Pymssql is not found

I am trying to setup the recorder with MSSQL Server.

I am getting this when running:

[homeassistant.components.recorder] Error during connection setup: No module named ‘pymssql’ (retrying in 3 seconds)

pip3 install pymssql fails with:

pi@hassbian:~ $ sudo pip3 install pymssql
Looking in indexes: https://pypi.org/simple, https://www.piwheels.org/simple
Collecting pymssql
  Downloading https://files.pythonhosted.org/packages/2e/81/99562b93d75f3fc5956fa65decfb35b38a4ee97cf93c1d0d3cb799fffb99/pymssql-2.1.4.tar.gz (691kB)
    100% |████████████████████████████████| 696kB 422kB/s                                                                                                    Complete output from command python setup.py egg_info:
    /usr/lib/python3/dist-packages/setuptools/dist.py:47: DistDeprecationWarning: Do not call this function
      warnings.warn("Do not call this function", DistDeprecationWarning)
    Traceback (most recent call last):
      File "<string>", line 1, in <module>
      File "/tmp/pip-install-eizx65p2/pymssql/setup.py", line 88, in <module>
        from Cython.Distutils import build_ext as _build_ext
    ModuleNotFoundError: No module named 'Cython'

    ----------------------------------------
Command "python setup.py egg_info" failed with error code 1 in /tmp/pip-install-eizx65p2/pymssql/

Doing this fixes the problem:

sudo pip3 install cython