggregate time window. Could be datetime, date or string YYYY-MM-DD
multiplier – The size of the timespan multiplier
timespan – The size of the time window. Defaults to day candles. see polygon.enums.Timespan for choices
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 available choices. Defaults to asc which is oldest at the top.
limit – Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.
full_range – Default False. If set to True, it will get the ENTIRE range you specify and merge all the responses and return ONE single list with all data in it. You can control its behavior with the next few arguments.
run_parallel – Only considered if full_range=True. If set to true (default True), it will run an internal ThreadPool to get the responses. This is fine to do if you are not running your own ThreadPool. If you have many tickers to get aggs for, it’s better to either use the async version of it OR set this to False and spawn threads for each ticker yourself.
max_concurrent_workers – Only considered if run_parallel=True. Defaults to your cpu cores * 5. controls how many worker threads to use in internal ThreadPool
warnings – Set to False to disable printing warnings if any when fetching the aggs. Defaults to True.
high_volatility – Specifies whether the symbol/security in question is highly volatile which just means having a very high number of trades or being traded for a high duration (eg SPY, Bitcoin) If set to True, the lib will use a smaller chunk of time to ensure we don’t miss any data due to 50k candle limit. Defaults to False.
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. Will be ignored if full_range=True

Returns

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object. If full_range=True, will return a single list with all the candles in it.

Get Grouped Daily Bars (Candles)

SyncForexClient.get_grouped_daily_bars(date, adjusted: bool = True, raw_response: bool = False)

Get the daily open, high, low, and close (OHLC) for the entire forex markets. Official Docs

Parameters

date – The date for the aggregate window. Could be datetime, 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

SyncForexClient.get_previous_close(symbol: str, adjusted: bool = True, raw_response: bool = False)

Get the previous day’s open, high, low, and close (OHLC) for the specified forex pair. Official Docs

Parameters

symbol – The ticker symbol of the forex pair.
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 Gainers & Losers

SyncForexClient.get_gainers_and_losers(direction='gainers', raw_response: bool = False)

Get the current top 20 gainers or losers of the day in forex markets. Official docs

Parameters

direction – The direction of the snapshot results to return. See polygon.enums.SnapshotDirection for available choices. Defaults to Gainers.
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

Real Time currency conversion

SyncForexClient.real_time_currency_conversion(from_symbol: str, to_symbol: str, amount: float, precision: int = 2, raw_response: bool = False)

Get currency conversions using the latest market conversion rates. Note than you can convert in both directions. For example USD to CAD or CAD to USD. Official Docs

Parameters

from_symbol – The “from” symbol of the pair.
to_symbol – The “to” symbol of the pair.
amount – The amount to convert,
precision – The decimal precision of the conversion. Defaults to 2 which is 2 decimal places accuracy.
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