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Data Source

Follow the instructions below to create a new data flow that ingests data from a Polygon source in Nexla.
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Polygon

Create a New Data Flow​

  1. To create a new data flow, navigate to the Integrate section, and click the New Data Flow button. Then, select the desired flow type from the list, and click the Create button.

  2. Select the Polygon connector tile from the list of available connectors. Then, select the credential that will be used to connect to your Polygon account, and click Next; or, create a new Polygon credential for use in this flow.

  3. In Nexla, Polygon data sources can be created using pre-built endpoint templates, which expedite source setup for common Polygon endpoints. Each template is designed specifically for the corresponding Polygon endpoint, making source configuration easy and efficient.
    • To configure this source using a template, follow the instructions in Configure Using a Template.

    Polygon sources can also be configured manually, allowing you to ingest data from Polygon endpoints not included in the pre-built templates or apply further customizations to exactly suit your needs.
    • To configure this source manually, follow the instructions in Configure Manually.

Configure Using a Template​

Nexla provides pre-built templates that can be used to rapidly configure data sources to ingest data from common Polygon endpoints. Each template is designed specifically for the corresponding Polygon endpoint, making data source setup easy and efficient.

Endpoint Settings​

  • Select the endpoint from which this source will fetch data from the Endpoint pulldown menu. Available endpoint templates are listed in the expandable boxes below. Click on an endpoint to see more information about it and how to configure your data source for this endpoint.

    Get Ticker Details

    This endpoint template retrieves ticker details for a given ticker symbol from Polygon. This is a reference data endpoint for Polygon. Use this template when you need to retrieve information about a specific stock ticker, including ticker symbol, company name, and other ticker metadata.

    • Select the API version from the Version pulldown menu. Available options include v3 (v3). The version determines which Polygon API version will be used for the request.
    • Enter the ticker symbol in the Ticker_Symbol field. This should be the stock ticker symbol you want to retrieve details for (e.g., META, AAPL). The ticker symbol determines which stock's details will be retrieved.

    This endpoint returns ticker details for a given ticker symbol from Polygon, including ticker symbol, company name, and other ticker metadata. This is a reference data endpoint that provides basic information about stocks.

    For detailed information about ticker details, API response structures, and available ticker data, see the Polygon API documentation.

    Get Daily Open Close

    This endpoint template retrieves the open, close, and afterhours prices of a stock symbol on a certain date from Polygon. Use this template when you need to retrieve daily price data for a specific stock on a specific date.

    • Select the API version from the Version pulldown menu. Available options include v1 (v1). The version determines which Polygon API version will be used for the request.
    • Enter the stocks ticker symbol in the Stocks Ticker field. This should be the stock ticker symbol you want to retrieve price data for (e.g., META, AAPL). The ticker symbol determines which stock's price data will be retrieved.
    • Enter the date in the Date field. This should be the date for which you want to retrieve price data, formatted as YYYY-MM-DD (e.g., 2024-01-15). The date determines which day's price data will be retrieved.
    • Select whether to use adjusted prices from the Adjusted field. Available options include true (use adjusted prices) and false (use unadjusted prices). Adjusted prices account for stock splits and dividends.

    This endpoint returns the open, close, and afterhours prices of a stock symbol on a certain date from Polygon. The endpoint provides daily price data including opening price, closing price, and afterhours price for the specified stock and date.

    For detailed information about daily open/close prices, API response structures, and available price data, see the Polygon API documentation.

Endpoint Testing​

Once the selected endpoint template has been configured, Nexla can retrieve a sample of the data that will be fetched according to the current settings. This allows users to verify that the source is configured correctly before saving.

  • To test the current endpoint configuration, click the Test button to the right of the endpoint selection menu. Sample data will be fetched & displayed in the Endpoint Test Result panel on the right.

  • If the sample data is not as expected, review the selected endpoint and associated settings, and make any necessary adjustments. Then, click the Test button again, and check the sample data to ensure that the correct information is displayed.

Configure Manually​

Polygon data sources can be manually configured to ingest data from any valid Polygon API endpoint. Manual configuration provides maximum flexibility for accessing endpoints not covered by pre-built templates or when you need custom API configurations.

With manual configuration, you can also create more complex Polygon sources, such as sources that use chained API calls to fetch related data or sources that require custom query parameters or filters.

API Method​

  1. To manually configure this source, select the Advanced tab at the top of the configuration screen.

  2. Select the API method that will be used for calls to the Polygon API from the Method pulldown menu. Polygon API typically uses GET method for retrieving data from endpoints.

API Endpoint URL​

  1. Enter the URL of the Polygon API endpoint from which this source will fetch data in the Set API URL field. This should be the complete URL to your Polygon endpoint (e.g., https://api.polygon.io/v3/reference/tickers/{ticker}, https://api.polygon.io/v1/open-close/{ticker}/{date}). Include any required path parameters in the URL.

Ensure the API endpoint URL is correct and accessible with your current credentials. The Polygon API endpoint URL should include the API version and the resource type path. You can test the endpoint using the Test button after configuring the URL.

Response Data Path​

  1. Enter the JSONPath expression in the Response Data Path field to specify which part of the API response should be treated as the relevant data by Nexla. For Polygon API responses, use $.results[*] to extract all items from the results array, or $ to extract the entire response for single record endpoints, depending on your endpoint.

The JSONPath expression must correctly reference the structure of your Polygon API response. Polygon API responses may have different structures depending on the endpoint. Ensure your JSONPath expression matches the structure returned by your specific endpoint. The JSONPath expression determines which data will be extracted and processed by Nexla.

Save the Data Source​

  1. Once all of the relevant steps in the above sections have been completed, click the Next button to proceed with the rest of the data flow configuration, or click Save to save the data source configuration for later use.