Data Pipelining With Polygon¶
Python Imports¶
In [1]:
# Standard Library
import datetime
import io
import os
import random
import sys
import time
import warnings
from datetime import datetime, timedelta
from pathlib import Path
# Data Handling
import numpy as np
import pandas as pd
# Data Visualization
import matplotlib.dates as mdates
import matplotlib.pyplot as plt
import matplotlib.ticker as mtick
import seaborn as sns
from matplotlib.ticker import FormatStrFormatter, FuncFormatter, MultipleLocator
# Data Sources
import yfinance as yf
# Statistical Analysis
import statsmodels.api as sm
# Machine Learning
from sklearn.decomposition import PCA
from sklearn.preprocessing import StandardScaler
# Suppress warnings
warnings.filterwarnings("ignore")
Add Directories To Path¶
In [2]:
# Add the source subdirectory to the system path to allow import config from settings.py
current_directory = Path(os.getcwd())
website_base_directory = current_directory.parent.parent.parent
src_directory = website_base_directory / "src"
sys.path.append(str(src_directory)) if str(src_directory) not in sys.path else None
# Import settings.py
from settings import config
# Add configured directories from config to path
SOURCE_DIR = config("SOURCE_DIR")
sys.path.append(str(Path(SOURCE_DIR))) if str(Path(SOURCE_DIR)) not in sys.path else None
# Add other configured directories
BASE_DIR = config("BASE_DIR")
CONTENT_DIR = config("CONTENT_DIR")
POSTS_DIR = config("POSTS_DIR")
PAGES_DIR = config("PAGES_DIR")
PUBLIC_DIR = config("PUBLIC_DIR")
SOURCE_DIR = config("SOURCE_DIR")
DATA_DIR = config("DATA_DIR")
DATA_MANUAL_DIR = config("DATA_MANUAL_DIR")
# Print system path
for i, path in enumerate(sys.path):
print(f"{i}: {path}")
0: /usr/lib/python313.zip 1: /usr/lib/python3.13 2: /usr/lib/python3.13/lib-dynload 3: 4: /home/jared/python-virtual-envs/general-venv-p313/lib/python3.13/site-packages 5: /home/jared/Cloud_Storage/Dropbox/Websites/jaredszajkowski.github.io/src
Track Index Dependencies¶
In [3]:
# Create file to track markdown dependencies
dep_file = Path("index_dep.txt")
dep_file.write_text("")
Out[3]:
0
Python Functions¶
In [4]:
from export_track_md_deps import export_track_md_deps
from polygon_fetch_full_history import polygon_fetch_full_history
from polygon_pull_data import polygon_pull_data
Function Usage¶
Polygon Fetch Full History¶
In [5]:
from load_api_keys import load_api_keys
from massive import RESTClient
# Load API keys from the environment
api_keys = load_api_keys()
# Get the environment variable for where data is stored
DATA_DIR = config("DATA_DIR")
# Open client connection
client = RESTClient(api_key=api_keys["POLYGON_KEY"])
# Create an empty DataFrame
df = pd.DataFrame({
'Date': pd.Series(dtype="datetime64[ns]"),
'open': pd.Series(dtype="float64"),
'high': pd.Series(dtype="float64"),
'low': pd.Series(dtype="float64"),
'close': pd.Series(dtype="float64"),
'volume': pd.Series(dtype="float64"),
'vwap': pd.Series(dtype="float64"),
'transactions': pd.Series(dtype="int64"),
'otc': pd.Series(dtype="object")
})
# Example usage - minute
df = polygon_fetch_full_history(
client=client,
ticker="AMZN",
timespan="day",
multiplier=1,
adjusted=True,
existing_history_df=df,
current_start=datetime(2025, 1, 1),
free_tier=True,
verbose=True,
)
time.sleep(12) # Sleep for 2 seconds to avoid hitting rate limits
Pulling day data for 2025-01-01 00:00:00 thru 2025-06-30 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2025-01-02 05:00:00 222.030 225.150 218.190 220.22 33956579.0
1 2025-01-03 05:00:00 222.505 225.360 221.620 224.19 27515606.0
2 2025-01-06 05:00:00 226.780 228.835 224.840 227.61 31849831.0
3 2025-01-07 05:00:00 227.900 228.381 221.460 222.11 28084164.0
4 2025-01-08 05:00:00 223.185 223.520 220.200 222.13 25033292.0
.. ... ... ... ... ... ...
