Add stocks demo scripts

examples/rest/stocks-aggregates_bars.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to
+# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs
+
+# API key injected below for easy use. If not provided, the script will attempt
+# to use the environment variable "POLYGON_API_KEY".
+#
+# setx POLYGON_API_KEY "<your_api_key>"   <- windows
+# export POLYGON_API_KEY="<your_api_key>" <- mac/linux
+#
+# Note: To persist the environment variable you need to add the above command
+# to the shell startup script (e.g. .bashrc or .bash_profile.
+#
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+aggs = client.get_aggs(
+    "AAPL",
+    1,
+    "day",
+    "2023-01-30",
+    "2023-02-03",
+)
+
+print(aggs)

examples/rest/stocks-aggregates_bars_extra.py

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+# This code retrieves stock market data for a specific stock using the
+# Polygon REST API and writes it to a CSV file. It uses the "polygon"
+# library to communicate with the API and the "csv" library to write
+# the data to a CSV file. The script retrieves data for the stock "AAPL"
+# for the dates "2023-01-30" to "2023-02-03" in 1 hour intervals. The
+# resulting data includes the open, high, low, close, volume, vwap,
+# timestamp, transactions, and otc values for each hour. The output is
+# then printed to the console.
+from polygon import RESTClient
+from polygon.rest.models import (
+    Agg,
+)
+import csv
+import datetime
+import io
+
+# docs
+# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to
+# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+aggs = client.get_aggs(
+    "AAPL",
+    1,
+    "hour",
+    "2023-01-30",
+    "2023-02-03",
+)
+
+print(aggs)
+
+# headers
+headers = [
+    "timestamp",
+    "open",
+    "high",
+    "low",
+    "close",
+    "volume",
+    "vwap",
+    "transactions",
+    "otc",
+]
+
+# creating the csv string
+csv_string = io.StringIO()
+writer = csv.DictWriter(csv_string, fieldnames=headers)
+
+# writing headers
+writer.writeheader()
+
+# writing data
+for agg in aggs:
+
+    # verify this is an agg
+    if isinstance(agg, Agg):
+
+        # verify this is an int
+        if isinstance(agg.timestamp, int):
+
+            writer.writerow(
+                {
+                    "timestamp": datetime.datetime.fromtimestamp(agg.timestamp / 1000),
+                    "open": agg.open,
+                    "high": agg.high,
+                    "low": agg.low,
+                    "close": agg.close,
+                    "volume": agg.volume,
+                    "vwap": agg.vwap,
+                    "transactions": agg.transactions,
+                    "otc": agg.otc,
+                }
+            )
+
+# printing the csv string
+print(csv_string.getvalue())

examples/rest/stocks-conditions.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/stocks/get_v3_reference_conditions
+# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-conditions
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+conditions = []
+for c in client.list_conditions(limit=1000):
+    conditions.append(c)
+print(conditions)

examples/rest/stocks-daily_open_close.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/stocks/get_v1_open-close__stocksticker___date
+# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+# make request
+request = client.get_daily_open_close_agg(
+    "AAPL",
+    "2023-02-07",
+)
+
+print(request)

examples/rest/stocks-dividends.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/stocks/get_v3_reference_dividends
+# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-dividends
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+dividends = []
+for d in client.list_dividends("MSFT", limit=1000):
+    dividends.append(d)
+print(dividends)

examples/rest/stocks-exchanges.py

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+from polygon import RESTClient
+from polygon.rest.models import (
+    Exchange,
+)
+
+# docs
+# https://polygon.io/docs/stocks/get_v3_reference_exchanges
+# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+exchanges = client.get_exchanges()
+print(exchanges)
+
+# loop over exchanges
+for exchange in exchanges:
+
+    # verify this is an exchange
+    if isinstance(exchange, Exchange):
+
+        # print exchange info
+        print(
+            "{:<15}{} ({})".format(
+                exchange.asset_class, exchange.name, exchange.operating_mic
+            )
+        )

examples/rest/stocks-grouped_daily_bars.py

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+from polygon import RESTClient
+import pprint
+
+# docs
+# https://polygon.io/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date
+# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-grouped-daily-aggs
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+grouped = client.get_grouped_daily_aggs(
+    "2023-02-07",
+)
+
+# print(grouped)
+
+# pprint (short for "pretty-print") is a module that provides a more human-
+# readable output format for data structures.
+pp = pprint.PrettyPrinter(indent=2)
+pp.pprint(grouped)

