Polygon Stock API to ClickHouse Integration
AI-first ETL from Polygon Stock API into ClickHouse. Governed entities, incremental sync, typed landing tables.
How Datrise loads Polygon Stock API into ClickHouse
Datrise syncs Polygon Stock API's tickers, aggregate bars, trades, quotes, splits, and dividends into ClickHouse as a MergeTree table per source entity. Flexible or custom fields land in JSON or Map columns, and timestamps such as created, updated, and status changes are typed as DateTime64.
Sync is incremental: Datrise uses inserts into a ReplacingMergeTree keyed on stable id, so the latest version wins on merge, so re-runs update only what changed. Partition by month and order by (entity id, updated-at) for fast range scans. ClickHouse deduplicates asynchronously on merge, so Datrise uses ReplacingMergeTree and FINAL-safe queries rather than assuming immediate upserts.
Ideal for high-volume event analytics that need sub-second aggregation.
Endpoints
Polygon Stock API: Equities market data, trades, and aggregates.
ClickHouse: Columnar OLAP engine for fast aggregations.
How Polygon Stock API entities map to ClickHouse
| Polygon Stock API entity | ClickHouse object | Notes |
|---|---|---|
| tickers | polygon_stock_api_tickers | id PK · custom fields → JSON or Map columns |
| aggregate bars | polygon_stock_api_aggregate_bars | id PK · linked to polygon_stock_api_tickers |
| trades | polygon_stock_api_trades | id PK · linked to polygon_stock_api_tickers |
| quotes | polygon_stock_api_quotes | id PK · linked to polygon_stock_api_tickers |
FAQ
How does Datrise handle Polygon Stock API's custom fields in ClickHouse?
Flexible values are stored as JSON or Map columns, so new fields don't require a migration; strongly-typed fields — dates, numbers, and references — are promoted to native ClickHouse types.
How does the Polygon Stock API to ClickHouse sync stay up to date?
It runs incrementally — Datrise uses inserts into a ReplacingMergeTree keyed on stable id, so the latest version wins on merge.
Related pipelines
More destinations for Polygon Stock API
- Polygon Stock API → DuckDB
- Polygon Stock API → Amazon Athena
- Polygon Stock API → Amazon S3 Data Lake
- Polygon Stock API → Azure Data Lake Storage
- Polygon Stock API → Azure Synapse
- Polygon Stock API → Spreadsheets
- Polygon Stock API → Airtable
- Polygon Stock API → CSV Files
- Polygon Stock API → MongoDB
- Polygon Stock API → Supabase
- Polygon Stock API → Neon
- Polygon Stock API → PlanetScale
More sources for ClickHouse
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