from polygon import WebSocketClient

from polygon.websocket.models import WebSocketMessage, Market

from typing import List

client = WebSocketClient(market=Market.Indices)

# Aggregates (per minute)

# client.subscribe("AM.*") # all aggregates

client.subscribe("AM.I:SPX") # Standard & Poor's 500

client.subscribe("AM.I:DJI") # Dow Jones Industrial Average

client.subscribe("AM.I:NDX") # Nasdaq-100

client.subscribe("AM.I:VIX") # Volatility Index

# Aggregates (per second)

# client.subscribe("A.*") # all aggregates

# client.subscribe("A.I:SPX") # Standard & Poor's 500

# client.subscribe("A.I:DJI") # Dow Jones Industrial Average

# client.subscribe("A.I:NDX") # Nasdaq-100

# client.subscribe("A.I:VIX") # Volatility Index

# Single index

# client.subscribe("V.*") # all tickers

# client.subscribe("V.I:SPX") # Standard & Poor's 500

# client.subscribe("V.I:DJI") # Dow Jones Industrial Average

# client.subscribe("V.I:NDX") # Nasdaq-100

# client.subscribe("V.I:VIX") # Volatility Index

def handle_msg(msgs: List[WebSocketMessage]):

for m in msgs:

print(m)

client.run(handle_msg)