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Polygon · Google Sheets Guide

Pull Futures Quotes and OHLCV Bars Into a Google Sheet for Daily Review

2026-05-15
5 min read

The Scenario

You trade 10 futures contracts and start every morning with the same ritual: check current quotes, review the last 30 days of OHLCV bars, confirm the trading schedules. You've been doing it manually for six months — logging into Polygon, running API calls for each contract, pasting the results into your Excel workbook. Wait, you use Google Sheets. Pasting into your Google Sheet. The ritual takes 35 minutes every morning before you've looked at a single chart.

The bad version:

  • Query Polygon's futures quotes endpoint for the first contract.
  • Extract bid, ask, and last price, paste into the sheet next to the ticker.
  • Open the aggregates endpoint, pull 30 days of daily OHLCV, paste into the OHLCV tab.
  • Repeat for 9 more contracts, noticing around contract 6 that two futures tickers use a different naming convention in Polygon than the symbols you wrote in column A.

It's 9:15 AM. The market opened 15 minutes ago. You haven't looked at a chart yet.

The Easy Way: One Prompt in SheetXAI

SheetXAI is an AI agent inside your Google Sheet that connects to Polygon's futures endpoints and handles the symbol resolution and multi-endpoint pull in one step.

For each futures ticker in column A, fetch the latest quote from Polygon and write the bid, ask, and last price into columns B, C, and D.

What You Get

  • Columns B, C, D populated for each futures contract: Bid, Ask, Last Price.
  • Values from the most recent available quote.
  • Contracts where the quote is unavailable (e.g., outside trading hours) noted with "No quote" in column B.

What If the Data Is Not Quite Ready

I also need 30 days of OHLCV history, not just current quotes

Pull 30 days of daily OHLCV aggregate bars from Polygon for all futures contracts listed in column A and write the data into a new Futures OHLCV sheet.

Some tickers in column A are using front-month notation (e.g., ESM6) and I need the continuous contract

For each ticker in column A, resolve to the continuous contract ticker format in Polygon if the symbol appears to be a specific expiry contract, then fetch the last 30 days of daily OHLCV and write into the Futures OHLCV sheet.

I want quotes and OHLCV combined in a single summary row per contract

For each futures contract in column A, fetch the current bid, ask, and last price from Polygon and the 30-day OHLCV summary (high, low, close of the period) from the aggregates endpoint, and write bid, ask, last, 30D-high, 30D-low, and 30D-close into columns B through G.

Pull all quotes and OHLCV, flag any contract where today's bid-ask spread is wider than 0.5% of the last price, and sort by last price descending

For each futures ticker in column A, pull the current quote and last 30 days of OHLCV from Polygon, calculate the bid-ask spread as a percentage of last price, flag any contract where that spread exceeds 0.5% in column H, and sort the sheet by last price descending.

One prompt pulls both endpoints, calculates the spread quality flag, and sorts the output.

Try It

Get the 7-day free trial of SheetXAI and open any Google Sheet where you manage your futures book, then ask it to pull current quotes and price history from Polygon for your contract list. You might also want to pull technical indicators like RSI to contextualize the recent OHLCV data.

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