Polygon API Access

class polygon_access.Data_Aggregate(location, table_name)

acquire_data_and_write(currency_pairs)

This access function repeatedly calls the polygon api every 1 seconds for 24 hours and stores the results.

aggregate_raw_data_tables(engine, currency_pairs)

This function is called every 6 minutes to aggregate the data, store it in the aggregate table, and then delete the raw data

initialize_aggregated_tables(engine, currency_pairs)

This creates a table for storing the (6 min interval) aggregated price data for each currency pair in the SQLite database

initialize_raw_data_tables(engine, currency_pairs)

This creates a table for storing the raw, unaggregated price data for each currency pair in the SQLite database

reset_raw_data_tables(engine, currency_pairs)

Function which clears the raw data tables once we have aggregated the data in a 6 minute interval

ts_to_datetime(ts) → str

Function slightly modified from polygon sample code to format the date string