Metadata-Version: 2.4
Name: quantpad-data
Version: 0.1.0
Summary: Official Python client for the QuantPad market-data API
Project-URL: Documentation, https://api.quantpad.ai/external/docs
Author: QuantPad
License: Proprietary
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Typing :: Typed
Requires-Python: >=3.10
Requires-Dist: pandas<3,>=2.2
Requires-Dist: pyarrow>=18
Requires-Dist: requests>=2.32
Provides-Extra: rth
Requires-Dist: exchange-calendars>=4.5; extra == 'rth'
Provides-Extra: test
Requires-Dist: build>=1.2; extra == 'test'
Requires-Dist: pytest>=8; extra == 'test'
Description-Content-Type: text/markdown

# QuantPad Data Python SDK

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

```python
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.
