lightweight-charts-python/docs/source/polygon.md

Polygon.io

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

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Requirements

To use data from Polygon, there are certain libraries (not listed as requirements) that must be installed:

• Static data requires the requests library.
• Live data requires the websockets library.

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polygon

polygon is a Common Method, and can be accessed from within any chart type.

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.

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)`).
If `show_async` is used with live data, `block` can be either value.

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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)

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api_key

key: str

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

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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.

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option

symbol: str | timeframe: str | start_date: str | expiration | right: 'C' | 'P' | strike: int | float | 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.

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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.

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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.).

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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.).

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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.

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PolygonChart

api_key: str | live: bool | num_bars: int

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

This object requires the requests library for static data, and 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 LINK 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.

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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)