polygon

Documentation

Overview

futures.go

Package polygon defines a REST client for the Polygon API.

Index

• Constants
• type AggsClient
  • func (ac *AggsClient) GetAggs(ctx context.Context, params *models.GetAggsParams, ...) (*models.GetAggsResponse, error)
  • func (ac *AggsClient) GetDailyOpenCloseAgg(ctx context.Context, params *models.GetDailyOpenCloseAggParams, ...) (*models.GetDailyOpenCloseAggResponse, error)
  • func (ac *AggsClient) GetGroupedDailyAggs(ctx context.Context, params *models.GetGroupedDailyAggsParams, ...) (*models.GetGroupedDailyAggsResponse, error)
  • func (ac *AggsClient) GetPreviousCloseAgg(ctx context.Context, params *models.GetPreviousCloseAggParams, ...) (*models.GetPreviousCloseAggResponse, error)
  • func (ac *AggsClient) ListAggs(ctx context.Context, params *models.ListAggsParams, ...) *iter.Iter[models.Agg]
• type Client
  • func New(apiKey string) *Client
  • func NewWithClient(apiKey string, hc *http.Client) *Client
• type FuturesClient
  • func (fc *FuturesClient) GetFuturesContract(ctx context.Context, params *models.GetFuturesContractParams, ...) (*models.GetFuturesContractResponse, error)
  • func (fc *FuturesClient) GetFuturesProduct(ctx context.Context, params *models.GetFuturesProductParams, ...) (*models.GetFuturesProductResponse, error)
  • func (fc *FuturesClient) ListFuturesAggs(ctx context.Context, params *models.ListFuturesAggsParams, ...) *iter.Iter[models.FuturesAggregate]
  • func (fc *FuturesClient) ListFuturesContracts(ctx context.Context, params *models.ListFuturesContractsParams, ...) *iter.Iter[models.FuturesContract]
  • func (fc *FuturesClient) ListFuturesMarketStatuses(ctx context.Context, params *models.ListFuturesMarketStatusesParams, ...) *iter.Iter[models.FuturesMarketStatus]
  • func (fc *FuturesClient) ListFuturesProductSchedules(ctx context.Context, params *models.ListFuturesProductSchedulesParams, ...) *iter.Iter[models.FuturesSchedule]
  • func (fc *FuturesClient) ListFuturesProducts(ctx context.Context, params *models.ListFuturesProductsParams, ...) *iter.Iter[models.FuturesProduct]
  • func (fc *FuturesClient) ListFuturesQuotes(ctx context.Context, params *models.ListFuturesQuotesParams, ...) *iter.Iter[models.FuturesQuote]
  • func (fc *FuturesClient) ListFuturesSchedules(ctx context.Context, params *models.ListFuturesSchedulesParams, ...) *iter.Iter[models.FuturesSchedule]
  • func (fc *FuturesClient) ListFuturesTrades(ctx context.Context, params *models.ListFuturesTradesParams, ...) *iter.Iter[models.FuturesTrade]
• type IndicatorsClient
  • func (ic *IndicatorsClient) GetEMA(ctx context.Context, params *models.GetEMAParams, opts ...models.RequestOption) (*models.GetEMAResponse, error)
  • func (ic *IndicatorsClient) GetMACD(ctx context.Context, params *models.GetMACDParams, ...) (*models.GetMACDResponse, error)
  • func (ic *IndicatorsClient) GetRSI(ctx context.Context, params *models.GetRSIParams, opts ...models.RequestOption) (*models.GetRSIResponse, error)
  • func (ic *IndicatorsClient) GetSMA(ctx context.Context, params *models.GetSMAParams, opts ...models.RequestOption) (*models.GetSMAResponse, error)
• type QuotesClient
  • func (c *QuotesClient) GetLastForexQuote(ctx context.Context, params *models.GetLastForexQuoteParams, ...) (*models.GetLastForexQuoteResponse, error)
  • func (c *QuotesClient) GetLastQuote(ctx context.Context, params *models.GetLastQuoteParams, ...) (*models.GetLastQuoteResponse, error)
  • func (c *QuotesClient) GetRealTimeCurrencyConversion(ctx context.Context, params *models.GetRealTimeCurrencyConversionParams, ...) (*models.GetRealTimeCurrencyConversionResponse, error)
  • func (c *QuotesClient) ListQuotes(ctx context.Context, params *models.ListQuotesParams, ...) *iter.Iter[models.Quote]
• type ReferenceClient
  • func (c *ReferenceClient) GetExchanges(ctx context.Context, params *models.GetExchangesParams, ...) (*models.GetExchangesResponse, error)
  • func (c *ReferenceClient) GetMarketHolidays(ctx context.Context, options ...models.RequestOption) (*models.GetMarketHolidaysResponse, error)
  • func (c *ReferenceClient) GetMarketStatus(ctx context.Context, options ...models.RequestOption) (*models.GetMarketStatusResponse, error)
  • func (c *ReferenceClient) GetOptionsContract(ctx context.Context, params *models.GetOptionsContractParams, ...) (*models.GetOptionsContractResponse, error)
