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_congo/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 5.357765e+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
40 204.9028 796458 None
Combined data:
Date open high low close volume \
0 2025-01-02 05:00:00 222.030 225.1500 218.19 220.22 3.395658e+07
1 2025-01-03 05:00:00 222.505 225.3600 221.62 224.19 2.751561e+07
2 2025-01-06 05:00:00 226.780 228.8350 224.84 227.61 3.184983e+07
3 2025-01-07 05:00:00 227.900 228.3810 221.46 222.11 2.808416e+07
4 2025-01-08 05:00:00 223.185 223.5200 220.20 222.13 2.503329e+07
.. ... ... ... ... ... ...
280 2026-02-17 05:00:00 198.125 201.7362 196.00 201.15 6.987920e+07
281 2026-02-18 05:00:00 202.070 206.8600 201.51 204.79 5.100330e+07
282 2026-02-19 05:00:00 203.800 205.6396 202.81 204.86 3.566961e+07
283 2026-02-20 05:00:00 204.760 211.1700 203.75 210.11 6.588161e+07
284 2026-02-23 05:00:00 208.095 208.4300 203.11 205.27 5.357765e+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
.. ... ... ...
280 199.8964 916823 None
281 205.0854 726231 None
282 204.5252 503852 None
283 208.9412 831775 None
284 204.9028 796458 None
[285 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 04:00:00 129.690 133.01 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.87 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.69 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.23 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.84 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
620 2026-01-16 05:00:00 239.085 239.57 236.4100 239.12 45888283.0
621 2026-01-20 05:00:00 233.760 235.09 229.3400 231.00 47737854.0
622 2026-01-21 05:00:00 231.085 232.30 226.8800 231.31 47276090.0
623 2026-01-22 05:00:00 234.045 235.72 230.9000 234.34 31913325.0
624 2026-01-23 05:00:00 234.955 240.45 234.5700 239.16 33778478.0
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
.. ... ... ...
620 238.4963 424842 None
621 231.9376 749010 None
622 230.2750 654920 None
623 234.0045 447829 None
624 238.6065 482481 None
[625 rows x 9 columns]
Last date in existing data: 2026-01-23 05:00:00
Number of rows in existing data: 625
Forcing check of existing data...
Pulling day data for 2024-02-24 00:00:00 thru 2024-08-22 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2024-02-26 05:00:00 175.700 176.370 174.2600 174.73 44368614.0
1 2024-02-27 05:00:00 174.075 174.620 172.8600 173.54 31141732.0
2 2024-02-28 05:00:00 172.440 174.050 172.2700 173.16 28180482.0
3 2024-02-29 05:00:00 173.010 177.220 172.8500 176.76 53805359.0
4 2024-03-01 05:00:00 176.750 178.725 176.0700 178.22 31981152.0
.. ... ... ... ... ... ...
120 2024-08-16 04:00:00 177.040 178.340 176.2601 177.06 31489175.0
121 2024-08-19 04:00:00 177.640 178.300 176.1600 178.22 31129807.0
122 2024-08-20 04:00:00 177.920 179.010 177.4308 178.88 26255204.0
123 2024-08-21 04:00:00 179.920 182.385 178.8937 180.11 35599120.0
124 2024-08-22 04:00:00 181.380 181.470 175.6800 176.13 32047482.0
vwap transactions otc
0 174.9955 428536 None
1 173.7541 357527 None
2 173.3190 328701 None
3 175.7037 446966 None
4 177.8612 406700 None
.. ... ... ...
120 177.4409 368932 None
121 177.6116 358311 None
122 178.3947 302465 None
123 180.3652 398151 None
124 177.5877 402700 None
[125 rows x 9 columns]
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.01 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.87 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.69 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.23 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.84 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
620 2026-01-16 05:00:00 239.085 239.57 236.4100 239.12 45888283.0
621 2026-01-20 05:00:00 233.760 235.09 229.3400 231.00 47737854.0
622 2026-01-21 05:00:00 231.085 232.30 226.8800 231.31 47276090.0
623 2026-01-22 05:00:00 234.045 235.72 230.9000 234.34 31913325.0
624 2026-01-23 05:00:00 234.955 240.45 234.5700 239.16 33778478.0
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
.. ... ... ...
620 238.4963 424842 None
621 231.9376 749010 None
622 230.2750 654920 None
623 234.0045 447829 None
624 238.6065 482481 None
[625 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2024-08-21 04:00:00 thru 2025-02-17 04:00:00 for AMZN...