117 2025-06-24 04:00:00 212.135 214.340 211.045 212.77 38378757.0
118 2025-06-25 04:00:00 214.615 216.030 211.110 211.99 31755698.0
119 2025-06-26 04:00:00 213.120 218.035 212.010 217.12 50480814.0
120 2025-06-27 04:00:00 219.920 223.300 216.740 223.30 119217138.0
121 2025-06-30 04:00:00 223.520 223.820 219.120 219.39 58887780.0
vwap transactions otc
0 221.2745 449631 None
1 223.7050 346976 None
2 227.0921 410686 None
3 223.4033 379570 None
4 222.0414 325539 None
.. ... ... ...
117 213.1129 459901 None
118 212.8066 417565 None
119 216.0944 572822 None
120 221.7267 750603 None
121 220.6316 673189 None
[122 rows x 9 columns]
Combined data:
Date open high low close volume \
0 2025-01-02 05:00:00 222.030 225.150 218.190 220.22 33956579.0
1 2025-01-03 05:00:00 222.505 225.360 221.620 224.19 27515606.0
2 2025-01-06 05:00:00 226.780 228.835 224.840 227.61 31849831.0
3 2025-01-07 05:00:00 227.900 228.381 221.460 222.11 28084164.0
4 2025-01-08 05:00:00 223.185 223.520 220.200 222.13 25033292.0
.. ... ... ... ... ... ...
117 2025-06-24 04:00:00 212.135 214.340 211.045 212.77 38378757.0
118 2025-06-25 04:00:00 214.615 216.030 211.110 211.99 31755698.0
119 2025-06-26 04:00:00 213.120 218.035 212.010 217.12 50480814.0
120 2025-06-27 04:00:00 219.920 223.300 216.740 223.30 119217138.0
121 2025-06-30 04:00:00 223.520 223.820 219.120 219.39 58887780.0
vwap transactions otc
0 221.2745 449631 None
1 223.7050 346976 None
2 227.0921 410686 None
3 223.4033 379570 None
4 222.0414 325539 None
.. ... ... ...
117 213.1129 459901 None
118 212.8066 417565 None
119 216.0944 572822 None
120 221.7267 750603 None
121 220.6316 673189 None
[122 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2025-06-29 04:00:00 thru 2025-12-26 04:00:00 for AMZN...
New data:
Date open high low close volume \
0 2025-06-30 04:00:00 223.520 223.820 219.12 219.39 58887780.0
1 2025-07-01 04:00:00 219.500 221.875 217.93 220.46 39256830.0
2 2025-07-02 04:00:00 219.730 221.600 219.06 219.92 30894178.0
3 2025-07-03 04:00:00 221.820 224.010 221.36 223.41 29632353.0
4 2025-07-07 04:00:00 223.000 224.290 222.37 223.47 36604139.0
.. ... ... ... ... ... ...
120 2025-12-18 05:00:00 225.705 229.225 224.41 226.76 50272419.0
121 2025-12-19 05:00:00 226.760 229.125 225.58 227.35 85544374.0
122 2025-12-22 05:00:00 228.610 229.480 226.71 228.43 32261329.0
123 2025-12-23 05:00:00 229.055 232.445 228.73 232.14 29230233.0
124 2025-12-24 05:00:00 232.130 232.950 231.33 232.38 11420543.0
vwap transactions otc
0 220.6316 673189 None
1 220.1508 544150 None
2 220.2103 429633 None
3 222.8867 364422 None
4 223.4121 513469 None
.. ... ... ...
120 226.8047 511173 None
121 227.4217 474053 None
122 228.1120 466788 None
123 231.3567 435724 None
124 232.3354 193852 None
[125 rows x 9 columns]
Combined data:
Date open high low close volume \
0 2025-01-02 05:00:00 222.030 225.150 218.19 220.22 33956579.0
1 2025-01-03 05:00:00 222.505 225.360 221.62 224.19 27515606.0
2 2025-01-06 05:00:00 226.780 228.835 224.84 227.61 31849831.0
3 2025-01-07 05:00:00 227.900 228.381 221.46 222.11 28084164.0
4 2025-01-08 05:00:00 223.185 223.520 220.20 222.13 25033292.0
.. ... ... ... ... ... ...
