Feature/polygon-stock-quote: Add NBBO Quotes, with historical, to obb.stocks.quote()

[deeleeramone]

This PR adds Polygon as a provider to the obb.stocks.nbbo() function. This has a default limit of 25 results, but can return an unstable amount of data if desired. I have put an internal cap at 10M entries. The limit argument becomes important when requesting historical data, especially for the most trafficked tickers.

A typical day of SPY NBBO quotes will be around 5 million rows and nearly 1GB as a raw, uncompressed, CSV file. It is not recommended to go about it this way, but it is possible. Best practice would be to break up the request into smaller chunks - like an hour at a time - using the greater/less than parameters to bracket the period.

Just the default setting with only a ticker entered returns the most recent 25 NBBO Quotes:

Note examples here have a not-current name. The function and model have changed to nbbo, from quote.

obb.stocks.quote("TSLA", provider="polygon").to_df()

I looked into converting the condition and indicator codes but the reference tables in the Polygon documentation appear to be missing some entries and/or are not accurate.

For any query that includes a time, it must be formatted like this:

2023-10-27T16:01:00.000000000-04:00

Example of a bracketed request:

obb.stocks.quote("SPY", provider="polygon", timestamp_gt="2023-10-26T15:00:00.000000000-04:00",timestamp_lt="2023-10-26T15:30:00.000000000-04:00").to_df()

Yields 317,491 records between 3:00 and 3:30 yesterday:

Lower volume stocks are way less heavy, the entire day for CLOV yesterday produces only 11,046 rows.

obb.stocks.quote("CLOV", provider="polygon", timestamp="2023-10-26").to_df()

[jmaslek]

I would like to see this as a different endpoint than just quote. My biggest reasoning is just the pure amount of data you can get. Trying to just get a clean look, and oops i am now dealing with 6 GB