examples/rest/stocks-last_quote.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/stocks/get_v2_last_nbbo__stocksticker
+# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#get-last-quote
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+quote = client.get_last_quote(
+    "AAPL",
+)
+
+print(quote)

examples/rest/stocks-last_trade.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/stocks/get_v2_last_trade__stocksticker
+# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#get-last-trade
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+trade = client.get_last_trade(
+    "AAPL",
+)
+
+print(trade)

examples/rest/stocks-market_holidays.py

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+from polygon import RESTClient
+from polygon.rest.models import (
+    MarketHoliday,
+)
+
+# docs
+# https://polygon.io/docs/stocks/get_v1_marketstatus_upcoming
+# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+holidays = client.get_market_holidays()
+# print(holidays)
+
+# print date, name, and exchange
+for holiday in holidays:
+
+    # verify this is an exchange
+    if isinstance(holiday, MarketHoliday):
+
+        print("{:<15}{:<15} ({})".format(holiday.date, holiday.name, holiday.exchange))

examples/rest/stocks-market_status.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/stocks/get_v1_marketstatus_now
+# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-status
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+result = client.get_market_status()
+print(result)

examples/rest/stocks-previous_close.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__prev
+# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+aggs = client.get_previous_close_agg(
+    "AAPL",
+)
+
+print(aggs)

examples/rest/stocks-quotes.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/stocks/get_v3_quotes__stockticker
+# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#list-quotes
+
+# NBBO (National Best Bid and Offer) is a term used in the financial industry
+# to describe the best bid and offer prices for a particular stock or security
+# being traded on all the available stock exchanges in the United States. It
+# provides information on the highest price a buyer is willing to pay (best
+# bid) and the lowest price a seller is willing to accept (best offer) for a
+# particular security. This information is used by traders to make informed
+# investment decisions and execute trades at the best available price.
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+quotes = []
+for t in client.list_quotes("IBIO", "2023-02-01", limit=50000):
+    quotes.append(t)
+print(quotes)

examples/rest/stocks-snapshots_all.py

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+from polygon import RESTClient
+from polygon.rest.models import (
+    TickerSnapshot,
+    Agg,
+)
+
+# docs
+# https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers
+# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+# tickers we are interested in
+tickers = ["TSLA", "AAPL", "MSFT", "META"]
+
+# snapshot = client.get_snapshot_all("stocks") # all tickers
+snapshot = client.get_snapshot_all("stocks", tickers)
+
+# print raw values
+print(snapshot)
+
+# crunch some numbers
+for item in snapshot:
+
+    # verify this is an TickerSnapshot
+    if isinstance(item, TickerSnapshot):
+
+        # verify this is an Agg
+        if isinstance(item.prev_day, Agg):
+
+            # verify this is a float
+            if isinstance(item.prev_day.open, float) and isinstance(
+                item.prev_day.close, float
+            ):
+
+                percent_change = (
+                    (item.prev_day.close - item.prev_day.open)
+                    / item.prev_day.open
+                    * 100
+                )
+                print(
+                    "{:<15}{:<15}{:<15}{:.2f} %".format(
+                        item.ticker,
+                        item.prev_day.open,
+                        item.prev_day.close,
+                        percent_change,
+                    )
+                )

examples/rest/stocks-snapshots_gainers_losers.py

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+from polygon import RESTClient
+from polygon.rest.models import (
+    TickerSnapshot,
+)
+
+# docs
+# https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction
+# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-gainers-losers-snapshot
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+# get gainers
+gainers = client.get_snapshot_direction("stocks", "gainers")
+# print(gainers)
+
+# print ticker with % change
+for gainer in gainers:
+
+    # verify this is a TickerSnapshot
+    if isinstance(gainer, TickerSnapshot):
+
+        # verify this is a float
+        if isinstance(gainer.todays_change_percent, float):
+
+            print("{:<15}{:.2f} %".format(gainer.ticker, gainer.todays_change_percent))
+
+print()
+
+# get losers
+losers = client.get_snapshot_direction("stocks", "losers")
+# print(losers)
+
+# print ticker with % change
+for loser in losers:
+
+    # verify this is a TickerSnapshot
+    if isinstance(loser, TickerSnapshot):
+
+        # verify this is a float
+        if isinstance(loser.todays_change_percent, float):
+
+            print("{:<15}{:.2f} %".format(loser.ticker, loser.todays_change_percent))