diff --git a/docs/Makefile b/docs/Makefile
index 07c47bdf..d49ab547 100644
--- a/docs/Makefile
+++ b/docs/Makefile
@@ -19,10 +19,11 @@ ALLSPHINXOPTS   = -d $(BUILDDIR)/doctrees $(PAPEROPT_$(PAPER)) $(SPHINXOPTS) sou
 # the i18n builder cannot share the environment and doctrees with the others
 I18NSPHINXOPTS  = $(PAPEROPT_$(PAPER)) $(SPHINXOPTS) source
 
-.PHONY: help clean html dirhtml singlehtml pickle json htmlhelp qthelp devhelp epub latex latexpdf text man changes linkcheck doctest coverage gettext
+.PHONY: help build clean html dirhtml singlehtml pickle json htmlhelp qthelp devhelp epub latex latexpdf text man changes linkcheck doctest coverage gettext
 
 help:
 	@echo "Please use \`make <target>' where <target> is one of"
+	@echo "  build      to build the C and Cython extensions for zipline"
 	@echo "  html       to make standalone HTML files"
 	@echo "  dirhtml    to make HTML files named index.html in directories"
 	@echo "  singlehtml to make a single large HTML file"
@@ -51,38 +52,42 @@ help:
 clean:
 	rm -rf $(BUILDDIR)/*
 
-html:
+
+build:
+	cd .. && python setup.py build_ext --inplace
+
+html: build
 	$(SPHINXBUILD) -b html $(ALLSPHINXOPTS) $(BUILDDIR)/html
 	@echo
 	@echo "Build finished. The HTML pages are in $(BUILDDIR)/html."
 
-dirhtml:
+dirhtml: build
 	$(SPHINXBUILD) -b dirhtml $(ALLSPHINXOPTS) $(BUILDDIR)/dirhtml
 	@echo
 	@echo "Build finished. The HTML pages are in $(BUILDDIR)/dirhtml."
 
-singlehtml:
+singlehtml: build
 	$(SPHINXBUILD) -b singlehtml $(ALLSPHINXOPTS) $(BUILDDIR)/singlehtml
 	@echo
 	@echo "Build finished. The HTML page is in $(BUILDDIR)/singlehtml."
 
-pickle:
+pickle: build
 	$(SPHINXBUILD) -b pickle $(ALLSPHINXOPTS) $(BUILDDIR)/pickle
 	@echo
 	@echo "Build finished; now you can process the pickle files."
 
-json:
+json: build
 	$(SPHINXBUILD) -b json $(ALLSPHINXOPTS) $(BUILDDIR)/json
 	@echo
 	@echo "Build finished; now you can process the JSON files."
 
-htmlhelp:
+htmlhelp: build
 	$(SPHINXBUILD) -b htmlhelp $(ALLSPHINXOPTS) $(BUILDDIR)/htmlhelp
 	@echo
 	@echo "Build finished; now you can run HTML Help Workshop with the" \
 	      ".hhp project file in $(BUILDDIR)/htmlhelp."
 
-qthelp:
+qthelp: build
 	$(SPHINXBUILD) -b qthelp $(ALLSPHINXOPTS) $(BUILDDIR)/qthelp
 	@echo
 	@echo "Build finished; now you can run "qcollectiongenerator" with the" \
@@ -91,7 +96,7 @@ qthelp:
 	@echo "To view the help file:"
 	@echo "# assistant -collectionFile $(BUILDDIR)/qthelp/zipline.qhc"
 
-applehelp:
+applehelp: build
 	$(SPHINXBUILD) -b applehelp $(ALLSPHINXOPTS) $(BUILDDIR)/applehelp
 	@echo
 	@echo "Build finished. The help book is in $(BUILDDIR)/applehelp."
@@ -99,7 +104,7 @@ applehelp:
 	      "~/Library/Documentation/Help or install it in your application" \
 	      "bundle."
 
-devhelp:
+devhelp: build
 	$(SPHINXBUILD) -b devhelp $(ALLSPHINXOPTS) $(BUILDDIR)/devhelp
 	@echo
 	@echo "Build finished."
@@ -108,85 +113,85 @@ devhelp:
 	@echo "# ln -s $(BUILDDIR)/devhelp $$HOME/.local/share/devhelp/zipline"
 	@echo "# devhelp"
 
-epub:
+epub: build
 	$(SPHINXBUILD) -b epub $(ALLSPHINXOPTS) $(BUILDDIR)/epub
 	@echo
 	@echo "Build finished. The epub file is in $(BUILDDIR)/epub."
 
