How to integrate Polygon MCP with LlamaIndex

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Introduction

This guide walks you through connecting Polygon to LlamaIndex using the Composio tool router. By the end, you'll have a working Polygon agent that can show the latest closing price for btc-usd, list all stock tickers traded on nasdaq, get the crypto rsi for eth over 14 days through natural language commands.

This guide will help you understand how to give your LlamaIndex agent real control over a Polygon account through Composio's Polygon MCP server.

Before we dive in, let's take a quick look at the key ideas and tools involved.

Also integrate Polygon with

TL;DR

Here's what you'll learn:
  • Set your OpenAI and Composio API keys
  • Install LlamaIndex and Composio packages
  • Create a Composio Tool Router session for Polygon
  • Connect LlamaIndex to the Polygon MCP server
  • Build a Polygon-powered agent using LlamaIndex
  • Interact with Polygon through natural language

What is LlamaIndex?

LlamaIndex is a data framework for building LLM applications. It provides tools for connecting LLMs to external data sources and services through agents and tools.

Key features include:

  • ReAct Agent: Reasoning and acting pattern for tool-using agents
  • MCP Tools: Native support for Model Context Protocol
  • Context Management: Maintain conversation context across interactions
  • Async Support: Built for async/await patterns

What is the Polygon MCP server, and what's possible with it?

The Polygon MCP server is an implementation of the Model Context Protocol that connects your AI agent and assistants like Claude, Cursor, etc directly to your Polygon account. It provides structured and secure access to real-time and historical financial market data, so your agent can retrieve market status, analyze price indicators, track dividends, and monitor crypto and stock tickers on your behalf.

  • Market status and holiday tracking: Instantly check if U.S. exchanges are open or closed and retrieve upcoming market holidays or early closures to plan trading activities.
  • Comprehensive ticker retrieval: Ask your agent to fetch all available ticker symbols across asset classes, including stocks, crypto, forex, and options, filtered by market or exchange.
  • Crypto technical analysis: Have your agent calculate moving averages (EMA, SMA), MACD, and RSI indicators for specific cryptocurrencies to support informed trading decisions.
  • Daily and historical price fetching: Let your agent retrieve daily open/close prices, previous day’s close, or detailed price history for cryptocurrencies and stocks with just a prompt.
  • Dividend data extraction: Effortlessly access up-to-date corporate dividend information for stocks, enabling portfolio reviews and income analysis.

