How to integrate Polygon io MCP with OpenAI Agents SDK

Trusted by
AWS
Glean
Zoom
Airtable
GET STARTED FOR FREEGET A DEMO

30 min · no commitment · see it on your stack

Polygon io logo
OpenAI Agents SDK logo
divider

Introduction

This guide walks you through connecting Polygon io to the OpenAI Agents SDK using the Composio tool router. By the end, you'll have a working Polygon io agent that can get daily summary for aapl stock, retrieve latest news on tsla ticker, check if nyse market is open now through natural language commands.

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

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

Also integrate Polygon io with

TL;DR

Here's what you'll learn:
  • Get and set up your OpenAI and Composio API keys
  • Install the necessary dependencies
  • Initialize Composio and create a Tool Router session for Polygon io
  • Configure an AI agent that can use Polygon io as a tool
  • Run a live chat session where you can ask the agent to perform Polygon io operations

What is OpenAI Agents SDK?

The OpenAI Agents SDK is a lightweight framework for building AI agents that can use tools and maintain conversation state. It provides a simple interface for creating agents with hosted MCP tool support.

Key features include:

  • Hosted MCP Tools: Connect to external services through hosted MCP endpoints
  • SQLite Sessions: Persist conversation history across interactions
  • Simple API: Clean interface with Agent, Runner, and tool configuration
  • Streaming Support: Real-time response streaming for interactive applications

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

The Polygon io 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 io account. It provides structured and secure access to real-time and historical financial market data, so your agent can pull ticker lists, fetch stock summaries, analyze technical indicators, and surface news updates on your behalf.

  • Comprehensive ticker discovery and lookup: Instantly retrieve detailed lists of supported stock, forex, crypto, and option tickers to power your trading dashboards or research tools.
  • Daily summary and technical analysis: Ask your agent to fetch daily price summaries, calculate exponential moving averages, MACD, or RSI for any supported ticker and timeframe.
  • Financial events and dividend insights: Pull up historical dividend distributions, keep tabs on scheduled market holidays, and plan trading activities around real exchange calendars.
  • Up-to-date market status monitoring: Have your agent check real-time market open/close statuses and trading conditions across multiple exchanges and asset classes.
  • Automated news aggregation for securities: Let your agent gather the latest news articles, sentiment analysis, and headlines for specific tickers, helping you stay informed with minimal effort.

