How to integrate Polygon io MCP with Autogen

This guide walks you through connecting Polygon io to AutoGen using the Composio tool router. By the end, you'll have a working Polygon io agent that can get daily summary for aapl stock, retrieve latest news on tsla ticker, check if nyse market is open now through natural language commands. This guide will help you understand how to give your AutoGen agent real control over a Polygon io account through Composio's Polygon io 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 provides powerful APIs for real-time and historical market data—covering stocks, options, forex, and crypto. Instantly access reliable financial data to power your applications or trading strategies.

60 Tools

Introduction

This guide walks you through connecting Polygon io to AutoGen using the Composio tool router. By the end, you'll have a working Polygon io agent that can get daily summary for aapl stock, retrieve latest news on tsla ticker, check if nyse market is open now through natural language commands.

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

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

Also integrate Polygon io with

OpenAI Agents SDKClaude 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 required dependencies for Autogen and Composio
  • Initialize Composio and create a Tool Router session for Polygon io
  • Wire that MCP URL into Autogen using McpWorkbench and StreamableHttpServerParams
  • Configure an Autogen AssistantAgent that can call Polygon io tools
  • Run a live chat loop where you ask the agent to perform Polygon io operations

What is AutoGen?

Autogen is a framework for building multi-agent conversational AI systems from Microsoft. It enables you to create agents that can collaborate, use tools, and maintain complex workflows.

Key features include:

  • Multi-Agent Systems: Build collaborative agent workflows
  • MCP Workbench: Native support for Model Context Protocol tools
  • Streaming HTTP: Connect to external services through streamable HTTP
  • AssistantAgent: Pre-built agent class for tool-using assistants

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

The Polygon io 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 io account. It provides structured and secure access to real-time and historical financial market data, so your agent can pull ticker lists, fetch stock summaries, analyze technical indicators, and surface news updates on your behalf.

  • Comprehensive ticker discovery and lookup: Instantly retrieve detailed lists of supported stock, forex, crypto, and option tickers to power your trading dashboards or research tools.
  • Daily summary and technical analysis: Ask your agent to fetch daily price summaries, calculate exponential moving averages, MACD, or RSI for any supported ticker and timeframe.
  • Financial events and dividend insights: Pull up historical dividend distributions, keep tabs on scheduled market holidays, and plan trading activities around real exchange calendars.
  • Up-to-date market status monitoring: Have your agent check real-time market open/close statuses and trading conditions across multiple exchanges and asset classes.
  • Automated news aggregation for securities: Let your agent gather the latest news articles, sentiment analysis, and headlines for specific tickers, helping you stay informed with minimal effort.

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 step08 STEPS
1

Prerequisites

You will need:

  • A Composio API key
  • An OpenAI API key (used by Autogen's OpenAIChatCompletionClient)
  • A Polygon io account you can connect to Composio
  • Some basic familiarity with Autogen and Python async
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
  • Log in to the Composio dashboard.
  • Navigate to your API settings and generate a new API key.
  • Store this key securely as you'll need it for authentication.
3

Install dependencies

bash
pip install composio python-dotenv
pip install autogen-agentchat autogen-ext-openai autogen-ext-tools

Install Composio, Autogen extensions, and dotenv.

What's happening:

  • composio connects your agent to Polygon io via MCP
  • autogen-agentchat provides the AssistantAgent class
  • autogen-ext-openai provides the OpenAI model client
  • autogen-ext-tools provides MCP workbench support

4

Set up environment variables

bash
COMPOSIO_API_KEY=your-composio-api-key
OPENAI_API_KEY=your-openai-api-key
USER_ID=your-user-identifier@example.com

Create a .env file in your project folder.