Supported Tools & Triggers

Tools
Get 10-K Filing SectionsTool to retrieve 10-K filing sections from the SEC.
Get AggregatesTool to fetch custom aggregate OHLCV bars for a stock.
Get All TickersTool to retrieve all ticker symbols across asset classes.
Get Condition CodesTool to retrieve a unified list of trade and quote condition codes and their definitions.
Get Crypto AggregatesTool to retrieve aggregate bars for a cryptocurrency over a time range.
Get Crypto All Tickers SnapshotTool to retrieve snapshots for all cryptocurrency tickers.
Get Crypto EMATool to calculate Exponential Moving Average (EMA) technical indicator for a crypto ticker.
Get Crypto Grouped DailyTool to retrieve daily grouped bars for all cryptocurrencies on a specified date.
Get Crypto Last TradeTool to retrieve the last trade for a specified cryptocurrency pair.
Get Crypto MACDTool to calculate Moving Average Convergence/Divergence (MACD) technical indicator for a crypto ticker.
Get Crypto Open/CloseTool to fetch daily open and close prices for a given crypto pair on a specified date.
Get Crypto Previous CloseTool to retrieve previous day’s close for a crypto ticker.
Get Crypto RSITool to calculate the Relative Strength Index (RSI) for a cryptocurrency ticker.
Get Crypto SMATool to calculate Simple Moving Average (SMA) technical indicator for a cryptocurrency ticker.
Get Crypto Ticker BookTool to retrieve the full L2 order book for a crypto ticker.
Get Crypto TradesTool to fetch historical trade data for a cryptocurrency ticker.
Get DividendsTool to retrieve dividend data for stocks.
Get Economy Inflation IndicatorsTool to retrieve key indicators of realized inflation including CPI and PCE price indexes.
Get Exponential Moving AverageTool to retrieve the Exponential Moving Average for a stock ticker.
Get SEC FilingTool to retrieve SEC filing details by filing ID.
Get SEC Filing FileTool to retrieve information about a specific SEC filing file.
Get Forex AggregatesTool to retrieve aggregate bars for a forex pair over a date range.
Get Forex EMATool to calculate Exponential Moving Average (EMA) technical indicator for a forex pair.
Get Forex Grouped Daily BarsTool to retrieve daily grouped OHLC bars for all forex currency pairs on a specified date.
Get Forex Historical QuotesTool to retrieve historical forex quotes for a currency pair over a time range.
Get Forex LocalesTool to list locales supported by Polygon's forex asset class.
Get Forex MACDTool to calculate Moving Average Convergence/Divergence (MACD) technical indicator for a forex pair.
Get Forex Previous CloseTool to retrieve previous day's close for a forex ticker.
Get Forex Real-Time Currency ConversionTool to convert amounts between currency pairs using real-time forex rates.
Get Forex RSITool to calculate the Relative Strength Index (RSI) technical indicator for a forex pair.
Get Forex SMATool to calculate Simple Moving Average (SMA) technical indicator for a forex pair.
Get Forex Snapshot LosersTool to retrieve the current snapshot of the top losers in the forex market.
Get Futures AggregatesTool to retrieve historical OHLCV aggregates for a futures contract.
Get Futures ProductsTool to retrieve a comprehensive list of futures products with advanced filtering.
Get Futures Product SchedulesTool to retrieve trading schedules for a futures product.
Get Futures QuotesTool to retrieve real-time quote data for a specified futures contract ticker.
Get Futures SchedulesTool to retrieve futures trading schedules.
Get Futures TradesTool to retrieve tick-level trade data for a specified futures contract.
Get Historic Forex TicksTool to get historic ticks for a currency pair on a specific date.
Get Inflation ExpectationsTool to retrieve inflation expectations data from the Federal Reserve based on Treasury yields and Cleveland Fed models.
Get IPO DataTool to retrieve comprehensive information on Initial Public Offerings (IPOs), including upcoming and historical events.
Get MACDTool to retrieve the Moving Average Convergence/Divergence (MACD) for a stock ticker.
Get Upcoming Market HolidaysTool to retrieve upcoming market holidays and half-day closures.
Get Market StatusTool to retrieve current market status.
Get Meta Conditions By TicktypeTool to retrieve condition code mappings for a specific tick type (trades or quotes).
