How to integrate Polygon MCP with LlamaIndex

This guide walks you through connecting Polygon to LlamaIndex using the Composio tool router. By the end, you'll have a working Polygon agent that can show the latest closing price for btc-usd, list all stock tickers traded on nasdaq, get the crypto rsi for eth over 14 days through natural language commands. This guide will help you understand how to give your LlamaIndex agent real control over a Polygon account through Composio's Polygon MCP server. Before we dive in, let's take a quick look at the key ideas and tools involved.

Polygon logoPolygon
Api Key

Polygon.io delivers real-time and historical APIs for stocks, crypto, forex, and options data. Get fast, reliable financial market data to power trading, research, and analytics.

89 Tools

Introduction

This guide walks you through connecting Polygon to LlamaIndex using the Composio tool router. By the end, you'll have a working Polygon agent that can show the latest closing price for btc-usd, list all stock tickers traded on nasdaq, get the crypto rsi for eth over 14 days through natural language commands.

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

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

Also integrate Polygon with

TL;DR

Here's what you'll learn:
  • Set your OpenAI and Composio API keys
  • Install LlamaIndex and Composio packages
  • Create a Composio Tool Router session for Polygon
  • Connect LlamaIndex to the Polygon MCP server
  • Build a Polygon-powered agent using LlamaIndex
  • Interact with Polygon through natural language

What is LlamaIndex?

LlamaIndex is a data framework for building LLM applications. It provides tools for connecting LLMs to external data sources and services through agents and tools.

Key features include:

  • ReAct Agent: Reasoning and acting pattern for tool-using agents
  • MCP Tools: Native support for Model Context Protocol
  • Context Management: Maintain conversation context across interactions
  • Async Support: Built for async/await patterns

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

The Polygon 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 account. It provides structured and secure access to real-time and historical financial market data, so your agent can retrieve market status, analyze price indicators, track dividends, and monitor crypto and stock tickers on your behalf.

  • Market status and holiday tracking: Instantly check if U.S. exchanges are open or closed and retrieve upcoming market holidays or early closures to plan trading activities.
  • Comprehensive ticker retrieval: Ask your agent to fetch all available ticker symbols across asset classes, including stocks, crypto, forex, and options, filtered by market or exchange.
  • Crypto technical analysis: Have your agent calculate moving averages (EMA, SMA), MACD, and RSI indicators for specific cryptocurrencies to support informed trading decisions.
  • Daily and historical price fetching: Let your agent retrieve daily open/close prices, previous day’s close, or detailed price history for cryptocurrencies and stocks with just a prompt.
  • Dividend data extraction: Effortlessly access up-to-date corporate dividend information for stocks, enabling portfolio reviews and income analysis.

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

Step by step10 STEPS
1

Prerequisites

Before you begin, make sure you have:
  • Python 3.8/Node 16 or higher installed
  • A Composio account with the API key
  • An OpenAI API key
  • A Polygon account and project
  • Basic familiarity with async Python/Typescript
2

Getting API Keys for OpenAI, Composio, and Polygon

OpenAI API key (OPENAI_API_KEY)
  • Go to the OpenAI dashboard
  • Create an API key if you don't have one
  • Assign it to OPENAI_API_KEY in .env
Composio API key and user ID
  • Log into the Composio dashboard
  • Copy your API key from Settings
    • Use this as COMPOSIO_API_KEY
  • Pick a stable user identifier (email or ID)
    • Use this as COMPOSIO_USER_ID
3

Installing dependencies

npm install @composio/llamaindex @llamaindex/openai @llamaindex/tools @llamaindex/workflow dotenv

Create a new Typescript project and install the necessary dependencies:

  • @composio/llamaindex: Composio's LlamaIndex integration
  • @llamaindex/openai: OpenAI LLM integration
  • @llamaindex/tools: MCP client for LlamaIndex
  • @llamaindex/workflow: Workflow framework for LlamaIndex
  • dotenv: Environment variable management
4

