MNT: Add error message to setup.py for old Python

setup.py

@@ -11,6 +11,19 @@
 import versioneer
 
 
+if sys.version_info[0] < 3:
+    error = """
+    Siphon greater than 0.9 requires Python 3.7 or above.
+    If you're using Python 2.7, please install Siphon v0.9.0,
+    which is the last release that supports Python 2.7,
+    though it is no longer maintained.
+
+    Python {py} detected.
+    """.format(py='.'.join([str(v) for v in sys.version_info[:3]]))
+
+    print(error)  # noqa: T001
+    sys.exit(1)
+
 ver = versioneer.get_version()
 
 # Need to conditionally add enum support for older Python