  • func (c *ReferenceClient) GetTickerDetails(ctx context.Context, params *models.GetTickerDetailsParams, ...) (*models.GetTickerDetailsResponse, error)
  • func (c *ReferenceClient) GetTickerRelatedCompanies(ctx context.Context, params *models.GetTickerRelatedCompaniesParams, ...) (*models.GetTickerRelatedCompaniesResponse, error)
  • func (c *ReferenceClient) GetTickerTypes(ctx context.Context, params *models.GetTickerTypesParams, ...) (*models.GetTickerTypesResponse, error)
  • func (c *ReferenceClient) ListConditions(ctx context.Context, params *models.ListConditionsParams, ...) *iter.Iter[models.Condition]
  • func (c *ReferenceClient) ListDividends(ctx context.Context, params *models.ListDividendsParams, ...) *iter.Iter[models.Dividend]
  • func (c *ReferenceClient) ListOptionsContracts(ctx context.Context, params *models.ListOptionsContractsParams, ...) *iter.Iter[models.OptionsContract]
  • func (c *ReferenceClient) ListShortInterest(ctx context.Context, params *models.ListShortInterestParams, ...) *iter.Iter[models.ShortInterest]
  • func (c *ReferenceClient) ListShortVolume(ctx context.Context, params *models.ListShortVolumeParams, ...) *iter.Iter[models.ShortVolume]
  • func (c *ReferenceClient) ListSplits(ctx context.Context, params *models.ListSplitsParams, ...) *iter.Iter[models.Split]
  • func (c *ReferenceClient) ListTickerNews(ctx context.Context, params *models.ListTickerNewsParams, ...) *iter.Iter[models.TickerNews]
  • func (c *ReferenceClient) ListTickers(ctx context.Context, params *models.ListTickersParams, ...) *iter.Iter[models.Ticker]
  • func (c *ReferenceClient) ListTreasuryYields(ctx context.Context, params *models.ListTreasuryYieldsParams, ...) *iter.Iter[models.TreasuryYield]
• type SnapshotClient
  • func (ac *SnapshotClient) GetAllTickersSnapshot(ctx context.Context, params *models.GetAllTickersSnapshotParams, ...) (*models.GetAllTickersSnapshotResponse, error)
  • func (ac *SnapshotClient) GetCryptoFullBookSnapshot(ctx context.Context, params *models.GetCryptoFullBookSnapshotParams, ...) (*models.GetCryptoFullBookSnapshotResponse, error)
  • func (ac *SnapshotClient) GetGainersLosersSnapshot(ctx context.Context, params *models.GetGainersLosersSnapshotParams, ...) (*models.GetGainersLosersSnapshotResponse, error)
  • func (ac *SnapshotClient) GetIndicesSnapshot(ctx context.Context, params *models.GetIndicesSnapshotParams, ...) (*models.GetIndicesSnapshotResponse, error)
  • func (ac *SnapshotClient) GetOptionContractSnapshot(ctx context.Context, params *models.GetOptionContractSnapshotParams, ...) (*models.GetOptionContractSnapshotResponse, error)
  • func (ac *SnapshotClient) GetTickerSnapshot(ctx context.Context, params *models.GetTickerSnapshotParams, ...) (*models.GetTickerSnapshotResponse, error)
  • func (ac *SnapshotClient) ListAssetSnapshots(ctx context.Context, params *models.ListAssetSnapshotsParams, ...) *iter.Iter[models.SnapshotResponseModel]
  • func (ac *SnapshotClient) ListOptionsChainSnapshot(ctx context.Context, params *models.ListOptionsChainParams, ...) *iter.Iter[models.OptionContractSnapshot]
  • func (ac *SnapshotClient) ListUniversalSnapshots(ctx context.Context, params *models.ListUniversalSnapshotsParams, ...) *iter.Iter[models.SnapshotResponseModel]
• type SummariesClient
  • func (ic *SummariesClient) GetSummaries(ctx context.Context, params *models.GetSummaryParams, ...) (*models.GetSummaryResponse, error)
• type TradesClient
  • func (c *TradesClient) GetLastCryptoTrade(ctx context.Context, params *models.GetLastCryptoTradeParams, ...) (*models.GetLastCryptoTradeResponse, error)
  • func (c *TradesClient) GetLastTrade(ctx context.Context, params *models.GetLastTradeParams, ...) (*models.GetLastTradeResponse, error)
  • func (c *TradesClient) ListTrades(ctx context.Context, params *models.ListTradesParams, ...) *iter.Iter[models.Trade]
• type VXClient
  • func (c *VXClient) GetTickerEvents(ctx context.Context, params *models.GetTickerEventsParams, ...) (*models.GetTickerEventsResponse, error)
  • func (c *VXClient) ListIPOs(ctx context.Context, params *models.ListIPOsParams, ...) *iter.Iter[models.IPOResult]
  • func (c *VXClient) ListStockFinancials(ctx context.Context, params *models.ListStockFinancialsParams, ...) *iter.Iter[models.StockFinancial]

