from polygon import RESTClient

# docs

# https://polygon.io/docs/options/get_v2_aggs_ticker__optionsticker__range__multiplier___timespan___from___to

# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs

# API key injected below for easy use. If not provided, the script will attempt

# to use the environment variable "POLYGON_API_KEY".

#

# setx POLYGON_API_KEY "<your_api_key>" <- windows

# export POLYGON_API_KEY="<your_api_key>" <- mac/linux

#

# Note: To persist the environment variable you need to add the above command

# to the shell startup script (e.g. .bashrc or .bash_profile.

#

# client = RESTClient("XXXXXX") # hardcoded api_key is used

client = RESTClient() # POLYGON_API_KEY environment variable is used

aggs = []

for a in client.list_aggs(

"O:SPY251219C00650000",

1,

"day",

"2023-01-30",

"2023-02-03",

limit=50000,

):

aggs.append(a)

print(aggs)