How to integrate Polygon MCP with OpenAI Agents SDK

This guide walks you through connecting Polygon to the OpenAI Agents SDK 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 OpenAI Agents SDK 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.

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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 the OpenAI Agents SDK 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 OpenAI Agents SDK 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

Claude Agent SDKClaude CodeClaude CoworkCodexOpenClawHermesCLIGoogle ADKLangChainVercel AI SDKMastra AILlamaIndexCrewAI

TL;DR

Here's what you'll learn:
  • Get and set up your OpenAI and Composio API keys
  • Install the necessary dependencies
  • Initialize Composio and create a Tool Router session for Polygon
  • Configure an AI agent that can use Polygon as a tool
  • Run a live chat session where you can ask the agent to perform Polygon operations

What is OpenAI Agents SDK?

The OpenAI Agents SDK is a lightweight framework for building AI agents that can use tools and maintain conversation state. It provides a simple interface for creating agents with hosted MCP tool support.

Key features include:

  • Hosted MCP Tools: Connect to external services through hosted MCP endpoints
  • SQLite Sessions: Persist conversation history across interactions
  • Simple API: Clean interface with Agent, Runner, and tool configuration
  • Streaming Support: Real-time response streaming for interactive applications

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 step09 STEPS
1

Prerequisites

Before starting, make sure you have:
  • Composio API Key and OpenAI API Key
  • Primary know-how of OpenAI Agents SDK
  • A live Polygon project
  • Some knowledge of Python or Typescript
2

Getting API Keys for OpenAI and Composio

OpenAI API Key
  • Go to the OpenAI dashboard and create an API key. You'll need credits to use the models, or you can connect to another model provider.
  • Keep the API key safe.
Composio API Key
3

Install dependencies

npm install @composio/openai-agents @openai/agents dotenv

Install the Composio SDK and the OpenAI Agents SDK.

4

Set up environment variables

bash
OPENAI_API_KEY=sk-...your-api-key
COMPOSIO_API_KEY=your-api-key
USER_ID=composio_user@gmail.com

Create a .env file and add your OpenAI and Composio API keys.

5

Import dependencies

import 'dotenv/config';
import { Composio } from '@composio/core';
import { OpenAIAgentsProvider } from '@composio/openai-agents';
import { Agent, hostedMcpTool, run, OpenAIConversationsSession } from '@openai/agents';
import * as readline from 'readline';
What's happening:
  • You're importing all necessary libraries.
  • The Composio and OpenAIAgentsProvider classes are imported to connect your OpenAI agent to Composio tools like Polygon.
6

Set up the Composio instance

dotenv.config();

const composioApiKey = process.env.COMPOSIO_API_KEY;
const userId = process.env.USER_ID;

if (!composioApiKey) {
  throw new Error('COMPOSIO_API_KEY is not set. Create a .env file with COMPOSIO_API_KEY=your_key');
}
if (!userId) {
  throw new Error('USER_ID is not set');
}

// Initialize Composio
const composio = new Composio({
  apiKey: composioApiKey,
  provider: new OpenAIAgentsProvider(),
});
What's happening:
  • dotenv.config() loads your .env file so COMPOSIO_API_KEY and USER_ID are available as environment variables.
  • Creating a Composio instance using the API Key and OpenAIAgentsProvider class.
7

Create a Tool Router session

// Create Tool Router session for Polygon
const session = await composio.create(userId as string, {
  toolkits: ['polygon'],
});
const mcpUrl = session.mcp.url;

What is happening:

  • You give the Tool Router the user id and the toolkits you want available. Here, it is only polygon.
  • The router checks the user's Polygon connection and prepares the MCP endpoint.
  • The returned session.mcp.url is the MCP URL that your agent will use to access Polygon.
  • This approach keeps things lightweight and lets the agent request Polygon tools only when needed during the conversation.
8