-latex:
+latex: build
 	$(SPHINXBUILD) -b latex $(ALLSPHINXOPTS) $(BUILDDIR)/latex
 	@echo
 	@echo "Build finished; the LaTeX files are in $(BUILDDIR)/latex."
 	@echo "Run \`make' in that directory to run these through (pdf)latex" \
 	      "(use \`make latexpdf' here to do that automatically)."
 
-latexpdf:
+latexpdf: build
 	$(SPHINXBUILD) -b latex $(ALLSPHINXOPTS) $(BUILDDIR)/latex
 	@echo "Running LaTeX files through pdflatex..."
 	$(MAKE) -C $(BUILDDIR)/latex all-pdf
 	@echo "pdflatex finished; the PDF files are in $(BUILDDIR)/latex."
 
-latexpdfja:
+latexpdfja: build
 	$(SPHINXBUILD) -b latex $(ALLSPHINXOPTS) $(BUILDDIR)/latex
 	@echo "Running LaTeX files through platex and dvipdfmx..."
 	$(MAKE) -C $(BUILDDIR)/latex all-pdf-ja
 	@echo "pdflatex finished; the PDF files are in $(BUILDDIR)/latex."
 
-text:
+text: build
 	$(SPHINXBUILD) -b text $(ALLSPHINXOPTS) $(BUILDDIR)/text
 	@echo
 	@echo "Build finished. The text files are in $(BUILDDIR)/text."
 
-man:
+man: build
 	$(SPHINXBUILD) -b man $(ALLSPHINXOPTS) $(BUILDDIR)/man
 	@echo
 	@echo "Build finished. The manual pages are in $(BUILDDIR)/man."
 
-texinfo:
+texinfo: build
 	$(SPHINXBUILD) -b texinfo $(ALLSPHINXOPTS) $(BUILDDIR)/texinfo
 	@echo
 	@echo "Build finished. The Texinfo files are in $(BUILDDIR)/texinfo."
 	@echo "Run \`make' in that directory to run these through makeinfo" \
 	      "(use \`make info' here to do that automatically)."
 
-info:
+info: build
 	$(SPHINXBUILD) -b texinfo $(ALLSPHINXOPTS) $(BUILDDIR)/texinfo
 	@echo "Running Texinfo files through makeinfo..."
 	make -C $(BUILDDIR)/texinfo info
 	@echo "makeinfo finished; the Info files are in $(BUILDDIR)/texinfo."
 
-gettext:
+gettext: build
 	$(SPHINXBUILD) -b gettext $(I18NSPHINXOPTS) $(BUILDDIR)/locale
 	@echo
 	@echo "Build finished. The message catalogs are in $(BUILDDIR)/locale."
 
-changes:
+changes: build
 	$(SPHINXBUILD) -b changes $(ALLSPHINXOPTS) $(BUILDDIR)/changes
 	@echo
 	@echo "The overview file is in $(BUILDDIR)/changes."
 
-linkcheck:
+linkcheck: build
 	$(SPHINXBUILD) -b linkcheck $(ALLSPHINXOPTS) $(BUILDDIR)/linkcheck
 	@echo
 	@echo "Link check complete; look for any errors in the above output " \
 	      "or in $(BUILDDIR)/linkcheck/output.txt."
 
-doctest:
+doctest: build
 	$(SPHINXBUILD) -b doctest $(ALLSPHINXOPTS) $(BUILDDIR)/doctest
 	@echo "Testing of doctests in the sources finished, look at the " \
 	      "results in $(BUILDDIR)/doctest/output.txt."
 
-coverage:
+coverage: build
 	$(SPHINXBUILD) -b coverage $(ALLSPHINXOPTS) $(BUILDDIR)/coverage
 	@echo "Testing of coverage in the sources finished, look at the " \
 	      "results in $(BUILDDIR)/coverage/python.txt."
 
-xml:
+xml: build
 	$(SPHINXBUILD) -b xml $(ALLSPHINXOPTS) $(BUILDDIR)/xml
 	@echo
 	@echo "Build finished. The XML files are in $(BUILDDIR)/xml."
 
-pseudoxml:
+pseudoxml: build
 	$(SPHINXBUILD) -b pseudoxml $(ALLSPHINXOPTS) $(BUILDDIR)/pseudoxml
 	@echo
 	@echo "Build finished. The pseudo-XML files are in $(BUILDDIR)/pseudoxml."