Polygon / Massive Provider¶

Provider: PolygonProvider Website: massive.com (formerly polygon.io) API Key: Required Free Tier: 5 API calls/minute

Overview¶

Polygon (now Massive) provides comprehensive US market data including stocks, options, and crypto with institutional-quality tick data.

Best For: US equities, options research, tick data

Note: Polygon.io rebranded to Massive.com in 2025.

Pricing: | Tier | Price | Features | |------|-------|----------| | Basic (Free) | $0/mo | 5 calls/min, 2yr history, EOD | | Starter | $29/mo | Unlimited calls, 5yr history, 15min delayed | | Developer | $79/mo | 10yr history, trades data | | Advanced | $199/mo | 20yr+ history, real-time, quotes, financials |

Quick Start¶

import os
os.environ["POLYGON_API_KEY"] = "your_key_here"

from ml4t.data.providers import PolygonProvider

provider = PolygonProvider()

# Daily data
df = provider.fetch_ohlcv("AAPL", "2024-01-01", "2024-12-01", frequency="daily")

# Minute data (requires paid tier)
df = provider.fetch_ohlcv("AAPL", "2024-12-01", "2024-12-15", frequency="1m")

provider.close()

Supported Frequencies¶

Frequency	Free Tier	Paid Tier
`daily`	✅ (2yr)	✅ (20yr+)
`1h`	❌	✅
`1m`	❌	✅
Tick	❌	✅ (Developer+)

Coverage¶

Stocks: All US exchanges (NYSE, NASDAQ, etc.)
Options: Full OPRA data (Advanced tier)
Crypto: Major cryptocurrencies
Forex: Major pairs
Indices: Major US indices

API Key Setup¶

# .env file
POLYGON_API_KEY=your_api_key_here

Get your API key at massive.com.

Rate Limits¶

Tier	Limit
Basic	5 calls/minute
Starter	Unlimited
Developer+	Unlimited

Not Yet Implemented¶

Feature	Tier Required	Priority
Options chains	Advanced	HIGH
Options Greeks	Advanced	HIGH
Financials	Advanced	HIGH
Trades (tick)	Developer	MEDIUM
Quotes (NBBO)	Developer	MEDIUM
WebSockets	Any	NOT PLANNED