I read your article Real Time Data In Excel Using Sockets. There is this line: All the heavy lifting is done by the GDAXRTD class. I don't use GDAX, and I have no idea how to adjust this code for a different websocket. I use Polygon.io and want to import their one second aggregate data into excel. It sends stock prices out every one second for each stock.
Hi Steven,
I can't get this to work because every time I try to authenticate with Polygon I just get the message back "authentication failed".
I've set up a free account and have created 2 API keys. I can connect to the websocket successfully but the next step (auth) fails no matter what I try.
I'm following these examples exactly https://polygon.io/sockets but no joy. I suspect perhaps that as a free member I may have some restrictions on the API data I can subscribe to but this is not made clear in any of the documentation I can find on Polygon's website.
If you have an API key can you please share it with me. Or create another one just for testing and you can then delete it later.
You can send it to me via the Helpdesk if you want to keep the API key private.
regards
Phil
