Polygon.io

Polygon.io’s market data API is directly integrated within lightweight-charts-python, and is easy to use within the library.

class PolygonAPI

This class should be accessed from the polygon attribute, which is contained within all chart types.

chart.polygon.<method>

The stock, option, index, forex, and crypto methods of chart.polygon have common parameters:

  • timeframe: The timeframe to be used ('1min', '5min', 'H', '2D', '5W' etc.)

  • start_date: The start date given in the format YYYY-MM-DD.

  • end_date: The end date given in the same format. By default this is 'now', which uses the time now.

  • limit: The maximum number of base aggregates to be queried to create the aggregate results.

  • live: When set to True, a websocket connection will be used to update the chart or subchart in real-time.

  • These methods will also return a boolean representing whether the request was successful.

The websockets library is required when using live data.

Important

When using live data and the standard show method, the block parameter must be set to True in order for the data to congregate on the chart (chart.show(block=True)). show_async can also be used with live data.

For Example:

from lightweight_charts import Chart

if __name__ == '__main__':
    chart = Chart()
    chart.polygon.api_key('<API-KEY>')
    chart.polygon.stock(
        symbol='AAPL',
        timeframe='5min',
        start_date='2023-06-09'
    )
    chart.show(block=True)
api_key(key: str)

Sets the API key for the chart. Subsequent SubChart objects will inherit the API key given to the parent chart.

stock(symbol: str, timeframe: str, start_date: str, end_date: str, limit: int, live: bool) → bool

Requests and displays stock data pulled from Polygon.io.

async_stock can also be used.

option(symbol: str, timeframe: str, expiration: str, right: 'C' | 'P', strike: NUM, end_date: str, limit: int, live: bool) → bool

Requests and displays option data pulled from Polygon.io.

A formatted option ticker (SPY251219C00650000) can also be given to the symbol parameter, allowing for expiration, right, and strike to be left blank.

async_option can also be used.

index(symbol: str, timeframe: str, start_date: str, end_date: str, limit: int, live: bool) → bool

Requests and displays index data pulled from Polygon.io.

async_index can also be used.

forex(fiat_pair: str, timeframe: str, start_date: str, end_date: str, limit: int, live: bool) → bool

Requests and displays a forex pair pulled from Polygon.io.

The two currencies should be separated by a ‘-’ (USD-CAD, GBP-JPY, etc.).

async_forex can also be used.

crypto(crypto_pair: str, timeframe: str, start_date: str, end_date: str, limit: int, live: bool) → bool

Requests and displays a crypto pair pulled from Polygon.io.

The two currencies should be separated by a ‘-’ (BTC-USD, ETH-BTC, etc.).

async_crypto can also be used.

log(info: bool)

If True, informational log messages (connection, subscriptions etc.) will be displayed in the console.

Data errors will always be shown in the console.

class PolygonChart(api_key: str, num_bars: int, limit: int, end_date: str, timeframe_options: tuple, security_options: tuple, live: bool)

The PolygonChart provides an easy and complete way to use the Polygon.io API within lightweight-charts-python.

This object requires the websockets library for live data.

All data is requested within the chart window through searching and selectors.

As well as the parameters from the Chart object, PolygonChart also has the parameters:

  • api_key: The user’s Polygon.io API key.

  • num_bars: The target number of bars to be displayed on the chart

  • limit: The maximum number of base aggregates to be queried to create the aggregate results.

  • end_date: The end date of the time window.

  • timeframe_options: The selectors to be included within the timeframe selector.

  • security_options: The selectors to be included within the security selector.

  • live: If True, the chart will update in real-time.

For Example:

from lightweight_charts import PolygonChart

if __name__ == '__main__':
    chart = PolygonChart(
        api_key='<API-KEY>',
        num_bars=200,
        limit=5000,
        live=True
    )
    chart.show(block=True)

PolygonChart png

polygon.get_bar_data(ticker: str, timeframe: str, start_date: str, end_date: str, limit: int = 5_000) → pd.DataFrame

Module function which returns a formatted Dataframe of the requested aggregate data.

ticker should be prefixed for the appropriate security type (eg. I:NDX)

async polygon.subscribe(ticker: str, sec_type: SEC_TYPE, func: callable, args: tuple, precision=2)

Subscribes the given callable to live data from polygon. emitting a dictionary (and any given arguments) to the function.

async polygon.unsubscribe(func: callable)

Unsubscribes the given function from live data.

The ticker will only be unsubscribed if there are no additional functions that are currently subscribed.