241 2025-12-18 05:00:00 225.705 229.225 224.41 226.76 50272419.0
242 2025-12-19 05:00:00 226.760 229.125 225.58 227.35 85544374.0
243 2025-12-22 05:00:00 228.610 229.480 226.71 228.43 32261329.0
244 2025-12-23 05:00:00 229.055 232.445 228.73 232.14 29230233.0
245 2025-12-24 05:00:00 232.130 232.950 231.33 232.38 11420543.0
vwap transactions otc
0 221.2745 449631 None
1 223.7050 346976 None
2 227.0921 410686 None
3 223.4033 379570 None
4 222.0414 325539 None
.. ... ... ...
241 226.8047 511173 None
242 227.4217 474053 None
243 228.1120 466788 None
244 231.3567 435724 None
245 232.3354 193852 None
[246 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2025-12-23 05:00:00 thru 2026-06-21 05:00:00 for AMZN...
New data:
Date open high low close volume \
0 2025-12-23 05:00:00 229.055 232.4450 228.730 232.14 2.923023e+07
1 2025-12-24 05:00:00 232.130 232.9500 231.330 232.38 1.142054e+07
2 2025-12-26 05:00:00 232.035 232.9900 231.180 232.52 1.599473e+07
3 2025-12-29 05:00:00 231.940 232.6000 230.770 232.07 1.979791e+07
4 2025-12-30 05:00:00 231.205 232.7700 230.200 232.53 2.191045e+07
5 2025-12-31 05:00:00 232.905 232.9900 230.120 230.82 2.438375e+07
6 2026-01-02 05:00:00 231.340 235.4580 224.700 226.50 5.145623e+07
7 2026-01-05 05:00:00 228.840 234.0000 227.180 233.06 4.973335e+07
8 2026-01-06 05:00:00 232.100 243.1800 232.070 240.93 5.376468e+07
9 2026-01-07 05:00:00 239.610 245.2900 239.520 241.56 4.223653e+07
10 2026-01-08 05:00:00 243.060 246.4100 241.880 246.29 3.950984e+07
11 2026-01-09 05:00:00 244.568 247.8600 242.240 247.38 3.455996e+07
12 2026-01-12 05:00:00 246.730 248.9400 245.960 246.47 3.586777e+07
13 2026-01-13 05:00:00 246.530 247.6600 240.250 242.60 3.837178e+07
14 2026-01-14 05:00:00 241.150 241.2800 236.220 236.65 4.141058e+07
15 2026-01-15 05:00:00 239.310 240.6500 236.630 238.18 4.300357e+07
16 2026-01-16 05:00:00 239.085 239.5700 236.410 239.12 4.588828e+07
17 2026-01-20 05:00:00 233.760 235.0900 229.340 231.00 4.773785e+07
18 2026-01-21 05:00:00 231.085 232.3000 226.880 231.31 4.727609e+07
19 2026-01-22 05:00:00 234.045 235.7200 230.900 234.34 3.191332e+07
20 2026-01-23 05:00:00 234.955 240.4500 234.570 239.16 3.377848e+07
21 2026-01-26 05:00:00 239.980 240.9500 237.540 238.42 3.282553e+07
22 2026-01-27 05:00:00 239.685 244.8800 238.080 244.68 3.802922e+07
23 2026-01-28 05:00:00 246.365 247.7750 241.530 243.01 4.088266e+07
24 2026-01-29 05:00:00 242.820 243.0000 236.742 241.73 4.722964e+07
25 2026-01-30 05:00:00 239.890 243.3150 237.640 239.30 4.658502e+07
26 2026-02-02 05:00:00 238.310 245.6299 238.170 242.96 3.754610e+07
27 2026-02-03 05:00:00 244.975 246.3500 235.450 238.62 5.383130e+07
28 2026-02-04 05:00:00 238.860 238.8600 231.820 232.99 5.129995e+07
29 2026-02-05 05:00:00 224.910 226.3100 220.380 222.69 1.035092e+08
30 2026-02-06 05:00:00 202.700 211.4400 200.310 210.32 1.792109e+08
31 2026-02-09 05:00:00 208.970 212.8100 203.350 208.72 9.117844e+07
32 2026-02-10 05:00:00 208.795 212.6499 206.411 206.96 6.717503e+07
33 2026-02-11 05:00:00 208.060 208.5700 202.490 204.08 6.554546e+07
34 2026-02-12 05:00:00 203.960 203.9600 197.560 199.60 8.397539e+07
35 2026-02-13 05:00:00 198.880 201.1600 197.275 198.79 6.632159e+07
36 2026-02-17 05:00:00 198.125 201.7362 196.000 201.15 6.987920e+07
37 2026-02-18 05:00:00 202.070 206.8600 201.510 204.79 5.100330e+07
