Choose a provider

Choose a provider from the data type, authentication, licensing, and update frequency required by the workflow. Provider pricing, quotas, and available history change independently of this library; confirm them with the provider before scheduling recurring work.

Start without an external service

Use SyntheticProvider for installation checks, tests, and examples that must run offline:

from ml4t.data.providers import SyntheticProvider

data = SyntheticProvider(seed=42).fetch_ohlcv(
    "SYNTH", "2024-01-01", "2024-01-10", "daily"
)

Select by responsibility

Requirement	Providers to evaluate	External boundary
Public cryptocurrency market data	CoinGecko, Binance, Binance Public, OKX	Network access and provider usage terms
Equity bars	Yahoo Finance, Alpaca, EODHD, Tiingo, Twelve Data, Massive, Finnhub	Some adapters require credentials, accounts, or paid history
Foreign exchange	OANDA, Twelve Data, FXMacroData	OANDA and Twelve Data require credentials
Futures and options	Databento, Binance, OKX	Historical or licensed data may be metered
Macroeconomic series	FRED, FXMacroData	FRED requires an API key for normal use
Research factors	Fama-French, AQR	Network access and source-specific terms
Prediction markets	Kalshi, Polymarket	Network access and changing public endpoints
Frozen equity history	Wiki Prices	Local historical dataset ending in 2018
CFTC positioning	COT	Install the cot extra

CryptoCompare remains available for evaluation but is not release-qualified until its live provider contract runs successfully on a release commit.

Check dependencies and credentials

Provider extras are explicit:

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

Credentialed adapters read the environment variables named in their provider guides. Do not place credentials in source code, notebooks, or committed configuration files.

Confirm capabilities in code

The registry records asset classes, authentication, and supported fetch operations:

from ml4t.data.providers import advertised_provider_specs

for spec in advertised_provider_specs():
    print(spec.name, sorted(spec.capabilities), spec.access_label, spec.extra)

A registered provider may support OHLCV, economic series, factors, or another capability-specific method. Do not assume that every adapter implements every operation.

Before scheduling updates

1. Read the provider-specific guide in the provider reference.
2. Confirm current account quotas, history, licensing, and redistribution terms with the provider.
3. Run a small request for the exact market, symbol format, frequency, and date range.
4. Set ML4T_DATA_PATH to an explicit storage location.
5. Use incremental updates so requests cover only missing ranges.
6. Handle authentication, rate-limit, network, and unavailable-data errors separately.

For a first successful workflow, continue with the quickstart.