pandas-datareader Documentation

Release 0.8.0+4.gec799a0

pydata

Sep 23, 2019

 Contents

1 Usage 3

2 Documentation 5

3 Installation 7
3.1 Requirements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.2 Install latest release version via pip . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
3.3 Install latest development version . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

4 Documentation 9
4.1 What’s New . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
4.2 Remote Data Access . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
4.3 Caching queries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
4.4 Other Data Sources . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
4.5 Data Readers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

5 Indices and tables 53

Python Module Index 55

Index 57

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Up to date remote data access for pandas, works for multiple versions of pandas.

Warning: v0.8.0 is the last version which officially supports Python 2.7. Future versions of
pandas_datareader will end support for Python 2.x.

Warning: As of v0.8.0 Robinhood has been immediately deprecated due to large changes in their API and no
stable replacement.

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2 Contents
 CHAPTER 1

Usage

Starting in 0.19.0, pandas no longer supports pandas.io.data or pandas.io.wb, so you must replace your
imports from pandas.io with those from pandas_datareader:

from pandas.io import data, wb # becomes

from pandas_datareader import data, wb

Many functions from the data module have been included in the top level API.

import pandas_datareader as pdr

pdr.get_data_fred('GS10')

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4 Chapter 1. Usage
 CHAPTER 2

Documentation

Stable documentation is available on github.io. A second copy of the stable documentation is hosted on read the docs
for more details.
Development documentation is available for the latest changes in master.

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6 Chapter 2. Documentation
 CHAPTER 3

Installation

3.1 Requirements

Using pandas datareader requires the following packages:

• pandas>=0.19.2
• lxml
• requests>=2.3.0
Building the documentation additionally requires:
• matplotlib
• ipython
• requests_cache
• sphinx
• sphinx_rtd_theme
Development and testing additionally requires:
• black
• coverage
• codecov
• coveralls
• flake8
• pytest
• pytest-cov
• wrapt

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3.2 Install latest release version via pip

$ pip install pandas-datareader

3.3 Install latest development version

$ pip install git+https://github.com/pydata/pandas-datareader.git

or

$ git clone https://github.com/pydata/pandas-datareader.git

$ python setup.py install

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 CHAPTER 4

Documentation

Contents:

4.1 What’s New

These are new features and improvements of note in each release.

4.1.1 v0.8.0 (September 22, 2019)

Highlights include:
• A new connector for Econdb was introduced. Econdb provides aggregated economic data from 90+ official
statistical agencies (GH615)
• Migrated IEX readers to IEX Cloud. All readers now require an API token (IEX_API_KEY) (GH638)
• Removal of Google Finance and Morningstar, which were deprecated in 0.7.0
• Immediate deprecation of Robinhood for quotes and historical data. Robinhood ended support for these end-
points in 1/2019

What’s new in v0.8.0

• Enhancements
• Backwards incompatible API changes
• Bug Fixes
• Contributors

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Enhancements

• Added Tiingo IEX Historical reader. (GH619)

• Added support for Alpha Vantage intraday time series prices (:issue: 631)
• Up to 15 years of historical prices from IEX with new platform, IEX Cloud
• Added testing on Python 3.7 (GH667)
• Allow IEX to read less than 1 year of data (GH649)
• Allow data download from Poland using stooq (GH597)
• All time series readers now use a rolling default starting date (most are 5 years before the current date. Intraday
readers are 3-5 days from the current date)

Backwards incompatible API changes

• Immediate deprecation of Robinhood for quotes and historical data. Robinhood ended support for these end-
points in 1/2019. The Robinhood quotes and daily readers will raise an ImmediateDeprecationError
when called.
• Usage of all IEX readers requires an IEX Cloud API token, which can be passed as a parameter or stored in the
environment variable IEX_API_TOKEN
• Deprecated access_key in favor of api_key in DataReader. (GH693)

Bug Fixes

• Fix Yahoo! actions issue where dividends are adjusted twice as a result of a change to the Yahoo! API. (:issue:
583)
• Fix AlphaVantage time series data ordering after provider switch to descending order (maintains ascending order
for consistency). (:issue: 662)
• Refactored compatibility library to be independent of pandas version.
• Fixed quarter value handling in JSDMX and OECD. (GH685)
• Fixed a bug in base so that the reader does not error when response.encoding is None. (GH674)
• Correct EcondbReader’s API URL format. (GH670)
• Fix eurostat URL. (GH669)
• Adjust Alphavantage time series reader to account for descending ordering. (GH666)
• Fix bug in downloading index historical constituents. (GH591)
• Fix a bug that occurs when an endpoint returns has no data for a date range. (GH640)

Contributors

• Peiji Chen
• EconDB
• Roger Erens
• Nikhilesh Koshti

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• Gábor Lipták
• Addison Lynch
• Rahim Nathwani
• Chuk Orakwue
• Raffaele Sandrini
• Felipe S. S. Schneider
• Kevin Sheppard
• Tony Shouse
• David Stephens

4.1.2 v0.7.0 (September 11, 2018)

Warning: Google finance and Morningstar for historical price data have been immediately deprecated.

Highlights include:
• Immediate deprecation of Google finance and Morningstar for historical price data, as these API endpoints are
no longer supported by their respective providers. Alternate methods are welcome via pull requests, as PDR
would like to restore these features.
• Removal of EDGAR, which was deprecated in v0.6.0.

What’s new in v0.7.0

• Enhancements
• Backwards incompatible API changes
• Bug Fixes

Enhancements

• A new data connector for data provided by Alpha Vantage was introduced to obtain Foreign Exchange (FX)
data. (GH389)
• A new data connector for data provided by Alpha Vantage was introduced to obtain historical time series data.
(GH389)
• A new data connector for data provided by Alpha Vantage was introduced to obtain sector performance data,
accessed through the top-level function get_sector_performance_av. (GH389)
• A new data connector for data provided by Alpha Vantage was introduced to obtain real-time Batch Stock
Quotes through the top-level function get_quote_av. (GH389)
• MOEX data connector now supports multiple symbols in constructor. (GH562)

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Backwards incompatible API changes

• Deprecation of Google finance daily reader. Google retired the remaining financial data end point in June 2018.
It is not possible to reliably retrieve historical price data without this endpoint. The Google daily reader will
raise an ImmediateDeprecationError when called.
• Deprecation of Morningstar daily reader. Morningstar ended support for the historical price data endpoint in
July 2018. It is not possible to retrieve historical price data without this endpoint. The Morningstar daily reader
will raise an ImmediateDeprecationError when called.
• When requesting multiple symbols from a DailyReader (ex: google, yahoo, IEX) a MultiIndex DataFrame is
now returned. Previously Panel or dict of DataFrames were returned. (GH297).

Bug Fixes

• Fixed import of pandas.compat (GH657)

• Added support for passing the API KEY to QuandlReader either directly or by setting the environmental variable
QUANDL_API_KEY (GH485).
• Added support for optionally passing a custom base_url to the EnigmaReader (GH499).
• Fix Yahoo! price data (GH498).
• Added back support for Yahoo! price, dividends, and splits data for stocks and currency pairs (GH487).
• Add is_list_like to compatibility layer to avoid failure on pandas >= 0.23 (GH520).
• Fixed Yahoo! time offset (GH487).
• Fix Yahoo! quote reader (:issue: 540).
• Remove import of deprecated tm.get_data_path (:issue: 566)
• Allow full usage of stooq url parameters.
• Removed unused requests-file and requests-ftp dependencies.
• Fix Yahoo! actions issue where the default reporting adjusts dividends. The unadjusted dividends may lack
precision due to accumulated numerical error when converting adjusted to the original dividend amount. (:issue:
495)

4.1.3 v0.6.0 (January 24, 2018)

This is a major release from 0.5.0. We recommend that all users upgrade.

Warning: Yahoo!, Google Options, Google Quotes and EDGAR have been immediately deprecated.

Note: Google finance is still functioning for historical price data, although there are frequent reports of failures.
Failure is frequently encountered when bulk downloading historical price data.

Highlights include:
• Immediate deprecation of Yahoo!, Google Options and Quotes and EDGAR. The end points behind these APIs
have radically changed and the existing readers require complete rewrites. In the case of most Yahoo! data the
endpoints have been removed. PDR would like to restore these features, and pull requests are welcome.

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• A new connector for Tiingo was introduced. Tiingo provides historical end-of-day data for a large set of equities,
ETFs and mutual funds. Free registration is required to get an API key (GH478).
• A new connector for Robinhood was introduced. This provides up to 1 year of historical end-of-day data. It also
provides near real-time quotes. (GH477).
• A new connector for Morningstar Open, High, Low, Close and Volume was introduced (GH467)
• A new connector for IEX daily price data was introduced (GH465).
• A new connector for IEX the majority of the IEX API was introduced (GH446).
• A new data connector for stock index data provided by Stooq was introduced (GH447).
• A new data connector for data provided by the Bank of Canada was introduced (GH440).
• A new data connector for data provided by Moscow Exchange (MOEX) introduced (GH381).

What’s new in v0.6.0

• Enhancements
• Backwards incompatible API changes
• Bug Fixes
• Other Changes

Enhancements

• A new data connector for data provided by the Bank of Canada was introduced. (GH440)
• A new data connector for stock index data provided by Stooq was introduced. (GH447)
• A new connector for IEX the majority of the IEX API was introduced (GH446).
• A new connector for IEX daily price data was introduced (GH465).
• A new data connector for stock pricing data provided by Morningstar was introduced. (GH467)
• A new data connector for stock pricing data provided by Robinhood was introduced. (GH477)
• A new data connector for stock pricing data provided by Tiingo was introduced. (GH478)
• A new data connector for data provided by Moscow Exchange was introduced. (GH381).

Backwards incompatible API changes

• Deprecation of Yahoo readers. Yahoo! retired the financial data end points in late 2017. It is not possible
to reliably retrieve data from Yahoo! without these endpoints. The Yahoo! readers have been immediately
deprecated and will raise an ImmediateDeprecationError when called.
• Deprecation of EDGAR readers. EDGAR substantially altered their API. The EDGAR readers have been im-
mediately deprecated and will raise an ImmediateDeprecationError when called.
• Google finance data will raise an UnstableAPIWarning when first called. Google has also altered their API in a
way that makes reading data unreliable. It many call it works. However it also regularly fails, especially when
used for bulk downloading. Google may be removed in the future.

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Bug Fixes

• freq parameter was added to the WorldBank connector to address a limitation (GH198, GH449).
• The Enigma data connector was updated to the latest API (GH380).
• The Google finance endpoint was updated to the latest value (GH404).
• Tne end point for FRED was updated to the latest values (GH436).
• Tne end point for WorldBank was updated to the latest values (GH456).

Other Changes

• The minimum tested pandas version was increased to 0.19.2 (GH441).

• Added versioneer to simplifying release (GH442).
• Added doctr to automatically build docs for gh-pages (GH459).

4.1.4 v0.5.0 (July 25, 2017)

This is a major release from 0.4.0. We recommend that all users upgrade.
Highlights include:
• Compat with the new Yahoo iCharts API. Yahoo removed the older API, this release restores ability to download
from Yahoo. (GH315)

What’s new in v0.5.0

• Enhancements
• Backwards incompatible API changes
• Bug Fixes

Enhancements

• DataReader now supports Quandl, see here (GH361).