Get NewsTool to retrieve recent news articles related to a ticker.
Get Stock Open/CloseTool to fetch daily open and close prices for a stock on a specific date.
Get Option Chain SnapshotTool to fetch a real-time snapshot of all option contracts for an underlying asset.
Get Options Contract OverviewTool to retrieve comprehensive details about a specific options contract including contract type, exercise style, expiration date, strike price, and underlying ticker.
Get Options Custom BarsTool to retrieve historical OHLC and volume data for options contracts over custom date ranges with configurable time windows.
Get Options EMATool to calculate Exponential Moving Average (EMA) technical indicator for an options ticker.
Get Options MACDTool to calculate Moving Average Convergence/Divergence (MACD) technical indicator for an options ticker.
Get Option SnapshotTool to retrieve a real-time snapshot for a single option contract.
Get Options RSITool to calculate Relative Strength Index (RSI) technical indicator for an options ticker.
Get Options SMATool to calculate Simple Moving Average (SMA) technical indicator for an options ticker.
Get Previous CloseTool to get previous trading day’s OHLC and volume for a stock.
Get reference exchangesTool to retrieve supported exchanges and their details.
Get reference marketsTool to retrieve all supported markets from Polygon.
Get Reference Ticker TypesTool to retrieve all ticker types supported by Polygon.
Get Related CompaniesTool to get a list of related companies for a ticker symbol based on various similarity metrics.
Get Risk CategoriesTool to retrieve risk factor taxonomy categories from SEC 10-K filings.
Get RSITool to retrieve the Relative Strength Index (RSI) for a stock ticker.
Get Short InterestTool to retrieve bi-monthly aggregated short interest data for stocks reported to FINRA.
Get Short VolumeTool to retrieve short volume data for stocks.
Get Simple Moving AverageTool to retrieve the Simple Moving Average (SMA) for any ticker (stocks, forex, crypto).
Get All Stock Tickers SnapshotTool to retrieve the current market snapshot for all stock tickers.
Get Stock Snapshot LosersTool to retrieve the current snapshot of the top losers in the U.
Get Stock Snapshot TickerTool to retrieve the current snapshot of a specific stock ticker.
Get Stock SplitsTool to retrieve stock split events.
Get Stock FinancialsTool to retrieve historical financial data for a stock ticker from SEC filings.
Get Stock FloatTool to retrieve stock float data showing the number and percentage of publicly tradable shares.
Get Stocks Balance SheetsTool to retrieve point-in-time balance sheet data including assets, liabilities, and equity from company SEC filings.
Get Stocks Cash Flow StatementsTool to retrieve historical cash flow statement data from company SEC filings across quarterly, annual, and TTM frequencies.
Get Stocks Custom BarsTool to retrieve aggregated historical OHLC and volume data for a stock over custom date ranges with configurable time windows.
Get Stocks Daily Market SummaryTool to retrieve daily OHLC, volume, and VWAP data for all U.
Get Stock Splits by TickerTool to retrieve historical stock splits for a specific ticker symbol.
Get Simple Moving Average (SMA)Tool to fetch Simple Moving Average (SMA) for a given stock ticker.
Get Ticker Company DetailsTool to retrieve detailed company information for a stock ticker.
Get Ticker DetailsTool to retrieve detailed information for a ticker.
Get Ticker Details (vX)Tool to retrieve comprehensive details for a specific ticker symbol using Polygon's vX API.
Get Ticker EventsTool to retrieve corporate events for a specific ticker.
Get Ticker TypesTool to retrieve all ticker types supported by Polygon.
Get Treasury YieldsTool to retrieve historical U.
Get V1 Meta Crypto ExchangesTool to retrieve a list of cryptocurrency exchanges using the legacy v1 API.
Last Quote for a SymbolTool to retrieve the last quote tick for a given stock symbol.
Last Trade for a Currency PairTool to retrieve the last trade tick for a currency pair in the forex market.
List SEC Filing FilesTool to retrieve files associated with an SEC filing.
List Options ContractsTool to list and filter options contracts by underlying ticker, type, expiration, strike, and more.
List SEC FilingsTool to retrieve SEC filings from Polygon.

