Data Feeds

Polygon

Introduction

Instead of using the data feed from your brokerage, you can also use Polygon. This tutorial demonstrates how to set up the Polygon data feed with the QuantConnect Paper Trading brokerage.

Deploy Local Algorithms

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

  1. Open a terminal in your CLI root directory.
  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) Atreyu
    12) Trading Technologies
    13) Kraken
    14) FTX 
    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) Trading Technologies
    11) Kraken
    12) FTX
    13) IQFeed
    14) Polygon Data Feed
    15) 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.

Supported Assets

Our Polygon integration supports securities from the following asset classes:

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

You can also see our Videos. You can also get in touch with us via Discord.

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