Backwards incompatible API changes

• Removed Oanda as it became subscription only (GH296).

Bug Fixes

• web sessions are closed properly at the end of use (GH355)

• Handle commas in large price quotes (GH345)
• Test suite fixes for test_get_options_data (GH352)
• Test suite fixes for test_wdi_download (GH350)
• avoid monkey patching requests.Session (GH301)

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• get_data_yahoo() now treats 'null' strings as missing values (GH342)

4.1.5 v0.4.0 (May 15, 2017)

This is a major release from 0.3.0 and includes compat with pandas 0.20.1, and some backwards incompatible API
changes.
Highlights include:

What’s new in v0.4.0

• Enhancements
• Backwards incompatible API changes

Enhancements

• Compat with pandas 0.20.1 (GH304, GH320)

• Switched test framework to use pytest (GH310, GH312)

Backwards incompatible API changes

• Support has been dropped for Python 2.6 and 3.4 (GH313)
• Support has been dropped for pandas versions before 0.17.0 (GH313)

4.1.6 v0.3.0 (January 14, 2017)

This is a major release from 0.2.1 and includes new features and a number of bug fixes.
Highlights include:

What’s new in v0.3.0

• New features
– Other enhancements
• Bug Fixes

New features

• DataReader now supports dividend only pulls from Yahoo! Finance (GH138).
• DataReader now supports downloading mutual fund prices from the Thrift Savings Plan, see here (GH157).
• DataReader now supports Google options data source (GH148).
• DataReader now supports Google quotes (GH188).
• DataReader now supports Enigma dataset. see here (GH245).

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• DataReader now supports downloading a full list of NASDAQ listed symbols. see here (GH254).

Other enhancements

• Eurostat reader now supports larger data returned from API via zip format. (GH205)
• Added support for Python 3.6.
• Added support for pandas 19.2

Bug Fixes

• Fixed bug that caused DataReader to fail if company name has a comma. (GH85).
• Fixed bug in YahooOptions caused as a result of change in yahoo website format. (GH244).

4.1.7 v0.2.1 (November 26, 2015)

This is a minor release from 0.2.0 and includes new features and bug fixes.
Highlights include:

What’s new in v0.2.1

• New features
• Backwards incompatible API changes

New features

• DataReader now supports Eurostat data sources, see here (GH101).

• Options downloading is approximately 4x faster as a result of a rewrite of the parsing function. (GH122)
• DataReader and Options now support caching, see here (GH110),(GH116),(GH121), (GH122).

Backwards incompatible API changes

• Options columns PctChg and IV (Implied Volatility) are now type float rather than string. (GH122)

4.1.8 v0.2.0 (October 9, 2015)

This is a major release from 0.1.1 and includes new features and a number of bug fixes.
Highlights include:

What’s new in v0.2.0

• New features
• Backwards incompatible API changes

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• Bug Fixes

New features

• Added latitude and longitude to output of wb.get_countries (GH47).

• Extended DataReader to fetch dividends and stock splits from Yahoo (GH45).
• Added get_available_datasets to famafrench (GH56).
• DataReader now supports OECD data sources, see here (GH101).

Backwards incompatible API changes

• Fama French indexes are not Pandas.PeriodIndex for annual and monthly data, and pandas.DatetimeIndex oth-
erwise (GH56).

Bug Fixes

• Update Fama-French URL (GH53)

• Fixed bug where get_quote_yahoo would fail if a company name had a comma (GH85)

4.2 Remote Data Access

Warning: The access_key keyword argument of DataReader has been deprecated in favor of api_key.

Warning: Robinhood has been immediately deprecated. Endpoints from this provider have been retired.

Functions from pandas_datareader.data and pandas_datareader.wb extract data from various Internet
sources into a pandas DataFrame. Currently the following sources are supported:
• Tiingo
• IEX
• Alpha Vantage
• Enigma
• Quandl
• St.Louis FED (FRED)
• Kenneth French’s data library
• World Bank
• OECD
• Eurostat
• Thrift Savings Plan

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• Nasdaq Trader symbol definitions

• Stooq
• MOEX
It should be noted, that various sources support different kinds of data, so not all sources implement the same methods
and the data elements returned might also differ.

4.2.1 Tiingo

Tiingo is a tracing platform that provides a data api with historical end-of-day prices on equities, mutual funds and
ETFs. Free registration is required to get an API key. Free accounts are rate limited and can access a limited number
of symbols (500 at the time of writing).

In [1]: import os
In [2]: import pandas_datareader as pdr

In [3]: df = pdr.get_data_tiingo('GOOG', api_key=os.getenv('TIINGO_API_KEY'))

In [4]: df.head()
close high low open volume adjClose
˓→adjHigh adjLow adjOpen adjVolume divCash splitFactor
symbol date
GOOG 2014-03-27 00:00:00+00:00 558.46 568.00 552.92 568.000 13100 558.46
˓→568.00 552.92 568.000 13100 0.0 1.0
2014-03-28 00:00:00+00:00 559.99 566.43 558.67 561.200 41100 559.99
˓→566.43 558.67 561.200 41100 0.0 1.0
2014-03-31 00:00:00+00:00 556.97 567.00 556.93 566.890 10800 556.97
˓→567.00 556.93 566.890 10800 0.0 1.0
2014-04-01 00:00:00+00:00 567.16 568.45 558.71 558.710 7900 567.16
˓→568.45 558.71 558.710 7900 0.0 1.0
2014-04-02 00:00:00+00:00 567.00 604.83 562.19 565.106 146700 567.00
˓→604.83 562.19 565.106 146700 0.0 1.0

4.2.2 IEX

Warning: Usage of all IEX readers now requires an API key. See below for additional information.

The Investors Exchange (IEX) provides a wide range of data through an API. Historical stock prices are available for
up to 15 years. The usage of these readers requires the publishable API key from IEX Cloud Console, which can be
stored in the IEX_API_KEY environment variable.

In [1]: import pandas_datareader.data as web

In [2]: from datetime import datetime

In [3]: start = datetime(2016, 9, 1)

In [4]: end = datetime(2018, 9, 1)

In [5]: f = web.DataReader('F', 'iex', start, end)

In [6]: f.loc['2018-08-31']
(continues on next page)

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(continued from previous page)

Out[6]:
open 9.64
high 9.68
low 9.40
close 9.48
volume 76424884.00
Name: 2018-08-31, dtype: float64

Note: You must provide an API Key when using IEX. You can do this using os.environ["IEX_API_KEY"] =
"pk_xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx" or by exporting the key before starting the IPython session.

There are additional interfaces to this API that are directly exposed: tops (‘iex-tops’) and last (‘iex-lasts’). A third
interface to the deep API is exposed through Deep class or the get_iex_book function.

Todo: Execute block when markets are open

import pandas_datareader.data as web

f = web.DataReader('gs', 'iex-tops')
f[:10]

4.2.3 Alpha Vantage

Alpha Vantage provides realtime equities and forex data. Free registration is required to get an API key.

Historical Time Series Data

Through the Alpha Vantage Time Series endpoints, it is possible to obtain historical equities data for individual sym-
bols. For daily, weekly, and monthly frequencies, 20+ years of historical data is available. The past 3-5 days of
intraday data is also available.
The following endpoints are available:
• av-intraday - Intraday Time Series
• av-daily - Daily Time Series
• av-daily-adjusted - Daily Time Series (Adjusted)
• av-weekly - Weekly Time Series
• av-weekly-adjusted - Weekly Time Series (Adjusted)
• av-monthly - Monthly Time Series
• av-monthly-adjusted - Monthly Time Series (Adjusted)
In [1]: import os

In [2]: from datetime import datetime

In [3]: import pandas_datareader.data as web

In [4]: f = web.DataReader("AAPL", "av-daily", start=datetime(2017, 2, 9),

(continues on next page)

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(continued from previous page)

...: end=datetime(2017, 5, 24),
...: api_key=os.getenv('ALPHAVANTAGE_API_KEY'))

In [5]: f.loc["2017-02-09"]
Out[5]:
open 1.316500e+02
high 1.324450e+02
low 1.311200e+02
close 1.324200e+02
volume 2.834990e+07
Name: 2017-02-09, dtype: float64

The top-level function get_data_alphavantage is also provided. This function will return the
TIME_SERIES_DAILY endpoint for the symbol and date range provided.

Quotes

Alpha Vantage Batch Stock Quotes endpoint allows the retrieval of realtime stock quotes for up to 100 symbols at
once. These quotes are accessible through the top-level function get_quote_av.

In [1]: import os

In [2]: from datetime import datetime

In [3]: import pandas_datareader.data as web

In [4]: web.get_quote_av(["AAPL", "TSLA"])

Out[4]:
price volume timestamp
symbol
AAPL 219.87 NaN 2019-09-16 15:59:59
TSLA 242.80 NaN 2019-09-16 15:59:57

Note: Most quotes are only available during market hours.

Forex

Alpha Vantage provides realtime currency exchange rates (for physical and digital currencies).
To request the exchange rate of physical or digital currencies, simply format as “FROM/TO” as in “USD/JPY”.

In [1]: import os

In [2]: import pandas_datareader.data as web

In [3]: f = web.DataReader("USD/JPY", "av-forex",

...: api_key=os.getenv('ALPHAVANTAGE_API_KEY'))

In [4]: f
Out[4]:
USD/JPY
From_Currency Code USD
(continues on next page)

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(continued from previous page)

From_Currency Name United States Dollar
To_Currency Code JPY
To_Currency Name Japanese Yen
Exchange Rate 108.17000000
Last Refreshed 2019-09-17 10:43:36
Time Zone UTC
Bid Price 108.17000000
Ask Price 108.17000000

Multiple pairs are are allowable:

In [1]: import os

In [2]: import pandas_datareader.data as web

In [3]: f = web.DataReader(["USD/JPY", "BTC/CNY"], "av-forex",

...: api_key=os.getenv('ALPHAVANTAGE_API_KEY'))

In [4]: f
Out[4]:
USD/JPY BTC/CNY
From_Currency Code USD BTC
From_Currency Name United States Dollar Bitcoin
To_Currency Code JPY CNY
To_Currency Name Japanese Yen Chinese Yuan
Exchange Rate 108.17000000 72230.38039500
Last Refreshed 2019-09-17 10:44:35 2019-09-17 10:44:01
Time Zone UTC UTC
Bid Price 108.17000000 72226.26407700
Ask Price 108.17000000 72230.02554000

Sector Performance

Alpha Vantage provides sector performances through the top-level function get_sector_performance_av.

In [1]: import os

In [2]: import pandas_datareader.data as web

In [3]: web.get_sector_performance_av().head()
Out[4]:
RT 1D 5D 1M 3M YTD 1Y 3Y 5Y
˓→ 10Y
Energy 3.29% 3.29% 4.82% 11.69% 3.37% 9.07% -15.26% -7.69% -32.31%
˓→ 12.15%

Real Estate 1.02% 1.02% -1.39% 1.26% 3.49% 24.95% 16.55% NaN NaN
˓→ NaN
Utilities 0.08% 0.08% 0.72% 2.77% 3.72% 18.16% 16.09% 27.95% 48.41%
˓→113.09%

Industrials -0.15% -0.15% 2.42% 8.59% 5.10% 22.70% 0.50% 34.50% 43.53%
˓→183.47%

Health Care -0.23% -0.23% 0.88% 1.91% 0.09% 5.20% -2.38% 26.37% 43.43%
˓→216.01%

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4.2.4 Econdb

Econdb provides economic data from 90+ official statistical agencies. Free API allows access to the complete Econdb
database of time series aggregated into datasets.