What is the Composio tool router, and how does it fit here?

What is Composio SDK?

Composio's Composio SDK helps agents find the right tools for a task at runtime. You can plug in multiple toolkits (like Gmail, HubSpot, and GitHub), and the agent will identify the relevant app and action to complete multi-step workflows. This can reduce token usage and improve the reliability of tool calls. Read more here: Getting started with Composio SDK

The tool router generates a secure MCP URL that your agents can access to perform actions.

How the Composio SDK works

The Composio SDK follows a three-phase workflow:

  1. Discovery: Searches for tools matching your task and returns relevant toolkits with their details.
  2. Authentication: Checks for active connections. If missing, creates an auth config and returns a connection URL via Auth Link.
  3. Execution: Executes the action using the authenticated connection.

Step-by-step Guide

Prerequisites

Before you begin, make sure you have:
  • Python 3.8/Node 16 or higher installed
  • A Composio account with the API key
  • An OpenAI API key
  • A Polygon account and project
  • Basic familiarity with async Python/Typescript

Getting API Keys for OpenAI, Composio, and Polygon

OpenAI API key (OPENAI_API_KEY)
  • Go to the OpenAI dashboard
  • Create an API key if you don't have one
  • Assign it to OPENAI_API_KEY in .env
Composio API key and user ID
  • Log into the Composio dashboard
  • Copy your API key from Settings
    • Use this as COMPOSIO_API_KEY
  • Pick a stable user identifier (email or ID)
    • Use this as COMPOSIO_USER_ID

Installing dependencies

pip install composio-llamaindex llama-index llama-index-llms-openai llama-index-tools-mcp python-dotenv

Create a new Python project and install the necessary dependencies:

  • composio-llamaindex: Composio's LlamaIndex integration
  • llama-index: Core LlamaIndex framework
  • llama-index-llms-openai: OpenAI LLM integration
  • llama-index-tools-mcp: MCP client for LlamaIndex
  • python-dotenv: Environment variable management

Set environment variables

bash
OPENAI_API_KEY=your-openai-api-key
COMPOSIO_API_KEY=your-composio-api-key
COMPOSIO_USER_ID=your-user-id

Create a .env file in your project root:

These credentials will be used to:

  • Authenticate with OpenAI's GPT-5 model
  • Connect to Composio's Tool Router
  • Identify your Composio user session for Polygon access

Import modules

import asyncio
import os
import dotenv

from composio import Composio
from composio_llamaindex import LlamaIndexProvider
from llama_index.core.agent.workflow import ReActAgent
from llama_index.core.workflow import Context
from llama_index.llms.openai import OpenAI
from llama_index.tools.mcp import BasicMCPClient, McpToolSpec

dotenv.load_dotenv()

Create a new file called polygon_llamaindex_agent.py and import the required modules:

Key imports:

  • asyncio: For async/await support
  • Composio: Main client for Composio services
  • LlamaIndexProvider: Adapts Composio tools for LlamaIndex
  • ReActAgent: LlamaIndex's reasoning and action agent
  • BasicMCPClient: Connects to MCP endpoints
  • McpToolSpec: Converts MCP tools to LlamaIndex format

Load environment variables and initialize Composio

OPENAI_API_KEY = os.getenv("OPENAI_API_KEY")
COMPOSIO_API_KEY = os.getenv("COMPOSIO_API_KEY")
COMPOSIO_USER_ID = os.getenv("COMPOSIO_USER_ID")

if not OPENAI_API_KEY:
    raise ValueError("OPENAI_API_KEY is not set in the environment")
if not COMPOSIO_API_KEY:
    raise ValueError("COMPOSIO_API_KEY is not set in the environment")
if not COMPOSIO_USER_ID:
    raise ValueError("COMPOSIO_USER_ID is not set in the environment")

What's happening:

This ensures missing credentials cause early, clear errors before the agent attempts to initialise.

Create a Tool Router session and build the agent function

async def build_agent() -> ReActAgent:
    composio_client = Composio(
        api_key=COMPOSIO_API_KEY,
        provider=LlamaIndexProvider(),
    )

    session = composio_client.create(
        user_id=COMPOSIO_USER_ID,
        toolkits=["polygon"],
    )

    mcp_url = session.mcp.url
    print(f"Composio MCP URL: {mcp_url}")

    mcp_client = BasicMCPClient(mcp_url, headers={"x-api-key": COMPOSIO_API_KEY})
    mcp_tool_spec = McpToolSpec(client=mcp_client)
    tools = await mcp_tool_spec.to_tool_list_async()

    llm = OpenAI(model="gpt-5")

    description = "An agent that uses Composio Tool Router MCP tools to perform Polygon actions."
    system_prompt = """
    You are a helpful assistant connected to Composio Tool Router.
    Use the available tools to answer user queries and perform Polygon actions.
    """
    return ReActAgent(tools=tools, llm=llm, description=description, system_prompt=system_prompt, verbose=True)

