The Scenario
It's Wednesday morning and you're three tickers deep into rebuilding a mean-reversion backtest that's been sitting half-done since last month. The strategy needs a full year of daily OHLCV bars for 50 positions — not summaries, not closes only, the full dataset with open, high, low, close, and volume for each trading day.
The bad version:
- Open Polygon's API documentation, write a call for the first ticker, paste the JSON into a text editor, extract the fields manually, format the dates, and copy the rows into a new worksheet named after the ticker.
- Repeat that process 49 more times, naming each worksheet correctly, realizing around ticker 28 that the date format changed between two requests.
- Spend 40 minutes finding which rows are off, correct them, and then discover that three tickers returned fewer than 252 rows because of trading halts you forgot to account for.
Running a backtest is hard enough. Spending the morning on data plumbing means the actual analysis gets pushed to Friday, which becomes next Monday, which becomes "we'll revisit this next quarter."
The Easy Way: One Prompt in SheetXAI
SheetXAI is an AI agent that sits inside your Excel workbook and talks to Polygon on your behalf. You describe what you need, and it handles the endpoint, the pagination, the date formatting, and the worksheet layout.
For each ticker in column A of my Watchlist sheet, pull daily OHLCV data from Polygon for the last 252 trading days and write date, open, high, low, close, and volume into a new worksheet named after each ticker.
What You Get
- A new worksheet for each ticker, named with the ticker symbol (e.g., AAPL, MSFT).
- Each worksheet contains 252 rows with columns: Date, Open, High, Low, Close, Volume.
- Dates formatted as YYYY-MM-DD, consistent across all tabs.
- If a ticker has fewer than 252 bars due to trading halts or recent listing, SheetXAI notes it in the worksheet header row rather than silently truncating.
What If the Data Is Not Quite Ready
The date range is in cells, not hardcoded
For each ticker in column A, pull daily OHLCV data from Polygon for the date range in cells B1 and C1 of my Watchlist sheet, and write each dataset into a separate worksheet named after the ticker.
Some tickers in column A are duplicated
Pull OHLCV data from Polygon for the unique tickers in column A of my Watchlist sheet (skip duplicates), and write each dataset into a worksheet named after the ticker.
I need just the closing prices as a single wide table, not separate tabs
Fetch daily close prices from Polygon for each ticker in column A for the last 252 trading days and write them into my Price History sheet with dates as rows and tickers as columns.
Clean bad data, fill gaps, then build the dataset
For each ticker in column A, pull 252 days of daily OHLCV from Polygon, flag any dates with zero volume as suspect in a new column, forward-fill any missing dates using the prior close, and write the cleaned dataset into a worksheet named after each ticker.
The pattern: asking for cleanup and data retrieval in one prompt saves the round-trip of doing them separately.
Try It
Get the 7-day free trial of SheetXAI and open any Excel workbook with a ticker column, then ask it to pull Polygon price history for your full list. You might also want to look at how to calculate RSI and MACD for the same watchlist or how to pull income statement data for a peer group.