In [1]: import os

In [2]: import pandas_datareader.data as web

In [3]: f = web.DataReader('ticker=RGDPUS', 'econdb')

In [4]: f.head()
Out[4]:
values
TIME_PERIOD
2014-10-01 17143038
2015-01-01 17277580
2015-04-01 17405668
2015-07-01 17463222
2015-10-01 17468902

4.2.5 Enigma

Access datasets from Enigma, the world’s largest repository of structured public data. Note that the Enigma URL has
changed from app.enigma.io as of release 0.6.0, as the old API deprecated.
Datasets are unique identified by the uuid4 at the end of a dataset’s web address. For example, the following code
downloads from USDA Food Recalls 1996 Data.

In [1]: import os

In [2]: import pandas_datareader as pdr

In [3]: df = pdr.get_data_enigma('292129b0-1275-44c8-a6a3-2a0881f24fe1', os.getenv(

˓→'ENIGMA_API_KEY'))

In [4]: df.columns
Out[4]:
Index(['case_number', 'recall_notification_report_number',
'recall_notification_report_url', 'date_opened', 'date_closed',
'recall_class', 'press_release', 'domestic_est_number', 'company_name',
'imported_product', 'foreign_estab_number', 'city', 'state', 'country',
'product', 'problem', 'description', 'total_pounds_recalled',
'pounds_recovered'],
dtype='object')

4.2.6 Quandl

Daily financial data (prices of stocks, ETFs etc.) from Quandl. The symbol names consist of two parts: DB name and
symbol name. DB names can be all the free ones listed on the Quandl website. Symbol names vary with DB name; for
WIKI (US stocks), they are the common ticker symbols, in some other cases (such as FSE) they can be a bit strange.
Some sources are also mapped to suitable ISO country codes in the dot suffix style shown above, currently available
for BE, CN, DE, FR, IN, JP, NL, PT, UK, US.

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As of June 2017, each DB has a different data schema, the coverage in terms of time range is sometimes surprisingly
small, and the data quality is not always good.

In [1]: import pandas_datareader.data as web

In [2]: symbol = 'WIKI/AAPL' # or 'AAPL.US'

In [3]: df = web.DataReader(symbol, 'quandl', '2015-01-01', '2015-01-05')

In [4]: df.loc['2015-01-02']
Out[4]:
Open High Low Close Volume ... AdjOpen AdjHigh
˓→ AdjLow AdjClose AdjVolume
Date ...
2015-01-02 111.39 111.44 107.35 109.33 53204626.0 ... 105.820966 105.868466
˓→101.982949 103.863957 53204626.0

4.2.7 FRED

In [5]: import pandas_datareader.data as web

In [6]: import datetime

In [7]: start = datetime.datetime(2010, 1, 1)

In [8]: end = datetime.datetime(2013, 1, 27)

In [9]: gdp = web.DataReader('GDP', 'fred', start, end)

In [10]: gdp.loc['2013-01-01']
Out[10]:
GDP 16569.591
Name: 2013-01-01 00:00:00, dtype: float64

# Multiple series:
In [11]: inflation = web.DataReader(['CPIAUCSL', 'CPILFESL'], 'fred', start, end)

In [12]: inflation.head()
Out[12]:
CPIAUCSL CPILFESL
DATE
2010-01-01 217.488 220.633
2010-02-01 217.281 220.731
2010-03-01 217.353 220.783
2010-04-01 217.403 220.822
2010-05-01 217.290 220.962

4.2.8 Fama/French

Access datasets from the Fama/French Data Library. The get_available_datasets function returns a list of
all available datasets.

In [13]: from pandas_datareader.famafrench import get_available_datasets

(continues on next page)

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In [14]: import pandas_datareader.data as web

In [15]: len(get_available_datasets())
Out[15]: 295

In [16]: ds = web.DataReader('5_Industry_Portfolios', 'famafrench')

In [17]: print(ds['DESCR'])
5 Industry Portfolios
---------------------

This file was created by CMPT_IND_RETS using the 201907 CRSP database. It contains
˓→value- and equal-weighted returns for 5 industry portfolios. The portfolios are

˓→constructed at the end of June. The annual returns are from January to December.

˓→Missing data are indicated by -99.99 or -999. Copyright 2019 Kenneth R. French

0 : Average Value Weighted Returns -- Monthly (59 rows x 5 cols)

1 : Average Equal Weighted Returns -- Monthly (59 rows x 5 cols)
2 : Average Value Weighted Returns -- Annual (5 rows x 5 cols)
3 : Average Equal Weighted Returns -- Annual (5 rows x 5 cols)
4 : Number of Firms in Portfolios (59 rows x 5 cols)
5 : Average Firm Size (59 rows x 5 cols)
6 : Sum of BE / Sum of ME (6 rows x 5 cols)
7 : Value-Weighted Average of BE/ME (6 rows x 5 cols)

In [18]: ds[4].head()
\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\
˓→

Cnsmr Manuf HiTec Hlth Other

Date
2014-09 566 677 764 531 1111
2014-10 562 675 758 530 1107
2014-11 560 673 755 525 1101
2014-12 556 671 747 524 1094
2015-01 553 669 741 521 1090

4.2.9 World Bank

pandas users can easily access thousands of panel data series from the World Bank’s World Development Indicators
by using the wb I/O functions.

Indicators

Either from exploring the World Bank site, or using the search function included, every world bank indicator is
accessible.
For example, if you wanted to compare the Gross Domestic Products per capita in constant dollars in North America,
you would use the search function:

In [1]: from pandas_datareader import wb

In [2]: matches = wb.search('gdp.*capita.*const')

Then you would use the download function to acquire the data from the World Bank’s servers:

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In [3]: dat = wb.download(indicator='NY.GDP.PCAP.KD', country=['US', 'CA', 'MX'],

˓→start=2005, end=2008)

In [4]: print(dat)
NY.GDP.PCAP.KD
country year
Canada 2008 36005.5004978584
2007 36182.9138439757
2006 35785.9698172849
2005 35087.8925933298
Mexico 2008 8113.10219480083
2007 8119.21298908649
2006 7961.96818458178
2005 7666.69796097264
United States 2008 43069.5819857208
2007 43635.5852068142
2006 43228.111147107
2005 42516.3934699993

The resulting dataset is a properly formatted DataFrame with a hierarchical index, so it is easy to apply .groupby
transformations to it:

In [6]: dat['NY.GDP.PCAP.KD'].groupby(level=0).mean()
Out[6]:
country
Canada 35765.569188
Mexico 7965.245332
United States 43112.417952
dtype: float64

Now imagine you want to compare GDP to the share of people with cellphone contracts around the world.

In [7]: wb.search('cell.*%').iloc[:,:2]
Out[7]:
id name
3990 IT.CEL.SETS.FE.ZS Mobile cellular telephone users, female (% of ...
3991 IT.CEL.SETS.MA.ZS Mobile cellular telephone users, male (% of po...
4027 IT.MOB.COV.ZS Population coverage of mobile cellular telepho...

Notice that this second search was much faster than the first one because pandas now has a cached list of available
data series.

In [13]: ind = ['NY.GDP.PCAP.KD', 'IT.MOB.COV.ZS']

In [14]: dat = wb.download(indicator=ind, country='all', start=2011, end=2011).
˓→dropna()

In [15]: dat.columns = ['gdp', 'cellphone']

In [16]: print(dat.tail())
gdp cellphone
country year
Swaziland 2011 2413.952853 94.9
Tunisia 2011 3687.340170 100.0
Uganda 2011 405.332501 100.0
Zambia 2011 767.911290 62.0
Zimbabwe 2011 419.236086 72.4

Finally, we use the statsmodels package to assess the relationship between our two variables using ordinary least
squares regression. Unsurprisingly, populations in rich countries tend to use cellphones at a higher rate:

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In [17]:
import numpy as np
In [18]:
import statsmodels.formula.api as smf
In [19]:mod = smf.ols('cellphone ~ np.log(gdp)', dat).fit()
In [20]:
print(mod.summary())
OLS Regression Results
==============================================================================
Dep. Variable: cellphone R-squared: 0.297
Model: OLS Adj. R-squared: 0.274
Method: Least Squares F-statistic: 13.08
Date: Thu, 25 Jul 2013 Prob (F-statistic): 0.00105
Time: 15:24:42 Log-Likelihood: -139.16
No. Observations: 33 AIC: 282.3
Df Residuals: 31 BIC: 285.3
Df Model: 1
===============================================================================
coef std err t P>|t| [95.0% Conf. Int.]
-------------------------------------------------------------------------------
Intercept 16.5110 19.071 0.866 0.393 -22.384 55.406
np.log(gdp) 9.9333 2.747 3.616 0.001 4.331 15.535
==============================================================================
Omnibus: 36.054 Durbin-Watson: 2.071
Prob(Omnibus): 0.000 Jarque-Bera (JB): 119.133
Skew: -2.314 Prob(JB): 1.35e-26
Kurtosis: 11.077 Cond. No. 45.8
==============================================================================

Country Codes

The country argument accepts a string or list of mixed two or three character ISO country codes, as well as dynamic
World Bank exceptions to the ISO standards.
For a list of the the hard-coded country codes (used solely for error handling logic) see pandas_datareader.
wb.country_codes.

Problematic Country Codes & Indicators

Note: The World Bank’s country list and indicators are dynamic. As of 0.15.1, wb.download() is more flexible.
To achieve this, the warning and exception logic changed.

The world bank converts some country codes, in their response, which makes error checking by pandas difficult.
Retired indicators still persist in the search.
Given the new flexibility of 0.15.1, improved error handling by the user may be necessary for fringe cases.
To help identify issues:
There are at least 4 kinds of country codes:
1. Standard (2/3 digit ISO) - returns data, will warn and error properly.
2. Non-standard (WB Exceptions) - returns data, but will falsely warn.
3. Blank - silently missing from the response.
4. Bad - causes the entire response from WB to fail, always exception inducing.
There are at least 3 kinds of indicators:

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1. Current - Returns data.

2. Retired - Appears in search results, yet won’t return data.
3. Bad - Will not return data.
Use the errors argument to control warnings and exceptions. Setting errors to ignore or warn, won’t stop failed
responses. (ie, 100% bad indicators, or a single ‘bad’ (#4 above) country code).
See docstrings for more info.

