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justinpolygon merged 2 commits into from
Jun 14, 2023
Merged

Updated Examples and Docs to Support Agg Pagination #460

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Updated Examples and Docs to Support Agg Pagination
justinpolygon Jun 13, 2023
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justinpolygon Jun 13, 2023
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11 changes: 11 additions & 0 deletions docs/source/Aggs.rst
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Expand Up @@ -3,6 +3,17 @@
Aggs
==========

===========
List aggs
===========

- `Stocks aggs`_
- `Options aggs`_
- `Forex aggs`_
- `Crypto aggs`_

.. automethod:: polygon.RESTClient.list_aggs

===========
Get aggs
===========
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9 changes: 6 additions & 3 deletions examples/rest/crypto-aggregates_bars.py
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Expand Up @@ -2,7 +2,7 @@

# docs
# https://polygon.io/docs/crypto/get_v2_aggs_ticker__cryptoticker__range__multiplier___timespan___from___to
# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs
# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs

# API key injected below for easy use. If not provided, the script will attempt
# to use the environment variable "POLYGON_API_KEY".
Expand All @@ -16,12 +16,15 @@
# client = RESTClient("XXXXXX") # hardcoded api_key is used
client = RESTClient() # POLYGON_API_KEY environment variable is used

aggs = client.get_aggs(
aggs = []
for a in client.list_aggs(
"X:BTCUSD",
1,
"day",
"2023-01-30",
"2023-02-03",
)
limit=50000,
):
aggs.append(a)

print(aggs)
9 changes: 6 additions & 3 deletions examples/rest/forex-aggregates_bars.py
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Expand Up @@ -2,7 +2,7 @@

# docs
# https://polygon.io/docs/forex/get_v2_aggs_ticker__forexticker__range__multiplier___timespan___from___to
# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs
# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs

# API key injected below for easy use. If not provided, the script will attempt
# to use the environment variable "POLYGON_API_KEY".
Expand All @@ -16,12 +16,15 @@
# client = RESTClient("XXXXXX") # hardcoded api_key is used
client = RESTClient() # POLYGON_API_KEY environment variable is used

aggs = client.get_aggs(
aggs = []
for a in client.list_aggs(
"C:EURUSD",
1,
"day",
"2023-01-30",
"2023-02-03",
)
limit=50000,
):
aggs.append(a)

print(aggs)
11 changes: 7 additions & 4 deletions examples/rest/indices-aggregates_bars.py
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Expand Up @@ -2,7 +2,7 @@

# docs
# https://polygon.io/docs/indices/get_v2_aggs_ticker__indicesticker__range__multiplier___timespan___from___to
# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs
# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs

# API key injected below for easy use. If not provided, the script will attempt
# to use the environment variable "POLYGON_API_KEY".
Expand All @@ -16,12 +16,15 @@
# client = RESTClient("XXXXXX") # hardcoded api_key is used
client = RESTClient() # POLYGON_API_KEY environment variable is used

aggs = client.get_aggs(
aggs = []
for a in client.list_aggs(
"I:SPX",
1,
"day",
"2023-03-10",
"2023-03-10",
)
"2023-05-12",
limit=50000,
):
aggs.append(a)

print(aggs)
9 changes: 6 additions & 3 deletions examples/rest/options-aggregates_bars.py
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Expand Up @@ -2,7 +2,7 @@

# docs
# https://polygon.io/docs/options/get_v2_aggs_ticker__optionsticker__range__multiplier___timespan___from___to
# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs
# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs

# API key injected below for easy use. If not provided, the script will attempt
# to use the environment variable "POLYGON_API_KEY".
Expand All @@ -16,12 +16,15 @@
# client = RESTClient("XXXXXX") # hardcoded api_key is used
client = RESTClient() # POLYGON_API_KEY environment variable is used

aggs = client.get_aggs(
aggs = []
for a in client.list_aggs(
"O:SPY251219C00650000",
1,
"day",
"2023-01-30",
"2023-02-03",
)
limit=50000,
):
aggs.append(a)

print(aggs)
13 changes: 8 additions & 5 deletions examples/rest/stocks-aggregates_bars.py
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Expand Up @@ -2,7 +2,7 @@

# docs
# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to
# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs
# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs

# API key injected below for easy use. If not provided, the script will attempt
# to use the environment variable "POLYGON_API_KEY".
Expand All @@ -16,12 +16,15 @@
# client = RESTClient("XXXXXX") # hardcoded api_key is used
client = RESTClient() # POLYGON_API_KEY environment variable is used

aggs = client.get_aggs(
aggs = []
for a in client.list_aggs(
"AAPL",
1,
"day",
"2023-01-30",
"minute",
"2022-01-01",
"2023-02-03",
)
limit=50000,
):
aggs.append(a)

print(aggs)
9 changes: 6 additions & 3 deletions examples/rest/stocks-aggregates_bars_extra.py
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Expand Up @@ -16,18 +16,21 @@

# docs
# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to
# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs
# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs

# client = RESTClient("XXXXXX") # hardcoded api_key is used
client = RESTClient() # POLYGON_API_KEY environment variable is used

aggs = client.get_aggs(
aggs = []
for a in client.list_aggs(
"AAPL",
1,
"hour",
"2023-01-30",
"2023-02-03",
)
limit=50000,
):
aggs.append(a)

print(aggs)

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6 changes: 4 additions & 2 deletions examples/rest/stocks-aggregates_bars_highcharts.py
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Expand Up @@ -70,14 +70,16 @@

client = RESTClient() # POLYGON_API_KEY environment variable is used

aggs = client.get_aggs(
aggs = []
for a in client.list_aggs(
"AAPL",
1,
"day",
"2019-01-01",
"2023-02-16",
limit=50000,
)
):
aggs.append(a)

# print(aggs)

Expand Down