38 2026-02-19 05:00:00 203.800 205.6396 202.810 204.86 3.566961e+07
39 2026-02-20 05:00:00 204.760 211.1700 203.750 210.11 6.588161e+07
40 2026-02-23 05:00:00 208.095 208.4300 203.110 205.27 5.358151e+07
41 2026-02-24 05:00:00 205.470 210.3600 203.250 208.56 4.113716e+07
42 2026-02-25 05:00:00 210.460 211.5900 208.930 210.64 4.134638e+07
43 2026-02-26 05:00:00 210.730 211.0500 205.345 207.92 4.775677e+07
44 2026-02-27 05:00:00 206.830 210.3300 205.200 210.00 5.742278e+07
45 2026-03-02 05:00:00 204.550 209.7300 203.460 208.39 4.600101e+07
46 2026-03-03 05:00:00 203.100 209.1780 202.480 208.73 4.318492e+07
47 2026-03-04 05:00:00 210.470 217.5400 210.150 216.82 5.473110e+07
48 2026-03-05 05:00:00 215.980 220.4700 215.590 218.94 6.094345e+07
49 2026-03-06 05:00:00 214.990 217.3200 212.530 213.21 5.115272e+07
50 2026-03-09 04:00:00 210.450 213.8200 207.110 213.49 5.464293e+07
51 2026-03-10 04:00:00 214.190 215.6500 212.430 214.33 3.567883e+07
52 2026-03-11 04:00:00 215.705 217.0000 211.350 212.65 3.419930e+07
53 2026-03-12 04:00:00 210.390 211.7100 208.150 209.53 4.434950e+07
54 2026-03-13 04:00:00 209.605 210.5600 206.220 207.67 3.566214e+07
55 2026-03-16 04:00:00 208.350 212.7240 207.445 211.74 4.220932e+07
56 2026-03-17 04:00:00 212.820 215.7000 212.430 215.20 4.496994e+07
57 2026-03-18 04:00:00 213.925 215.1401 208.825 209.87 3.784664e+07
58 2026-03-19 04:00:00 207.060 209.1200 206.050 208.76 3.644062e+07
59 2026-03-20 04:00:00 207.400 207.5400 204.316 205.37 6.369460e+07
vwap transactions otc
0 231.3567 435724 None
1 232.3354 193852 None
2 232.4647 278360 None
3 231.8925 352880 None
4 231.7815 322423 None
5 231.2767 322950 None
6 228.0134 750788 None
7 232.1786 678867 None
8 239.6475 767759 None
9 242.9662 623031 None
10 245.1880 537907 None
11 246.0666 487691 None
12 247.2996 520852 None
13 243.3866 559247 None
14 237.6446 582230 None
15 238.3037 567069 None
16 238.4963 424842 None
17 231.9376 749010 None
18 230.2750 654920 None
19 234.0045 447829 None
20 238.6065 482481 None
21 239.0048 450743 None
22 242.5484 534761 None
23 243.7026 562838 None
24 239.9506 645863 None
25 240.1518 585809 None
26 243.3060 555842 None
27 238.9230 737062 None
28 234.5082 740163 None
29 218.4456 1494388 None
30 205.9207 2493168 None
31 208.5553 1240407 None
32 208.8341 858073 None
33 204.7400 945594 None
34 199.8434 1214199 None
35 199.0395 877591 None
36 199.8964 916823 None
37 205.0854 726231 None
38 204.5252 503852 None
39 208.9412 831775 None
40 204.9027 796501 None
41 208.0772 594489 None
42 210.1640 552150 None
43 207.8749 687335 None
44 208.7455 659180 None
45 207.8504 650470 None
46 206.3465 676042 None
47 215.5907 775240 None
48 218.1345 810343 None
49 214.4868 676403 None
50 210.7315 754427 None
51 214.3507 529805 None
52 213.2448 509470 None
53 209.8179 586943 None
54 208.1566 544761 None
55 210.4039 596171 None
56 214.4323 569506 None
57 211.1293 536059 None
58 207.8313 543363 None
59 206.0983 563846 None
Combined data:
Date open high low close volume \
0 2025-01-02 05:00:00 222.030 225.1500 218.190 220.22 3.395658e+07
1 2025-01-03 05:00:00 222.505 225.3600 221.620 224.19 2.751561e+07
2 2025-01-06 05:00:00 226.780 228.8350 224.840 227.61 3.184983e+07
3 2025-01-07 05:00:00 227.900 228.3810 221.460 222.11 2.808416e+07
4 2025-01-08 05:00:00 223.185 223.5200 220.200 222.13 2.503329e+07
.. ... ... ... ... ... ...
