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

Requirements

ml4t-data supports CPython 3.12, 3.13, and 3.14 on Linux, macOS, and Windows. Python 3.15 is temporarily excluded while upstream dependencies complete compatibility work.

Install from PyPI

pip install ml4t-data

With uv:

uv add ml4t-data

Install provider extras

The core package includes the synthetic provider and adapters that do not require separate Python packages. Install only the extras needed by your data sources:

pip install "ml4t-data[yahoo]"
pip install "ml4t-data[databento]"
pip install "ml4t-data[oanda]"
pip install "ml4t-data[cot]"

ml4t-data[all-providers] installs all published provider extras. Python packages do not supply vendor accounts, credentials, data licenses, or network access.

Verify the installation

import ml4t.data
from ml4t.data.providers import SyntheticProvider

data = SyntheticProvider(seed=42).fetch_ohlcv(
    "SYNTH", "2024-01-01", "2024-01-10", "daily"
)
assert ml4t.data.__version__
assert not data.is_empty()

Install for development

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

Run the repository gates before submitting a change:

uv run ruff check src/ tests/
uv run ruff format --check src/ tests/
uv run ty check
uv run pytest tests/ -q
uv run mkdocs build --strict
uv build