Official Python SDK

We're launching the official Aperiodic Python SDK — making it easier than ever to access our market microstructure data directly from Python.

Features

• Polars integration — All data returned as polars DataFrames for blazing-fast analytics
• Simple authentication — Configure your API key once and access all datasets
• Lazy loading — Stream data efficiently without loading everything into memory
• Type hints — Full type annotations for IDE support and better developer experience

Quick Start

from aperiodic import Client

client = Client(api_key="your-api-key")

# Fetch OHLCV data
df = client.ohlcv(
    exchange="binance",
    symbol="BTC-USDT",
    interval="1h",
    start="2024-01-01",
    end="2025-03-25",
)

Install via pip:

pip install aperiodic

The SDK handles authentication, pagination, and parquet deserialization automatically — so you can focus on your research.