OS X EL Capitan

[mxr0]

when trying to install with
sudo pip install bbqsql

i get the following error
error: could not create '/System/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7/greenlet': Operation not permitted

This is because from EL Capitan OS X no longer allows software to be installed in system directories,
not even by root.

Is there an option to set a different install directory?