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Polygon.io Data API

Real-time stock market data from Polygon.io. Anti-detection technology, comprehensive API documentation, real-time stock market data with institutional-grade quality, comprehensive coverage, and ultra-low latency data feeds.

🚀 Overview​

The Polygon.io Parser provides enterprise-level data extraction from Polygon.io's comprehensive real-time stock market data platform, including live market data, historical information, options data, and detailed financial metrics for US stock markets with a focus on real-time data delivery, institutional-grade quality, and comprehensive market coverage.

Key Features​

  • ⚡ Real-time Data - Live stock prices with ultra-low latency
  • 📊 Institutional Quality - Professional-grade market data
  • 🌍 US Market Coverage - Comprehensive US stock market data
  • 🛡️ Anti-detection - Advanced bypass technology
  • 📈 Options Data - Real-time options chains and Greeks

📊 Data Points​

  • Market Data - Real-time prices, volume, bid/ask spreads, 24h changes
  • Historical Data - OHLCV data with multiple timeframes
  • Options Data - Options chains, implied volatility, Greeks
  • Corporate Actions - Dividends, splits, earnings announcements
  • Market Depth - Level 2 order book data
  • Ticker Details - Company information, market cap, P/E ratios

🛠️ Quick Start​

// Initialize Polygon.io parser
// const polygonParser = new StockAPIParser({
  apiKey: 'your-api-key',
  platform: 'polygon',
});

// Get real-time quote
// const quote = await polygonParser.getQuote({
  symbol: 'AAPL'
});

// console.log(`Apple stock price: $${quote.last.price}`);
// console.log(`Volume: ${quote.last.size}`);

Python Example​

import stockapi

# Initialize client
client = stockapi.Client(api_key='your-api-key')

# Get Apple stock data
apple_data = client.polygon.get_quote(symbol='AAPL')

print(f"Apple Price: ${apple_data['last']['price']}")
print(f"Volume: {apple_data['last']['size']:,.0f}")
print(f"Bid: ${apple_data['bid']['price']}")

📈 API Endpoints​

Market Data​

// Get real-time quote
// const quote = await polygonParser.getQuote({
  symbol: 'AAPL'
});

// Get previous close
// const previousClose = await polygonParser.getPreviousClose({
  symbol: 'AAPL'
});

// Get aggregates (OHLCV)
// const aggregates = await polygonParser.getAggregates({
  symbol: 'AAPL',
  multiplier: 1,
  timespan: 'day',
  from: '2024-01-01',
  to: '2024-01-15'
});

Options Data​

// Get options chain
// const optionsChain = await polygonParser.getOptionsChain({
  underlyingAsset: 'AAPL',
  strikePrice: 185,
  expirationDate: '2024-01-19'
});

// Get options contract
// const optionsContract = await polygonParser.getOptionsContract({
  underlyingAsset: 'AAPL',
  strikePrice: 185,
  expirationDate: '2024-01-19',
  contractType: 'call'
});

Market Depth​

// Get last trade
// const lastTrade = await polygonParser.getLastTrade({
  symbol: 'AAPL'
});

// Get last quote
// const lastQuote = await polygonParser.getLastQuote({
  symbol: 'AAPL'
});

// Get trades
// const trades = await polygonParser.getTrades({
  symbol: 'AAPL',
  timestamp: 1640995200000000000,
  limit: 100
});

Corporate Actions​

// Get dividends
// const dividends = await polygonParser.getDividends({
  symbol: 'AAPL'
});

// Get splits
// const splits = await polygonParser.getSplits({
  symbol: 'AAPL'
});

// Get financials
// const financials = await polygonParser.getFinancials({
  symbol: 'AAPL'
});

🔧 Advanced Features​

Real-time Streaming​

// Create WebSocket connection for real-time data
// const stream = polygonParser.createWebSocket({
  channels: ['T.AAPL', 'Q.AAPL', 'A.AAPL'],
  symbols: ['AAPL', 'GOOGL', 'MSFT', 'AMZN', 'TSLA']
});

// stream.on('data', (data) => {
  // console.log('Real-time update:', data);
});

// stream.on('error', (error) => {
  // console.error('Stream error:', error);
});

Batch Processing​

// Get data for multiple symbols efficiently
// const batchData = await polygonParser.getBatchData({
  symbols: ['AAPL', 'GOOGL', 'MSFT', 'AMZN', 'TSLA'],
  functions: ['quote', 'previous_close', 'aggregates']
});

📊 Sample API Response​

{
  "success": true,
  "data": {
    "request_id": "123456789",
    "results": {
      "T": "AAPL",
      "v": 48591690,
      "vw": 185.14,
      "o": 185.59,
      "c": 185.14,
      "h": 187.05,
      "l": 184.93,
      "t": 1640995200000,
      "n": 123456
    },
    "count": 1
  },
  "metadata": {
    "timestamp": "2024-01-15T10:30:00.000Z",
    "source": "polygon",
    "cache_hit": false,
    "response_time": "45ms"
  }
}

🎯 Use Cases​

Real-time Trading​

  • High-Frequency Trading - Ultra-low latency data for HFT strategies
  • Algorithmic Trading - Real-time data for algorithmic trading systems
  • Market Making - Order book data for market making strategies
  • Risk Management - Real-time monitoring for risk assessment

Options Trading​

  • Options Analysis - Access to options chains and Greeks
  • Volatility Trading - Implied volatility data for volatility strategies
  • Options Screening - Screen options based on various criteria
  • Portfolio Hedging - Use options data for portfolio hedging

Market Analysis​

  • Technical Analysis - OHLCV data for technical indicators
  • Volume Analysis - Volume data for market activity analysis
  • Price Action - Real-time price movements for analysis
  • Market Depth - Level 2 data for liquidity analysis

🔗 Related Resources​

🚀 Get Started Today​

Free Trial​

Start with our free tier and get instant access to:

  • 1,000 API calls per month
  • Basic market data
  • Documentation and support
  • SDK downloads

Professional Plans​

Upgrade to professional plans for:

  • Unlimited API calls
  • Premium data feeds
  • Priority support
  • Custom integrations

Enterprise Solutions​

Contact us for enterprise solutions:

  • Custom data feeds
  • Dedicated infrastructure
  • SLA guarantees
  • White-label solutions

Ready to access real-time stock market data from Polygon.io? Get started today and transform your trading with institutional-grade real-time data.