Added options demo scripts

examples/rest/options-aggregates_bars.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v2_aggs_ticker__optionsticker__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(
+    "O:SPY251219C00650000",
+    1,
+    "day",
+    "2023-01-30",
+    "2023-02-03",
+)
+
+print(aggs)

examples/rest/options-conditions.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/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("options", limit=1000):
+    conditions.append(c)
+print(conditions)

examples/rest/options-contract.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v3_reference_options_contracts__options_ticker
+# https://polygon-api-client.readthedocs.io/en/latest/Contracts.html
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+contract = client.get_options_contract("O:EVRI240119C00002500")
+
+# print raw values
+print(contract)

examples/rest/options-contracts.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v3_reference_options_contracts
+# https://polygon-api-client.readthedocs.io/en/latest/Contracts.html#list-options-contracts
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+contracts = []
+for c in client.list_options_contracts("HCP"):
+    contracts.append(c)
+print(contracts)

examples/rest/options-daily_open_close.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v1_open-close__optionsticker___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(
+    "O:SPY251219C00650000",
+    "2023-02-22",
+)
+
+print(request)

examples/rest/options-exchanges.py

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+from polygon import RESTClient
+from polygon.rest.models import (
+    Exchange,
+)
+
+# docs
+# https://polygon.io/docs/options/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("options")
+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/options-last_trade.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v2_last_trade__optionsticker
+# 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(
+    "O:TSLA210903C00700000",
+)
+
+print(trade)

examples/rest/options-market_holidays.py

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+from polygon import RESTClient
+from polygon.rest.models import (
+    MarketHoliday,
+)
+
+# docs
+# https://polygon.io/docs/options/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/options-market_status.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/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/options-previous_close.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v2_aggs_ticker__optionsticker__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(
+    "O:SPY251219C00650000",
+)
+
+print(aggs)

examples/rest/options-quotes.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v3_quotes__optionsticker
+# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#list-quotes
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+quotes = []
+for t in client.list_quotes("O:SPY241220P00720000", limit=50000):
+    quotes.append(t)
+print(quotes)

examples/rest/options-snapshots_option_contract.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v3_snapshot_options__underlyingasset___optioncontract
+# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+snapshot = client.get_snapshot_option("AAPL", "O:AAPL230616C00150000")
+
+# print raw values
+print(snapshot)

examples/rest/options-snapshots_options_chain.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v3_snapshot_options__underlyingasset
+# ttps://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
+
+options_chain = []
+for o in client.list_snapshot_options_chain("HCP"):
+    options_chain.append(o)
+print(options_chain)

examples/rest/options-technical_indicators_ema.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v1_indicators_ema__optionsticker
+# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+ema = client.get_ema(
+    ticker="O:SPY241220P00720000", timespan="day", window=50, series_type="close"
+)
+
+print(ema)

examples/rest/options-technical_indicators_macd.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v1_indicators_macd__optionsticker
+# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+macd = client.get_macd(
+    ticker="O:SPY241220P00720000",
+    timespan="day",
+    short_window=12,
+    long_window=26,
+    signal_window=9,
+    series_type="close",
+)
+
+print(macd)

examples/rest/options-technical_indicators_rsi.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v1_indicators_rsi__optionsticker
+# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+rsi = client.get_rsi(
+    ticker="O:SPY241220P00720000", timespan="day", window=14, series_type="close"
+)
+
+print(rsi)

examples/rest/options-technical_indicators_sma.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v1_indicators_sma__optionsticker
+# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+sma = client.get_sma(
+    ticker="O:SPY241220P00720000", timespan="day", window=50, series_type="close"
+)
+
+print(sma)

examples/rest/options-ticker_details.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v3_reference_tickers__ticker
+# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-details
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+details = client.get_ticker_details("TSLA")
+print(details)

examples/rest/options-ticker_news.py

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+from polygon import RESTClient
+from polygon.rest.models import (
+    TickerNews,
+)
+
+# docs
+# https://polygon.io/docs/options/get_v2_reference_news
+# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-ticker-news
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+news = []
+for n in client.list_ticker_news("AAPL", order="desc", limit=1000):
+    news.append(n)
+
+# print date + title
+for index, item in enumerate(news):
+
+    # verify this is an agg
+    if isinstance(item, TickerNews):
+
+        print("{:<25}{:<15}".format(item.published_utc, item.title))
+
+        if index == 20:
+            break

examples/rest/options-tickers.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v3_reference_tickers
+# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-tickers
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+tickers = []
+for t in client.list_tickers(limit=1000):
+    tickers.append(t)
+print(tickers)

examples/rest/options-trades.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/options/get_v3_trades__optionsticker
+# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#polygon.RESTClient.list_trades
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+trades = []
+for t in client.list_trades("O:TSLA210903C00700000", limit=50000):
+    trades.append(t)
+
+# prints each trade that took place
+print(trades)

examples/websocket/options-ws.py

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+from polygon import WebSocketClient
+from polygon.websocket.models import WebSocketMessage, Market
+from typing import List
+
+# docs
+# https://polygon.io/docs/options/ws_getting-started
+# https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html
+
+# client = WebSocketClient("XXXXXX") # hardcoded api_key is used
+client = WebSocketClient(
+    market=Market.Options
+)  # POLYGON_API_KEY environment variable is used
+
+# aggregates
+# client.subscribe("AM.*") # aggregates (per minute)
+client.subscribe("A.*")  # aggregates (per second)
+
+# trades
+# client.subscribe("T.*") # all trades
+# client.subscribe("T.O:SPY241220P00720000", "T.O:SPY251219C00650000") # limited trades
+
+# quotes (1,000 option contracts per connection)
+# client.subscribe("Q.O:SPY241220P00720000", "Q.O:SPY251219C00650000") # limited quotes
+
+
+def handle_msg(msgs: List[WebSocketMessage]):
+    for m in msgs:
+        print(m)
+
+
+# print messages
+client.run(handle_msg)