Configure the agent

// Configure agent with MCP tool
const agent = new Agent({
  name: 'Assistant',
  model: 'gpt-5',
  instructions:
    'You are a helpful assistant that can access Polygon. Help users perform Polygon operations through natural language.',
  tools: [
    hostedMcpTool({
      serverLabel: 'tool_router',
      serverUrl: mcpUrl,
      headers: { 'x-api-key': composioApiKey },
      requireApproval: 'never',
    }),
  ],
});
What's happening:
  • We're creating an Agent instance with a name, model (gpt-5), and clear instructions about its purpose.
  • The agent's instructions tell it that it can access Polygon and help with queries, inserts, updates, authentication, and fetching database information.
  • The tools array includes a hostedMcpTool that connects to the MCP server URL we created earlier.
  • The headers object includes the Composio API key for secure authentication with the MCP server.
  • requireApproval: 'never' means the agent can execute Polygon operations without asking for permission each time, making interactions smoother.
9

Start chat loop and handle conversation

// Keep conversation state across turns
const conversationSession = new OpenAIConversationsSession();

// Simple CLI
const rl = readline.createInterface({
  input: process.stdin,
  output: process.stdout,
  prompt: 'You: ',
});

console.log('\nComposio Tool Router session created.');
console.log('\nChat started. Type your requests below.');
console.log("Commands: 'exit', 'quit', or 'q' to end\n");

try {
  const first = await run(agent, 'What can you help me with?', { session: conversationSession });
  console.log(`Assistant: ${first.finalOutput}\n`);
} catch (e) {
  console.error('Error:', e instanceof Error ? e.message : e, '\n');
}

rl.prompt();

rl.on('line', async (userInput) => {
  const text = userInput.trim();

  if (['exit', 'quit', 'q'].includes(text.toLowerCase())) {
    console.log('Goodbye!');
    rl.close();
    process.exit(0);
  }

  if (!text) {
    rl.prompt();
    return;
  }

  try {
    const result = await run(agent, text, { session: conversationSession });
    console.log(`\nAssistant: ${result.finalOutput}\n`);
  } catch (e) {
    console.error('Error:', e instanceof Error ? e.message : e, '\n');
  }

  rl.prompt();
});

rl.on('close', () => {
  console.log('\n👋 Session ended.');
  process.exit(0);
});
What's happening:
  • The program prints a session URL that you visit to authorize Polygon.
  • After authorization, the chat begins.
  • Each message you type is processed by the agent using run().
  • The responses are printed to the console.
  • Typing exit, quit, or q cleanly ends the chat.

Complete Code

Here's the complete code to get you started with Polygon and OpenAI Agents SDK:

import 'dotenv/config';
import { Composio } from '@composio/core';
import { OpenAIAgentsProvider } from '@composio/openai-agents';
import { Agent, hostedMcpTool, run, OpenAIConversationsSession } from '@openai/agents';
import * as readline from 'readline';

const composioApiKey = process.env.COMPOSIO_API_KEY;
const userId = process.env.USER_ID;

if (!composioApiKey) {
  throw new Error('COMPOSIO_API_KEY is not set. Create a .env file with COMPOSIO_API_KEY=your_key');
}
if (!userId) {
  throw new Error('USER_ID is not set');
}

// Initialize Composio
const composio = new Composio({
  apiKey: composioApiKey,
  provider: new OpenAIAgentsProvider(),
});

async function main() {
  // Create Tool Router session
  const session = await composio.create(userId as string, {
    toolkits: ['polygon'],
  });
  const mcpUrl = session.mcp.url;

  // Configure agent with MCP tool
  const agent = new Agent({
    name: 'Assistant',
    model: 'gpt-5',
    instructions:
      'You are a helpful assistant that can access Polygon. Help users perform Polygon operations through natural language.',
    tools: [
      hostedMcpTool({
        serverLabel: 'tool_router',
        serverUrl: mcpUrl,
        headers: { 'x-api-key': composioApiKey },
        requireApproval: 'never',
      }),
    ],
  });

  // Keep conversation state across turns
  const conversationSession = new OpenAIConversationsSession();

