To begin, sign up for an account on the Polygon.io website if you haven't already. Once registered, navigate to the API section in your account settings to generate and retrieve your API key. This key is essential for authenticating your requests to the Polygon Stock API.

Familiarize yourself with the Polygon API documentation. Identify the specific endpoints you need for your data (e.g., stock prices, market data). Note the structure of the HTTP requests and the format of the JSON responses.

Open Google Sheets and create a new spreadsheet. Designate columns for the data fields you plan to import from the Polygon API, such as date, stock symbol, open price, close price, etc.

In Google Sheets, navigate to `Extensions` > `Apps Script`. This will open the Google Apps Script editor. Write a script to fetch data from the Polygon API. Use the `UrlFetchApp.fetch()` function to make HTTP GET requests to the API. Parse the JSON response using `JSON.parse()` and extract the desired data.

Example:
```javascript
function fetchDataFromPolygon() {
const apiKey = 'YOUR_POLYGON_API_KEY';
const url = `https://api.polygon.io/v1/some-endpoint?apiKey=${apiKey}`;
const response = UrlFetchApp.fetch(url);
const data = JSON.parse(response.getContentText());
// Extract and process the data
}
```

Within the same Apps Script, write a function to populate the fetched data into your Google Sheet. Use `SpreadsheetApp` to access and modify the sheet. Loop through the data and insert it into the appropriate cells.

Example:
```javascript
function updateSheetWithData(data) {
const sheet = SpreadsheetApp.getActiveSpreadsheet().getActiveSheet();
data.forEach((item, index) => {
sheet.getRange(index + 2, 1).setValue(item.date);
sheet.getRange(index + 2, 2).setValue(item.symbol);
sheet.getRange(index + 2, 3).setValue(item.open);
// Add more fields as necessary
});
}
```

To keep your data updated, set up a time-driven trigger in Google Apps Script. Go to the Triggers section and create a new trigger to run your fetch and update functions at your desired frequency (e.g., daily, hourly).

Execute your script manually in the Apps Script editor to ensure it is functioning correctly. Check the Google Sheet to verify that the data is being pulled and populated as expected. Debug any issues by checking for errors in the script editor's logs and adjusting your code accordingly.

By following these steps, you can move data from the Polygon Stock API to Google Sheets without relying on third-party connectors or integrations, using only Google Apps Script.