Set environment variables

bash
OPENAI_API_KEY=your-openai-api-key
COMPOSIO_API_KEY=your-composio-api-key
COMPOSIO_USER_ID=your-user-id

Create a .env file in your project root:

These credentials will be used to:

  • Authenticate with OpenAI's GPT-5 model
  • Connect to Composio's Tool Router
  • Identify your Composio user session for Polygon access
5

Import modules

import "dotenv/config";
import readline from "node:readline/promises";
import { stdin as input, stdout as output } from "node:process";

import { Composio } from "@composio/core";

import { mcp } from "@llamaindex/tools";
import { agent as createAgent } from "@llamaindex/workflow";
import { openai } from "@llamaindex/openai";

dotenv.config();

Create a new file called polygon_llamaindex_agent.ts and import the required modules:

Key imports:

  • dotenv.config loads .env at runtime
  • readline gives us a simple CLI chat loop
  • Composio is the main Composio SDK client
  • mcp connects to an MCP endpoint
  • createAgent builds a LlamaIndex agent
  • openai configures the LLM backend
6

Load environment variables and initialize Composio

const OPENAI_API_KEY = process.env.OPENAI_API_KEY;
const COMPOSIO_API_KEY = process.env.COMPOSIO_API_KEY;
const COMPOSIO_USER_ID = process.env.COMPOSIO_USER_ID;

if (!OPENAI_API_KEY) throw new Error("OPENAI_API_KEY is not set");
if (!COMPOSIO_API_KEY) throw new Error("COMPOSIO_API_KEY is not set");
if (!COMPOSIO_USER_ID) throw new Error("COMPOSIO_USER_ID is not set");

What's happening:

This ensures missing credentials cause early, clear errors before the agent attempts to initialise.

7

Create a Tool Router session and build the agent function

async function buildAgent() {

  console.log(`Initializing Composio client...${COMPOSIO_USER_ID!}...`);
  console.log(`COMPOSIO_USER_ID: ${COMPOSIO_USER_ID!}...`);

  const composio = new Composio({
    apiKey: COMPOSIO_API_KEY,
    provider: new LlamaindexProvider(),
  });

  const session = await composio.create(
    COMPOSIO_USER_ID!,
    {
      toolkits: ["polygon"],
    },
  );

  const mcpUrl = session.mcp.url;
  console.log(`Composio Tool Router MCP URL: ${mcpUrl}`);

  const server = mcp({
    url: mcpUrl,
    clientName: "composio_tool_router_with_llamaindex",
    requestInit: {
      headers: {
        "x-api-key": COMPOSIO_API_KEY!,
      },
    },
    // verbose: true,
  });

  const tools = await server.tools();

  const llm = openai({ apiKey: OPENAI_API_KEY, model: "gpt-5" });

  const agent = createAgent({
    name: "composio_tool_router_with_llamaindex",
        description : "An agent that uses Composio Tool Router MCP tools to perform actions.",
    systemPrompt:
      "You are a helpful assistant connected to Composio Tool Router."+
"Use the available tools to answer user queries and perform Polygon actions." ,
    llm,
    tools,
  });

  return agent;
}

What's happening here:

  • We create a Composio client using your API key and configure it with the LlamaIndex provider
  • We then create a tool router MCP session for your user, specifying the toolkits we want to use (in this case, polygon)
  • The session returns an MCP HTTP endpoint URL that acts as a gateway to all your configured tools
  • LlamaIndex will connect to this endpoint to dynamically discover and use the available Polygon tools.
  • The MCP tools are mapped to LlamaIndex-compatible tools and plug them into the Agent.
8

