Polygon-API-Connector2.1

import requests
import pandas as pd
import datetime
import pytz
import time
import concurrent.futures
api = 'API HERE'


def tickerlistcreator():
    storagelist = []
    status = 1
    totalpages = 1

    #Set URL for the initial request
    url = 'https://api.polygon.io/v3/reference/tickers?type=CS&market=stocks&active=true&sort=ticker&order=asc&limit=1000' + api

    while status == 1:
        response = requests.get(url)

        for item in response.json()['results']:
            storagelist.append(item['ticker'])

        if "next_url" in response.json():
            url = response.json()['next_url'] + api
            totalpages += 1
        else:
            status = 0

    print('total pages of ticker symbols: ', totalpages)
    return(storagelist)


def stockdownloader(stock, startdate, enddate):
    url = ('https://api.polygon.io/v2/aggs/ticker/%s/range/1/day/%s/%s?adjusted=true&sort=asc&limit=1000' % (
    stock, startdate, enddate)) + api

    status = 1
    totalpages = 1

    storage = []
    futures = []

    while status == 1:
        response = requests.get(url)

        try:
            # Run with threading

            for item in response.json()['results']:
                with concurrent.futures.ThreadPoolExecutor(max_workers=20) as executor:
                    futures.append(executor.submit(innerfunction, response, stock, item))
                    # future = executor.submit(innerfunction,response,stock)
                    # print(future.result())

            # Run without threading
            # innerfunction(response, stock)

        except:
            print("Error with stock:", stock)

        if "next_url" in response.json():
            url = response.json()['next_url'] + api
            totalpages += 1
        else:
            status = 0

    for future in concurrent.futures.as_completed(futures):
        storage.append(future.result())
        # print(future.result())

    df = pd.DataFrame(storage)
    print("dataframe her: ", df)

    # print("df lavet ud fra 'futures' listen: ", df)
    # print('total pages of stock data: ', totalpages)


def innerfunction(response, stock, item):

    date = datetime.datetime.fromtimestamp(item['t'] / 1000, tz=pytz.timezone('America/New_York')).date()
    #date = '2021-01-01'

    ticker = response.json()['ticker']

    marketcapresponse = requests.get('https://api.polygon.io/vX/reference/tickers/%s?date=%s' % (stock, date) + api)
    marketcap = marketcapresponse.json()['results']['market_cap']

    json_element = {
        'date': date,
        'ticker': ticker,
        'open': item['o'],
        'high': item['h'],
        'low': item['l'],
        'close': item['c'],
        'marketcap': marketcap}

    return (json_element)



#------- RUNNING FUNCTIONS -------

#Define test universe
tickerlist = tickerlistcreator()

print("First 10 tickers: ", tickerlist[0:10])
print("Total number of tickers is: ", len(tickerlist))

starttime = time.perf_counter()

#Download data - the main function - set currently to just use the first ticker
for stock in tickerlist[0:1]:
    stockdownloader(stock, '2021-11-01','2021-12-31')


endtime = time.perf_counter()
print("Total runtime: ", endtime-starttime)