polygon_io

Rust Polygon.io client that verifies timestamps are in queried ranges and uses nanoseconds. Converts to EST for US equities. Built on ureq and chrono.

Currently not documented and imports are a little wonky. These may be fixed in a future breaking change release.

Currently only uses REST but websockets support is planned.

Endpoints

Currently Core endpoints and some v2 equities are implemented. PRs for more endpoints are welcome.

core

• /v2/aggs/ticker/{ticker}/prev
• /v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from}/{to}
• /v2/aggs/grouped/locale/{locale}/market/{market}/{date}

reference

• /v2/reference/tickers
• /v2/reference/types
• /v1/meta/symbols/{symbol}/company (waiting on new symbols API)
• /v1/meta/symbols/{symbol}/news (waiting on new symbols API)
• /v2/reference/markets
• /v2/reference/locales
• /v2/reference/splits/{symbol}
• /v2/reference/dividends/{symbol}
• /v2/reference/financials/{symbol}

market status

• /v1/marketstatus/now
• /v1/marketstatus/upcoming

equities

• /v1/meta/exchanges
• /v2/ticks/stocks/trades/{ticker}/{date}
• /v2/ticks/stocks/nbbo/{ticker}/{date}
• /v1/last/stocks/{symbol}
• /v1/last_quote/stocks/{symbol}
• /v1/open-close/{symbol}/{date}
• /v1/meta/conditions/{ticktype}
• /v2/snapshot/locale/us/markets/stocks/tickers
• /v2/snapshot/locale/us/markets/stocks/tickers/{ticker}
• /v2/snapshot/locale/us/markets/stocks/{direction}

forex

• /v1/historic/forex/{from}/{to}/{date}
• /v1/conversion/{from}/{to}
• /v1/last_quote/currencies/{from}/{to}
• /v2/snapshot/locale/global/markets/forex/tickers
• /v2/snapshot/locale/global/markets/forex/{direction}

crypto

• /v1/meta/crypto-exchanges
• /v1/last/crypto/{from}/{to}
• /v1/open-close/crypto/{from}/{to}/{date}
• /v1/historic/crypto/{from}/{to}/{date}
• /v2/snapshot/locale/global/markets/crypto/tickers
• /v2/snapshot/locale/global/markets/crypto/tickers/{ticker}
• /v2/snapshot/locale/global/markets/crypto/tickers/{ticker}/book
• /v2/snapshot/locale/global/markets/crypto/{direction}