Create an interactive chat loop

async function chatLoop(agent: ReturnType<typeof createAgent>) {
  const rl = readline.createInterface({ input, output });

  console.log("Type 'quit' or 'exit' to stop.");

  while (true) {
    let userInput: string;

    try {
      userInput = (await rl.question("\nYou: ")).trim();
    } catch {
      console.log("\nAgent: Bye!");
      break;
    }

    if (!userInput) {
      continue;
    }

    const lower = userInput.toLowerCase();
    if (lower === "quit" || lower === "exit") {
      console.log("Agent: Bye!");
      break;
    }

    try {
      process.stdout.write("Agent: ");

      const stream = agent.runStream(userInput);
      let finalResult: any = null;

      for await (const event of stream) {
        // The event.data contains the streamed content
        const data: any = event.data;

        // Check for streaming delta content
        if (data?.delta) {
          process.stdout.write(data.delta);
        }

        // Store final result for fallback
        if (data?.result || data?.message) {
          finalResult = data;
        }
      }

      // If no streaming happened, show the final result
      if (finalResult) {
        const answer =
          finalResult.result ??
          finalResult.message?.content ??
          finalResult.message ??
          "";
        if (answer && typeof answer === "string" && !answer.includes("[object")) {
          process.stdout.write(answer);
        }
      }

      console.log(); // New line after streaming completes
    } catch (err: any) {
      console.error("\nAgent error:", err?.message ?? err);
    }
  }

  rl.close();
}

What's happening:

  • We're creating a direct terminal interface to chat with Polygon
  • The LLM's responses are streamed to the CLI for faster interaction.
  • The agent uses context to maintain conversation history
  • The agent processes the request, selects appropriate Polygon tools, and returns a result
  • We extract the answer from the result data structure and display it to the user
  • You can type 'quit' or 'exit' to stop the chat loop gracefully
  • Agent responses and any errors are streamed in a clear, readable format
9

Define the main entry point

async function main() {
  try {
    const agent = await buildAgent();
    await chatLoop(agent);
  } catch (err) {
    console.error("Failed to start agent:", err);
    process.exit(1);
  }
}

main();

What's happening here:

  • We're orchestrating the entire application flow
  • The agent gets built with proper error handling
  • Then we kick off the interactive chat loop so you can start talking to Polygon
10

Run the agent

npx ts-node llamaindex-agent.ts

When prompted, authenticate and authorise your agent with Polygon, then start asking questions.

Complete Code

Here's the complete code to get you started with Polygon and LlamaIndex:

import "dotenv/config";
import readline from "node:readline/promises";
import { stdin as input, stdout as output } from "node:process";

import { Composio } from "@composio/core";
import { LlamaindexProvider } from "@composio/llamaindex";

import { mcp } from "@llamaindex/tools";
import { agent as createAgent } from "@llamaindex/workflow";
import { openai } from "@llamaindex/openai";

dotenv.config();

const OPENAI_API_KEY = process.env.OPENAI_API_KEY;
const COMPOSIO_API_KEY = process.env.COMPOSIO_API_KEY;
const COMPOSIO_USER_ID = process.env.COMPOSIO_USER_ID;

if (!OPENAI_API_KEY) {
    throw new Error("OPENAI_API_KEY is not set in the environment");
  }
if (!COMPOSIO_API_KEY) {
    throw new Error("COMPOSIO_API_KEY is not set in the environment");
  }
if (!COMPOSIO_USER_ID) {
    throw new Error("COMPOSIO_USER_ID is not set in the environment");
  }

async function buildAgent() {

  console.log(`Initializing Composio client...${COMPOSIO_USER_ID!}...`);
  console.log(`COMPOSIO_USER_ID: ${COMPOSIO_USER_ID!}...`);

  const composio = new Composio({
    apiKey: COMPOSIO_API_KEY,
    provider: new LlamaindexProvider(),
  });

  const session = await composio.create(
    COMPOSIO_USER_ID!,
    {
      toolkits: ["polygon"],
    },
  );

  const mcpUrl = session.mcp.url;
  console.log(`Composio Tool Router MCP URL: ${mcpUrl}`);

  const server = mcp({
    url: mcpUrl,
    clientName: "composio_tool_router_with_llamaindex",
    requestInit: {
      headers: {
        "x-api-key": COMPOSIO_API_KEY!,
      },
    },
    // verbose: true,
  });

