Each Python version uses a specific compiler version. In most cases, you should use the same compiler version for building python extensions.
| Visual C++ | CPython |
|---|---|
| 2015, 2017 | 3.7 |
| 2015 | 3.5,3.6 |
| 2010 | 3.3,3.4 |
| 2008 | 2.6, 2.7, 3.0, 3.1, 3.2 |
Currently, ONNXRuntime only supports Visual C++ 2017. Therefore, Python 3.7 seems to be the best choice.
CPython 3.7 is distributed with a VC++ 2017 runtime. Unlike the earlier VC++ version, VC++ 2017 Runtime is binary backward compatible with VC++ 2015. Which means you could build your application with VC++ 2015 then run it with VC++ 2017 runtime.