Like me, it was hard for me to install jq
In my attempts, I had many different errors, including the failed building wheel you receive. I assume that the problem was at my end, and not that the host was temporarily down. My setup: python 2 and 3, Jupyter, brew in addition to pip. The problem was probably due to some consistency in the package links, the brew doctor helped me determine which links were broken, and then brew link / unlink / overwrite.
In any case, I was successful only after brew removing jq, fixing all the links, and then updating brew and rebooting my system (maybe some kind of dependency was taken?).
Then and only then finally pip install jq worked
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