  const tools = await server.tools();

  const llm = openai({ apiKey: OPENAI_API_KEY, model: "gpt-5" });

  const agent = createAgent({
    name: "composio_tool_router_with_llamaindex",
    description:
      "An agent that uses Composio Tool Router MCP tools to perform actions.",
    systemPrompt:
      "You are a helpful assistant connected to Composio Tool Router."+
"Use the available tools to answer user queries and perform Polygon actions." ,
    llm,
    tools,
  });

  return agent;
}

async function chatLoop(agent: ReturnType<typeof createAgent>) {
  const rl = readline.createInterface({ input, output });

  console.log("Type 'quit' or 'exit' to stop.");

  while (true) {
    let userInput: string;

    try {
      userInput = (await rl.question("\nYou: ")).trim();
    } catch {
      console.log("\nAgent: Bye!");
      break;
    }

    if (!userInput) {
      continue;
    }

    const lower = userInput.toLowerCase();
    if (lower === "quit" || lower === "exit") {
      console.log("Agent: Bye!");
      break;
    }

    try {
      process.stdout.write("Agent: ");

      const stream = agent.runStream(userInput);
      let finalResult: any = null;

      for await (const event of stream) {
        // The event.data contains the streamed content
        const data: any = event.data;

        // Check for streaming delta content
        if (data?.delta) {
          process.stdout.write(data.delta);
        }

        // Store final result for fallback
        if (data?.result || data?.message) {
          finalResult = data;
        }
      }

      // If no streaming happened, show the final result
      if (finalResult) {
        const answer =
          finalResult.result ??
          finalResult.message?.content ??
          finalResult.message ??
          "";
        if (answer && typeof answer === "string" && !answer.includes("[object")) {
          process.stdout.write(answer);
        }
      }

      console.log(); // New line after streaming completes
    } catch (err: any) {
      console.error("\nAgent error:", err?.message ?? err);
    }
  }

  rl.close();
}

async function main() {
  try {
    const agent = await buildAgent();
    await chatLoop(agent);
  } catch (err: any) {
    console.error("Failed to start agent:", err?.message ?? err);
    process.exit(1);
  }
}

main();

Conclusion

You've successfully connected Polygon to LlamaIndex through Composio's Tool Router MCP layer. Key takeaways:
  • Tool Router dynamically exposes Polygon tools through an MCP endpoint
  • LlamaIndex's ReActAgent handles reasoning and orchestration; Composio handles integrations
  • The agent becomes more capable without increasing prompt size
  • Async Python provides clean, efficient execution of agent workflows
You can easily extend this to other toolkits like Gmail, Notion, Stripe, GitHub, and more by adding them to the toolkits parameter.
TOOLS

Supported Tools

Every Polygon action and event your agent gets out of the box.

Get 10-K Filing Sections

Tool to retrieve 10-K filing sections from the SEC.

Get Aggregates

Tool to fetch custom aggregate OHLCV bars for a stock.

Get All Tickers

Tool to retrieve all ticker symbols across asset classes.

Get Condition Codes

Tool to retrieve a unified list of trade and quote condition codes and their definitions.

Get Crypto Aggregates

Tool to retrieve aggregate bars for a cryptocurrency over a time range.

Get Crypto All Tickers Snapshot

Tool to retrieve snapshots for all cryptocurrency tickers.

Get Crypto EMA

Tool to calculate Exponential Moving Average (EMA) technical indicator for a crypto ticker.

Get Crypto Grouped Daily

Tool to retrieve daily grouped bars for all cryptocurrencies on a specified date.

Get Crypto Last Trade

Tool to retrieve the last trade for a specified cryptocurrency pair.

Get Crypto MACD

Tool to calculate Moving Average Convergence/Divergence (MACD) technical indicator for a crypto ticker.

Get Crypto Open/Close

Tool to fetch daily open and close prices for a given crypto pair on a specified date.

