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ML4T Data
ML4T Data Documentation
Unified market data acquisition from 19+ providers
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Installation

Quick Install

pip install ml4t-data
uv add ml4t-data
git clone https://github.com/stefan-jansen/ml4t-data.git
cd ml4t-data
uv sync

Provider Dependencies

Some providers require additional dependencies:

# Yahoo Finance (included by default)
pip install "ml4t-data[yahoo]"

# DataBento (institutional futures/options)
pip install "ml4t-data[databento]"

# OANDA (forex)
pip install "ml4t-data[oanda]"

# All providers
pip install "ml4t-data[all-providers]"

Development Installation

For contributing or running tests:

git clone https://github.com/stefan-jansen/ml4t-data.git
cd ml4t-data
uv sync --all-extras
pre-commit install

Verify Installation

from ml4t.data import __version__
print(f"ml4t-data version: {__version__}")

# Test a provider
from ml4t.data.providers import YahooFinanceProvider
provider = YahooFinanceProvider()
df = provider.fetch_ohlcv("AAPL", "2024-01-01", "2024-01-31")
print(f"Fetched {len(df)} rows")

Requirements

  • Python 3.9+
  • Polars (automatically installed)
  • Provider-specific SDKs (optional)