Providers

ML4T Data supports 20+ live and specialized data providers, plus synthetic and testing providers.

For the wider vendor landscape, including sources the library does not wrap, see Market Data Sources, Fundamental Data Sources and Alternative Data Sources.

Provider Comparison

Provider	Asset Class	Access	Async	API Key
Yahoo Finance	Stocks, ETFs, Crypto	Unlimited	Thread	No
CoinGecko	Crypto	10K+ coins	Native	No
FRED	Economic Data	120/min	Thread	Yes
FXMacroData	FX Macro, Forex Context	Public USD/free endpoints	Thread	Optional
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 Public	Crypto	Bulk downloads	Thread	No
NASDAQ ITCH	Tick Data	Sample data	Thread	No
EODHD	Global Stocks	20 calls/day	Native	Yes
Tiingo	US Stocks	1000/day	Thread	Yes
TwelveData	Multi-asset	800/day	Native	Yes
DataBento	Futures, Options	Free metadata; metered history	Thread	Yes
Massive	Multi-asset	Account-dependent	Thread	Yes
Finnhub	US quotes; premium OHLCV	60 requests/minute	Thread	Yes
Binance	Crypto	Unlimited	Native	No
OKX	Crypto Perpetuals	No geo-limits	Native	No
CryptoCompare	Crypto	Unverified for 0.1.0	Native	Required
Oanda	Forex	Demo only	Thread	Yes

Async Support

OHLCV providers that implement fetch_ohlcv_async() can use 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",
    )

Provider APIs

OHLCV providers use the following 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

Other providers expose capability-specific methods. FRED uses fetch_ohlcv() for one series, fetch_multiple() for batches, and fetch_series_metadata() for descriptors. Factor providers use fetch(). Specialized providers document their contracts on their provider pages. Check the provider's capabilities before passing it to DataManager or async_batch_load().

Selection by Requirement

Requirement	Providers to Evaluate
No credential	Yahoo Finance, CoinGecko, Fama-French, AQR, Kalshi, Polymarket, Binance Public, NASDAQ ITCH
US equities	Yahoo Finance, Alpaca, Tiingo, Massive
Global equities	EODHD, Finnhub, Twelve Data
Futures and options	Databento, Massive
Cryptocurrency	Binance, Binance Public, OKX, CoinGecko, CryptoCompare
Foreign exchange	Oanda, Twelve Data, FXMacroData
Economic series	FRED, FXMacroData
Academic factors	Fama-French, AQR
Equity fundamentals	Yahoo Finance, EODHD, Finnhub, Massive; other vendors and the SEC routes are compared in Fundamental Data Sources

Provider access, coverage, retention, and redistribution terms can differ by account tier. Confirm the provider page and the provider's current terms before selecting it for a production dataset. CryptoCompare is included for evaluation but is not release-qualified for 0.1.0 because account registration was unavailable during release validation and no live contract evidence was obtained.

Authentication

The library reads credentials from constructor arguments, typed configuration, or process environment variables. It does not automatically load a project .env file. Applications that use .env files must load them before constructing a provider.

Provider	Environment Variables
Alpaca	APCA_API_KEY_ID and APCA_API_SECRET_KEY, or ALPACA_API_KEY and ALPACA_API_SECRET
Tiingo	TIINGO_API_KEY
Finnhub	FINNHUB_API_KEY
EODHD	EODHD_API_KEY
FRED	FRED_API_KEY
FXMacroData	FXMACRODATA_API_KEY or FXMD_API_KEY
CoinGecko	COINGECKO_API_KEY (optional)
CryptoCompare	CRYPTOCOMPARE_API_KEY
Oanda	OANDA_API_KEY
Massive	MASSIVE_API_KEY or legacy POLYGON_API_KEY
Twelve Data	TWELVE_DATA_API_KEY
Databento	DATABENTO_API_KEY

Error Handling

Provider failures use the package exception hierarchy:

from ml4t.data.core.exceptions import (
    AuthenticationError,
    DataNotAvailableError,
    DataValidationError,
    RateLimitError,
    SymbolNotFoundError,
)

try:
    frame = provider.fetch_ohlcv("AAPL", "2024-01-01", "2024-06-01", "daily")
except AuthenticationError:
    # Credential is missing, invalid, or unauthorized for the endpoint.
    ...
except RateLimitError:
    # Retry policy was exhausted or the provider requested a later retry.
    ...
except (SymbolNotFoundError, DataNotAvailableError):
    # The symbol or requested range is unavailable.
    ...
except DataValidationError:
    # The response did not satisfy the provider data contract.
    ...

Reuse provider instances across requests so their HTTP connection pools and rate-limit state remain effective. Close them explicitly or use their context-manager interface when the provider supports it.