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Installation (Python SDK)

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This guide will help you install the Market Data Python SDK and configure it for your needs.

Prerequisites​

  • Python >= 3.10

Basic Installation​

Install the Market Data Python SDK from PyPI:

pip install marketdata-sdk-py

Installation with DataFrame Support​

The SDK supports multiple DataFrame libraries for OutputFormat.DATAFRAME. To use DataFrame output format, you need to install at least one DataFrame library.

pip install "marketdata-sdk-py[pandas]"

Install with polars​

pip install "marketdata-sdk-py[polars]"

Install with both pandas and polars​

pip install "marketdata-sdk-py[pandas,polars]"

Optional Dependencies​

The SDK supports multiple DataFrame libraries for OutputFormat.DATAFRAME. You must install at least one of the following:

  • pandas (recommended): pandas>=2.3.3
  • polars: polars-lts-cpu>=1.33.1

DataFrame Handler Priority​

When using OutputFormat.DATAFRAME, the SDK automatically selects an available DataFrame library in the following order:

  1. pandas (if installed)
  2. polars (if pandas is not installed)

If neither pandas nor polars is installed, a ValueError will be raised when attempting to use OutputFormat.DATAFRAME:

ValueError: No dataframe output handler found
info

You can use other output formats (OutputFormat.INTERNAL, OutputFormat.JSON, OutputFormat.CSV) without installing pandas or polars.

Local Development Installation​

For local development, install from the project directory:

# Clone the repository
git clone https://github.com/MarketDataApp/sdk-py.git
cd sdk-py

# Install the package
pip install .

# Or install with optional dependencies
pip install ".[pandas]"

Core Dependencies​

The SDK includes the following core dependencies (installed automatically):

  • httpx>=0.28.1: HTTP client library for making API requests
  • pydantic>=2.12.5: Data validation and settings management
  • pydantic-settings>=2.12.0: Configuration management from environment variables
  • tenacity>=9.1.2: Retry logic library for handling transient errors

Next Steps​

After installation, you'll need to:

  1. Set up your authentication token
  2. Learn about the client and how to make your first API requests
  3. Configure settings to customize output format, date format, and other universal parameters