Polygon.io Time Series Data Scraper This Apify Actor fetches time series data for stock ticker symbols using the Polygon.io API. It provides historical and real-time OHLCV (Open, High, Low, Close, Volume) data with customizable time frames and parameters. ## 🚀 Features - 📈 Comprehensive Stock Data: Get OHLCV data for any US stock ticker - ⏱️ Flexible Time Frames: Support for minute, hour, day, week, month, quarter, and year data - 📊 Data Insights: Automatic calculation of price ranges, volume statistics, and summary metrics - 🔧 Customizable Parameters: Adjust multipliers, date ranges, and sorting options - 💾 Structured Output: Clean, normalized JSON data suitable for analysis and visualization - 🛡️ Error Handling: Robust error handling with detailed logging - 🚀 High Performance: Efficient data fetching and processing ## 📥 Input Configuration ### Required Fields - Ticker Symbol (ticker): Stock ticker symbol (e.g., AAPL, MSFT, GOOGL) - Polygon.io API Key (polygonApiKey): Your API key from Polygon.io - From Date (fromDate): Start date in YYYY-MM-DD format - To Date (toDate): End date in YYYY-MM-DD format ### Optional Fields - Timespan (timespan): Time frame for each data point (default: day) - Multiplier (multiplier): Multiplier for the timespan (default: 1) - Adjusted Prices (adjusted): Include adjusted prices for splits/dividends (default: true) - Sort Order (sort): Result sorting - asc or desc (default: asc) - Limit (limit): Maximum number of data points (default: 5000) ## 🎯 Example Input json { "ticker": "AAPL", "polygonApiKey": "YOUR_POLYGON_API_KEY_HERE", "fromDate": "2023-01-01", "toDate": "2023-01-31", "timespan": "day", "multiplier": 1, "adjusted": true, "sort": "asc", "limit": 1000 } ## 📊 Output Format ### Summary Data json { "ticker": "AAPL", "totalResults": 21, "priceRange": { "highestPrice": 150.12, "lowestPrice": 142.53 }, "volumeStats": { "totalVolume": 1234567890, "avgVolume": 58789423 } } ### Individual Data Points json { "ticker": "AAPL", "date": "2023-01-01", "open": 145.23, "high": 147.89, "low": 144.56, "close": 146.78, "volume": 45632178 } ## 🛠️ Quick Start 1. Get API Key: Sign up at Polygon.io for a free API key 2. Configure Input: Set your ticker, API key, and date range 3. Run Actor: Execute and download your financial data 4. Analyze: Use the structured JSON output for your analysis ## 💡 Use Cases - Financial Analysis: Analyze stock price movements and trends - Backtesting: Test trading strategies with historical data - Portfolio Tracking: Monitor portfolio performance over time - Risk Assessment: Calculate volatility and risk metrics - Data Visualization: Create charts and dashboards - Machine Learning: Train models with financial time series data ## 🔧 Local Development bash # Install dependencies npm install # Set your API key in INPUT.json # Run locally npm start ## 🚀 Deployment bash # Deploy to Apify apify login apify push ## ❗ Important Notes - Free Polygon.io accounts include 2 years of historical data - Rate limits apply to free accounts - All timestamps are in UTC - Data includes pre-market, regular, and after-hours sessions ## 📞 Support For issues or questions: 1. Check Polygon.io API docs 2. Review Actor logs for error details 3. Verify your API key permissions --- Happy Trading! 📈📊