4.2.10 OECD

OECD Statistics are available via DataReader. You have to specify OECD’s data set code.
To confirm data set code, access to each data -> Export -> SDMX Query. Following example is to down-
load ‘Trade Union Density’ data which set code is ‘TUD’.
In [19]: import pandas_datareader.data as web

In [20]: import datetime

In [21]: df = web.DataReader('TUD', 'oecd')

In [22]: df.columns
Out[22]:
MultiIndex(levels=[['Australia', 'Austria', 'Belgium', 'Canada', 'Chile', 'Czech
˓→Republic', 'Denmark', 'Estonia', 'Finland', 'France', 'Germany', 'Greece', 'Hungary

˓→', 'Iceland', 'Ireland', 'Israel', 'Italy', 'Japan', 'Korea', 'Latvia', 'Lithuania',

˓→ 'Luxembourg', 'Mexico', 'Netherlands', 'New Zealand', 'Norway', 'Poland', 'Portugal

˓→', 'Slovak Republic', 'Slovenia', 'Spain', 'Sweden', 'Switzerland', 'Turkey',

˓→'United Kingdom', 'United States'], ['Administrative data', 'Survey data'], [

˓→'Employees', 'Trade union density', 'Union members']],

codes=[[12, 12, 12, 12, 12, 12, 22, 22, 22, 22, 22, 22, 14, 14, 14, 14, 14,
˓→ 14, 34, 34, 34, 34, 34, 34, 20, 20, 20, 20, 20, 20, 26, 26, 26, 26, 26, 26, 31, 31,

˓→ 31, 31, 31, 31, 1, 1, 1, 1, 1, 1, 3, 3, 3, 3, 3, 3, 8, 8, 8, 8, 8, 8, 13, 13, 13,

˓→13, 13, 13, 9, 9, 9, 9, 9, 9, 17, 17, 17, 17, 17, 17, 0, 0, 0, 0, 0, 0, 23, 23, 23,

˓→23, 23, 23, 5, 5, 5, 5, 5, 5, 35, 35, 35, 35, 35, 35, 18, 18, 18, 18, 18, 18, 32,

˓→32, 32, 32, 32, 32, 33, 33, 33, 33, 33, 33, 25, 25, 25, 25, 25, 25, 11, 11, 11, 11,

˓→11, 11, 19, 19, 19, 19, 19, 19, 7, 7, 7, 7, 7, 7, 24, 24, 24, 24, 24, 24, 15, 15,

˓→15, 15, 15, 15, 6, 6, 6, 6, 6, 6, 29, 29, 29, 29, 29, 29, 28, 28, 28, 28, 28, 28,

˓→21, 21, 21, 21, 21, 21, 2, 2, 2, 2, 2, 2, 30, 30, 30, 30, 30, 30, 4, 4, 4, 4, 4, 4,

˓→16, 16, 16, 16, 16, 16, 27, 27, 27, 27, 27, 27, 10, 10, 10, 10, 10, 10], [0, 0, 0,

˓→1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0,

˓→0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1,

˓→1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0,

˓→1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0,

˓→0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1,

˓→1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0,

˓→1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0,

˓→0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1, 0, 0, 0, 1, 1, 1], [0, 2, 1, 0, 2, 1, 0, 2, 1, 0,

˓→2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2,

˓→1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1,

˓→0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0,

˓→2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2,

˓→1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1,

˓→0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0,

˓→2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2,

˓→1, 0, 2, 1, 0, 2, 1, 0, 2, 1]],
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names=['Country', 'Source', 'Series'])

In [23]: df[['Japan', 'United States']]

\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\
˓→

Country Japan ... United States

Source Administrative data ... Survey data
Series Employees Union members ... Union members Trade union density
Year ...
2015-01-01 44480.0 12271.909 ... 16913.0 16.516
2016-01-01 45650.0 12227.223 ... 17002.0 16.248

[2 rows x 12 columns]

4.2.11 Eurostat

Eurostat are available via DataReader.

Get Rail accidents by type of accident (ERA data) data. The result will be a DataFrame which has
DatetimeIndex as index and MultiIndex of attributes or countries as column. The target URL is:
• http://appsso.eurostat.ec.europa.eu/nui/show.do?dataset=tran_sf_railac&lang=en
You can specify dataset ID ‘tran_sf_railac’ to get corresponding data via DataReader.

In [24]: import pandas_datareader.data as web

In [25]: df = web.DataReader('tran_sf_railac', 'eurostat')

In [26]: df
Out[26]:
ACCIDENT Collisions of trains, including collisions with obstacles within the
˓→clearance gauge ... Unknown
UNIT
˓→ Number ... Number
GEO
˓→ Austria ... United Kingdom
FREQ
˓→ Annual ... Annual
TIME_PERIOD
˓→ ...
2015-01-01 7.0
˓→ ... NaN
2016-01-01 7.0
˓→ ... NaN
2017-01-01 7.0
˓→ ... NaN

[3 rows x 264 columns]

4.2.12 TSP Fund Data

Download mutual fund index prices for the TSP.

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In [27]: import pandas_datareader.tsp as tsp

In [28]: tspreader = tsp.TSPReader(start='2015-10-1', end='2015-12-31')

In [29]: tspreader.read()
Out[29]:
L Income L 2020 L 2030 L 2040 ... C Fund S Fund I Fund
date ...
2015-10-01 17.5164 22.5789 24.2159 25.5690 ... 25.7953 34.0993 23.3202 NaN
2015-10-02 17.5707 22.7413 24.4472 25.8518 ... 26.1669 34.6504 23.6367
2015-10-05 17.6395 22.9582 24.7571 26.2306 ... 26.6467 35.3565 24.1475
2015-10-06 17.6338 22.9390 24.7268 26.1898 ... 26.5513 35.1320 24.2294
2015-10-07 17.6639 23.0324 24.8629 26.3598 ... 26.7751 35.6035 24.3671
2015-10-08 17.6957 23.1364 25.0122 26.5422 ... 27.0115 35.9016 24.6406
2015-10-09 17.7048 23.1646 25.0521 26.5903 ... 27.0320 35.9772 24.7723
... ... ... ... ... ... ... ... ... ...
2015-12-22 17.7493 23.1452 24.9775 26.4695 ... 27.4848 35.0903 23.8679
2015-12-23 17.8015 23.3149 25.2208 26.7663 ... 27.8272 35.5749 24.3623
2015-12-24 17.7991 23.3039 25.2052 26.7481 ... 27.7831 35.6084 24.3272
2015-12-28 17.7950 23.2811 25.1691 26.7015 ... 27.7230 35.4625 24.2816
2015-12-29 17.8270 23.3871 25.3226 26.8905 ... 28.0236 35.8047 24.4757
2015-12-30 17.8066 23.3216 25.2267 26.7707 ... 27.8239 35.5126 24.4184
2015-12-31 17.7733 23.2085 25.0635 26.5715 ... 27.5622 35.2356 24.0952

[62 rows x 11 columns]

4.2.13 Nasdaq Trader Symbol Definitions

Download the latest symbols from Nasdaq.

Note that Nasdaq updates this file daily, and historical versions are not available. More information on the field
definitions.

In [12]: from pandas_datareader.nasdaq_trader import get_nasdaq_symbols

In [13]: symbols = get_nasdaq_symbols()
In [14]: print(symbols.loc['IBM'])
Nasdaq Traded True
Security Name International Business Machines Corporation Co...
Listing Exchange N
Market Category
ETF False
Round Lot Size 100
Test Issue False
Financial Status NaN
CQS Symbol IBM
NASDAQ Symbol IBM
NextShares False
Name: IBM, dtype: object

4.2.14 Stooq Index Data

Google finance doesn’t provide common index data download. The Stooq site has the data for download.

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In [30]: import pandas_datareader.data as web

In [31]: f = web.DataReader('^DJI', 'stooq')

In [32]: f[:10]
Out[32]:
Open High Low Close Volume
Date
2019-09-20 27102.18 27194.75 26926.68 26935.07 NaN
2019-09-19 27186.05 27272.17 27064.21 27094.79 68699381.0
2019-09-18 27075.39 27161.93 26899.15 27147.08 70454821.0
2019-09-17 27010.12 27110.80 26984.14 27110.80 67020055.0
2019-09-16 27146.06 27172.87 27032.56 27076.82 72079672.0
2019-09-13 27216.67 27277.55 27193.95 27219.52 72147749.0
2019-09-12 27197.32 27306.73 27105.01 27182.45 80090206.0
2019-09-11 26928.05 27137.04 26885.48 27137.04 80088953.0
2019-09-10 26805.83 26909.43 26717.05 26909.43 87146222.0
2019-09-09 26866.23 26900.83 26762.18 26835.51 78395202.0

4.2.15 MOEX Data

The Moscow Exchange (MOEX) provides historical data.

In [33]: import pandas_datareader.data as web

In [34]: f = web.DataReader('USD000UTSTOM', 'moex', start='2017-07-01', end='2017-07-

˓→31')

In [35]: f.head()
Out[35]:
BOARDID SHORTNAME SECID ... NUMTRADES VOLRUR WAPRICE
TRADEDATE ...
2017-07-03 CNGD USDRUB_TOM USD000UTSTOM ... 24 1.864785e+09 NaN
2017-07-04 CETS USDRUB_TOM USD000UTSTOM ... 21053 1.090265e+11 59.2700
2017-07-04 CNGD USDRUB_TOM USD000UTSTOM ... 37 1.046416e+09 NaN
2017-07-05 CETS USDRUB_TOM USD000UTSTOM ... 50108 2.874226e+11 59.9234
2017-07-05 CNGD USDRUB_TOM USD000UTSTOM ... 35 6.339036e+09 NaN

[5 rows x 10 columns]

4.3 Caching queries

Making the same request repeatedly can use a lot of bandwidth, slow down your code and may result in your IP being
banned.
pandas-datareader allows you to cache queries using requests_cache by passing a requests_cache.
Session to DataReader or Options using the session parameter.
Below is an example with Yahoo! Finance. The session parameter is implemented for all datareaders.
In [1]: import pandas_datareader.data as web

In [2]: import datetime

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In [3]: import requests_cache

In [4]: expire_after = datetime.timedelta(days=3)

In [5]: session = requests_cache.CachedSession(cache_name='cache', backend='sqlite',

˓→expire_after=expire_after)

In [6]: start = datetime.datetime(2010, 1, 1)

In [7]: end = datetime.datetime(2013, 1, 27)

In [8]: f = web.DataReader("F", 'yahoo', start, end, session=session)

In [9]: f.loc['2010-01-04']
Out[9]:
High 1.028000e+01
Low 1.005000e+01
Open 1.017000e+01
Close 1.028000e+01
Volume 6.085580e+07
Adj Close 7.339305e+00
Name: 2010-01-04 00:00:00, dtype: float64

A SQLite file named cache.sqlite will be created in the working directory, storing the request until the expiry
date.
For additional information on using requests-cache, see the documentation.

4.4 Other Data Sources

Web interfaces are constantly evolving and so there is constant evolution in this space. There are a number of notewor-
thy Python packages that integrate into the PyData ecosystem that are more narrowly focused than pandas-datareader.

4.4.1 Alpha Vantage

Alpha Vantage provides real time and historical equity data. Users are required to get a free API key before using the
API. Documentation is available.
A python package simplifying access is available on github.

4.4.2 Tiingo

Tiingo aims to make high-end financial tools accessible investors. The API is documented. Users are required to get a
free API key before using the API.
A python package simplifying access is available on github.

4.4.3 Barchart

Barchart is a data provider covering a ride range of financial data. The free API provides up to two years of historical
data.

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A python package simplifying access is available on github.