What's happening here:

  • We create a Composio client using your API key and configure it with the LlamaIndex provider
  • We then create a tool router MCP session for your user, specifying the toolkits we want to use (in this case, polygon)
  • The session returns an MCP HTTP endpoint URL that acts as a gateway to all your configured tools
  • LlamaIndex will connect to this endpoint to dynamically discover and use the available Polygon tools.
  • The MCP tools are mapped to LlamaIndex-compatible tools and plug them into the Agent.

Create an interactive chat loop

async def chat_loop(agent: ReActAgent) -> None:
    ctx = Context(agent)
    print("Type 'quit', 'exit', or Ctrl+C to stop.")

    while True:
        try:
            user_input = input("\nYou: ").strip()
        except (KeyboardInterrupt, EOFError):
            print("\nBye!")
            break

        if not user_input or user_input.lower() in {"quit", "exit"}:
            print("Bye!")
            break

        try:
            print("Agent: ", end="", flush=True)
            handler = agent.run(user_input, ctx=ctx)

            async for event in handler.stream_events():
                # Stream token-by-token from LLM responses
                if hasattr(event, "delta") and event.delta:
                    print(event.delta, end="", flush=True)
                # Show tool calls as they happen
                elif hasattr(event, "tool_name"):
                    print(f"\n[Using tool: {event.tool_name}]", flush=True)

            # Get final response
            response = await handler
            print()  # Newline after streaming
        except KeyboardInterrupt:
            print("\n[Interrupted]")
            continue
        except Exception as e:
            print(f"\nError: {e}")

What's happening here:

  • We're creating a direct terminal interface to chat with your Polygon database
  • The LLM's responses are streamed to the CLI for faster interaction.
  • The agent uses context to maintain conversation history
  • You can type 'quit' or 'exit' to stop the chat loop gracefully
  • Agent responses and any errors are displayed in a clear, readable format

Define the main entry point

async def main() -> None:
    agent = await build_agent()
    await chat_loop(agent)

if __name__ == "__main__":
    # Handle Ctrl+C gracefully
    signal.signal(signal.SIGINT, lambda s, f: (print("\nBye!"), exit(0)))
    try:
        asyncio.run(main())
    except KeyboardInterrupt:
        print("\nBye!")

What's happening here:

  • We're orchestrating the entire application flow
  • The agent gets built with proper error handling
  • Then we kick off the interactive chat loop so you can start talking to Polygon

Run the agent

npx ts-node llamaindex-agent.ts

When prompted, authenticate and authorise your agent with Polygon, then start asking questions.

Complete Code

Here's the complete code to get you started with Polygon and LlamaIndex:

import asyncio
import os
import signal
import dotenv

from composio import Composio
from composio_llamaindex import LlamaIndexProvider
from llama_index.core.agent.workflow import ReActAgent
from llama_index.core.workflow import Context
from llama_index.llms.openai import OpenAI
from llama_index.tools.mcp import BasicMCPClient, McpToolSpec

dotenv.load_dotenv()

OPENAI_API_KEY = os.getenv("OPENAI_API_KEY")
COMPOSIO_API_KEY = os.getenv("COMPOSIO_API_KEY")
COMPOSIO_USER_ID = os.getenv("COMPOSIO_USER_ID")

if not OPENAI_API_KEY:
    raise ValueError("OPENAI_API_KEY is not set")
if not COMPOSIO_API_KEY:
    raise ValueError("COMPOSIO_API_KEY is not set")
if not COMPOSIO_USER_ID:
    raise ValueError("COMPOSIO_USER_ID is not set")

async def build_agent() -> ReActAgent:
    composio_client = Composio(
        api_key=COMPOSIO_API_KEY,
        provider=LlamaIndexProvider(),
    )

