build python script to get stock market data

Hi,

I'm interested in a Python script to get some stock market data using Polygon.io API (I will provide API key to develop the script)

I wanna filter for > 10% gappers (stocks that opens 10% higher or lower than yesterday's close) for a given period of time (past month, past year...)

Once the stocks are filtered, I'm interested in getting the following data from those:

- Ticker
- Date
- Gap Percentage
- Open
- Close
- High
- Low
- Volume
- Market Cap
- Outstanding shares
- Time for High Price
- Highest Price in first 5min of trading
- High between 10am - 12
- High between 12 - 2pm
- High between 2 - 4pm


The result should be a CSV file.


Thanks!