Constants

const (
	ListAggsPath             = "/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from}/{to}"
	GetAggsPath              = "/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from}/{to}"
	GetGroupedDailyAggsPath  = "/v2/aggs/grouped/locale/{locale}/market/{marketType}/{date}"
	GetDailyOpenCloseAggPath = "/v1/open-close/{ticker}/{date}"
	GetPreviousCloseAggPath  = "/v2/aggs/ticker/{ticker}/prev"
)

const (
	ListFuturesAggsPath             = "/futures/vX/aggs/{ticker}"
	ListFuturesContractsPath        = "/futures/vX/contracts"
	GetFuturesContractPath          = "/futures/vX/contracts/{ticker}"
	ListFuturesMarketStatusesPath   = "/futures/vX/market-status"
	ListFuturesProductsPath         = "/futures/vX/products"
	GetFuturesProductPath           = "/futures/vX/products/{product_code}"
	ListFuturesSchedulesPath        = "/futures/vX/schedules"
	ListFuturesProductSchedulesPath = "/futures/vX/products/{product_code}/schedules"
	ListFuturesTradesPath           = "/futures/vX/trades/{ticker}"
	ListFuturesQuotesPath           = "/futures/vX/quotes/{ticker}"
)

const (
	GetSMAPath  = "/v1/indicators/sma/{ticker}"
	GetEMAPath  = "/v1/indicators/ema/{ticker}"
	GetMACDPath = "/v1/indicators/macd/{ticker}"
	GetRSIPath  = "/v1/indicators/rsi/{ticker}"
)

const (
	ListQuotesPath                    = "/v3/quotes/{ticker}"
	GetLastQuotePath                  = "/v2/last/nbbo/{ticker}"
	GetLastForexQuotePath             = "/v1/last_quote/currencies/{from}/{to}"
	GetRealTimeCurrencyConversionPath = "/v1/conversion/{from}/{to}"
)

const (
	ListTickersPath               = "/v3/reference/tickers"
	GetTickerDetailsPath          = "/v3/reference/tickers/{ticker}"
	ListTickerNewsPath            = "/v2/reference/news"
	GetTickerRelatedCompaniesPath = "/v1/related-companies/{ticker}"
	GetTickerTypesPath            = "/v3/reference/tickers/types"
	GetMarketHolidaysPath         = "/v1/marketstatus/upcoming"
	GetMarketStatusPath           = "/v1/marketstatus/now"
	ListSplitsPath                = "/v3/reference/splits"
	ListDividendsPath             = "/v3/reference/dividends"
	ListConditionsPath            = "/v3/reference/conditions"
	GetExchangesPath              = "/v3/reference/exchanges"
	GetOptionsContractPath        = "/v3/reference/options/contracts/{ticker}"
	ListOptionsContractsPath      = "/v3/reference/options/contracts"
	ListShortInterestPath         = "/stocks/v1/short-interest"
	ListShortVolumePath           = "/stocks/v1/short-volume"
	ListTreasuryYieldsPath        = "/fed/v1/treasury-yields"
)

const (
	GetAllTickersSnapshotPath     = "/v2/snapshot/locale/{locale}/markets/{marketType}/tickers"
	GetTickerSnapshotPath         = "/v2/snapshot/locale/{locale}/markets/{marketType}/tickers/{ticker}"
	GetGainersLosersSnapshotPath  = "/v2/snapshot/locale/{locale}/markets/{marketType}/{direction}"
	GetOptionContractSnapshotPath = "/v3/snapshot/options/{underlyingAsset}/{optionContract}"
	ListOptionsChainSnapshotPath  = "/v3/snapshot/options/{underlyingAsset}"
	GetCryptoFullBookSnapshotPath = "/v2/snapshot/locale/global/markets/crypto/tickers/{ticker}/book"
	GetIndicesSnapshotPath        = "/v3/snapshot/indices"
	ListUniversalSnapshotsPath    = "/v3/snapshot"

	// Deprecated: Please use UniversalSnapshot types instead of AssetSnapshot types.
	ListAssetSnapshots = ListUniversalSnapshotsPath
)

const (
	ListTradesPath         = "/v3/trades/{ticker}"
	GetLastTradePath       = "/v2/last/trade/{ticker}"
	GetLastCryptoTradePath = "/v1/last/crypto/{from}/{to}"
)

const (
	ListFinancialsPath  = "/vX/reference/financials"
	GetTickerEventsPath = "/vX/reference/tickers/{id}/events"
	ListIPOsPath        = "/vX/reference/ipos"
)

const (
	GetSummariesPath = "/v1/summaries"
)

Types

type AggsClient

type AggsClient struct {
	client.Client
}

AggsClient defines a REST client for the Polygon aggs API.

func (*AggsClient) GetAggs

func (ac *AggsClient) GetAggs(ctx context.Context, params *models.GetAggsParams, opts ...models.RequestOption) (*models.GetAggsResponse, error)

GetAggs retrieves aggregate bars for a specified ticker over a given date range in custom time window sizes. For example, if timespan = 'minute' and multiplier = '5' then 5-minute bars will be returned. For more details see https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to.

