not necessary, use sigma products

I will advise you to distilled the pyrrole, especially for electrochemical measurements. Even when you receive it from Sigma-Aldrich it is slightly yellow. I will also advise you to use it right after distillation. After a few days, it starts to turn yellowish again. I hope this helps. Good luck!

Electrochemical experiments are very sensitive to even low levels of electrolytes and other impurities that may have different redox potentials than the solvent being used.  Therefore, distillation is preferred.

Thanks for the advices, I decide to distill it although it's cumbersome.