4.4.4 List of Other Sources

Awesome Quant maintains a large list of packages designed to provide access to financial data.

4.5 Data Readers

4.5.1 AlphaVantage

class pandas_datareader.av.forex.AVForexReader(symbols=None, retry_count=3,

pause=0.1, session=None,
api_key=None)
Returns DataFrame of the Alpha Vantage Foreign Exchange (FX) Exchange Rates data.
New in version 0.7.0.
Parameters
• symbols (string, array-like object (list, tuple, Series)) – Sin-
gle currency pair (formatted ‘FROM/TO’) or list of the same.
• retry_count (int, default 3) – Number of times to retry query request.
• pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries
of chunks. If single value given for symbol, represents the pause between retries.
• session (Session, default None) – requests.sessions.Session instance to be used
• api_key (str, optional) – Alpha Vantage API key . If not provided the environ-
mental variable ALPHAVANTAGE_API_KEY is read. The API key is required.
close()
Close network session
data_key
Key of data returned from Alpha Vantage
default_start_date
Default start date for reader. Defaults to 5 years before current date
function
Alpha Vantage endpoint function
params
Parameters to use in API calls
read()
Read data from connector
url
API URL

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class pandas_datareader.av.time_series.AVTimeSeriesReader(symbols=None, func-

tion=’TIME_SERIES_DAILY’,
start=None, end=None,
retry_count=3,
pause=0.1, ses-
sion=None,
chunksize=25,
api_key=None)
Returns DataFrame of the Alpha Vantage Stock Time Series endpoints
New in version 0.7.0.
Parameters
• symbols (string) – Single stock symbol (ticker)
• start (string, int, date, datetime, Timestamp) – Starting date. Parses
many different kind of date representations (e.g., ‘JAN-01-2010’, ‘1/1/10’, ‘Jan, 1, 1980’).
Defaults to 20 years before current date.
• end (string, int, date, datetime, Timestamp) – Ending date
• retry_count (int, default 3) – Number of times to retry query request.
• pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries
of chunks. If single value given for symbol, represents the pause between retries.
• session (Session, default None) – requests.sessions.Session instance to be used
• api_key (str, optional) – AlphaVantage API key . If not provided the environmen-
tal variable ALPHAVANTAGE_API_KEY is read. The API key is required.
close()
Close network session
data_key
Key of data returned from Alpha Vantage
default_start_date
Default start date for reader. Defaults to 5 years before current date
function
Alpha Vantage endpoint function
output_size
Used to limit the size of the Alpha Vantage query when possible.
params
Parameters to use in API calls
read()
Read data from connector
url
API URL
class pandas_datareader.av.sector.AVSectorPerformanceReader(symbols=None,
start=None,
end=None,
retry_count=3,
pause=0.1, ses-
sion=None,
api_key=None)

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Returns DataFrame of the Alpha Vantage Sector Performances SECTOR data.

New in version 0.7.0.
Parameters
• symbols (string, array-like object (list, tuple, Series)) – Sin-
gle currency pair (formatted ‘FROM/TO’) or list of the same.
• retry_count (int, default 3) – Number of times to retry query request.
• pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries
of chunks. If single value given for symbol, represents the pause between retries.
• session (Session, default None) – requests.sessions.Session instance to be used
• api_key (str, optional) – Alpha Vantage API key . If not provided the environ-
mental variable ALPHAVANTAGE_API_KEY is read. The API key is required.
close()
Close network session
data_key
Key of data returned from Alpha Vantage
default_start_date
Default start date for reader. Defaults to 5 years before current date
function
Alpha Vantage endpoint function
params
Parameters to use in API calls
read()
Read data from connector
url
API URL
class pandas_datareader.av.quotes.AVQuotesReader(symbols=None, retry_count=3,
pause=0.1, session=None,
api_key=None)
Returns DataFrame of Alpha Vantage Realtime Stock quotes for a symbol or list of symbols.
Parameters
• symbols (string, array-like object (list, tuple, Series), or
DataFrame) – Single stock symbol (ticker), array-like object of symbols or DataFrame
with index containing stock symbols.
• retry_count (int, default 3) – Number of times to retry query request.
• pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries
of chunks. If single value given for symbol, represents the pause between retries.
• session (Session, default None) – requests.sessions.Session instance to be used
close()
Close network session
data_key
Key of data returned from Alpha Vantage
default_start_date
Default start date for reader. Defaults to 5 years before current date

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function
Alpha Vantage endpoint function
params
Parameters to use in API calls
read()
Read data from connector
url
API URL

4.5.2 Federal Reserve Economic Data (FRED)

class pandas_datareader.fred.FredReader(symbols, start=None, end=None, retry_count=3,

pause=0.1, timeout=30, session=None,
freq=None)
Get data for the given name from the St. Louis FED (FRED).
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Read data
Returns data – If multiple names are passed for “series” then the index of the DataFrame is the
outer join of the indicies of each series.
Return type DataFrame
url
API URL

4.5.3 Fama-French Data (Ken French’s Data Library)

class pandas_datareader.famafrench.FamaFrenchReader(symbols, start=None, end=None,

retry_count=3, pause=0.1,
timeout=30, session=None,
freq=None)
Get data for the given name from the Fama/French data library.
For annual and monthly data, index is a pandas.PeriodIndex, otherwise it’s a pandas.DatetimeIndex.
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
get_available_datasets()
Get the list of datasets available from the Fama/French data library.
Returns datasets – A list of valid inputs for get_data_famafrench
Return type list

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params
Parameters to use in API calls
read()
Read data
Returns df – A dictionary of DataFrames. Tables are accessed by integer keys. See
df[‘DESCR’] for a description of the data set.
Return type dict
url
API URL
pandas_datareader.famafrench.get_available_datasets(**kwargs)
Get the list of datasets available from the Fama/French data library.
Parameters session (Session, default None) – requests.sessions.Session instance to be
used
Returns
Return type A list of valid inputs for get_data_famafrench.

4.5.4 Bank of Canada

class pandas_datareader.bankofcanada.BankOfCanadaReader(symbols, start=None,

end=None, retry_count=3,
pause=0.1, time-
out=30, session=None,
freq=None)
Get data for the given name from Bank of Canada.

Notes

See Bank of Canada

close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Read data from connector
url
API URL

4.5.5 Econdb

class pandas_datareader.econdb.EcondbReader(symbols, start=None, end=None,

retry_count=3, pause=0.1, timeout=30,
session=None, freq=None)
Get data for the given name from Econdb.

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close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
read one data from specified URL
url
API URL

4.5.6 Enigma

class pandas_datareader.enigma.EnigmaReader(dataset_id=None, api_key=None,

retry_count=5, pause=0.75, session=None,
base_url=’https://public.enigma.com/api’)
Collects current snapshot of Enigma data located at the specified data set ID and returns a pandas DataFrame.
Parameters
• dataset_id (str) – Enigma dataset UUID.
• api_key (str, optional) – Enigma API key. If not provided, the environmental
variable ENIGMA_API_KEY is read.
• retry_count (int, default 5) – Number of times to retry query request.
• pause (float, default 0.1) – Time, in seconds, of the pause between retries.
• session (Session, default None) – requests.sessions.Session instance to be used.
• base_url (str, optional (defaults to https://public.enigma.com/api)) – Alternative Enigma
endpoint to be used.

Examples

Download current snapshot for the following Florida Inspections Dataset: https://public.enigma.com/datasets/
bedaf052-5fcd-4758-8d27-048ce8746c6a

>>> import pandas_datareader as pdr

>>> df = pdr.get_data_enigma('bedaf052-5fcd-4758-8d27-048ce8746c6a')

In the event that ENIGMA_API_KEY does not exist in your env, the key can be supplied as the second argument
or as the keyword argument api_key

>>> df = EnigmaReader(dataset_id='bedaf052-5fcd-4758-8d27-048ce8746c6a',
... api_key='INSERT_API_KEY').read()

close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
get_current_snapshot_id(dataset_id)
Get ID of the most current snapshot of a dataset

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get_dataset_metadata(dataset_id)
Get the Dataset Model of this EnigmaReader’s dataset https://docs.public.enigma.com/resources/dataset/
index.html
get_snapshot_export(snapshot_id)
Return raw CSV of a dataset
params
Parameters to use in API calls
read()
Read data
url
API URL

4.5.7 Eurostat

class pandas_datareader.eurostat.EurostatReader(symbols, start=None, end=None,

retry_count=3, pause=0.1, time-
out=30, session=None, freq=None)
Get data for the given name from Eurostat.
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
dsd_url
API DSD URL
params
Parameters to use in API calls
read()
Read data from connector
url
API URL

4.5.8 The Investors Exchange (IEX)

class pandas_datareader.iex.daily.IEXDailyReader(symbols=None, start=None,

end=None, retry_count=3,
pause=0.1, session=None, chunk-
size=25, api_key=None)
Returns DataFrame of historical stock prices from symbols, over date range, start to end. To avoid being
penalized by IEX servers, pauses between downloading ‘chunks’ of symbols can be specified.
Parameters
• symbols (string, array-like object (list, tuple, Series), or
DataFrame) – Single stock symbol (ticker), array-like object of symbols or DataFrame
with index containing stock symbols.
• start (string, int, date, datetime, Timestamp) – Starting date. Parses
many different kind of date representations (e.g., ‘JAN-01-2010’, ‘1/1/10’, ‘Jan, 1, 1980’).
Defaults to 15 years before current date

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• end (string, int, date, datetime, Timestamp) – Ending date

• retry_count (int, default 3) – Number of times to retry query request.
• pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries
of chunks. If single value given for symbol, represents the pause between retries.
• chunksize (int, default 25) – Number of symbols to download consecutively be-
fore intiating pause.
• session (Session, default None) – requests.sessions.Session instance to be used
• api_key (str) – IEX Cloud Secret Token
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
endpoint
API endpoint
params
Parameters to use in API calls
read()
Read data
url
API URL
class pandas_datareader.iex.market.MarketReader(symbols=None, start=None,
end=None, retry_count=3, pause=0.1,
session=None)
Near real-time traded volume

Notes

Market data is captured by the IEX system between approximately 7:45 a.m. and 5:15 p.m. ET.
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Read data
service
Service endpoint
url
API URL
class pandas_datareader.iex.ref.SymbolsReader(symbols=None, start=None, end=None,
retry_count=3, pause=0.1, ses-
sion=None)
Symbols available for trading on IEX

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Notes

Returns symbols IEX supports for trading. Updated daily as of 7:45 a.m. ET.
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Read data
service
Service endpoint
url
API URL
class pandas_datareader.iex.stats.DailySummaryReader(symbols=None, start=None,
end=None, retry_count=3,
pause=0.1, session=None)
Daily statistics from IEX for a day or month
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Unfortunately, IEX’s API can only retrieve data one day or one month at a time. Rather than specifying a
date range, we will have to run the read function for each date provided.
Returns DataFrame
service
Service endpoint
url
API URL
class pandas_datareader.iex.stats.MonthlySummaryReader(symbols=None, start=None,
end=None, retry_count=3,
pause=0.1, session=None)
Monthly statistics from IEX
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()

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Unfortunately, IEX’s API can only retrieve data one day or one month at a time. Rather than speci-
fying a date range, we will have to run the read function for each date provided.