Deprecated: This method does not return an iterator and forces users to handle pagination manually. Use pkg.go.dev/github.com/polygon-io/client-go/rest#AggsClient.ListAggs instead if you want automatic pagination.

func (*AggsClient) GetDailyOpenCloseAgg

func (ac *AggsClient) GetDailyOpenCloseAgg(ctx context.Context, params *models.GetDailyOpenCloseAggParams, opts ...models.RequestOption) (*models.GetDailyOpenCloseAggResponse, error)

GetDailyOpenCloseAgg retrieves the open, close and afterhours prices of a specific symbol on a certain date. For more details see https://polygon.io/docs/stocks/get_v1_open-close__stocksticker___date.

func (*AggsClient) GetGroupedDailyAggs

func (ac *AggsClient) GetGroupedDailyAggs(ctx context.Context, params *models.GetGroupedDailyAggsParams, opts ...models.RequestOption) (*models.GetGroupedDailyAggsResponse, error)

GetGroupedDailyAggs retrieves the daily open, high, low, and close (OHLC) for the specified market type. For more details see https://polygon.io/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date.

func (*AggsClient) GetPreviousCloseAgg

func (ac *AggsClient) GetPreviousCloseAgg(ctx context.Context, params *models.GetPreviousCloseAggParams, opts ...models.RequestOption) (*models.GetPreviousCloseAggResponse, error)

GetPreviousCloseAgg retrieves the previous day's open, high, low, and close (OHLC) for the specified ticker. For more details see https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__prev.

func (*AggsClient) ListAggs

func (ac *AggsClient) ListAggs(ctx context.Context, params *models.ListAggsParams, options ...models.RequestOption) *iter.Iter[models.Agg]

ListAggs retrieves aggregate bars for a specified ticker over a given date range in custom time window sizes. For example, if timespan = 'minute' and multiplier = '5' then 5-minute bars will be returned. For more details see https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to.

This method returns an iterator that should be used to access the results via this pattern:

iter := c.ListAggs(context.TODO(), params, opts...)
for iter.Next() {
	log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
	return iter.Err()
}

type Client

type Client struct {
	client.Client
	AggsClient
	QuotesClient
	ReferenceClient
	TradesClient
	SnapshotClient
	IndicatorsClient
	SummariesClient
	FuturesClient
	VX VXClient
}

Client defines a client to the Polygon REST API.

func New

func New(apiKey string) *Client

New creates a client for the Polygon REST API.

func NewWithClient

func NewWithClient(apiKey string, hc *http.Client) *Client

NewWithClient creates a client for the Polygon REST API using a custom HTTP client.

type FuturesClient

type FuturesClient struct {
	client.Client
}

FuturesClient provides methods for interacting with the futures REST API.

func (*FuturesClient) GetFuturesContract

func (fc *FuturesClient) GetFuturesContract(ctx context.Context, params *models.GetFuturesContractParams, options ...models.RequestOption) (*models.GetFuturesContractResponse, error)

GetFuturesContract retrieves details for a specific futures contract.

func (*FuturesClient) GetFuturesProduct

func (fc *FuturesClient) GetFuturesProduct(ctx context.Context, params *models.GetFuturesProductParams, options ...models.RequestOption) (*models.GetFuturesProductResponse, error)

GetFuturesProduct retrieves details for a specific futures product.

func (*FuturesClient) ListFuturesAggs

func (fc *FuturesClient) ListFuturesAggs(ctx context.Context, params *models.ListFuturesAggsParams, options ...models.RequestOption) *iter.Iter[models.FuturesAggregate]

ListFuturesAggs retrieves a list of aggregates for a futures contract.

func (*FuturesClient) ListFuturesContracts

func (fc *FuturesClient) ListFuturesContracts(ctx context.Context, params *models.ListFuturesContractsParams, options ...models.RequestOption) *iter.Iter[models.FuturesContract]

ListFuturesContracts retrieves a list of futures contracts.

func (*FuturesClient) ListFuturesMarketStatuses

func (fc *FuturesClient) ListFuturesMarketStatuses(ctx context.Context, params *models.ListFuturesMarketStatusesParams, options ...models.RequestOption) *iter.Iter[models.FuturesMarketStatus]

ListFuturesMarketStatuses retrieves market statuses for futures products.

func (*FuturesClient) ListFuturesProductSchedules

func (fc *FuturesClient) ListFuturesProductSchedules(ctx context.Context, params *models.ListFuturesProductSchedulesParams, options ...models.RequestOption) *iter.Iter[models.FuturesSchedule]

ListFuturesProductSchedules retrieves trading schedules for a specific futures product.

func (*FuturesClient) ListFuturesProducts

func (fc *FuturesClient) ListFuturesProducts(ctx context.Context, params *models.ListFuturesProductsParams, options ...models.RequestOption) *iter.Iter[models.FuturesProduct]

ListFuturesProducts retrieves a list of futures products.

func (*FuturesClient) ListFuturesQuotes

func (fc *FuturesClient) ListFuturesQuotes(ctx context.Context, params *models.ListFuturesQuotesParams, options ...models.RequestOption) *iter.Iter[models.FuturesQuote]

ListFuturesQuotes retrieves a list of quotes for a futures contract.

func (*FuturesClient) ListFuturesSchedules

func (fc *FuturesClient) ListFuturesSchedules(ctx context.Context, params *models.ListFuturesSchedulesParams, options ...models.RequestOption) *iter.Iter[models.FuturesSchedule]

ListFuturesSchedules retrieves trading schedules for futures.

