Raw Socket Programming UDP Python

You didn't specify where you want that custom field. This example lets you build the UDP header at will (at least on Linux - there might be OS-dependent behaviour):

from socket import *
import struct
s = socket(AF_INET, SOCK_RAW, IPPROTO_UDP)
data = 'string'
sport = 4711    # arbitrary source port
dport = 45134   # arbitrary destination port
length = 8+len(data);
checksum = 0
udp_header = struct.pack('!HHHH', sport, dport, length, checksum)
s.sendto(udp_header+data, ('', 0));

Tested with:

# socat -u UDP:localhost:4711 - &
# netstat -up
Active Internet connections (w/o servers)
Proto Recv-Q Send-Q Local Address           Foreign Address         State       PID/Program name
udp        0      0 localhost:45134         localhost:4711          ESTABLISHED 2663/socat      
# tcpdump -ilo -vv -x
11:32:07.409163 IP (tos 0x0, ttl 64, id 0, offset 0, flags [DF], proto UDP (17), length 34)
localhost.4711 > localhost.45134: [no cksum] UDP, length 6
    0x0000:  4500 0022 0000 4000 4011 3cc9 7f00 0001
    0x0010:  7f00 0001 1267 b04e 000e 0000 7374 7269
    0x0020:  6e67