For an explanation of how price data is served, including the definition of base intervals, see the data_availability.ipynb tutorial and the 'Serving Price Data' section of prices.base.PricesBase.__doc__.
The vast bulk of market_prices is data-source agnostic. Price sources can be added by subclassing PricesBase and concreting the abstract methods and attributes as described by PricesBase.__doc__.
Currently (Nov 2022) the yahoo API (via yahooquery is the only price source supported, implemented as the PricesYahoo class. This serves as the default 'out-the-box' data source.
On incorporating a further data provider it will be necessary to review PricesYahoo for potential common functionality that can be refactored back to either PricesBase or a common intermediary subclass. Also, it will be necessary to review PricesBase class for functionality that was assumed common although which, given the perspective of other providers, may prove unique to Yahoo or more appropriate to include to an intermediary class.
market_prices requires that the data source provides OHLCV data (open, high, low, close, volume).
A source will provide OHLCV prices at one or more interval. For example yahooquery provides for requesting historic prices at one of the following intervals: '1m', '2m', '5m', '15m', '30m', '60m', '90m' (in minutes) '1h' (in hours) '1d', '5d' (in days) '1wk' (in weeks) '1mo', '3mo' (in months)
See Serving Price Data section of PricesBase.__doc__ for notes on how only a subset of these available intervals are used as base intervals. A subclass's base intervals are defined by concreting the BaseInterval class attribute as an intervals._BaseInterval enumerator with members as base intervals (see PricesYahoo implementation for an example).
The BASE_LIMITS class attribute defines the default earliest dates / datetimes for which data for these base intervals is available. The base_limits property then offers availability limits as specifically applicable to the instance's symbols.