Supported Tools & Triggers

Tools
Get All TickersTool to retrieve a comprehensive list of supported ticker symbols across all asset classes.
Get Condition CodesTool to retrieve a unified list of trade and quote condition codes and their definitions.
Get Crypto EMATool to calculate Exponential Moving Average (EMA) technical indicator for a crypto ticker.
Get Crypto MACDTool to calculate Moving Average Convergence/Divergence (MACD) technical indicator for a crypto ticker.
Get Crypto Open/CloseTool to get the open, close, high, low, and volume for a cryptocurrency pair on a specific date.
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 Daily Open/CloseTool to get the daily open, close, after-hours, and pre-market prices for a stock on a specific date.
Get DividendsTool to retrieve a historical record of cash dividend distributions for a given ticker.
Get Economy Inflation Indicators (Enhanced)Tool to retrieve key indicators of realized inflation including CPI and PCE price indexes with comprehensive date filtering.
Get Exponential Moving AverageTool to retrieve the Exponential Moving Average for a stock ticker.
Get SEC FilingTool to retrieve detailed information about a specific SEC filing by filing ID.
Get SEC Filing FileTool to download a specific file from an SEC filing.
Get Forex EMATool to calculate Exponential Moving Average (EMA) technical indicator for a forex pair.
Get Forex MACDTool to calculate Moving Average Convergence/Divergence (MACD) technical indicator for a forex pair.
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 Futures QuotesTool to get real-time quote information for futures contracts with bid/ask prices, sizes, and timestamps.
Get Grouped Daily Market SummaryTool to retrieve daily OHLCV data for the entire market for a given date.
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, including market-based rates and Cleveland Fed model estimates.
Get IPO DataTool to retrieve comprehensive information on Initial Public Offerings (IPOs), including upcoming and historical events.
Get Labor Market DataTool to retrieve labor market data including unemployment rate, labor force participation rate, average hourly earnings, and job openings.
Get MACDTool to retrieve the Moving Average Convergence/Divergence (MACD) for a stock ticker.
Get Market HolidaysTool to retrieve upcoming market holidays and their corresponding open/close times.
Get Market StatusTool to retrieve the current trading status across major exchanges and currency markets.
Get NewsTool to retrieve the most recent news articles for a specified ticker.
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 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 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 Related CompaniesTool to retrieve tickers related to a given ticker based on similar business or market characteristics.
Get RSITool to retrieve the Relative Strength Index (RSI) for a stock ticker.
Get Simple Moving AverageTool to retrieve the Simple Moving Average (SMA) for any ticker (stocks, forex, crypto).
Get SplitsTool to retrieve historical stock split events for a given ticker.
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 Stocks Filings Risk FactorsTool to retrieve risk factors identified in companies' 10K filings.
Get Stocks Filings SectionsTool to retrieve raw text content from specific sections of SEC filings (10-K, 10-Q, etc.
Get Stocks Free FloatTool to retrieve free float data for US-listed securities showing the most recent available number of shares available for public trading and the percentage of total shares outstanding.
Get Stocks Full Market SnapshotTool to retrieve a comprehensive snapshot of the entire U.
Get Stocks Income StatementsTool to retrieve comprehensive income statement data including revenue, expenses, and net income from company SEC filings.
Get Stocks Previous Day BarTool to retrieve the previous trading day's open, high, low, close (OHLC), and volume data for a stock ticker.
Get Stocks Risk Factor TaxonomiesTool to retrieve the complete list of risk factor classifications used in the risk factors endpoint.
Get Stocks V1 DividendsTool to retrieve historical dividend payment records for US stocks with split-adjusted amounts and historical adjustment factors.
Get Short Interest DataTool to retrieve comprehensive FINRA short interest data that tracks the short selling metrics for securities on a specific settlement date.
Get Short Volume DataTool to retrieve short selling volume data for stock tickers.
Get Stocks V1 SplitsTool to retrieve historical stock split and reverse split events for US equities with historical adjustment factors for price normalization.
Get Ticker EventsTool to retrieve timeline of ticker change events such as symbol renaming or rebranding.
Get Ticker OverviewTool to retrieve comprehensive details for a single ticker, including identifiers, industry, and branding assets.
Get Ticker TypesTool to retrieve a list of all ticker types supported by Polygon.
Get Treasury YieldsTool to retrieve daily market yields for US Treasury securities across standard maturities (1-month to 30-year).
List ExchangesTool to retrieve all exchanges supported by Polygon.
List Filing FilesTool to retrieve files associated with an SEC filing by filing ID.
List SEC FilingsTool to retrieve SEC filings from the Polygon.
List Options ContractsTool to list and filter options contracts by underlying ticker, type, expiration, strike, and more.
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.

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 starting, make sure you have:
  • Composio API Key and OpenAI API Key
  • Primary know-how of OpenAI Agents SDK
  • A live Polygon io project
  • Some knowledge of Python or Typescript

Getting API Keys for OpenAI and Composio

OpenAI API Key
  • Go to the OpenAI dashboard and create an API key. You'll need credits to use the models, or you can connect to another model provider.
  • Keep the API key safe.
Composio API Key

Install dependencies

pip install composio_openai_agents openai-agents python-dotenv

Install the Composio SDK and the OpenAI Agents SDK.

Set up environment variables

bash
OPENAI_API_KEY=sk-...your-api-key
COMPOSIO_API_KEY=your-api-key
USER_ID=composio_user@gmail.com

Create a .env file and add your OpenAI and Composio API keys.

