Data Feeds

Follow these steps to start local live trading with the Polygon data feed:

1. Open a terminal in the organization workspace that contains the project.
2. Run lean live "<projectName>" to start a live deployment wizard for the project in . / <projectName> and then enter a brokerage number.

   $ lean live "My Project"
   Select a brokerage:
   1) Paper Trading
   2) Interactive Brokers
   3) Tradier
   4) OANDA
   5) Bitfinex
   6) Coinbase Pro
   7) Binance
   8) Zerodha
   9) Samco
   10) Terminal Link
   11) Trading Technologies
   12) Kraken
   13) TD Ameritrade
   14) Bybit
   Enter an option: 1

3. Enter the number of the data feed to use and then follow the steps required for the data connection.

   $ lean live "My Project"
   Select a data feed:
   1) Interactive Brokers
   2) Tradier
   3) Oanda
   4) Bitfinex
   5) Coinbase Pro
   6) Binance
   7) Zerodha
   8) Samco
   9) Terminal Link
   10) Kraken
   11) TD Ameritrade
   12) IQFeed
   13) Polygon Data Feed
   14) Custom data only
   To enter multiple options, separate them with comma.:

4. Enter your Polygon API key.

   $ lean live "My Project"
   Configure credentials for Polygon Data Feed
   
   Your Polygon data feed API Key:

   To get your API key, see the API Keys page on the Polygon website.

5. View the result in the <projectName> / live / <timestamp> directory. Results are stored in real-time in JSON format. You can save results to a different directory by providing the --output <path> option in step 2.

If you already have a live environment configured in your Lean configuration file, you can skip the interactive wizard by providing the --environment <value> option in step 2. The value of this option must be the name of an environment which has live-mode set to true.

Our Polygon integration supports securities from the following asset classes:

• Equity
• Forex
• Crypto (listed on Coinbase or Bitfinex)