Get Crypto Previous Close

Tool to retrieve previous day’s close for a crypto ticker.

Get Crypto RSI

Tool to calculate the Relative Strength Index (RSI) for a cryptocurrency ticker.

Get Crypto SMA

Tool to calculate Simple Moving Average (SMA) technical indicator for a cryptocurrency ticker.

Get Crypto Ticker Book

Tool to retrieve the full L2 order book for a crypto ticker.

Get Crypto Trades

Tool to fetch historical trade data for a cryptocurrency ticker.

Get Dividends

Tool to retrieve dividend data for stocks.

Get Economy Inflation Indicators

Tool to retrieve key indicators of realized inflation including CPI and PCE price indexes.

Get Exponential Moving Average

Tool to retrieve the Exponential Moving Average for a stock ticker.

Get SEC Filing

Tool to retrieve SEC filing details by filing ID.

Get SEC Filing File

Tool to retrieve information about a specific SEC filing file.

Get Forex Aggregates

Tool to retrieve aggregate bars for a forex pair over a date range.

Get Forex EMA

Tool to calculate Exponential Moving Average (EMA) technical indicator for a forex pair.

Get Forex Grouped Daily Bars

Tool to retrieve daily grouped OHLC bars for all forex currency pairs on a specified date.

Get Forex Historical Quotes

Tool to retrieve historical forex quotes for a currency pair over a time range.

Get Forex Locales

Tool to list locales supported by Polygon's forex asset class.

Get Forex MACD

Tool to calculate Moving Average Convergence/Divergence (MACD) technical indicator for a forex pair.

Get Forex Previous Close

Tool to retrieve previous day's close for a forex ticker.

Get Forex Real-Time Currency Conversion

Tool to convert amounts between currency pairs using real-time forex rates.

Get Forex RSI

Tool to calculate the Relative Strength Index (RSI) technical indicator for a forex pair.

Get Forex SMA

Tool to calculate Simple Moving Average (SMA) technical indicator for a forex pair.

Get Forex Snapshot Losers

Tool to retrieve the current snapshot of the top losers in the forex market.

Get Futures Aggregates

Tool to retrieve historical OHLCV aggregates for a futures contract.

Get Futures Products

Tool to retrieve a comprehensive list of futures products with advanced filtering.

Get Futures Product Schedules

Tool to retrieve trading schedules for a futures product.

Get Futures Quotes

Tool to retrieve real-time quote data for a specified futures contract ticker.

Get Futures Schedules

Tool to retrieve futures trading schedules.

Get Futures Trades

Tool to retrieve tick-level trade data for a specified futures contract.

Get Historic Forex Ticks

Tool to get historic ticks for a currency pair on a specific date.

Get Inflation Expectations

Tool to retrieve inflation expectations data from the Federal Reserve based on Treasury yields and Cleveland Fed models.

Get IPO Data

Tool to retrieve comprehensive information on Initial Public Offerings (IPOs), including upcoming and historical events.

Get MACD

Tool to retrieve the Moving Average Convergence/Divergence (MACD) for a stock ticker.

Get Upcoming Market Holidays

Tool to retrieve upcoming market holidays and half-day closures.

Get Market Status

Tool to retrieve current market status.

Get Meta Conditions By Ticktype

Tool to retrieve condition code mappings for a specific tick type (trades or quotes).

Get News

Tool to retrieve recent news articles related to a ticker.

Get Stock Open/Close

Tool to fetch daily open and close prices for a stock on a specific date.

Get Option Chain Snapshot

Tool to fetch a real-time snapshot of all option contracts for an underlying asset.

Get Options Contract Overview

Tool to retrieve comprehensive details about a specific options contract including contract type, exercise style, expiration date, strike price, and underlying ticker.

Get Options Custom Bars

Tool to retrieve historical OHLC and volume data for options contracts over custom date ranges with configurable time windows.

Get Options EMA

Tool to calculate Exponential Moving Average (EMA) technical indicator for an options ticker.