Returns DataFrame

service
Service endpoint
url
API URL
class pandas_datareader.iex.stats.RecordsReader(symbols=None, start=None,
end=None, retry_count=3, pause=0.1,
session=None)
Total matched volume information from IEX
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Read data
service
Service endpoint
url
API URL
class pandas_datareader.iex.stats.RecentReader(symbols=None, start=None, end=None,
retry_count=3, pause=0.1, ses-
sion=None)
Recent trading volume from IEX

Notes

Returns 6 fields for each day:

• date: refers to the trading day.
• volume: refers to executions received from order routed to away trading centers.
• routedVolume: refers to single counted shares matched from executions on IEX.
• marketShare: refers to IEX’s percentage of total US Equity market volume.
• isHalfday: will be true if the trading day is a half day.
• litVolume: refers to the number of lit shares traded on IEX (single-counted).
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls

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read()
Read data
service
Service endpoint
url
API URL
class pandas_datareader.iex.deep.Deep(symbols=None, service=None, start=None,
end=None, retry_count=3, pause=0.1, ses-
sion=None)
Retrieve order book data from IEX

Notes

Real-time depth of book quotations direct from IEX. Returns aggregated size of resting displayed orders at a
price and side. Does not indicate the size or number of individual orders at any price level. Non-displayed orders
and non-displayed portions of reserve orders are not counted.
Also provides last trade price and size information. Routed executions are not reported.
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Read data
service
Service endpoint
url
API URL
class pandas_datareader.iex.tops.TopsReader(symbols=None, start=None, end=None,
retry_count=3, pause=0.1, session=None)
Near-real time aggregated bid and offer positions

Notes

IEX’s aggregated best quoted bid and offer position for all securities on IEX’s displayed limit order book.
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Read data

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service
Service endpoint
url
API URL
class pandas_datareader.iex.tops.LastReader(symbols=None, start=None, end=None,
retry_count=3, pause=0.1, session=None)
Information of executions on IEX

Notes

Last provides trade data for executions on IEX. Provides last sale price, size and time.
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Read data
service
Service endpoint
url
API URL

4.5.9 Moscow Exchange (MOEX)

class pandas_datareader.moex.MoexReader(*args, **kwargs)

Returns a DataFrame of historical stock prices from symbols from Moex
Parameters
• symbols (str, an array-like object (list, tuple, Series), or
a DataFrame) – A single stock symbol (secid), an array-like object of symbols or a
DataFrame with an index containing stock symbols.
• start (string, int, date, datetime, Timestamp) – Starting date. Parses
many different kind of date representations (e.g., ‘JAN-01-2010’, ‘1/1/10’, ‘Jan, 1, 1980’).
Defaults to 20 years before current date.
• end (string, int, date, datetime, Timestamp) – Ending date
• retry_count (int, default 3) – The number of times to retry query request.
• pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries
of chunks. If single value given for symbol, represents the pause between retries.
• chunksize (int, default 25) – The number of symbols to download consecutively
before intiating pause.
• session (Session, default None) – requests.sessions.Session instance to be used

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Notes

To avoid being penalized by Moex servers, pauses more than 0.1s between downloading ‘chunks’ of symbols
can be specified.
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Read data
url
Return a list of API URLs per symbol

4.5.10 NASDAQ

pandas_datareader.nasdaq_trader.get_nasdaq_symbols(retry_count=3, timeout=30,
pause=None)
Get the list of all available equity symbols from Nasdaq.
Returns nasdaq_tickers – DataFrame with company tickers, names, and other properties.
Return type pandas.DataFrame

4.5.11 Organisation for Economic Co-operation and Development (OECD)

class pandas_datareader.oecd.OECDReader(symbols, start=None, end=None, retry_count=3,

pause=0.1, timeout=30, session=None,
freq=None)
Get data for the given name from OECD.
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Read data from connector
url
API URL

4.5.12 Quandl

class pandas_datareader.quandl.QuandlReader(symbols, start=None, end=None,

retry_count=3, pause=0.1, session=None,
chunksize=25, api_key=None)
Returns DataFrame of historical stock prices from symbol, over date range, start to end.

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New in version 0.5.0.

Parameters
• symbols (string) – Possible formats: 1. DB/SYM: The Quandl ‘codes’: DB is the
database name, SYM is a ticker-symbol-like Quandl abbreviation for a particular security.
2. SYM.CC: SYM is the same symbol and CC is an ISO country code, will try to map to
the best single Quandl database for that country. Beware of ambiguous symbols (different
securities per country)! Note: Cannot use more than a single string because of the inflexible
way the URL is composed of url and _get_params in the superclass
• start (string, int, date, datetime, Timestamp) – Starting date. Parses
many different kind of date representations (e.g., ‘JAN-01-2010’, ‘1/1/10’, ‘Jan, 1, 1980’).
Defaults to 20 years before current date.
• end (string, int, date, datetime, Timestamp) – Ending date
• retry_count (int, default 3) – Number of times to retry query request.
• pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries
of chunks. If single value given for symbol, represents the pause between retries.
• chunksize (int, default 25) – Number of symbols to download consecutively be-
fore intiating pause.
• session (Session, default None) – requests.sessions.Session instance to be used
• api_key (str, optional) – Quandl API key . If not provided the environmental
variable QUANDL_API_KEY is read. The API key is required.
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Read data
url
API URL

4.5.13 Stooq.com

class pandas_datareader.stooq.StooqDailyReader(symbols=None, start=None, end=None,

retry_count=3, pause=0.1, ses-
sion=None, chunksize=25)
Returns DataFrame/dict of Dataframes of historical stock prices from symbols, over date range, start to end.
Parameters
• symbols (string, array-like object (list, tuple, Series), or
DataFrame) – Single stock symbol (ticker), array-like object of symbols or DataFrame
with index containing stock symbols.
• start (string, int, date, datetime, Timestamp) – Starting date. Parses
many different kind of date representations (e.g., ‘JAN-01-2010’, ‘1/1/10’, ‘Jan, 1, 1980’).
Defaults to 20 years before current date.

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• end (string, int, date, datetime, Timestamp) – Ending date

• retry_count (int, default 3) – Number of times to retry query request.
• pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries
of chunks. If single value given for symbol, represents the pause between retries.
• chunksize (int, default 25) – Number of symbols to download consecutively be-
fore initiating pause.
• session (Session, default None) – requests.sessions.Session instance to be used
• freq (string, d, w, m ,q, y for daily, weekly, monthly,
quarterly, yearly) –

Notes

See Stooq
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Read data
url
API URL

4.5.14 Tiingo

class pandas_datareader.tiingo.TiingoDailyReader(symbols, start=None, end=None,

retry_count=3, pause=0.1, time-
out=30, session=None, freq=None,
api_key=None)
Historical daily data from Tiingo on equities, ETFs and mutual funds
Parameters
• symbols ({str, List[str]}) – String symbol of like of symbols
• start (string, int, date, datetime, Timestamp) – Starting date, times-
tamp. Parses many different kind of date representations (e.g., ‘JAN-01-2010’, ‘1/1/10’,
‘Jan, 1, 1980’). Default is ‘1/1/2010’.
• end (string, int, date, datetime, Timestamp) – Ending date, timestamp.
Same format as starting date.
• retry_count (int, default 3) – Number of times to retry query request.
• pause (float, default 0.1) – Time, in seconds, of the pause between retries.
• session (Session, default None) – requests.sessions.Session instance to be used
• freq ({str, None}) – Not used.

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• api_key (str, optional) – Tiingo API key . If not provided the environmental vari-
able TIINGO_API_KEY is read. The API key is required.
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Read data from connector
url
API URL
class pandas_datareader.tiingo.TiingoQuoteReader(symbols, start=None, end=None,
retry_count=3, pause=0.1, time-
out=30, session=None, freq=None,
api_key=None)
Read quotes (latest prices) from Tiingo
Parameters
• symbols ({str, List[str]}) – String symbol of like of symbols
• start (string, int, date, datetime, Timestamp) – Not used.
• end (string, int, date, datetime, Timestamp) – Not used.
• retry_count (int, default 3) – Number of times to retry query request.
• pause (float, default 0.1) – Time, in seconds, of the pause between retries.
• session (Session, default None) – requests.sessions.Session instance to be used
• freq ({str, None}) – Not used.
• api_key (str, optional) – Tiingo API key . If not provided the environmental vari-
able TIINGO_API_KEY is read. The API key is required.

Notes

This is a special case of the daily reader which automatically selected the latest data available for each symbol.
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Read data from connector
url
API URL

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class pandas_datareader.tiingo.TiingoMetaDataReader(symbols, start=None, end=None,

retry_count=3, pause=0.1,
timeout=30, session=None,
freq=None, api_key=None)
Read metadata about symbols from Tiingo
Parameters
• symbols ({str, List[str]}) – String symbol of like of symbols
• start (string, int, date, datetime, Timestamp) – Not used.
• end (string, int, date, datetime, Timestamp) – Not used.
• retry_count (int, default 3) – Number of times to retry query request.
• pause (float, default 0.1) – Time, in seconds, of the pause between retries.
• session (Session, default None) – requests.sessions.Session instance to be used
• freq ({str, None}) – Not used.
• api_key (str, optional) – Tiingo API key . If not provided the environmental vari-
able TIINGO_API_KEY is read. The API key is required.
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
Read data from connector
url
API URL
pandas_datareader.tiingo.get_tiingo_symbols()
Get the set of stock symbols supported by Tiingo
Returns symbols – DataFrame with symbols (ticker), exchange, asset type, currency and start and
end dates
Return type DataFrame

Notes

Reads https://apimedia.tiingo.com/docs/tiingo/daily/supported_tickers.zip

4.5.15 Thrift Savings Plan (TSP)

class pandas_datareader.tsp.TSPReader(symbols=(’Linc’, ’L2020’, ’L2030’, ’L2040’, ’L2050’,

’G’, ’F’, ’C’, ’S’, ’I’), start=None, end=None,
retry_count=3, pause=0.1, session=None)
Returns DataFrame of historical TSP fund prices from symbols, over date range, start to end.
Parameters

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• symbols (str, array-like object (list, tuple, Series), or

DataFrame) – Single stock symbol (ticker), array-like object of symbols or DataFrame
with index containing stock symbols.
• start (string, int, date, datetime, Timestamp) – Starting date. Parses
many different kind of date representations (e.g., ‘JAN-01-2010’, ‘1/1/10’, ‘Jan, 1, 1980’).
Defaults to 20 years before current date.
• end (string, int, date, datetime, Timestamp) – Ending date
• retry_count (int, default 3) – Number of times to retry query request.
• pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries
of chunks. If single value given for symbol, represents the pause between retries.
• session (Session, default None) – requests.sessions.Session instance to be used
close()
Close network session
default_start_date
Default start date for reader. Defaults to 5 years before current date
params
Parameters to use in API calls
read()
read one data from specified URL
url
API URL

4.5.16 World Bank

class pandas_datareader.wb.WorldBankReader(symbols=None, countries=None, start=None,

end=None, freq=None, retry_count=3,
pause=0.1, session=None, errors=’warn’)
Download data series from the World Bank’s World Development Indicators
Parameters
• symbols (WorldBank indicator string or list of strings) – taken
from the id field in WDIsearch()
• countries (string or list of strings.) – all downloads data for all coun-
tries 2 or 3 character ISO country codes select individual countries (e.g.‘‘US‘‘,‘‘CA‘‘) or
(e.g.‘‘USA‘‘,‘‘CAN‘‘). The codes can be mixed. The two ISO lists of countries, provided
by wikipedia, are hardcoded into pandas as of 11/10/2014.
• start (string, int, date, datetime, Timestamp) – First year of the data
series. Month and day are ignored.
• end (string, int, date, datetime, Timestamp) – Last year of the data se-
ries (inclusive). Month and day are ignored.
• errors (str {'ignore', 'warn', 'raise'}, default 'warn') – Coun-
try codes are validated against a hardcoded list. This controls the outcome of that valida-
tion, and attempts to also apply to the results from world bank. errors=’raise’, will raise a
ValueError on a bad country code.
close()
Close network session

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default_start_date
Default start date for reader. Defaults to 5 years before current date
get_countries()
Query information about countries

Notes

Provides information such as:

• country code
• region
• income level
• capital city
• latitude
• and longitude
get_indicators()
Download information about all World Bank data series
params
Parameters to use in API calls
read()
Read data
search(string=’gdp.*capi’, field=’name’, case=False)
Search available data series from the world bank
Parameters
• string (string) – regular expression
• field (string) – id, name, source, sourceNote, sourceOrganization, topics See notes
below
• case (bool) – case sensitive search?

