This repository hosts the Polygon.io Data Source Plugin Integration with the QuantConnect LEAN Algorithmic Trading Engine. LEAN is a brokerage agnostic operating system for quantitative finance. Thanks to plugins such as this LEAN can use data from many different sources.

LEAN is maintained primarily by QuantConnect, a US based technology company hosting a cloud algorithmic trading platform. QuantConnect has successfully hosted more than 200,000 live algorithms since 2015, and trades more than $1B volume per month.

Polygon.io was founded in 2017 by Quinton Pike as a "market data platform that allows developers to interface with the world's most accurate real-time and historical financial data" and which mission is "to break down the barriers that have traditionally limited access to high-quality financial data for all". Polygon.io provides institutional-grade Stocks, Options, Indices and Forex and Crypto Currencies data for business and educational purposes.