func (*FuturesClient) ListFuturesTrades

func (fc *FuturesClient) ListFuturesTrades(ctx context.Context, params *models.ListFuturesTradesParams, options ...models.RequestOption) *iter.Iter[models.FuturesTrade]

ListFuturesTrades retrieves a list of trades for a futures contract.

type IndicatorsClient

type IndicatorsClient struct {
	client.Client
}

IndicatorsClient defines a REST client for the Polygon Technical Indicators API.

func (*IndicatorsClient) GetEMA

func (ic *IndicatorsClient) GetEMA(ctx context.Context, params *models.GetEMAParams, opts ...models.RequestOption) (*models.GetEMAResponse, error)

GetEMA retrieves exponential moving average data over the given time range with the specified parameters. For example, if timespan = 'day' and window = '10', a 10-period exponential moving average will be calculated using day aggregates for each period. For more details see https://polygon.io/docs/stocks/get_v1_indicators_ema__stockticker.

func (*IndicatorsClient) GetMACD

func (ic *IndicatorsClient) GetMACD(ctx context.Context, params *models.GetMACDParams, opts ...models.RequestOption) (*models.GetMACDResponse, error)

GetMACD retrieves moving average convergence divergence data over the given time range with the specified parameters. For example, if timespan = 'day', short_window = '12', long_window = '26' and signal_window = '9', the MACD will be calculated by taking the difference between a 26-period EMA and a 12-period EMA. The signal line values will be calculated by taking the 9-day ema of the difference, and the histogram values will be calculated by taking the difference between the MACD values and the signal line. For more details see https://polygon.io/docs/stocks/get_v1_indicators_macd__stockticker.

func (*IndicatorsClient) GetRSI

func (ic *IndicatorsClient) GetRSI(ctx context.Context, params *models.GetRSIParams, opts ...models.RequestOption) (*models.GetRSIResponse, error)

GetRSI retrieves relative strength index data over the given time range with the specified parameters. For example, if timespan = 'day' and window = '10', a 10-period relative strength index will be calculated using day aggregates for each period. For more details see https://polygon.io/docs/stocks/get_v1_indicators_rsi__stockticker.

func (*IndicatorsClient) GetSMA

func (ic *IndicatorsClient) GetSMA(ctx context.Context, params *models.GetSMAParams, opts ...models.RequestOption) (*models.GetSMAResponse, error)

GetSMA retrieves simple moving average data over the given time range with the specified parameters. For example, if timespan = 'day' and window = '10', a 10-period simple moving average will be calculated using day aggregates for each period. For more details see https://polygon.io/docs/stocks/get_v1_indicators_sma__stockticker.

type QuotesClient

type QuotesClient struct {
	client.Client
}

QuotesClient defines a REST client for the Polygon quotes API.

func (*QuotesClient) GetLastForexQuote

func (c *QuotesClient) GetLastForexQuote(ctx context.Context, params *models.GetLastForexQuoteParams, options ...models.RequestOption) (*models.GetLastForexQuoteResponse, error)

GetLastForexQuote retrieves the last quote (BBO) for a forex currency pair. For more details see https://polygon.io/docs/forex/get_v1_last_quote_currencies__from___to.

func (*QuotesClient) GetLastQuote

func (c *QuotesClient) GetLastQuote(ctx context.Context, params *models.GetLastQuoteParams, options ...models.RequestOption) (*models.GetLastQuoteResponse, error)

GetLastQuote retrieves the last quote (NBBO) for a specified ticker. For more details see https://polygon.io/docs/stocks/get_v2_last_nbbo__stocksticker.

func (*QuotesClient) GetRealTimeCurrencyConversion

func (c *QuotesClient) GetRealTimeCurrencyConversion(ctx context.Context, params *models.GetRealTimeCurrencyConversionParams, options ...models.RequestOption) (*models.GetRealTimeCurrencyConversionResponse, error)

GetRealTimeCurrencyConversion retrieves retrieves currency conversion using the latest market conversion rates. Note that you can convert in both directions. For more details see https://polygon.io/docs/forex/get_v1_conversion__from___to.

func (*QuotesClient) ListQuotes

func (c *QuotesClient) ListQuotes(ctx context.Context, params *models.ListQuotesParams, options ...models.RequestOption) *iter.Iter[models.Quote]

ListQuotes retrieves quotes for a specified ticker. For more details see https://polygon.io/docs/stocks/get_v3_quotes__stockticker.