299 2026-03-16 04:00:00 208.350 212.7240 207.445 211.74 4.220932e+07
300 2026-03-17 04:00:00 212.820 215.7000 212.430 215.20 4.496994e+07
301 2026-03-18 04:00:00 213.925 215.1401 208.825 209.87 3.784664e+07
302 2026-03-19 04:00:00 207.060 209.1200 206.050 208.76 3.644062e+07
303 2026-03-20 04:00:00 207.400 207.5400 204.316 205.37 6.369460e+07
vwap transactions otc
0 221.2745 449631 None
1 223.7050 346976 None
2 227.0921 410686 None
3 223.4033 379570 None
4 222.0414 325539 None
.. ... ... ...
299 210.4039 596171 None
300 214.4323 569506 None
301 211.1293 536059 None
302 207.8313 543363 None
303 206.0983 563846 None
[304 rows x 9 columns]
In [6]:
# Copy this <!-- INSERT_polygon_fetch_full_history_HERE --> to index_temp.md
export_track_md_deps(
dep_file=dep_file,
md_filename="polygon_fetch_full_history.md",
content=df.head().to_markdown(floatfmt=".5f"),
output_type="markdown",
)
✅ Exported and tracked: polygon_fetch_full_history.md
Polygon Pull Data¶
In [7]:
current_year = datetime.now().year
current_month = datetime.now().month
current_day = datetime.now().day
# Example usage - daily
df = polygon_pull_data(
base_directory=DATA_DIR,
ticker="AMZN",
source="Polygon",
asset_class="Equities",
start_date=datetime(current_year - 2, current_month, current_day),
timespan="day",
multiplier=1,
adjusted=True,
force_existing_check=True,
free_tier=True,
verbose=True,
excel_export=True,
pickle_export=True,
output_confirmation=True,
)
time.sleep(12) # Sleep for 2 seconds to avoid hitting rate limits
File found...updating the AMZN day data.
Existing data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 4.626978e+07
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 4.190152e+07
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 4.225099e+07
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 5.098861e+07
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 9.085574e+07
.. ... ... ... ... ... ...
659 2026-03-16 04:00:00 208.350 212.7240 207.4450 211.74 4.220932e+07
660 2026-03-17 04:00:00 212.820 215.7000 212.4300 215.20 4.496994e+07
661 2026-03-18 04:00:00 213.925 215.1401 208.8250 209.87 3.784664e+07
662 2026-03-19 04:00:00 207.060 209.1200 206.0500 208.76 3.644062e+07
663 2026-03-20 04:00:00 207.400 207.5400 204.3160 205.37 6.369460e+07
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
659 210.4039 596171 None
660 214.4323 569506 None
661 211.1293 536059 None
662 207.8313 543363 None
663 206.0983 563846 None
[664 rows x 9 columns]
Last date in existing data: 2026-03-20 04:00:00
Number of rows in existing data: 664
Forcing check of existing data...
