I spent some time searching for this but I was unable to determine how to do this. I'm using Alpaca Markets as a brokerage, they use Polygon.io for their data feed. Now, previously I've been pulling n days worth of O,H,L,C,V historic data into memory via Alpaca's API and then perform backtesting against the data. 

Is it possible to fetch bulk data from another provider and "set" it into and algo for backtesting?