Notes

The first time this function is run it will download and cache the full list of available series. Depending on
the speed of your network connection, this can take time. Subsequent searches will use the cached copy,
so they should be much faster.
id : Data series indicator (for use with the indicator argument of WDI()) e.g. NY.GNS.ICTR.GN.ZS”
name: Short description of the data series source: Data collection project sourceOrganization: Data col-
lection organization note: sourceNote: topics:
url
API URL
pandas_datareader.wb.download(country=None, indicator=None, start=2003, end=2005,
freq=None, errors=’warn’, **kwargs)
Download data series from the World Bank’s World Development Indicators
Parameters

50 Chapter 4. Documentation
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• indicator (string or list of strings) – taken from the id field in

WDIsearch()
• country (string or list of strings.) – all downloads data for all coun-
tries 2 or 3 character ISO country codes select individual countries (e.g.‘‘US‘‘,‘‘CA‘‘) or
(e.g.‘‘USA‘‘,‘‘CAN‘‘). The codes can be mixed.
The two ISO lists of countries, provided by wikipedia, are hardcoded into pandas as of
11/10/2014.
• start (int) – First year of the data series
• end (int) – Last year of the data series (inclusive)
• freq (str) – frequency or periodicity of the data to be retrieved (e.g. ‘M’ for monthly,
‘Q’ for quarterly, and ‘A’ for annual). None defaults to annual.
• errors (str {'ignore', 'warn', 'raise'}, default 'warn') – Coun-
try codes are validated against a hardcoded list. This controls the outcome of that valida-
tion, and attempts to also apply to the results from world bank. errors=’raise’, will raise a
ValueError on a bad country code.
• kwargs – keywords passed to WorldBankReader
Returns data – DataFrame with columns country, year, indicator value
Return type DataFrame
pandas_datareader.wb.get_countries(**kwargs)
Query information about countries
Provides information such as: country code, region, income level, capital city, latitude, and longitude

Parameters kwargs – keywords passed to WorldBankReader

pandas_datareader.wb.get_indicators(**kwargs)
Download information about all World Bank data series
Parameters kwargs – keywords passed to WorldBankReader
pandas_datareader.wb.search(string=’gdp.*capi’, field=’name’, case=False, **kwargs)
Search available data series from the world bank
Parameters
• string (string) – regular expression
• field (string) – id, name, source, sourceNote, sourceOrganization, topics. See notes
• case (bool) – case sensitive search?
• kwargs – keywords passed to WorldBankReader

Notes

The first time this function is run it will download and cache the full list of available series. Depending on the
speed of your network connection, this can take time. Subsequent searches will use the cached copy, so they
should be much faster.
id : Data series indicator (for use with the indicator argument of WDI()) e.g. NY.GNS.ICTR.GN.ZS”
• name: Short description of the data series
• source: Data collection project

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• sourceOrganization: Data collection organization

• note:
• sourceNote:
• topics:

52 Chapter 4. Documentation
 CHAPTER 5

Indices and tables

• genindex
• modindex
• search

53
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54 Chapter 5. Indices and tables

 Python Module Index

p
pandas_datareader.av.forex, 32
pandas_datareader.av.quotes, 34
pandas_datareader.av.sector, 33
pandas_datareader.av.time_series, 32
pandas_datareader.bankofcanada, 36
pandas_datareader.econdb, 36
pandas_datareader.enigma, 37
pandas_datareader.eurostat, 38
pandas_datareader.famafrench, 35
pandas_datareader.fred, 35
pandas_datareader.iex.daily, 38
pandas_datareader.iex.deep, 42
pandas_datareader.iex.market, 39
pandas_datareader.iex.ref, 39
pandas_datareader.iex.stats, 40
pandas_datareader.iex.tops, 42
pandas_datareader.moex, 43
pandas_datareader.nasdaq_trader, 44
pandas_datareader.oecd, 44
pandas_datareader.quandl, 44
pandas_datareader.stooq, 45
pandas_datareader.tiingo, 46
pandas_datareader.tsp, 48
pandas_datareader.wb, 49

55
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56 Python Module Index

 Index

A close() (pandas_datareader.iex.market.MarketReader
AVForexReader (class in pan- method), 39
das_datareader.av.forex), 32 close() (pandas_datareader.iex.ref.SymbolsReader
AVQuotesReader (class in pan- method), 40
das_datareader.av.quotes), 34 close() (pandas_datareader.iex.stats.DailySummaryReader
AVSectorPerformanceReader (class in pan- method), 40
das_datareader.av.sector), 33 close() (pandas_datareader.iex.stats.MonthlySummaryReader
AVTimeSeriesReader (class in pan- method), 40
das_datareader.av.time_series), 32 close() (pandas_datareader.iex.stats.RecentReader
method), 41
B close() (pandas_datareader.iex.stats.RecordsReader
BankOfCanadaReader (class in pan- method), 41
close() (pandas_datareader.iex.tops.LastReader
das_datareader.bankofcanada), 36
method), 43
C close() (pandas_datareader.iex.tops.TopsReader
method), 42
close() (pandas_datareader.av.forex.AVForexReader close() (pandas_datareader.moex.MoexReader
method), 32 method), 44
close() (pandas_datareader.av.quotes.AVQuotesReader close() (pandas_datareader.oecd.OECDReader
method), 34 method), 44
close() (pandas_datareader.av.sector.AVSectorPerformanceReader
close() (pandas_datareader.quandl.QuandlReader
method), 34 method), 45
close() (pandas_datareader.av.time_series.AVTimeSeriesReader
close() (pandas_datareader.stooq.StooqDailyReader
method), 33 method), 46
close() (pandas_datareader.bankofcanada.BankOfCanadaReader
close() (pandas_datareader.tiingo.TiingoDailyReader
method), 36 method), 47
close() (pandas_datareader.econdb.EcondbReader close() (pandas_datareader.tiingo.TiingoMetaDataReader
method), 36 method), 48
close() (pandas_datareader.enigma.EnigmaReader close() (pandas_datareader.tiingo.TiingoQuoteReader
method), 37 method), 47
close() (pandas_datareader.eurostat.EurostatReader close() (pandas_datareader.tsp.TSPReader method),
method), 38 49
close() (pandas_datareader.famafrench.FamaFrenchReaderclose() (pandas_datareader.wb.WorldBankReader
method), 35 method), 49
close() (pandas_datareader.fred.FredReader method),
35 D
close() (pandas_datareader.iex.daily.IEXDailyReader
DailySummaryReader (class in pan-
method), 39
das_datareader.iex.stats), 40
close() (pandas_datareader.iex.deep.Deep method),
data_key (pandas_datareader.av.forex.AVForexReader
42
attribute), 32

57
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data_key (pandas_datareader.av.quotes.AVQuotesReader attribute), 40

attribute), 34 default_start_date (pan-
data_key (pandas_datareader.av.sector.AVSectorPerformanceReader das_datareader.iex.stats.RecentReader at-
attribute), 34 tribute), 41
data_key (pandas_datareader.av.time_series.AVTimeSeriesReader
default_start_date (pan-
attribute), 33 das_datareader.iex.stats.RecordsReader
Deep (class in pandas_datareader.iex.deep), 42 attribute), 41
default_start_date (pan- default_start_date (pan-
das_datareader.av.forex.AVForexReader das_datareader.iex.tops.LastReader attribute),
attribute), 32 43
default_start_date (pan- default_start_date (pan-
das_datareader.av.quotes.AVQuotesReader das_datareader.iex.tops.TopsReader attribute),
attribute), 34 42
default_start_date (pan- default_start_date (pan-
das_datareader.av.sector.AVSectorPerformanceReader das_datareader.moex.MoexReader attribute),
attribute), 34 44
default_start_date (pan- default_start_date (pan-
das_datareader.av.time_series.AVTimeSeriesReader das_datareader.oecd.OECDReader attribute),
attribute), 33 44
default_start_date (pan- default_start_date (pan-
das_datareader.bankofcanada.BankOfCanadaReader das_datareader.quandl.QuandlReader at-
attribute), 36 tribute), 45
default_start_date (pan- default_start_date (pan-
das_datareader.econdb.EcondbReader at- das_datareader.stooq.StooqDailyReader
tribute), 37 attribute), 46
default_start_date (pan- default_start_date (pan-
das_datareader.enigma.EnigmaReader at- das_datareader.tiingo.TiingoDailyReader
tribute), 37 attribute), 47
default_start_date (pan- default_start_date (pan-
das_datareader.eurostat.EurostatReader das_datareader.tiingo.TiingoMetaDataReader
attribute), 38 attribute), 48
default_start_date (pan- default_start_date (pan-
das_datareader.famafrench.FamaFrenchReader das_datareader.tiingo.TiingoQuoteReader
attribute), 35 attribute), 47
default_start_date (pan- default_start_date (pan-
das_datareader.fred.FredReader attribute), das_datareader.tsp.TSPReader attribute),
35 49
default_start_date (pan- default_start_date (pan-
das_datareader.iex.daily.IEXDailyReader das_datareader.wb.WorldBankReader at-
attribute), 39 tribute), 49
default_start_date (pan- download() (in module pandas_datareader.wb), 50
das_datareader.iex.deep.Deep attribute), dsd_url (pandas_datareader.eurostat.EurostatReader
42 attribute), 38
default_start_date (pan-
das_datareader.iex.market.MarketReader E
attribute), 39 EcondbReader (class in pandas_datareader.econdb),
default_start_date (pan- 36
das_datareader.iex.ref.SymbolsReader at- endpoint (pandas_datareader.iex.daily.IEXDailyReader
tribute), 40 attribute), 39
default_start_date (pan- EnigmaReader (class in pandas_datareader.enigma),
das_datareader.iex.stats.DailySummaryReader 37
attribute), 40 EurostatReader (class in pan-
default_start_date (pan- das_datareader.eurostat), 38
das_datareader.iex.stats.MonthlySummaryReader