Pulling day data for 2024-03-23 00:00:00 thru 2024-09-19 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2024-03-25 04:00:00 178.01 180.99 177.2400 179.71 29815464.0
1 2024-03-26 04:00:00 180.15 180.45 177.9500 178.30 29658982.0
2 2024-03-27 04:00:00 179.88 180.00 177.3099 179.83 33272551.0
3 2024-03-28 04:00:00 180.17 181.70 179.2600 180.38 38051588.0
4 2024-04-01 04:00:00 180.79 183.00 179.9500 180.97 29174521.0
.. ... ... ... ... ... ...
119 2024-09-13 04:00:00 187.00 188.50 185.9100 186.49 26495351.0
120 2024-09-16 04:00:00 185.29 185.81 183.3600 184.89 26065485.0
121 2024-09-17 04:00:00 186.85 189.45 186.1400 186.88 26091682.0
122 2024-09-18 04:00:00 186.45 188.80 185.0600 186.43 34448130.0
123 2024-09-19 04:00:00 190.04 190.99 188.4700 189.87 39543168.0
vwap transactions otc
0 179.6492 352597 None
1 179.1228 326743 None
2 179.1069 341921 None
3 180.4863 364803 None
4 180.9175 370612 None
.. ... ... ...
119 187.1696 338171 None
120 184.6797 353780 None
121 187.5174 351410 None
122 186.7645 381348 None
123 189.6779 422926 None
[124 rows x 9 columns]
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 4.626978e+07
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 4.190152e+07
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 4.225099e+07
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 5.098861e+07
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 9.085574e+07
.. ... ... ... ... ... ...
659 2026-03-16 04:00:00 208.350 212.7240 207.4450 211.74 4.220932e+07
660 2026-03-17 04:00:00 212.820 215.7000 212.4300 215.20 4.496994e+07
661 2026-03-18 04:00:00 213.925 215.1401 208.8250 209.87 3.784664e+07
662 2026-03-19 04:00:00 207.060 209.1200 206.0500 208.76 3.644062e+07
663 2026-03-20 04:00:00 207.400 207.5400 204.3160 205.37 6.369460e+07
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
659 210.4039 596171 None
660 214.4323 569506 None
661 211.1293 536059 None
662 207.8313 543363 None
663 206.0983 563846 None
[664 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2024-09-18 04:00:00 thru 2025-03-17 04:00:00 for AMZN...
New data:
Date open high low close volume \
0 2024-09-18 04:00:00 186.450 188.8000 185.0600 186.43 34448130.0
1 2024-09-19 04:00:00 190.040 190.9900 188.4700 189.87 39543168.0
2 2024-09-20 04:00:00 190.230 191.8400 187.4100 191.60 100378553.0
3 2024-09-23 04:00:00 191.640 194.4500 190.5700 193.88 36993111.0
4 2024-09-24 04:00:00 194.270 195.3700 190.1300 193.96 43478926.0
.. ... ... ... ... ... ...
118 2025-03-11 04:00:00 193.900 200.1800 193.4000 196.59 54002880.0
119 2025-03-12 04:00:00 200.720 201.5200 195.2900 198.89 43679284.0
120 2025-03-13 04:00:00 198.165 198.8799 191.8200 193.89 41270761.0
121 2025-03-14 04:00:00 197.410 198.6500 195.3200 197.95 38096663.0
122 2025-03-17 04:00:00 198.770 199.0000 194.3247 195.74 47341752.0
vwap transactions otc
0 186.7645 381348 None
1 189.6779 422926 None
2 190.8708 430701 None
3 193.0995 405139 None
4 193.0480 404498 None
.. ... ... ...
118 196.8215 668549 None
119 198.8820 573896 None
120 194.3326 588538 None
121 197.4359 470644 None
122 196.4612 568556 None
[123 rows x 9 columns]
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 4.626978e+07
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 4.190152e+07
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 4.225099e+07
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 5.098861e+07
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 9.085574e+07
.. ... ... ... ... ... ...
659 2026-03-16 04:00:00 208.350 212.7240 207.4450 211.74 4.220932e+07
660 2026-03-17 04:00:00 212.820 215.7000 212.4300 215.20 4.496994e+07
661 2026-03-18 04:00:00 213.925 215.1401 208.8250 209.87 3.784664e+07
662 2026-03-19 04:00:00 207.060 209.1200 206.0500 208.76 3.644062e+07
663 2026-03-20 04:00:00 207.400 207.5400 204.3160 205.37 6.369460e+07
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
659 210.4039 596171 None
660 214.4323 569506 None
661 211.1293 536059 None
662 207.8313 543363 None
663 206.0983 563846 None
[664 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2025-03-16 04:00:00 thru 2025-09-12 04:00:00 for AMZN...