This method returns an iterator that should be used to access the results via this pattern:

iter := c.ListQuotes(context.TODO(), params, opts...)
for iter.Next() {
	log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
	return iter.Err()
}

type ReferenceClient

type ReferenceClient struct {
	client.Client
}

ReferenceClient defines a REST client for the Polygon reference API.

func (*ReferenceClient) GetExchanges

func (c *ReferenceClient) GetExchanges(ctx context.Context, params *models.GetExchangesParams, options ...models.RequestOption) (*models.GetExchangesResponse, error)

GetExchanges lists all exchanges that Polygon knows about. For more details see https://polygon.io/docs/stocks/get_v3_reference_exchanges.

func (*ReferenceClient) GetMarketHolidays

func (c *ReferenceClient) GetMarketHolidays(ctx context.Context, options ...models.RequestOption) (*models.GetMarketHolidaysResponse, error)

GetMarketHolidays retrieves upcoming market holidays and their open/close times. For more details see https://polygon.io/docs/stocks/get_v1_marketstatus_upcoming.

func (*ReferenceClient) GetMarketStatus

func (c *ReferenceClient) GetMarketStatus(ctx context.Context, options ...models.RequestOption) (*models.GetMarketStatusResponse, error)

GetMarketStatus retrieves the current trading status of the exchanges and overall financial markets. For more details see https://polygon.io/docs/stocks/get_v1_marketstatus_now.

func (*ReferenceClient) GetOptionsContract

func (c *ReferenceClient) GetOptionsContract(ctx context.Context, params *models.GetOptionsContractParams, options ...models.RequestOption) (*models.GetOptionsContractResponse, error)

GetOptionsContract retrieves a historical options contract. For more details see https://polygon.io/docs/options/get_v3_reference_options_contracts__options_ticker.

func (*ReferenceClient) GetTickerDetails

func (c *ReferenceClient) GetTickerDetails(ctx context.Context, params *models.GetTickerDetailsParams, options ...models.RequestOption) (*models.GetTickerDetailsResponse, error)

GetTickerDetails retrieves details for a specified ticker. For more details see https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker.

func (*ReferenceClient) GetTickerRelatedCompanies

func (c *ReferenceClient) GetTickerRelatedCompanies(ctx context.Context, params *models.GetTickerRelatedCompaniesParams, options ...models.RequestOption) (*models.GetTickerRelatedCompaniesResponse, error)

GetTickerRelatedCompanies gets a list of related tickers based on news and returns data. For more details see https://polygon.io/docs/stocks/get_v1_related-companies__ticker.

func (*ReferenceClient) GetTickerTypes

func (c *ReferenceClient) GetTickerTypes(ctx context.Context, params *models.GetTickerTypesParams, options ...models.RequestOption) (*models.GetTickerTypesResponse, error)

GetTickerTypes retrieves all the possible ticker types that can be queried. For more details see https://polygon.io/docs/stocks/get_v3_reference_tickers_types.

func (*ReferenceClient) ListConditions

func (c *ReferenceClient) ListConditions(ctx context.Context, params *models.ListConditionsParams, options ...models.RequestOption) *iter.Iter[models.Condition]

ListConditions retrieves reference conditions. For more details see https://polygon.io/docs/stocks/get_v3_reference_conditions.

This method returns an iterator that should be used to access the results via this pattern:

iter := c.ListConditions(context.TODO(), params, opts...)
for iter.Next() {
	log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
	return iter.Err()
}

func (*ReferenceClient) ListDividends

func (c *ReferenceClient) ListDividends(ctx context.Context, params *models.ListDividendsParams, options ...models.RequestOption) *iter.Iter[models.Dividend]

ListDividends retrieves reference dividends. For more details see https://polygon.io/docs/stocks/get_v3_reference_dividends.

This method returns an iterator that should be used to access the results via this pattern:

iter := c.ListDividends(context.TODO(), params, opts...)
for iter.Next() {
	log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
	return iter.Err()
}

func (*ReferenceClient) ListOptionsContracts

func (c *ReferenceClient) ListOptionsContracts(ctx context.Context, params *models.ListOptionsContractsParams, options ...models.RequestOption) *iter.Iter[models.OptionsContract]

ListOptionsContracts lists historical options contracts. For more details see https://polygon.io/docs/options/get_v3_reference_options_contracts.

This method returns an iterator that should be used to access the results via this pattern:

iter := c.ListOptionsContracts(context.TODO(), params, opts...)
for iter.Next() {
	log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
	return iter.Err()
}

func (*ReferenceClient) ListShortInterest

func (c *ReferenceClient) ListShortInterest(ctx context.Context, params *models.ListShortInterestParams, options ...models.RequestOption) *iter.Iter[models.ShortInterest]

ListShortInterest retrieves bi-monthly aggregated short interest data reported to FINRA by broker-dealers for a specified stock ticker. Short interest represents the total number of shares sold short but not yet covered or closed out, serving as an indicator of market sentiment and potential price movements. High short interest can signal bearish sentiment or highlight opportunities such as potential short squeezes. This endpoint provides essential insights for investors monitoring market positioning and sentiment.

Use Cases: Market sentiment analysis, short-squeeze prediction, risk management, trading strategy refinement.

func (*ReferenceClient) ListShortVolume

func (c *ReferenceClient) ListShortVolume(ctx context.Context, params *models.ListShortVolumeParams, options ...models.RequestOption) *iter.Iter[models.ShortVolume]

ListShortVolume retrieves daily aggregated short sale volume data reported to FINRA from off-exchange trading venues and alternative trading systems (ATS) for a specified stock ticker. Unlike short interest, which measures outstanding short positions at specific reporting intervals, short volume captures the daily trading activity of short sales. Monitoring short volume helps users detect immediate market sentiment shifts, analyze trading behavior, and identify trends in short-selling activity that may signal upcoming price movements.