Import dependencies

import asyncio
import os
from dotenv import load_dotenv

from composio import Composio
from composio_openai_agents import OpenAIAgentsProvider
from agents import Agent, Runner, HostedMCPTool, SQLiteSession
What's happening:
  • You're importing all necessary libraries.
  • The Composio and OpenAIAgentsProvider classes are imported to connect your OpenAI agent to Composio tools like Polygon io.

Set up the Composio instance

load_dotenv()

api_key = os.getenv("COMPOSIO_API_KEY")
user_id = os.getenv("USER_ID")

if not api_key:
    raise RuntimeError("COMPOSIO_API_KEY is not set. Create a .env file with COMPOSIO_API_KEY=your_key")

# Initialize Composio
composio = Composio(api_key=api_key, provider=OpenAIAgentsProvider())
What's happening:
  • load_dotenv() loads your .env file so OPENAI_API_KEY and COMPOSIO_API_KEY are available as environment variables.
  • Creating a Composio instance using the API Key and OpenAIAgentsProvider class.

Create a Tool Router session

# Create a Polygon io Tool Router session
session = composio.create(
    user_id=user_id,
    toolkits=["polygon_io"]
)

mcp_url = session.mcp.url

What is happening:

  • You give the Tool Router the user id and the toolkits you want available. Here, it is only polygon_io.
  • The router checks the user's Polygon io connection and prepares the MCP endpoint.
  • The returned session.mcp.url is the MCP URL that your agent will use to access Polygon io.
  • This approach keeps things lightweight and lets the agent request Polygon io tools only when needed during the conversation.

Configure the agent

# Configure agent with MCP tool
agent = Agent(
    name="Assistant",
    model="gpt-5",
    instructions=(
        "You are a helpful assistant that can access Polygon io. "
        "Help users perform Polygon io operations through natural language."
    ),
    tools=[
        HostedMCPTool(
            tool_config={
                "type": "mcp",
                "server_label": "tool_router",
                "server_url": mcp_url,
                "headers": {"x-api-key": api_key},
                "require_approval": "never",
            }
        )
    ],
)
What's happening:
  • We're creating an Agent instance with a name, model (gpt-5), and clear instructions about its purpose.
  • The agent's instructions tell it that it can access Polygon io and help with queries, inserts, updates, authentication, and fetching database information.
  • The tools array includes a HostedMCPTool that connects to the MCP server URL we created earlier.
  • The headers dict includes the Composio API key for secure authentication with the MCP server.
  • require_approval: 'never' means the agent can execute Polygon io operations without asking for permission each time, making interactions smoother.

Start chat loop and handle conversation

print("\nComposio Tool Router session created.")

chat_session = SQLiteSession("conversation_openai_toolrouter")

print("\nChat started. Type your requests below.")
print("Commands: 'exit', 'quit', or 'q' to end\n")

async def main():
    try:
        result = await Runner.run(
            agent,
            "What can you help me with?",
            session=chat_session
        )
        print(f"Assistant: {result.final_output}\n")
    except Exception as e:
        print(f"Error: {e}\n")

    while True:
        user_input = input("You: ").strip()
        if user_input.lower() in {"exit", "quit", "q"}:
            print("Goodbye!")
            break

        result = await Runner.run(
            agent,
            user_input,
            session=chat_session
        )
        print(f"Assistant: {result.final_output}\n")

asyncio.run(main())
What's happening:
  • The program prints a session URL that you visit to authorize Polygon io.
  • After authorization, the chat begins.
  • Each message you type is processed by the agent using Runner.run().
  • The responses are printed to the console, and conversations are saved locally using SQLite.
  • Typing exit, quit, or q cleanly ends the chat.