What's happening:

  • COMPOSIO_API_KEY is required to talk to Composio
  • OPENAI_API_KEY is used by Autogen's OpenAI client
  • USER_ID is how Composio identifies which user's Polygon io connections to use
5

Import dependencies and create Tool Router session

python
import asyncio
import os
from dotenv import load_dotenv
from composio import Composio

from autogen_agentchat.agents import AssistantAgent
from autogen_ext.models.openai import OpenAIChatCompletionClient
from autogen_ext.tools.mcp import McpWorkbench, StreamableHttpServerParams

load_dotenv()

async def main():
    # Initialize Composio and create a Polygon io session
    composio = Composio(api_key=os.getenv("COMPOSIO_API_KEY"))
    session = composio.create(
        user_id=os.getenv("USER_ID"),
        toolkits=["polygon_io"]
    )
    url = session.mcp.url
What's happening:
  • load_dotenv() reads your .env file
  • Composio(api_key=...) initializes the SDK
  • create(...) creates a Tool Router session that exposes Polygon io tools
  • session.mcp.url is the MCP endpoint that Autogen will connect to
6

Configure MCP parameters for Autogen

python
# Configure MCP server parameters for Streamable HTTP
server_params = StreamableHttpServerParams(
    url=url,
    timeout=30.0,
    sse_read_timeout=300.0,
    terminate_on_close=True,
    headers={"x-api-key": os.getenv("COMPOSIO_API_KEY")}
)

Autogen expects parameters describing how to talk to the MCP server. That is what StreamableHttpServerParams is for.

What's happening:

  • url points to the Tool Router MCP endpoint from Composio
  • timeout is the HTTP timeout for requests
  • sse_read_timeout controls how long to wait when streaming responses
  • terminate_on_close=True cleans up the MCP server process when the workbench is closed
7

Create the model client and agent

python
# Create model client
model_client = OpenAIChatCompletionClient(
    model="gpt-5",
    api_key=os.getenv("OPENAI_API_KEY")
)

# Use McpWorkbench as context manager
async with McpWorkbench(server_params) as workbench:
    # Create Polygon io assistant agent with MCP tools
    agent = AssistantAgent(
        name="polygon_io_assistant",
        description="An AI assistant that helps with Polygon io operations.",
        model_client=model_client,
        workbench=workbench,
        model_client_stream=True,
        max_tool_iterations=10
    )

What's happening:

  • OpenAIChatCompletionClient wraps the OpenAI model for Autogen
  • McpWorkbench connects the agent to the MCP tools
  • AssistantAgent is configured with the Polygon io tools from the workbench
8

Run the interactive chat loop

python
print("Chat started! Type 'exit' or 'quit' to end the conversation.\n")
print("Ask any Polygon io related question or task to the agent.\n")

# Conversation loop
while True:
    user_input = input("You: ").strip()

    if user_input.lower() in ["exit", "quit", "bye"]:
        print("\nGoodbye!")
        break

    if not user_input:
        continue

    print("\nAgent is thinking...\n")

    # Run the agent with streaming
    try:
        response_text = ""
        async for message in agent.run_stream(task=user_input):
            if hasattr(message, "content") and message.content:
                response_text = message.content

        # Print the final response
        if response_text:
            print(f"Agent: {response_text}\n")
        else:
            print("Agent: I encountered an issue processing your request.\n")

    except Exception as e:
        print(f"Agent: Sorry, I encountered an error: {str(e)}\n")
What's happening:
  • The script prompts you in a loop with You:
  • Autogen passes your input to the model, which decides which Polygon io tools to call via MCP
  • agent.run_stream(...) yields streaming messages as the agent thinks and calls tools
  • Typing exit, quit, or bye ends the loop

Complete Code

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

python
import asyncio
import os
from dotenv import load_dotenv
from composio import Composio

from autogen_agentchat.agents import AssistantAgent
from autogen_ext.models.openai import OpenAIChatCompletionClient
from autogen_ext.tools.mcp import McpWorkbench, StreamableHttpServerParams

load_dotenv()

async def main():
    # Initialize Composio and create a Polygon io session
    composio = Composio(api_key=os.getenv("COMPOSIO_API_KEY"))
    session = composio.create(
        user_id=os.getenv("USER_ID"),
        toolkits=["polygon_io"]
    )
    url = session.mcp.url

