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

{
  "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

{
  "ticker": "AAPL",
  "totalResults": 21,
  "priceRange": {
    "highestPrice": 150.12,
    "lowestPrice": 142.53
  },
  "volumeStats": {
    "totalVolume": 1234567890,
    "avgVolume": 58789423
  }
}

Individual Data Points

{
  "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

# Install dependencies
npm install

# Set your API key in INPUT.json
# Run locally
npm start

🚀 Deployment

# 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! 📈📊