[ANN] PolygonIO.jl

Package Announcements
1

I am excited to share the initial release of PolygonIO.jl. PolygonIO.jl aims to enrich Julia finance ecosystem with full coverage of all the REST API and websocket services provided by the popular financial data platform - Polygon io.

Main Features

  • Full coverage of Stock API
  • Full coverage of Forex API
  • Full coverage of Crypto API
  • Full coverage of Reference Data API
  • Full coverage of WebSocket API

Example

using PolygonIO
using DataFrames

opts = PolyOpts(API_KEY, DataFrame)
ticker_search_info = tickers(opts, "bitcoin")

julia> ticker_search_info = tickers(opts, "bitcoin")
10×10 DataFrame
 Row │ ticker       name                               market  locale  active  currency_symbol  currency_name         base_curre ⋯
     │ String       String                             String  String  Bool    String           String                String     ⋯
─────┼────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────
   1 │ X:BSVUSD     Bitcoin SV - United States Dollar  crypto  global    true  USD              United States Dollar  BSV        ⋯
   2 │ X:BTCJPY     Bitcoin - Japanese Yen             crypto  global    true  JPY              Japanese Yen          BTC
   3 │ X:BCHGBP     Bitcoin Cash - Great Britian Pou…  crypto  global    true  GBP              Great Britian Pound   BCH
   4 │ X:BTCGBP     Bitcoin Cash - Great Britain Pou…  crypto  global    true  GBP              Great Britain Pound   BTC
   5 │ X:BCHCZK     Bitcoin Cash - Czech Koruna        crypto  global    true  CZK              Czech Koruna          BCH        ⋯
   6 │ X:ETHBTC     Ethereum - Bitcoin                 crypto  global    true  BTC              Bitcoin               ETH
   7 │ X:BTCEUR     Bitcoin - Euro                     crypto  global    true  EUR              Euro                  BTC
   8 │ X:BCHABCUSD  Bitcoin Cash ABC - United States…  crypto  global    true  USD              United States Dollar  BCHABC
   9 │ X:ATMUSD     Bitcoin ATM - United States Doll…  crypto  global    true  USD              United States Dollar  ATM        ⋯
  10 │ X:BCHUSD     Bitcoin Cash - United States Dol…  crypto  global    true  USD              United States Dollar  BCH
                                                                                                                 3 columns omitted

Any form of feedback will be greatly appreciated.

17 Likes
2

How about Polygonio_IO? That will make it clear that it is not another geometry IO package.

1 Like
3

To your point, from the name I did assume it was a package for reading shapefiles, wkt, … etc.

9 Likes
4

Hmmm never considered that naming effect. I will probably hit up the registry team up to see if a name switch was possible.

1 Like
5

do you have options data? I’m interested in Implied volatility. Nice work.

6

I plan on adding the options API. I have just seen it.

1 Like
7

This name is really misleading. No polygons are involved, as I finally gleaned from the repo website.

1 Like
8

OUTSTANDING!!! We’ve just been looking at Polygon.io as a source of test data for our trading augmentation tool. WELL DONE getting this up and running. We use Implied volatility as a metric and you might have made doing this VERY easy. As to the name change, could I suggest DeadParrot.jl :slight_smile:

1 Like
9

I will also have to look into the name changing request to avoid any confusion.

3 Likes
10

The service is called Polygon.io so I don’t see how the package is improperly named. If it is misleading, that is not your fault. The post itself makes very clear what the package does

1 Like
11

That was the main reason why I settled on that name. Named after the service.

3 Likes
12

@PyDataBlog huge FAN!!! Never mind what this ends up being called ( deadparrot.jl :slight_smile: ) I’m going to be using it in my first julia program. It’s EXACTLY what I have been looking for. Marry your package with Pluto.jl, Dagger.jl, my laziness and we have a 2022 project. OUTSTANDING!
thanks again

3 Likes