Providers

ML4T Data supports 20 live data providers with a unified API (plus synthetic and testing providers).

Provider Comparison

Provider	Asset Class	Free Tier	Async	API Key
Yahoo Finance	Stocks, ETFs, Crypto	Unlimited	Thread	No
CoinGecko	Crypto	10K+ coins	Native	No
FRED	Economic Data	120/min	Thread	Yes
Fama-French	Factors	Unlimited	Thread	No
AQR	Factors	Unlimited	Thread	No
Wiki Prices	Historical	Static	Thread	No
Kalshi	Prediction Markets	Public data	Thread	No
Polymarket	Prediction Markets	Public data	Thread	No
Binance Bulk	Crypto	Bulk downloads	Thread	No
NASDAQ ITCH	Tick Data	Sample data	Thread	No
EODHD	Global Stocks	500/day	Native	Yes
Tiingo	US Stocks	1000/day	Thread	Yes
TwelveData	Multi-asset	800/day	Native	Yes
DataBento	Futures, Options	$10 credits	Thread	Yes
Polygon	Multi-asset	Paid only	Thread	Yes
Finnhub	Global Stocks	30/day OHLCV	Thread	Yes
Binance API	Crypto	Unlimited	Native	No
OKX	Crypto Perpetuals	No geo-limits	Native	No
CryptoCompare	Crypto	Good	Native	Optional
Oanda	Forex	Demo only	Thread	Yes

Async Support

All providers support async via async_batch_load():

• Native async: Uses httpx.AsyncClient for true non-blocking I/O
• Thread-wrapped: Uses asyncio.to_thread() for sync SDKs

from ml4t.data.managers.async_batch import async_batch_load

async with YahooFinanceProvider() as provider:
    df = await async_batch_load(
        provider,
        symbols=["AAPL", "MSFT", "GOOGL"],
        start="2024-01-01",
        end="2024-12-31",
    )

Unified API

All providers implement the same interface:

provider.fetch_ohlcv(
    symbol="AAPL",
    start="2024-01-01",
    end="2024-12-31",
    frequency="daily"
)

Returns a Polars DataFrame with columns: timestamp, symbol, open, high, low, close, volume