Complete Code

Here's the complete code to get you started with Polygon io and OpenAI Agents SDK:

import asyncio
import os
from dotenv import load_dotenv

from composio import Composio
from composio_openai_agents import OpenAIAgentsProvider
from agents import Agent, Runner, HostedMCPTool, SQLiteSession

load_dotenv()

api_key = os.getenv("COMPOSIO_API_KEY")
user_id = os.getenv("USER_ID")

if not api_key:
    raise RuntimeError("COMPOSIO_API_KEY is not set. Create a .env file with COMPOSIO_API_KEY=your_key")

# Initialize Composio
composio = Composio(api_key=api_key, provider=OpenAIAgentsProvider())

# Create Tool Router session
session = composio.create(
    user_id=user_id,
    toolkits=["polygon_io"]
)
mcp_url = session.mcp.url

# Configure agent with MCP tool
agent = Agent(
    name="Assistant",
    model="gpt-5",
    instructions=(
        "You are a helpful assistant that can access Polygon io. "
        "Help users perform Polygon io operations through natural language."
    ),
    tools=[
        HostedMCPTool(
            tool_config={
                "type": "mcp",
                "server_label": "tool_router",
                "server_url": mcp_url,
                "headers": {"x-api-key": api_key},
                "require_approval": "never",
            }
        )
    ],
)

print("\nComposio Tool Router session created.")

chat_session = SQLiteSession("conversation_openai_toolrouter")

print("\nChat started. Type your requests below.")
print("Commands: 'exit', 'quit', or 'q' to end\n")

async def main():
    try:
        result = await Runner.run(
            agent,
            "What can you help me with?",
            session=chat_session
        )
        print(f"Assistant: {result.final_output}\n")
    except Exception as e:
        print(f"Error: {e}\n")

    while True:
        user_input = input("You: ").strip()
        if user_input.lower() in {"exit", "quit", "q"}:
            print("Goodbye!")
            break

        result = await Runner.run(
            agent,
            user_input,
            session=chat_session
        )
        print(f"Assistant: {result.final_output}\n")

asyncio.run(main())

Conclusion

This was a starter code for integrating Polygon io MCP with OpenAI Agents SDK to build a functional AI agent that can interact with Polygon io.

Key features:

  • Hosted MCP tool integration through Composio's Tool Router
  • SQLite session persistence for conversation history
  • Simple async chat loop for interactive testing
You can extend this by adding more toolkits, implementing custom business logic, or building a web interface around the agent.

How to build Polygon io MCP Agent with another framework

Claude Agent SDK logo

Claude Agent SDK

Use Polygon io MCP with Claude Agent SDK

Claude Code logo

Claude Code

Use Polygon io MCP with Claude Code

Claude Cowork logo

Claude Cowork

Use Polygon io MCP with Claude Cowork

Codex logo

Codex

Use Polygon io MCP with Codex

OpenClaw logo

OpenClaw

Use Polygon io MCP with OpenClaw

Hermes logo

Hermes

Use Polygon io MCP with Hermes

CLI logo

CLI

Use Polygon io MCP with CLI

Google ADK logo

Google ADK

Use Polygon io MCP with Google ADK

LangChain logo

LangChain

Use Polygon io MCP with LangChain

Vercel AI SDK logo

Vercel AI SDK

Use Polygon io MCP with Vercel AI SDK

Mastra AI logo

Mastra AI

Use Polygon io MCP with Mastra AI

LlamaIndex logo

LlamaIndex

Use Polygon io MCP with LlamaIndex

CrewAI logo

CrewAI

Use Polygon io MCP with CrewAI

FAQ

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

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

Can I use Tool Router MCP with OpenAI Agents SDK?

Yes, you can. OpenAI Agents SDK 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 io tools.

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

Yes, absolutely. You can configure which Polygon io 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 io data and credentials are handled as safely as possible.

Used by agents from

Context
Letta
glean
HubSpot
Agent.ai
Altera
DataStax
Entelligence
Rolai
Context
Letta
glean
HubSpot
Agent.ai
Altera
DataStax
Entelligence
Rolai
Context
Letta
glean
HubSpot
Agent.ai
Altera
DataStax
Entelligence
Rolai

Never worry about agent reliability

We handle tool reliability, observability, and security so you never have to second-guess an agent action.

Get started for freeGet a demo↗