New data:
Date open high low close volume \
0 2025-03-17 04:00:00 198.770 199.000 194.3247 195.74 47341752.0
1 2025-03-18 04:00:00 192.520 194.000 189.3800 192.82 40414867.0
2 2025-03-19 04:00:00 193.380 195.965 191.9600 195.54 39442878.0
3 2025-03-20 04:00:00 193.070 199.320 192.3000 194.95 38921113.0
4 2025-03-21 04:00:00 192.900 196.990 192.5200 196.21 60056917.0
.. ... ... ... ... ... ...
120 2025-09-08 04:00:00 234.940 237.600 233.7500 235.84 33947104.0
121 2025-09-09 04:00:00 236.355 238.850 235.0800 238.24 27033778.0
122 2025-09-10 04:00:00 237.515 237.680 229.0962 230.33 60907714.0
123 2025-09-11 04:00:00 231.490 231.530 229.3377 229.95 37485598.0
124 2025-09-12 04:00:00 230.350 230.790 226.2900 228.15 38496218.0
vwap transactions otc
0 196.4612 568556 None
1 192.0851 554394 None
2 194.2885 445698 None
3 195.6360 455391 None
4 195.3015 394836 None
.. ... ... ...
120 235.9162 489481 None
121 237.3524 391877 None
122 231.8609 806586 None
123 230.5074 465912 None
124 228.4349 534413 None
[125 rows x 9 columns]
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 4.626978e+07
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 4.190152e+07
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 4.225099e+07
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 5.098861e+07
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 9.085574e+07
.. ... ... ... ... ... ...
659 2026-03-16 04:00:00 208.350 212.7240 207.4450 211.74 4.220932e+07
660 2026-03-17 04:00:00 212.820 215.7000 212.4300 215.20 4.496994e+07
661 2026-03-18 04:00:00 213.925 215.1401 208.8250 209.87 3.784664e+07
662 2026-03-19 04:00:00 207.060 209.1200 206.0500 208.76 3.644062e+07
663 2026-03-20 04:00:00 207.400 207.5400 204.3160 205.37 6.369460e+07
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
659 210.4039 596171 None
660 214.4323 569506 None
661 211.1293 536059 None
662 207.8313 543363 None
663 206.0983 563846 None
[664 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2025-09-11 04:00:00 thru 2026-03-10 04:00:00 for AMZN...
New data:
Date open high low close volume \
0 2025-09-11 04:00:00 231.490 231.53 229.3377 229.95 3.748560e+07
1 2025-09-12 04:00:00 230.350 230.79 226.2900 228.15 3.849622e+07
2 2025-09-15 04:00:00 230.625 233.73 230.3200 231.43 3.324333e+07
3 2025-09-16 04:00:00 232.935 235.90 232.2300 234.05 3.820391e+07
4 2025-09-17 04:00:00 233.770 234.30 228.7100 231.62 4.281523e+07
.. ... ... ... ... ... ...
119 2026-03-04 05:00:00 210.470 217.54 210.1500 216.82 5.473110e+07
120 2026-03-05 05:00:00 215.980 220.47 215.5900 218.94 6.094345e+07
121 2026-03-06 05:00:00 214.990 217.32 212.5300 213.21 5.115272e+07
122 2026-03-09 04:00:00 210.450 213.82 207.1100 213.49 5.464293e+07
123 2026-03-10 04:00:00 214.190 215.65 212.4300 214.33 3.567883e+07
vwap transactions otc
0 230.5074 465912 None
1 228.4349 534413 None
2 231.6848 488104 None
3 234.4088 497761 None
4 231.1429 528520 None
.. ... ... ...
119 215.5907 775240 None
120 218.1345 810343 None
121 214.4868 676403 None
122 210.7315 754427 None
123 214.3507 529805 None
[124 rows x 9 columns]
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 4.626978e+07
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 4.190152e+07
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 4.225099e+07
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 5.098861e+07
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 9.085574e+07
.. ... ... ... ... ... ...
