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January 2026

january-update
PYTHON SDK RELEASED
We’re thrilled to announce the official release of the Market Data Python SDK, built to make working with U.S. market data faster, safer, and more efficient for Python developers.
This SDK is designed to reduce integration time and operational friction, so you can focus on research, analysis, and production systems instead of plumbing.
Key Features
Type safety and early validation: Built on Pydantic, the SDK validates inputs before requests are sent. This provides strong typing, editor autocomplete, and clearer feedback during development, all designed to help you catch issues earlier in the lifecycle.
  • Flexible output formats
    : Choose the format that best fits your workflow: pandas or polars DataFrames, typed Python objects, JSON, or CSV. Switching formats requires no changes to your core logic.
  • Predictable error handling
    : Instead of raising exceptions, the SDK returns structured error results. This allows for cleaner control flow and more robust handling in automated and production environments.
  • Built-in reliability
    : Automatic retries with exponential backoff handle transient API issues transparently. The SDK also checks API status before retrying to ensure efficient and reliable data access.
  • Automatic rate-limit awareness
    : The SDK tracks usage and validates requests to help prevent rate-limit violations before they occur, reducing unexpected interruptions.
  • Advanced options filtering
    : Filter options chains by expiration type, strike ranges, delta, bid-ask spread, open interest, and volume directly at request time—no custom post-processing required.
  • Flexible date inputs
    : Use Unix timestamps, ISO strings, or spreadsheet-style dates. All inputs are normalized into Python datetime objects automatically.
  • Zero-configuration startup
    : Sensible defaults allow you to install and start immediately. Configuration via environment variables or parameters is supported when needed, but never mandatory.
  • Production-ready by design
    : Modern Python best practices, full type hints, comprehensive validation, and structured logging make the SDK suitable for research notebooks and live systems alike.
Also this month
: We added a new relative date keyphrase for both Sheets and API:
last session
  • This returns the date of the last closed market session. This keyphrase always gets the previous closed session, accounting for weekends, holidays, and half-days (which are counted as valid sessions).
  • For example, on Monday during market hours, it would return Friday's date. After market close on Monday, it would return Monday's date.
  • This allows you to always track the previous trading session without having to account for weekends, holidays, or other market closures in your formulas or API requests.