polygon_io

Rust Polygon.io client that verifies timestamps are in queried ranges and uses nanoseconds. Converts to EST for 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

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

reference

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

market status

• [x] /v1/marketstatus/now
• [x] /v1/marketstatus/upcoming

equities

• [ ] /v1/meta/exchanges
• [x] /v2/ticks/stocks/trades/{ticker}/{date}
• [x] /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}