Begin by setting up your development environment. Install necessary tools such as Node.js and npm, and ensure you have access to a code editor like Visual Studio Code. This will allow you to write scripts and manage dependencies effectively.

Obtain an API key from Polygon by signing up on their platform if you haven't already. Familiarize yourself with the Polygon API documentation to understand the endpoints and data structure you will be working with. Use HTTP clients like axios or fetch in your Node.js application to send requests to the Polygon API and retrieve the desired stock data.

Once you receive data from the Polygon API, parse the JSON response to extract the relevant information. Ensure that the data is formatted correctly and structured in a way that aligns with Convex's database requirements. This might involve transforming the data into JSON objects or arrays, depending on how you plan to store it in Convex.

Create a Convex project by following Convex's setup guide. Convex provides a serverless backend for web applications, which you can use to store and manipulate your data. Initialize a Convex project and configure the necessary schema to define how your data will be stored. You might need to define collections and indexes based on the type of stock data you are handling.

Develop a script or function within your Convex application to handle data ingestion. This script will take the structured data from step 3 and insert it into Convex's database. Use Convex's data mutation functions to perform create or update operations. Ensure that your script handles any potential errors during the data insertion process.

Implement a scheduling mechanism to periodically fetch and update data from the Polygon API to Convex. This could be done using a cron job on your server or by utilizing JavaScript's setInterval function in a serverless environment. The frequency of this schedule will depend on how often the stock data needs to be updated in Convex.

Continuously monitor the data flow between Polygon and Convex to ensure smooth operation. Implement logging within your data ingestion script to track successful operations and capture any errors that occur. Regularly review your Convex database to ensure data integrity and make adjustments to your script as needed to handle any changes in the API or data structure.

By following these steps, you'll be able to effectively move data from the Polygon Stock API to Convex without relying on third-party connectors or integrations.