    session = composio_client.create(
        user_id=COMPOSIO_USER_ID,
        toolkits=["polygon"],
    )

    mcp_url = session.mcp.url
    print(f"Composio MCP URL: {mcp_url}")

    mcp_client = BasicMCPClient(mcp_url, headers={"x-api-key": COMPOSIO_API_KEY})
    mcp_tool_spec = McpToolSpec(client=mcp_client)
    tools = await mcp_tool_spec.to_tool_list_async()

    llm = OpenAI(model="gpt-5")
    description = "An agent that uses Composio Tool Router MCP tools to perform Polygon actions."
    system_prompt = """
    You are a helpful assistant connected to Composio Tool Router.
    Use the available tools to answer user queries and perform Polygon actions.
    """
    return ReActAgent(
        tools=tools,
        llm=llm,
        description=description,
        system_prompt=system_prompt,
        verbose=True,
    );

async def chat_loop(agent: ReActAgent) -> None:
    ctx = Context(agent)
    print("Type 'quit', 'exit', or Ctrl+C to stop.")

    while True:
        try:
            user_input = input("\nYou: ").strip()
        except (KeyboardInterrupt, EOFError):
            print("\nBye!")
            break

        if not user_input or user_input.lower() in {"quit", "exit"}:
            print("Bye!")
            break

        try:
            print("Agent: ", end="", flush=True)
            handler = agent.run(user_input, ctx=ctx)

            async for event in handler.stream_events():
                # Stream token-by-token from LLM responses
                if hasattr(event, "delta") and event.delta:
                    print(event.delta, end="", flush=True)
                # Show tool calls as they happen
                elif hasattr(event, "tool_name"):
                    print(f"\n[Using tool: {event.tool_name}]", flush=True)

            # Get final response
            response = await handler
            print()  # Newline after streaming
        except KeyboardInterrupt:
            print("\n[Interrupted]")
            continue
        except Exception as e:
            print(f"\nError: {e}")

async def main() -> None:
    agent = await build_agent()
    await chat_loop(agent)

if __name__ == "__main__":
    # Handle Ctrl+C gracefully
    signal.signal(signal.SIGINT, lambda s, f: (print("\nBye!"), exit(0)))
    try:
        asyncio.run(main())
    except KeyboardInterrupt:
        print("\nBye!")

Conclusion

You've successfully connected Polygon to LlamaIndex through Composio's Tool Router MCP layer. Key takeaways:
  • Tool Router dynamically exposes Polygon tools through an MCP endpoint
  • LlamaIndex's ReActAgent handles reasoning and orchestration; Composio handles integrations
  • The agent becomes more capable without increasing prompt size
  • Async Python provides clean, efficient execution of agent workflows
You can easily extend this to other toolkits like Gmail, Notion, Stripe, GitHub, and more by adding them to the toolkits parameter.

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FAQ

What are the differences in Tool Router MCP and Polygon MCP?

With a standalone Polygon MCP server, the agents and LLMs can only access a fixed set of Polygon tools tied to that server. However, with the Composio Tool Router, agents can dynamically load tools from Polygon and many other apps based on the task at hand, all through a single MCP endpoint.

Can I use Tool Router MCP with LlamaIndex?

Yes, you can. LlamaIndex fully supports MCP integration. You get structured tool calling, message history handling, and model orchestration while Tool Router takes care of discovering and serving the right Polygon tools.

Can I manage the permissions and scopes for Polygon while using Tool Router?

Yes, absolutely. You can configure which Polygon scopes and actions are allowed when connecting your account to Composio. You can also bring your own OAuth credentials or API configuration so you keep full control over what the agent can do.

How safe is my data with Composio Tool Router?

All sensitive data such as tokens, keys, and configuration is fully encrypted at rest and in transit. Composio is SOC 2 Type 2 compliant and follows strict security practices so your Polygon data and credentials are handled as safely as possible.

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