659 2026-03-16 04:00:00 208.350 212.7240 207.4450 211.74 4.220932e+07
660 2026-03-17 04:00:00 212.820 215.7000 212.4300 215.20 4.496994e+07
661 2026-03-18 04:00:00 213.925 215.1401 208.8250 209.87 3.784664e+07
662 2026-03-19 04:00:00 207.060 209.1200 206.0500 208.76 3.644062e+07
663 2026-03-20 04:00:00 207.400 207.5400 204.3160 205.37 6.369460e+07
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
659 210.4039 596171 None
660 214.4323 569506 None
661 211.1293 536059 None
662 207.8313 543363 None
663 206.0983 563846 None
[664 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2026-03-09 04:00:00 thru 2026-09-05 04:00:00 for AMZN...
New data:
Date open high low close volume \
0 2026-03-09 04:00:00 210.450 213.8200 207.110 213.49 5.464293e+07
1 2026-03-10 04:00:00 214.190 215.6500 212.430 214.33 3.567883e+07
2 2026-03-11 04:00:00 215.705 217.0000 211.350 212.65 3.419930e+07
3 2026-03-12 04:00:00 210.390 211.7100 208.150 209.53 4.434950e+07
4 2026-03-13 04:00:00 209.605 210.5600 206.220 207.67 3.566214e+07
5 2026-03-16 04:00:00 208.350 212.7240 207.445 211.74 4.220932e+07
6 2026-03-17 04:00:00 212.820 215.7000 212.430 215.20 4.496994e+07
7 2026-03-18 04:00:00 213.925 215.1401 208.825 209.87 3.784664e+07
8 2026-03-19 04:00:00 207.060 209.1200 206.050 208.76 3.644062e+07
9 2026-03-20 04:00:00 207.400 207.5400 204.316 205.37 6.369460e+07
vwap transactions otc
0 210.7315 754427 None
1 214.3507 529805 None
2 213.2448 509470 None
3 209.8179 586943 None
4 208.1566 544761 None
5 210.4039 596171 None
6 214.4323 569506 None
7 211.1293 536059 None
8 207.8313 543363 None
9 206.0983 563846 None
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 4.626978e+07
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 4.190152e+07
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 4.225099e+07
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 5.098861e+07
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 9.085574e+07
.. ... ... ... ... ... ...
659 2026-03-16 04:00:00 208.350 212.7240 207.4450 211.74 4.220932e+07
660 2026-03-17 04:00:00 212.820 215.7000 212.4300 215.20 4.496994e+07
661 2026-03-18 04:00:00 213.925 215.1401 208.8250 209.87 3.784664e+07
662 2026-03-19 04:00:00 207.060 209.1200 206.0500 208.76 3.644062e+07
663 2026-03-20 04:00:00 207.400 207.5400 204.3160 205.37 6.369460e+07
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
659 210.4039 596171 None
660 214.4323 569506 None
661 211.1293 536059 None
662 207.8313 543363 None
663 206.0983 563846 None
[664 rows x 9 columns]
Exporting AMZN day data to Excel...
Exporting AMZN day data to Pickle... The first and last date of day data for AMZN is:
| Date | open | high | low | close | volume | vwap | transactions | otc | |
|---|---|---|---|---|---|---|---|---|---|
| 0 | 2023-07-28 04:00:00 | 129.69 | 133.01 | 129.33 | 132.21 | 46269781.0 | 131.8837 | 413438 | None |
| Date | open | high | low | close | volume | vwap | transactions | otc | |
|---|---|---|---|---|---|---|---|---|---|
| 663 | 2026-03-20 04:00:00 | 207.4 | 207.54 | 204.316 | 205.37 | 6.369460e+07 | 206.0983 | 563846 | None |
Number of rows after data update: 664 Number of rows added during update: 0 Polygon data complete for AMZN day data. --------------------
In [8]:
# Copy this <!-- INSERT_polygon_pull_data_HERE --> to index_temp.md
export_track_md_deps(
dep_file=dep_file,
md_filename="polygon_pull_data.md",
content=df.head().to_markdown(floatfmt=".5f"),
output_type="markdown",
)
✅ Exported and tracked: polygon_pull_data.md