Polygon data feed

I'd be happy to help in any way in getting this.

Hi Georgea Trading,
In config.json:
Set the key here:
 

  "polygon-api-key": "",

and add the following environment:
 

    // defines the 'live-paper-polygon' environment
    "live-paper-polygon": {
      "live-mode": true,

      // real brokerage implementations require the BrokerageTransactionHandler
      "live-mode-brokerage": "PaperBrokerage",
      "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
      "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
      "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
      "data-queue-handler": "QuantConnect.ToolBox.Polygon.PolygonDataQueueHandler",
      "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
      "history-provider": "QuantConnect.ToolBox.Polygon.PolygonDataQueueHandler"
    },

and select the environment at the top of config.json:
 

 "environment": "live-paper-polygon",

Best,
Varad Kabade

Hi Varad,

Thanks. Do you know if US Equities are supported with Polygon?

Hi Georgea Trading,
Yes, all the US equities are supported in Polygon.
Best,
Varad Kabade

Great thank you, will give it a try. Do you know by any chance in which version this was added to LEAN? I might have to update my repo as I think that I am running with an old one.

Hi Georgea Trading,
We recommend using the current version of Lean
Best,
Varad Kabade