  // Simple CLI
  const rl = readline.createInterface({
    input: process.stdin,
    output: process.stdout,
    prompt: 'You: ',
  });

  console.log('\nComposio Tool Router session created.');
  console.log('\nChat started. Type your requests below.');
  console.log("Commands: 'exit', 'quit', or 'q' to end\n");

  try {
    const first = await run(agent, 'What can you help me with?', { session: conversationSession });
    console.log(`Assistant: ${first.finalOutput}\n`);
  } catch (e) {
    console.error('Error:', e instanceof Error ? e.message : e, '\n');
  }

  rl.prompt();

  rl.on('line', async (userInput) => {
    const text = userInput.trim();

    if (['exit', 'quit', 'q'].includes(text.toLowerCase())) {
      console.log('Goodbye!');
      rl.close();
      process.exit(0);
    }

    if (!text) {
      rl.prompt();
      return;
    }

    try {
      const result = await run(agent, text, { session: conversationSession });
      console.log(`\nAssistant: ${result.finalOutput}\n`);
    } catch (e) {
      console.error('Error:', e instanceof Error ? e.message : e, '\n');
    }

    rl.prompt();
  });

  rl.on('close', () => {
    console.log('\nSession ended.');
    process.exit(0);
  });
}

main().catch((err) => {
  console.error('Fatal error:', err);
  process.exit(1);
});

Conclusion

This was a starter code for integrating Polygon MCP with OpenAI Agents SDK to build a functional AI agent that can interact with Polygon.

Key features:

  • Hosted MCP tool integration through Composio's Tool Router
  • SQLite session persistence for conversation history
  • Simple async chat loop for interactive testing
You can extend this by adding more toolkits, implementing custom business logic, or building a web interface around the agent.
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.

FRAMEWORKS

How to build Polygon MCP Agent with another framework

Claude Agent SDK logo

Claude Agent SDK

Use Polygon MCP with Claude Agent SDK

Claude Code logo

Claude Code

Use Polygon MCP with Claude Code

Claude Cowork logo

Claude Cowork

Use Polygon MCP with Claude Cowork

Codex logo

Codex

Use Polygon MCP with Codex

OpenClaw logo

OpenClaw

Use Polygon MCP with OpenClaw

Hermes logo

Hermes

Use Polygon MCP with Hermes

CLI logo

CLI

Use Polygon MCP with CLI

Google ADK logo

Google ADK

Use Polygon MCP with Google ADK

LangChain logo

LangChain

Use Polygon MCP with LangChain

Vercel AI SDK logo

Vercel AI SDK

Use Polygon MCP with Vercel AI SDK

Mastra AI logo

Mastra AI

Use Polygon MCP with Mastra AI

LlamaIndex logo

LlamaIndex

Use Polygon MCP with LlamaIndex

CrewAI logo

CrewAI

Use Polygon MCP with CrewAI

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. OpenAI Agents SDK 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.

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Karan skipped his own birthday party to fix our critical issue. It was 10pm and he diverted his Waymo to help us instead. This really sets the bar — it shows the commitment you need when users rely on your software.

Harsha Gaddipati
Harsha Gaddipati
Co-founder, Slashy

A lot of students tell us that the moment their connected tools start talking to each other inside Opennote feels almost magical. The agent just knows them, and it's immensely helped keep new users on the platform.

Abhi Arya
Abhi Arya
Co-founder, Opennote

We chose Composio over Pipedream because it delivered depth where it mattered — niche tools and tricky edge cases other platforms simply ignored. That gave us confidence to scale without compromising.

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Nirman Dave
CEO, Zams

As a solo builder, shipping fast is life or death. The only way I can outcompete incumbents is by outmanoeuvring them. Getting bogged down managing agent auth would have been a death sentence.

Ryan Yu
Ryan Yu
Founder, Extra Thursday

Before Composio, adding tool integrations was slow and resource-intensive. Each one could take weeks of engineering time, and maintaining them meant constantly keeping up with API changes.

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Founder & CEO, SwarmZero

With hands-on help from their founder, we integrated Gmail and Google Drive in just 30 minutes. This level of personal support and commitment is exactly what startups should strive for.

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Co-Founder, Ingram Technologies