New data:
Date open high low close volume \
0 2024-08-21 04:00:00 179.920 182.3850 178.8937 180.11 35599120.0
1 2024-08-22 04:00:00 181.380 181.4700 175.6800 176.13 32047482.0
2 2024-08-23 04:00:00 177.340 178.9699 175.2400 177.04 29150091.0
3 2024-08-26 04:00:00 176.700 177.4682 174.3000 175.50 22366236.0
4 2024-08-27 04:00:00 174.150 174.8900 172.2500 173.12 29841979.0
.. ... ... ... ... ... ...
117 2025-02-10 05:00:00 230.545 233.9200 229.2000 233.14 35419926.0
118 2025-02-11 05:00:00 231.920 233.4400 230.1300 232.76 23713726.0
119 2025-02-12 05:00:00 230.460 231.1800 228.1600 228.93 32285249.0
120 2025-02-13 05:00:00 228.850 230.4200 227.5200 230.37 31346512.0
121 2025-02-14 05:00:00 229.200 229.8900 227.2300 228.68 27031084.0
vwap transactions otc
0 180.3652 398151 None
1 177.5877 402700 None
2 177.0898 359923 None
3 175.6982 337930 None
4 173.2261 377150 None
.. ... ... ...
117 232.4151 473182 None
118 232.1101 329473 None
119 229.6079 400325 None
120 229.3312 408846 None
121 228.6543 375369 None
[122 rows x 9 columns]
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.01 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.87 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.69 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.23 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.84 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
620 2026-01-16 05:00:00 239.085 239.57 236.4100 239.12 45888283.0
621 2026-01-20 05:00:00 233.760 235.09 229.3400 231.00 47737854.0
622 2026-01-21 05:00:00 231.085 232.30 226.8800 231.31 47276090.0
623 2026-01-22 05:00:00 234.045 235.72 230.9000 234.34 31913325.0
624 2026-01-23 05:00:00 234.955 240.45 234.5700 239.16 33778478.0
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
.. ... ... ...
620 238.4963 424842 None
621 231.9376 749010 None
622 230.2750 654920 None
623 234.0045 447829 None
624 238.6065 482481 None
[625 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2025-02-13 05:00:00 thru 2025-08-12 05:00:00 for AMZN... New data:
Date open high low close volume \
0 2025-02-13 05:00:00 228.850 230.42 227.5200 230.37 31346512.0
1 2025-02-14 05:00:00 229.200 229.89 227.2300 228.68 27031084.0
2 2025-02-18 05:00:00 228.820 229.30 223.7200 226.65 42975133.0
3 2025-02-19 05:00:00 225.520 226.83 223.7100 226.63 28566709.0
4 2025-02-20 05:00:00 224.775 225.13 221.8100 222.88 30001665.0
.. ... ... ... ... ... ...
119 2025-08-06 04:00:00 214.695 222.65 213.7409 222.31 54823045.0
120 2025-08-07 04:00:00 221.000 226.22 220.8200 223.13 40603513.0
121 2025-08-08 04:00:00 223.140 223.80 221.8836 222.69 32970477.0
122 2025-08-11 04:00:00 221.780 223.05 220.4000 221.30 31646222.0
123 2025-08-12 04:00:00 222.230 223.50 219.0500 221.47 37254707.0
vwap transactions otc
0 229.3312 408846 None
1 228.6543 375369 None
2 225.8082 600702 None
3 225.3773 391423 None
4 222.9351 447333 None
.. ... ... ...
119 219.4299 654274 None
120 223.1357 553279 None
121 222.6698 397504 None
122 221.3865 441975 None
123 221.4124 472607 None
[124 rows x 9 columns]
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.01 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.87 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.69 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.23 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.84 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
620 2026-01-16 05:00:00 239.085 239.57 236.4100 239.12 45888283.0
621 2026-01-20 05:00:00 233.760 235.09 229.3400 231.00 47737854.0
622 2026-01-21 05:00:00 231.085 232.30 226.8800 231.31 47276090.0
623 2026-01-22 05:00:00 234.045 235.72 230.9000 234.34 31913325.0
624 2026-01-23 05:00:00 234.955 240.45 234.5700 239.16 33778478.0
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
.. ... ... ...
620 238.4963 424842 None
621 231.9376 749010 None
622 230.2750 654920 None
623 234.0045 447829 None
624 238.6065 482481 None
[625 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2025-08-11 04:00:00 thru 2026-02-07 04:00:00 for AMZN...