    # Configure MCP server parameters for Streamable HTTP
    server_params = StreamableHttpServerParams(
        url=url,
        timeout=30.0,
        sse_read_timeout=300.0,
        terminate_on_close=True,
        headers={"x-api-key": os.getenv("COMPOSIO_API_KEY")}
    )

    # Create model client
    model_client = OpenAIChatCompletionClient(
        model="gpt-5",
        api_key=os.getenv("OPENAI_API_KEY")
    )

    # Use McpWorkbench as context manager
    async with McpWorkbench(server_params) as workbench:
        # Create Polygon io assistant agent with MCP tools
        agent = AssistantAgent(
            name="polygon_io_assistant",
            description="An AI assistant that helps with Polygon io operations.",
            model_client=model_client,
            workbench=workbench,
            model_client_stream=True,
            max_tool_iterations=10
        )

        print("Chat started! Type 'exit' or 'quit' to end the conversation.\n")
        print("Ask any Polygon io related question or task to the agent.\n")

        # Conversation loop
        while True:
            user_input = input("You: ").strip()

            if user_input.lower() in ['exit', 'quit', 'bye']:
                print("\nGoodbye!")
                break

            if not user_input:
                continue

            print("\nAgent is thinking...\n")

            # Run the agent with streaming
            try:
                response_text = ""
                async for message in agent.run_stream(task=user_input):
                    if hasattr(message, 'content') and message.content:
                        response_text = message.content

                # Print the final response
                if response_text:
                    print(f"Agent: {response_text}\n")
                else:
                    print("Agent: I encountered an issue processing your request.\n")

            except Exception as e:
                print(f"Agent: Sorry, I encountered an error: {str(e)}\n")

if __name__ == "__main__":
    asyncio.run(main())

Conclusion

You now have an Autogen assistant wired into Polygon io through Composio's Tool Router and MCP. From here you can:
  • Add more toolkits to the toolkits list, for example notion or hubspot
  • Refine the agent description to point it at specific workflows
  • Wrap this script behind a UI, Slack bot, or internal tool
Once the pattern is clear for Polygon io, you can reuse the same structure for other MCP-enabled apps with minimal code changes.
TOOLS

Supported Tools

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

Get All Tickers

Tool to retrieve a comprehensive list of supported ticker symbols across all asset classes.

Get Condition Codes

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

Get Crypto EMA

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

Get Crypto MACD

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

Get Crypto Open/Close

Tool to get the open, close, high, low, and volume for a cryptocurrency pair on a specific date.

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 Daily Open/Close

Tool to get the daily open, close, after-hours, and pre-market prices for a stock on a specific date.

Get Dividends

Tool to retrieve a historical record of cash dividend distributions for a given ticker.

Get Economy Inflation Indicators (Enhanced)

Tool to retrieve key indicators of realized inflation including CPI and PCE price indexes with comprehensive date filtering.

Get Exponential Moving Average

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

Get SEC Filing

Tool to retrieve detailed information about a specific SEC filing by filing ID.

Get SEC Filing File

Tool to download a specific file from an SEC filing.

Get Forex EMA

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

Get Forex MACD

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

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 Futures Quotes

Tool to get real-time quote information for futures contracts with bid/ask prices, sizes, and timestamps.

Get Grouped Daily Market Summary

Tool to retrieve daily OHLCV data for the entire market for a given date.

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, including market-based rates and Cleveland Fed model estimates.

Get IPO Data

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

Get Labor Market Data

Tool to retrieve labor market data including unemployment rate, labor force participation rate, average hourly earnings, and job openings.

Get MACD

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

Get Market Holidays

Tool to retrieve upcoming market holidays and their corresponding open/close times.

