diff --git a/src/pricehist/exceptions.py b/src/pricehist/exceptions.py
new file mode 100644
index 0000000..e393b97
--- /dev/null
+++ b/src/pricehist/exceptions.py
@@ -0,0 +1,53 @@
+class SourceError(Exception):
+    """Base exception for errors rased by sources"""
+
+
+class InvalidPair(SourceError, ValueError):
+    """An invalid pair was requested."""
+
+    def __init__(self, base, quote, source):
+        self.base = base
+        self.quote = quote
+        self.source = source
+        pair = "/".join([base, quote])
+        message = (
+            f"Invalid pair '{pair}'. "
+            f"Run 'pricehist source {source.id()} --symbols' "
+            f"for information about valid pairs."
+        )
+        super(InvalidPair, self).__init__(message)
+
+
+class InvalidType(SourceError, ValueError):
+    """An invalid price type was requested."""
+
+    def __init__(self, type, base, quote, source):
+        self.type = type
+        self.pair = "/".join([base, quote])
+        message = (
+            f"Invalid price type '{type}' for pair '{self.pair}'. "
+            f"Run 'pricehist source {source.id()} "
+            f"for information about valid types."
+        )
+        super(InvalidPair, self).__init__(message)
+
+
+class RequestError(SourceError):
+    """An error occured while making a request to the source."""
+
+    def __init__(self, message):
+        super(RequestError, self).__init__(f"{self.__doc__} {message}")
+
+
+class BadResponse(SourceError):
+    """A bad response was received from the source."""
+
+    def __init__(self, message):
+        super(BadResponse, self).__init__(f"{self.__doc__} {message}")
+
+
+class ResponseParsingError(SourceError):
+    """An error occurred while parsing data from the source."""
+
+    def __init__(self, message):
+        super(ResponseParsingError, self).__init__(f"{self.__doc__} {message}")