New data:
Date open high low close volume \
0 2025-08-11 04:00:00 221.780 223.0500 220.400 221.30 31646222.0
1 2025-08-12 04:00:00 222.230 223.5000 219.050 221.47 37254707.0
2 2025-08-13 04:00:00 222.000 224.9185 222.000 224.56 36508335.0
3 2025-08-14 04:00:00 227.400 233.1100 227.020 230.98 61545824.0
4 2025-08-15 04:00:00 232.580 234.0800 229.807 231.03 39649244.0
.. ... ... ... ... ... ...
120 2026-02-02 05:00:00 238.310 245.6299 238.170 242.96 37546102.0
121 2026-02-03 05:00:00 244.975 246.3500 235.450 238.62 53831298.0
122 2026-02-04 05:00:00 238.860 238.8600 231.820 232.99 51299947.0
123 2026-02-05 05:00:00 224.910 226.3100 220.380 222.69 103509230.0
124 2026-02-06 05:00:00 202.700 211.4400 200.310 210.32 179210851.0
vwap transactions otc
0 221.3865 441975 None
1 221.4124 472607 None
2 223.9846 488194 None
3 230.5020 738785 None
4 231.3857 495351 None
.. ... ... ...
120 243.3060 555842 None
121 238.9230 737062 None
122 234.5082 740163 None
123 218.4456 1494388 None
124 205.9207 2493168 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 46269781.0
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
630 2026-02-02 05:00:00 238.310 245.6299 238.1700 242.96 37546102.0
631 2026-02-03 05:00:00 244.975 246.3500 235.4500 238.62 53831298.0
632 2026-02-04 05:00:00 238.860 238.8600 231.8200 232.99 51299947.0
633 2026-02-05 05:00:00 224.910 226.3100 220.3800 222.69 103509230.0
634 2026-02-06 05:00:00 202.700 211.4400 200.3100 210.32 179210851.0
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
.. ... ... ...
630 243.3060 555842 None
631 238.9230 737062 None
632 234.5082 740163 None
633 218.4456 1494388 None
634 205.9207 2493168 None
[635 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2026-02-05 05:00:00 thru 2026-08-04 05:00:00 for AMZN...
New data:
Date open high low close volume \
0 2026-02-05 05:00:00 224.910 226.3100 220.380 222.69 1.035092e+08
1 2026-02-06 05:00:00 202.700 211.4400 200.310 210.32 1.792109e+08
2 2026-02-09 05:00:00 208.970 212.8100 203.350 208.72 9.117844e+07
3 2026-02-10 05:00:00 208.795 212.6499 206.411 206.96 6.717503e+07
4 2026-02-11 05:00:00 208.060 208.5700 202.490 204.08 6.554546e+07
5 2026-02-12 05:00:00 203.960 203.9600 197.560 199.60 8.397539e+07
6 2026-02-13 05:00:00 198.880 201.1600 197.275 198.79 6.632159e+07
7 2026-02-17 05:00:00 198.125 201.7362 196.000 201.15 6.987920e+07
8 2026-02-18 05:00:00 202.070 206.8600 201.510 204.79 5.100330e+07
9 2026-02-19 05:00:00 203.800 205.6396 202.810 204.86 3.566961e+07
10 2026-02-20 05:00:00 204.760 211.1700 203.750 210.11 6.588161e+07
11 2026-02-23 05:00:00 208.095 208.4300 203.110 205.27 5.357765e+07
vwap transactions otc
0 218.4456 1494388 None
1 205.9207 2493168 None
2 208.5553 1240407 None
3 208.8341 858073 None
4 204.7400 945594 None
5 199.8434 1214199 None
6 199.0395 877591 None
7 199.8964 916823 None
8 205.0854 726231 None
9 204.5252 503852 None
10 208.9412 831775 None
11 204.9028 796458 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
.. ... ... ... ... ... ...
640 2026-02-17 05:00:00 198.125 201.7362 196.0000 201.15 6.987920e+07
641 2026-02-18 05:00:00 202.070 206.8600 201.5100 204.79 5.100330e+07
642 2026-02-19 05:00:00 203.800 205.6396 202.8100 204.86 3.566961e+07
643 2026-02-20 05:00:00 204.760 211.1700 203.7500 210.11 6.588161e+07
644 2026-02-23 05:00:00 208.095 208.4300 203.1100 205.27 5.357765e+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
.. ... ... ...
640 199.8964 916823 None
641 205.0854 726231 None
642 204.5252 503852 None
643 208.9412 831775 None
644 204.9028 796458 None
[645 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 | |
|---|---|---|---|---|---|---|---|---|---|
| 644 | 2026-02-23 05:00:00 | 208.095 | 208.43 | 203.11 | 205.27 | 5.357765e+07 | 204.9028 | 796458 | None |
Number of rows after data update: 645 Number of rows added during update: 20 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