Get Market Status

Tool to retrieve the current trading status across major exchanges and currency markets.

Get News

Tool to retrieve the most recent news articles for a specified ticker.

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 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 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 Related Companies

Tool to retrieve tickers related to a given ticker based on similar business or market characteristics.

Get RSI

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

Get Simple Moving Average

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

Get Splits

Tool to retrieve historical stock split events for a given ticker.

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 Stocks Filings Risk Factors

Tool to retrieve risk factors identified in companies' 10K filings.

Get Stocks Filings Sections

Tool to retrieve raw text content from specific sections of SEC filings (10-K, 10-Q, etc.

Get Stocks Free Float

Tool to retrieve free float data for US-listed securities showing the most recent available number of shares available for public trading and the percentage of total shares outstanding.

Get Stocks Full Market Snapshot

Tool to retrieve a comprehensive snapshot of the entire U.

Get Stocks Income Statements

Tool to retrieve comprehensive income statement data including revenue, expenses, and net income from company SEC filings.

Get Stocks Previous Day Bar

Tool to retrieve the previous trading day's open, high, low, close (OHLC), and volume data for a stock ticker.

Get Stocks Risk Factor Taxonomies

Tool to retrieve the complete list of risk factor classifications used in the risk factors endpoint.

Get Stocks V1 Dividends

Tool to retrieve historical dividend payment records for US stocks with split-adjusted amounts and historical adjustment factors.

Get Short Interest Data

Tool to retrieve comprehensive FINRA short interest data that tracks the short selling metrics for securities on a specific settlement date.

Get Short Volume Data

Tool to retrieve short selling volume data for stock tickers.

Get Stocks V1 Splits

Tool to retrieve historical stock split and reverse split events for US equities with historical adjustment factors for price normalization.

Get Ticker Events

Tool to retrieve timeline of ticker change events such as symbol renaming or rebranding.

Get Ticker Overview

Tool to retrieve comprehensive details for a single ticker, including identifiers, industry, and branding assets.

Get Ticker Types

Tool to retrieve a list of all ticker types supported by Polygon.

Get Treasury Yields

Tool to retrieve daily market yields for US Treasury securities across standard maturities (1-month to 30-year).

List Exchanges

Tool to retrieve all exchanges supported by Polygon.

List Filing Files

Tool to retrieve files associated with an SEC filing by filing ID.

List SEC Filings

Tool to retrieve SEC filings from the Polygon.

List Options Contracts

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

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.

FRAMEWORKS

How to build Polygon io MCP Agent with another framework

OpenAI Agents SDK logo

OpenAI Agents SDK

Use Polygon io MCP with OpenAI Agents SDK

Claude Agent SDK logo

Claude Agent SDK

Use Polygon io MCP with Claude Agent SDK

Claude Code logo

Claude Code

Use Polygon io MCP with Claude Code

Claude Cowork logo

Claude Cowork

Use Polygon io MCP with Claude Cowork

Codex logo

Codex

Use Polygon io MCP with Codex

OpenClaw logo

OpenClaw

Use Polygon io MCP with OpenClaw

Hermes logo

Hermes

Use Polygon io MCP with Hermes

CLI logo

CLI

Use Polygon io MCP with CLI

Google ADK logo

Google ADK

Use Polygon io MCP with Google ADK

LangChain logo

LangChain

Use Polygon io MCP with LangChain

Vercel AI SDK logo

Vercel AI SDK

Use Polygon io MCP with Vercel AI SDK

Mastra AI logo

Mastra AI

Use Polygon io MCP with Mastra AI

LlamaIndex logo

LlamaIndex

Use Polygon io MCP with LlamaIndex

CrewAI logo

CrewAI

Use Polygon io MCP with CrewAI

FAQ

Frequently asked questions

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

Yes, you can. Autogen 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 io tools.

Yes, absolutely. You can configure which Polygon io 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 io data and credentials are handled as safely as possible.

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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.

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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.

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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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