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Provides real-time and historical data for stocks, options, indices, forex, and cryptocurrencies. Widely used in financial data engineering pipelines for building market dashboards, backtesting strategies, and loading OHLCV data into time-series databases.
The `polygon-api-client` Python library provides typed methods for REST and WebSocket endpoints. Engineers use `client.get_aggs()` to pull historical OHLCV bars and store them in TimescaleDB or Parquet for backtesting frameworks like Backtrader or Zipline.
Polygon.io's high-quality financial data is the foundation for AI trading models that predict price movements and generate trading signals. RAG systems can retrieve recent OHLCV data and earnings reports so LLM agents can provide data-grounded financial analysis instead of hallucinated numbers.
# pip install polygon-api-client pandas
from polygon import RESTClient
import pandas as pd
client = RESTClient("YOUR_API_KEY")
bars = client.get_aggs("AAPL", 1, "day", "2024-01-01", "2024-01-31")
df = pd.DataFrame([{"date": b.timestamp, "close": b.close, "volume": b.volume}
for b in bars])
print(df.head())Official dataset source
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