cryptodatapy.extract.data_vendors.polygon_api
=============================================

.. py:module:: cryptodatapy.extract.data_vendors.polygon_api


Attributes
----------

.. autoapisummary::

   cryptodatapy.extract.data_vendors.polygon_api.data_cred


Classes
-------

.. autoapisummary::

   cryptodatapy.extract.data_vendors.polygon_api.Polygon


Module Contents
---------------

.. py:data:: data_cred

.. py:class:: Polygon(categories: List[str] = ['crypto', 'fx', 'eqty', 'rates', 'bonds', 'cmdty', 'index'], exchanges: Optional[Dict[str, List[str]]] = None, indexes: Optional[Dict[str, List[str]]] = None, assets: Optional[Dict[str, List[str]]] = None, markets: Optional[Dict[str, List[str]]] = None, market_types: List[str] = ['spot', 'future', 'option'], fields: Dict[str, List[str]] = None, frequencies: List[str] = ['1s', '1min', '1h', 'd', 'w', 'm', 'q', 'y'], base_url: str = data_cred.tiingo_base_url, api_key: str = data_cred.polygon_api_key, api_endpoints: Optional[Dict[str, str]] = None, max_obs_per_call: Optional[int] = None, rate_limit: Optional[Any] = None)

   Bases: :py:obj:`cryptodatapy.extract.data_vendors.datavendor.DataVendor`


   Retrieves data from Tiingo API.


   .. py:attribute:: data_req
      :value: None



   .. py:attribute:: data


   .. py:attribute:: client


   .. py:method:: get_exchanges_info()

      Get exchanges info from Polygon API.

      :returns: DataFrame with exchanges info.
      :rtype: pd.DataFrame



   .. py:method:: get_indexes_info()

      Get indexes info from Polygon API.

      :returns: DataFrame with indexes info.
      :rtype: pd.DataFrame



   .. py:method:: get_assets_info()

      Get assets info from Polygon API.

      :returns: DataFrame with assets info.
      :rtype: pd.DataFrame



   .. py:method:: get_markets_info()

      Get markets info from Polygon API.

      :returns: DataFrame with markets info.
      :rtype: pd.DataFrame



   .. py:method:: get_fields_info(data_type: Optional[str])

      Get fields info from Polygon API.

      :param data_type: Data type for which to get fields info. If None, returns all fields info.
      :type data_type: str, optional

      :returns: DataFrame with fields info.
      :rtype: pd.DataFrame



   .. py:method:: get_rate_limit_info()

      Get rate limit info from Polygon API.

      :returns: DataFrame with rate limit info.
      :rtype: pd.DataFrame



   .. py:method:: req_data(ticker: str, multiplier: int, timespan: str, from_: str, to: str) -> List

      Request data from Polygon API.

      :param ticker: Ticker symbol for the asset.
      :type ticker: str
      :param multiplier: Multiplier for the aggregation.
      :type multiplier: int
      :param timespan: Timespan for the aggregation, e.g. 'minute', 'hour', 'day'.
      :type timespan: str
      :param from_: Start date for the data request in 'YYYY-MM-DD' format.
      :type from_: str
      :param to: End date for the data request in 'YYYY-MM-DD' format.
      :type to: str

      :returns: **List**
      :rtype: List of aggregated data from Polygon API.



   .. py:method:: wrangle_data_resp(data_req: cryptodatapy.extract.datarequest.DataRequest, data_resp: Dict[str, Any]) -> pandas.DataFrame
      :staticmethod:


      Wrangle data response.

      :param data_req: Parameters of data request in CryptoDataPy format.
      :type data_req: DataRequest
      :param data_resp: Data response from data request in JSON format.
      :type data_resp: dictionary

      :returns: **df** -- Wrangled dataframe with DatetimeIndex and market data for selected fields (cols), in tidy format.
      :rtype: pd.DataFrame



   .. py:method:: get_tidy_data(data_req: cryptodatapy.extract.datarequest.DataRequest, ticker) -> pandas.DataFrame

      Submits data request and wrangles the data response into tidy data format.

      :param data_req:
      :type data_req: DataRequest

      :returns: **df** -- Dataframe with DatetimeIndex and field values (col) wrangled into tidy data format.
      :rtype: pd.DataFrame



   .. py:method:: get_all_tickers(data_req: cryptodatapy.extract.datarequest.DataRequest) -> pandas.DataFrame

      Loops list of tickers, retrieves data in tidy format for each ticker and stores it in a
      multiindex dataframe.

      :param data_req: Parameters of data request in CryptoDataPy format.
      :type data_req: DataRequest

      :returns: **df** -- Dataframe with DatetimeIndex (level 0), ticker (level 1) and values for fields (cols), in tidy data format.
      :rtype: pd.DataFrame - MultiIndex



   .. py:method:: check_params(data_req: cryptodatapy.extract.datarequest.DataRequest) -> None

      Checks the parameters of the data request before requesting data to reduce API calls
      and improve efficiency.




   .. py:method:: get_data(data_req: cryptodatapy.extract.datarequest.DataRequest) -> pandas.DataFrame

      Get market data (eqty, fx, crypto).

      Parameters
      data_req: DataRequest
          Parameters of data request in CryptoDataPy format.

      :returns: **df** -- DataFrame with DatetimeIndex (level 0), ticker (level 1), and values for market or series data
                for selected fields (cols), in tidy format.
      :rtype: pd.DataFrame - MultiIndex