This example looks at a destination folder and will only download the latest files that are not already in that folder. I haven't tested it with an empty folder. Use this when you need to have a chron / scheduled job that will download the latest data on a nightly basis.
Obviously, requires a subscription. You probably should read their documentation.
IMPORTANT! THIS EXAMPLE REQUIRES SOME CONFIGURATION BEFORE IT WILL WORK!
This example uses an environment variable file to hold secrets so it doesn't hardcode them in your code. That's insecure. Never do that.
To get this to work:
Add an .env file as a child to the Project (not solution).
The contents must be in the form:
AWS_ACCESS_KEY_ID=xxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx
AWS_SECRET_ACCESS_KEY=xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
S3_SERVICE_URL=https://files.polygon.io
S3_BUCKET_NAME=flatfiles
S3_PREFIX=us_stocks_sip/day_aggs_v1/
You can get your subscription-specific information from: https://polygon.io/dashboard/flat-files
As far as the S3_PREFIX setting goes, you'll modify this so you get the type of data you want.
Go here, click on one of the types of "Flat Files" you want
from the TOC on the left, in the "File Browser", click a Year and the a Month, and when you see
a day, click the </> Code button, click the Boto3 tab, find the object_key and copy the
first two segments of that (ex. us_stocks_sip/day_aggs_v1/).
AND MOST IMPORTANTLY, select the file, then in the Properties window, set the Copy to output directory
to Copy if newer.