Version 1.0.0
Market Data Python SDK v1.0.0
We're excited to announce the first stable release of the Market Data Python SDK! This release provides a complete, production-ready interface for accessing real-time and historical financial market data.
Installation
pip install marketdata-sdk-pyOr using uv:
uv pip install marketdata-sdk-pyFor DataFrame support (pandas or polars):
pip install "marketdata-sdk-py[pandas]"
# or
pip install "marketdata-sdk-py[polars]"Key Features
Stocks
- Prices: Real-time and historical stock prices
- Quotes: Live bid/ask quotes with market depth
- Candles: OHLCV data with multiple timeframes
- Earnings: Earnings calendar and historical data
- News: Financial news and market updates
Options
- Chain: Complete options chains with Greeks
- Expirations: Available expiration dates
- Strikes: Strike prices for any expiration
- Quotes: Real-time options quotes
- Lookup: Find option symbols from natural language queries
Funds
- Candles: Historical OHLC data for mutual funds
Markets
- Status: Real-time market open/closed status for multiple countries
Core Capabilities
- Multiple Output Formats: Choose from DataFrames (pandas/polars), JSON, CSV, or Python objects
- Built-in Retry Logic: Automatic retry with exponential backoff for reliable data fetching
- Type-Safe: Full Pydantic validation and comprehensive type hints
- Zero Config: Works out of the box with sensible defaults
- Rate Limit Tracking: Automatic rate limit monitoring and management
- API Status Checking: Automatic service availability verification
Quick Start
from marketdata.client import MarketDataClient
# Initialize client (token from environment variable MARKETDATA_TOKEN)
client = MarketDataClient()
# Get stock prices
df = client.stocks.prices("AAPL")
# Get options chain
chain = client.options.chain("AAPL")
# Get market status
status = client.markets.status(countback=7)Documentation
- Full Documentation: README.md
- Stocks Guide: docs/stocks.md
- Options Guide: docs/options.md
- Funds Guide: docs/funds.md
- Markets Guide: docs/markets.md
Requirements
- Python >= 3.10 (tested on 3.10, 3.11, and 3.12)
Technical Details
- HTTP Client: Built on
httpxwith connection pooling - Validation: Pydantic v2 for input/output validation
- Retry Logic: Tenacity for robust error handling
- Type Safety: Full type hints throughout the codebase
License
MIT License - see LICENSE for details
Community
- Website: marketdata.app
- Discord: Join our community
- Twitter: @MarketDataApp
- Support: Helpdesk
Thank You
Thank you for using the Market Data Python SDK! We're committed to providing the best possible experience for accessing financial market data in Python.
Get Started Free: Sign up at www.marketdata.app/signup/ to get your free API token. Includes a 1-month free trial (no credit card required).