Use Cases: Intraday sentiment analysis, short-sale trend identification, liquidity analysis, trading strategy optimization.

func (*ReferenceClient) ListSplits

func (c *ReferenceClient) ListSplits(ctx context.Context, params *models.ListSplitsParams, options ...models.RequestOption) *iter.Iter[models.Split]

ListSplits retrieves reference splits. For more details see https://polygon.io/docs/stocks/get_v3_reference_splits.

This method returns an iterator that should be used to access the results via this pattern:

iter := c.ListSplits(context.TODO(), params, opts...)
for iter.Next() {
	log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
	return iter.Err()
}

func (*ReferenceClient) ListTickerNews

func (c *ReferenceClient) ListTickerNews(ctx context.Context, params *models.ListTickerNewsParams, options ...models.RequestOption) *iter.Iter[models.TickerNews]

ListTickerNews retrieves news articles for a specified ticker. For more details see https://polygon.io/docs/stocks/get_v2_reference_news.

This method returns an iterator that should be used to access the results via this pattern:

iter := c.ListTickerNews(context.TODO(), params, opts...)
for iter.Next() {
	log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
	return iter.Err()
}

func (*ReferenceClient) ListTickers

func (c *ReferenceClient) ListTickers(ctx context.Context, params *models.ListTickersParams, options ...models.RequestOption) *iter.Iter[models.Ticker]

ListTickers retrieves reference tickers. For more details see https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker.

This method returns an iterator that should be used to access the results via this pattern:

iter := c.ListTickers(context.TODO(), params, opts...)
for iter.Next() {
	log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
	return iter.Err()
}

func (*ReferenceClient) ListTreasuryYields

func (c *ReferenceClient) ListTreasuryYields(ctx context.Context, params *models.ListTreasuryYieldsParams, options ...models.RequestOption) *iter.Iter[models.TreasuryYield]

ListTreasuryYields retrieves historical U.S. Treasury yield data for standard timeframes ranging from 1-month to 30-years, with daily historical records back to 1962. This endpoint lets you query by date or date range to see how interest rates have changed over time. Each data point reflects the market yield for Treasury securities of a specific maturity, helping users understand short- and long-term rate movements.

Use Cases: Charting rate trends, comparing short vs. long-term yields, economic research.

type SnapshotClient

type SnapshotClient struct {
	client.Client
}

SnapshotClient defines a REST client for the Polygon snapshot API.

func (*SnapshotClient) GetAllTickersSnapshot

func (ac *SnapshotClient) GetAllTickersSnapshot(ctx context.Context, params *models.GetAllTickersSnapshotParams, opts ...models.RequestOption) (*models.GetAllTickersSnapshotResponse, error)

GetAllTickersSnapshot gets the current minute, day, and previous day's aggregate, as well as the last trade and quote for all symbols of a specified market type.

Note: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges. This can happen as early as 4am EST.

For more details see https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers.

func (*SnapshotClient) GetCryptoFullBookSnapshot

func (ac *SnapshotClient) GetCryptoFullBookSnapshot(ctx context.Context, params *models.GetCryptoFullBookSnapshotParams, opts ...models.RequestOption) (*models.GetCryptoFullBookSnapshotResponse, error)

GetCryptoFullBookSnapshot gets the current level 2 book of a single cryptocurrency ticker. This is the combined book from all of the exchanges.

Note: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges.

For more details see https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker__book.

func (*SnapshotClient) GetGainersLosersSnapshot

func (ac *SnapshotClient) GetGainersLosersSnapshot(ctx context.Context, params *models.GetGainersLosersSnapshotParams, opts ...models.RequestOption) (*models.GetGainersLosersSnapshotResponse, error)

GetGainersLosersSnapshot gets the current top 20 gainers or losers of the day in a specific market type.

Top gainers are those tickers whose price has increased by the highest percentage since the previous day's close. Top losers are those tickers whose price has decreased by the highest percentage since the previous day's close.

Note: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges.

For more details see https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction.

func (*SnapshotClient) GetIndicesSnapshot

func (ac *SnapshotClient) GetIndicesSnapshot(ctx context.Context, params *models.GetIndicesSnapshotParams, opts ...models.RequestOption) (*models.GetIndicesSnapshotResponse, error)

func (*SnapshotClient) GetOptionContractSnapshot

func (ac *SnapshotClient) GetOptionContractSnapshot(ctx context.Context, params *models.GetOptionContractSnapshotParams, opts ...models.RequestOption) (*models.GetOptionContractSnapshotResponse, error)

GetOptionContractSnapshot gets the snapshot of an option contract for a stock equity. For more details see https://polygon.io/docs/options/get_v3_snapshot_options__underlyingasset___optioncontract.

func (*SnapshotClient) GetTickerSnapshot

func (ac *SnapshotClient) GetTickerSnapshot(ctx context.Context, params *models.GetTickerSnapshotParams, opts ...models.RequestOption) (*models.GetTickerSnapshotResponse, error)

GetTickerSnapshot gets the current minute, day, and previous day's aggregate, as well as the last trade and quote for a single traded symbol of a specified market type.

Note: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges. This can happen as early as 4am EST.

