I had done a python script to download data from alpha vantage but when I went to use it I realized it only lets me make 5 calls per minute and 500 calls per day, which means I would only be able to download 100 stocks in a month out of the 9633 they offer. I could use multiple apikeys to avoid waiting so much between calls but then I saw that polygon offers the same two years of data with 5 calls per minute and they offer 15 years with unlimited api calls for $100/month. So I'm going to make another script to download the free data, and then if I find it useful for backtesting I'll subscribe for one month and get the rest of the data. The problem is that alpha vantage made it pretty straight forward the process of downloading the data as csv but in polygon they only offer json format. It will take me a few days to be able to figure out how to download the data. So maybe someone already has a way to download the data and can share it. I'd appreciate it. I'm looking to download 1 min, 5 min, 15 min, 30 min and 60 min. Although I can just download the 1 minute and then resample the data.
looks like they have a python wrapper for their api. Poke around here a little and see if you can get something configured. https://github.com/polygon-io/client-python