Get Options MACD

Tool to calculate Moving Average Convergence/Divergence (MACD) technical indicator for an options ticker.

Get Option Snapshot

Tool to retrieve a real-time snapshot for a single option contract.

Get Options RSI

Tool to calculate Relative Strength Index (RSI) technical indicator for an options ticker.

Get Options SMA

Tool to calculate Simple Moving Average (SMA) technical indicator for an options ticker.

Get Previous Close

Tool to get previous trading day’s OHLC and volume for a stock.

Get reference exchanges

Tool to retrieve supported exchanges and their details.

Get reference markets

Tool to retrieve all supported markets from Polygon.

Get Reference Ticker Types

Tool to retrieve all ticker types supported by Polygon.

Get Related Companies

Tool to get a list of related companies for a ticker symbol based on various similarity metrics.

Get Risk Categories

Tool to retrieve risk factor taxonomy categories from SEC 10-K filings.

Get RSI

Tool to retrieve the Relative Strength Index (RSI) for a stock ticker.

Get Short Interest

Tool to retrieve bi-monthly aggregated short interest data for stocks reported to FINRA.

Get Short Volume

Tool to retrieve short volume data for stocks.

Get Simple Moving Average

Tool to retrieve the Simple Moving Average (SMA) for any ticker (stocks, forex, crypto).

Get All Stock Tickers Snapshot

Tool to retrieve the current market snapshot for all stock tickers.

Get Stock Snapshot Losers

Tool to retrieve the current snapshot of the top losers in the U.

Get Stock Snapshot Ticker

Tool to retrieve the current snapshot of a specific stock ticker.

Get Stock Splits

Tool to retrieve stock split events.

Get Stock Financials

Tool to retrieve historical financial data for a stock ticker from SEC filings.

Get Stock Float

Tool to retrieve stock float data showing the number and percentage of publicly tradable shares.

Get Stocks Balance Sheets

Tool to retrieve point-in-time balance sheet data including assets, liabilities, and equity from company SEC filings.

Get Stocks Cash Flow Statements

Tool to retrieve historical cash flow statement data from company SEC filings across quarterly, annual, and TTM frequencies.

Get Stocks Custom Bars

Tool to retrieve aggregated historical OHLC and volume data for a stock over custom date ranges with configurable time windows.

Get Stocks Daily Market Summary

Tool to retrieve daily OHLC, volume, and VWAP data for all U.

Get Stock Splits by Ticker

Tool to retrieve historical stock splits for a specific ticker symbol.

Get Simple Moving Average (SMA)

Tool to fetch Simple Moving Average (SMA) for a given stock ticker.

Get Ticker Company Details

Tool to retrieve detailed company information for a stock ticker.

Get Ticker Details

Tool to retrieve detailed information for a ticker.

Get Ticker Details (vX)

Tool to retrieve comprehensive details for a specific ticker symbol using Polygon's vX API.

Get Ticker Events

Tool to retrieve corporate events for a specific ticker.

Get Ticker Types

Tool to retrieve all ticker types supported by Polygon.

Get Treasury Yields

Tool to retrieve historical U.

Get V1 Meta Crypto Exchanges

Tool to retrieve a list of cryptocurrency exchanges using the legacy v1 API.

Last Quote for a Symbol

Tool to retrieve the last quote tick for a given stock symbol.

Last Trade for a Currency Pair

Tool to retrieve the last trade tick for a currency pair in the forex market.

List SEC Filing Files

Tool to retrieve files associated with an SEC filing.

List Options Contracts

Tool to list and filter options contracts by underlying ticker, type, expiration, strike, and more.

List SEC Filings

Tool to retrieve SEC filings from Polygon.

FAQ

Frequently asked questions

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

Yes, you can. LlamaIndex 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 tools.

Yes, absolutely. You can configure which Polygon 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.

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 data and credentials are handled as safely as possible.

Start with Polygon.It takes 30 seconds.

Managed auth, hosted MCP servers, and every Polygon tool your agent needs.Free to start.

Start building