For more details see https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers__stocksticker.

func (*SnapshotClient) ListAssetSnapshots

func (ac *SnapshotClient) ListAssetSnapshots(ctx context.Context, params *models.ListAssetSnapshotsParams, options ...models.RequestOption) *iter.Iter[models.SnapshotResponseModel]

Deprecated: Please use UniversalSnapshot types instead of AssetSnapshot types.

func (*SnapshotClient) ListOptionsChainSnapshot

func (ac *SnapshotClient) ListOptionsChainSnapshot(ctx context.Context, params *models.ListOptionsChainParams, options ...models.RequestOption) *iter.Iter[models.OptionContractSnapshot]

ListOptionsChainSnapshot retrieves the snapshot of all options contracts for an underlying ticker. For more details see https://polygon.io/docs/options/get_v3_snapshot_options__underlyingasset.

This method returns an iterator that should be used to access the results via this pattern:

iter := c.ListOptionsChainSnapshot(context.TODO(), params, opts...)
for iter.Next() {
	log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
	return iter.Err()
}

func (*SnapshotClient) ListUniversalSnapshots

func (ac *SnapshotClient) ListUniversalSnapshots(ctx context.Context, params *models.ListUniversalSnapshotsParams, options ...models.RequestOption) *iter.Iter[models.SnapshotResponseModel]

ListUniversalSnapshots retrieves the snapshots for the specified tickers for the specified time. For more details see: - https://staging.polygon.io/docs/stocks/get_v3_snapshot - https://staging.polygon.io/docs/options/get_v3_snapshot

This method returns an iterator that should be used to access the results via this pattern:

iter := c.ListUniversalSnapshots(context, params, opts...)
for iter.Next() {
	log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
	return iter.Err()
}

type SummariesClient

type SummariesClient struct {
	client.Client
}

SummariesClient defines a REST client for the Polygon Snapshot Summary API.

func (*SummariesClient) GetSummaries

func (ic *SummariesClient) GetSummaries(ctx context.Context, params *models.GetSummaryParams, opts ...models.RequestOption) (*models.GetSummaryResponse, error)

GetSummaries retrieves summaries for the ticker list with the given params. For more details see https://polygon.io/docs/stocks/get_v1_summaries.

type TradesClient

type TradesClient struct {
	client.Client
}

TradesClient defines a REST client for the Polygon trades API.

func (*TradesClient) GetLastCryptoTrade

func (c *TradesClient) GetLastCryptoTrade(ctx context.Context, params *models.GetLastCryptoTradeParams, options ...models.RequestOption) (*models.GetLastCryptoTradeResponse, error)

GetLastCryptoTrade retrieves the last trade for a crypto pair. For more details see https://polygon.io/docs/crypto/get_v1_last_crypto__from___to.

func (*TradesClient) GetLastTrade

func (c *TradesClient) GetLastTrade(ctx context.Context, params *models.GetLastTradeParams, options ...models.RequestOption) (*models.GetLastTradeResponse, error)

GetLastTrade retrieves the last trade for a specified ticker. For more details see https://polygon.io/docs/stocks/get_v2_last_trade__stocksticker.

func (*TradesClient) ListTrades

func (c *TradesClient) ListTrades(ctx context.Context, params *models.ListTradesParams, options ...models.RequestOption) *iter.Iter[models.Trade]

ListTrades retrieves trades for a specified ticker. For more details see https://polygon.io/docs/stocks/get_v3_trades__stockticker.

This method returns an iterator that should be used to access the results via this pattern:

iter := c.ListTrades(context.TODO(), params, opts...)
for iter.Next() {
	log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
	return iter.Err()
}

type VXClient

type VXClient struct {
	client.Client
}

VXClient defines a REST client for the Polygon VX (experimental) API.

func (*VXClient) GetTickerEvents

func (c *VXClient) GetTickerEvents(ctx context.Context, params *models.GetTickerEventsParams, options ...models.RequestOption) (*models.GetTickerEventsResponse, error)

GetTickerEvents retrieves a timeline of events for the entity associated with the given ticker, CUSIP, or Composite FIGI. // For more details see https://polygon.io/docs/stocks/get_vx_reference_tickers__id__events.

func (*VXClient) ListIPOs

func (c *VXClient) ListIPOs(ctx context.Context, params *models.ListIPOsParams, options ...models.RequestOption) *iter.Iter[models.IPOResult]

ListIPOs retrieves detailed information about Initial Public Offerings (IPOs), including both upcoming and historical events. Note: this method utilizes an experimental API and could experience breaking changes or deprecation.

func (*VXClient) ListStockFinancials

func (c *VXClient) ListStockFinancials(ctx context.Context, params *models.ListStockFinancialsParams, options ...models.RequestOption) *iter.Iter[models.StockFinancial]

ListStockFinancials retrieves historical financial data for a stock ticker. The financials data is extracted from XBRL from company SEC filings using the methodology outlined here: http://xbrl.squarespace.com/understanding-sec-xbrl-financi/.

Note: this method utilizes an experimental API and could experience breaking changes or deprecation.

This method returns an iterator that should be used to access the results via this pattern:

iter := c.ListStockFinancials(context.TODO(), params, opts...)
for iter.Next() {
	log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
	return iter.Err()
}