58 Index
 pandas-datareader Documentation, Release 0.8.0+4.gec799a0

F MoexReader (class in pandas_datareader.moex), 43

FamaFrenchReader (class in pan-MonthlySummaryReader (class in pan-
das_datareader.famafrench), 35 das_datareader.iex.stats), 40
FredReader (class in pandas_datareader.fred), 35
function (pandas_datareader.av.forex.AVForexReader O
attribute), 32 OECDReader (class in pandas_datareader.oecd), 44
function (pandas_datareader.av.quotes.AVQuotesReaderoutput_size (pandas_datareader.av.time_series.AVTimeSeriesReader
attribute), 35 attribute), 33
function (pandas_datareader.av.sector.AVSectorPerformanceReader
attribute), 34 P
function (pandas_datareader.av.time_series.AVTimeSeriesReader
pandas_datareader.av.forex (module), 32
attribute), 33 pandas_datareader.av.quotes (module), 34
pandas_datareader.av.sector (module), 33
G pandas_datareader.av.time_series (mod-
get_available_datasets() (in module pan- ule), 32
das_datareader.famafrench), 36 pandas_datareader.bankofcanada (module),
get_available_datasets() (pan- 36
das_datareader.famafrench.FamaFrenchReader pandas_datareader.econdb (module), 36
method), 35 pandas_datareader.enigma (module), 37
get_countries() (in module pan- pandas_datareader.eurostat (module), 38
das_datareader.wb), 51 pandas_datareader.famafrench (module), 35
get_countries() (pan- pandas_datareader.fred (module), 35
das_datareader.wb.WorldBankReader method), pandas_datareader.iex.daily (module), 38
50 pandas_datareader.iex.deep (module), 42
get_current_snapshot_id() (pan- pandas_datareader.iex.market (module), 39
das_datareader.enigma.EnigmaReader pandas_datareader.iex.ref (module), 39
method), 37 pandas_datareader.iex.stats (module), 40
get_dataset_metadata() (pan- pandas_datareader.iex.tops (module), 42
das_datareader.enigma.EnigmaReader pandas_datareader.moex (module), 43
method), 37 pandas_datareader.nasdaq_trader (module),
get_indicators() (in module pan- 44
das_datareader.wb), 51 pandas_datareader.oecd (module), 44
get_indicators() (pan- pandas_datareader.quandl (module), 44
das_datareader.wb.WorldBankReader method), pandas_datareader.stooq (module), 45
50 pandas_datareader.tiingo (module), 46
get_nasdaq_symbols() (in module pan- pandas_datareader.tsp (module), 48
das_datareader.nasdaq_trader), 44 pandas_datareader.wb (module), 49
get_snapshot_export() (pan- params (pandas_datareader.av.forex.AVForexReader at-
das_datareader.enigma.EnigmaReader tribute), 32
method), 38 params (pandas_datareader.av.quotes.AVQuotesReader
get_tiingo_symbols() (in module pan- attribute), 35
das_datareader.tiingo), 48 params (pandas_datareader.av.sector.AVSectorPerformanceReader
attribute), 34
I params (pandas_datareader.av.time_series.AVTimeSeriesReader
IEXDailyReader (class in pan- attribute), 33
das_datareader.iex.daily), 38 params (pandas_datareader.bankofcanada.BankOfCanadaReader
attribute), 36
L params (pandas_datareader.econdb.EcondbReader at-
tribute), 37
LastReader (class in pandas_datareader.iex.tops), 43
params (pandas_datareader.enigma.EnigmaReader at-
M tribute), 38
params (pandas_datareader.eurostat.EurostatReader
MarketReader (class in pan- attribute), 38
das_datareader.iex.market), 39

Index 59
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params (pandas_datareader.famafrench.FamaFrenchReader read() (pandas_datareader.av.time_series.AVTimeSeriesReader

attribute), 36 method), 33
params (pandas_datareader.fred.FredReader attribute), read() (pandas_datareader.bankofcanada.BankOfCanadaReader
35 method), 36
params (pandas_datareader.iex.daily.IEXDailyReader read() (pandas_datareader.econdb.EcondbReader
attribute), 39 method), 37
params (pandas_datareader.iex.deep.Deep attribute), read() (pandas_datareader.enigma.EnigmaReader
42 method), 38
params (pandas_datareader.iex.market.MarketReader read() (pandas_datareader.eurostat.EurostatReader
attribute), 39 method), 38
params (pandas_datareader.iex.ref.SymbolsReader at- read() (pandas_datareader.famafrench.FamaFrenchReader
tribute), 40 method), 36
params (pandas_datareader.iex.stats.DailySummaryReaderread() (pandas_datareader.fred.FredReader method),
attribute), 40 35
params (pandas_datareader.iex.stats.MonthlySummaryReader
read() (pandas_datareader.iex.daily.IEXDailyReader
attribute), 40 method), 39
params (pandas_datareader.iex.stats.RecentReader at- read() (pandas_datareader.iex.deep.Deep method), 42
tribute), 41 read() (pandas_datareader.iex.market.MarketReader
params (pandas_datareader.iex.stats.RecordsReader at- method), 39
tribute), 41 read() (pandas_datareader.iex.ref.SymbolsReader
params (pandas_datareader.iex.tops.LastReader at- method), 40
tribute), 43 read() (pandas_datareader.iex.stats.DailySummaryReader
params (pandas_datareader.iex.tops.TopsReader method), 40
attribute), 42 read() (pandas_datareader.iex.stats.MonthlySummaryReader
params (pandas_datareader.moex.MoexReader at- method), 40
tribute), 44 read() (pandas_datareader.iex.stats.RecentReader
params (pandas_datareader.oecd.OECDReader at- method), 41
tribute), 44 read() (pandas_datareader.iex.stats.RecordsReader
params (pandas_datareader.quandl.QuandlReader at- method), 41
tribute), 45 read() (pandas_datareader.iex.tops.LastReader
params (pandas_datareader.stooq.StooqDailyReader method), 43
attribute), 46 read() (pandas_datareader.iex.tops.TopsReader
params (pandas_datareader.tiingo.TiingoDailyReader method), 42
attribute), 47 read() (pandas_datareader.moex.MoexReader
params (pandas_datareader.tiingo.TiingoMetaDataReader method), 44
attribute), 48 read() (pandas_datareader.oecd.OECDReader
params (pandas_datareader.tiingo.TiingoQuoteReader method), 44
attribute), 47 read() (pandas_datareader.quandl.QuandlReader
params (pandas_datareader.tsp.TSPReader attribute), method), 45
49 read() (pandas_datareader.stooq.StooqDailyReader
params (pandas_datareader.wb.WorldBankReader at- method), 46
tribute), 50 read() (pandas_datareader.tiingo.TiingoDailyReader
method), 47
Q read() (pandas_datareader.tiingo.TiingoMetaDataReader
QuandlReader (class in pandas_datareader.quandl), method), 48
44 read() (pandas_datareader.tiingo.TiingoQuoteReader
method), 47
R read() (pandas_datareader.tsp.TSPReader method), 49
read() (pandas_datareader.av.forex.AVForexReader read() (pandas_datareader.wb.WorldBankReader
method), 32 method), 50
read() (pandas_datareader.av.quotes.AVQuotesReader RecentReader (class in pandas_datareader.iex.stats),
method), 35 41
RecordsReader
read() (pandas_datareader.av.sector.AVSectorPerformanceReader (class in pan-
method), 34 das_datareader.iex.stats), 41

60 Index
 pandas-datareader Documentation, Release 0.8.0+4.gec799a0

S url (pandas_datareader.famafrench.FamaFrenchReader
search() (in module pandas_datareader.wb), 51 attribute), 36
search() (pandas_datareader.wb.WorldBankReader url (pandas_datareader.fred.FredReader attribute), 35
method), 50 url (pandas_datareader.iex.daily.IEXDailyReader at-
service (pandas_datareader.iex.deep.Deep attribute), tribute), 39
42 url (pandas_datareader.iex.deep.Deep attribute), 42
service (pandas_datareader.iex.market.MarketReader url (pandas_datareader.iex.market.MarketReader at-
attribute), 39 tribute), 39
service (pandas_datareader.iex.ref.SymbolsReader at- url (pandas_datareader.iex.ref.SymbolsReader at-
tribute), 40 tribute), 40
url (pandas_datareader.iex.stats.DailySummaryReader
service (pandas_datareader.iex.stats.DailySummaryReader
attribute), 40 attribute), 40
url
service (pandas_datareader.iex.stats.MonthlySummaryReader(pandas_datareader.iex.stats.MonthlySummaryReader
attribute), 41 attribute), 41
service (pandas_datareader.iex.stats.RecentReader url (pandas_datareader.iex.stats.RecentReader at-
attribute), 42 tribute), 42
service (pandas_datareader.iex.stats.RecordsReader url (pandas_datareader.iex.stats.RecordsReader at-
attribute), 41 tribute), 41
service (pandas_datareader.iex.tops.LastReader at- url (pandas_datareader.iex.tops.LastReader attribute),
tribute), 43 43
service (pandas_datareader.iex.tops.TopsReader at- url (pandas_datareader.iex.tops.TopsReader attribute),
tribute), 42 43
StooqDailyReader (class in pan- url (pandas_datareader.moex.MoexReader attribute),
das_datareader.stooq), 45 44
SymbolsReader (class in pandas_datareader.iex.ref ), url (pandas_datareader.oecd.OECDReader attribute),
39 44
url (pandas_datareader.quandl.QuandlReader at-
T tribute), 45
TiingoDailyReader (class in pan- url (pandas_datareader.stooq.StooqDailyReader
das_datareader.tiingo), 46 attribute), 46
TiingoMetaDataReader (class in pan- url (pandas_datareader.tiingo.TiingoDailyReader at-
das_datareader.tiingo), 47 tribute), 47
TiingoQuoteReader (class in pan- url (pandas_datareader.tiingo.TiingoMetaDataReader
das_datareader.tiingo), 47 attribute), 48
TopsReader (class in pandas_datareader.iex.tops), 42 url (pandas_datareader.tiingo.TiingoQuoteReader at-
TSPReader (class in pandas_datareader.tsp), 48 tribute), 47
url (pandas_datareader.tsp.TSPReader attribute), 49
U url (pandas_datareader.wb.WorldBankReader at-
url (pandas_datareader.av.forex.AVForexReader at- tribute), 50
tribute), 32
url (pandas_datareader.av.quotes.AVQuotesReader at-
W
tribute), 35 WorldBankReader (class in pandas_datareader.wb),
url (pandas_datareader.av.sector.AVSectorPerformanceReader 49
attribute), 34
url (pandas_datareader.av.time_series.AVTimeSeriesReader
attribute), 33
url (pandas_datareader.bankofcanada.BankOfCanadaReader
attribute), 36
url (pandas_datareader.econdb.EcondbReader at-
tribute), 37
url (pandas_datareader.enigma.EnigmaReader at-
tribute), 38
url (pandas_datareader.eurostat.EurostatReader
attribute), 38

Index 61