quantpad-data 0.1.0

Official Python client for the QuantPad market-data API

QuantPad Data Python SDK

pip install quantpad-data
export QUANTPAD_API_KEY=qp_live_...

import time
import quantpad_data as qpd

end = int(time.time() * 1000)
bars = qpd.get_bars("ES.FUT", "1m", end - 86_400_000, end)

for chunk in qpd.get_ticks(
    "AAPL", "trades", end - 3_600_000, end, columns=["t", "price", "size"]
):
    print(chunk.head())

matches = qpd.get_universe("apple", asset_class="equity")
coverage = qpd.get_coverage("AAPL")

QuantPadClient (also available as Client) accepts api_key=, base_url=, and max_retries=. The default client honors Retry-After and uses exponential backoff for transient failures. QuantPad notebooks remain compatible through QUANTPAD_NOTEBOOK_DATA_TOKEN.

Bars preserve the notebook helper's OHLCV aliases and smart futures back-adjustment default. Tick timestamps are epoch nanoseconds. Install quantpad-data[rth] for XNYS regular-session helpers.

This SDK intentionally exposes only bars, ticks, universe, coverage, and symbology. It does not proxy FRED or SEC EDGAR.