Extract data from a wide range of Internet sources into a pandas DataFrame.

Overview

pandas-datareader

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

image image image image License

Installation

Install using pip

pip install pandas-datareader

Usage

import pandas_datareader as pdr
pdr.get_data_fred('GS10')

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.

Requirements

Using pandas datareader requires the following packages:

  • pandas>=1.0
  • lxml
  • requests>=2.19.0

Building the documentation additionally requires:

  • matplotlib
  • ipython
  • requests_cache
  • sphinx
  • pydata_sphinx_theme

Development and testing additionally requires:

  • black
  • coverage
  • codecov
  • coveralls
  • flake8
  • pytest
  • pytest-cov
  • wrapt

Install latest development version

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

or

git clone https://github.com/pydata/pandas-datareader.git
cd pandas-datareader
python setup.py install
Comments
  • Issues with the data reader fetching yahoo finance

    Issues with the data reader fetching yahoo finance

    Apologies first issue/comment on GitHub. I will review proper protocol. Please correct me if this is not the correct place to put this.


    RemoteDataError Traceback (most recent call last) in () 4 end = dt.datetime(2017, 5, 8) 5 ----> 6 INPX = data.DataReader(INPX ,'yahoo', start, end) 7 8 #Convert Volume from Int to Float

    C:\Users\randomname\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas_datareader\data.py in DataReader(name, data_source, start, end, retry_count, pause, session) 92 adjust_price=False, chunksize=25, 93 retry_count=retry_count, pause=pause, ---> 94 session=session).read() 95 96 elif data_source == "yahoo-actions":

    C:\Users\randomname\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas_datareader\yahoo\daily.py in read(self) 75 def read(self): 76 """ read one data from specified URL """ ---> 77 df = super(YahooDailyReader, self).read() 78 if self.ret_index: 79 df['Ret_Index'] = _calc_return_index(df['Adj Close'])

    C:\Users\randomname\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas_datareader\base.py in read(self) 176 df = self._dl_mult_symbols(self.symbols.index) 177 else: --> 178 df = self._dl_mult_symbols(self.symbols) 179 return df 180

    C:\Users\randomname\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas_datareader\base.py in _dl_mult_symbols(self, symbols) 195 if len(passed) == 0: 196 msg = "No data fetched using {0!r}" --> 197 raise RemoteDataError(msg.format(self.class.name)) 198 try: 199 if len(stocks) > 0 and len(failed) > 0 and len(passed) > 0:

    RemoteDataError: No data fetched using 'YahooDailyReader'

    bug 
    opened by Crowbeezy 66
  • Yahoo returning: pandas_datareader._utils.RemoteDataError: Unable to read URL:

    Yahoo returning: pandas_datareader._utils.RemoteDataError: Unable to read URL:

    I always use the call to the service like this:

    import datetime as dt
    import pandas_datareader.data as web
    
    start_date = dt.datetime(2008,1,1)
    end_date = dt.datetime(2009,1,1)
    web.DataReader('GOOG', 'yahoo', start_date, end_date)
    

    Today I'm getting:

    pandas_datareader._utils.RemoteDataError: Unable to read URL: http://ichart.finance.yahoo.com/table.csv

    Is yahoo off?

    from google finance it comes ok.

    Thanks

    opened by canivel 55
  • data_source='yahoo': reading data fails since July 01

    data_source='yahoo': reading data fails since July 01

    Since 2021-07-01, reading data from Yahoo fails with a nondescript error message.

    Calling the URL (see RemoteDataError below) directly from a browser succeeds. wget returns error 404: Not Found.

    Interesting is the name of the background image in the HTML message: "s.yimg.com/nn/img/sad-panda-201402200631.png"

    Pandas datareader version 0.9.0

    Code snippet:

    import pandas as pd
    import pandas_datareader as pdr
    # start date is arbitrary
    pdr.DataReader('GOOGL', data_source='yahoo', start='2021-07-01')
    

    Error message:

    Traceback (most recent call last):
      File "<stdin>", line 1, in <module>
      File "/home/iago/.local/lib/python3.9/site-packages/pandas/util/_decorators.py", line 199, in wrapper
        return func(*args, **kwargs)
      File "/usr/lib/python3.9/site-packages/pandas_datareader/data.py", line 376, in DataReader
        return YahooDailyReader(
      File "/usr/lib/python3.9/site-packages/pandas_datareader/base.py", line 253, in read
        df = self._read_one_data(self.url, params=self._get_params(self.symbols))
      File "/usr/lib/python3.9/site-packages/pandas_datareader/yahoo/daily.py", line 153, in _read_one_data
        resp = self._get_response(url, params=params)
      File "/usr/lib/python3.9/site-packages/pandas_datareader/base.py", line 181, in _get_response
        raise RemoteDataError(msg)
    pandas_datareader._utils.RemoteDataError: Unable to read URL: https://finance.yahoo.com/quote/GOOGL/history?period1=1625104800&period2=1625363999&interval=1d&frequency=1d&filter=history
    Response Text:
    b'<!DOCTYPE html>\n  <html lang="en-us"><head>\n  <meta http-equiv="content-type" content="text/html; charset=UTF-8">\n      <meta charset="utf-8">\n      <title>Yahoo</title>\n      <meta name="viewport" content="width=device-width,initial-scale=1,minimal-ui">\n      <meta http-equiv="X-UA-Compatible" content="IE=edge,chrome=1">\n      <style>\n  html {\n      height: 100%;\n  }\n  body {\n      background: #fafafc url(https://s.yimg.com/nn/img/sad-panda-201402200631.png) 50% 50%;\n      background-size: cover;\n      height: 100%;\n      text-align: center;\n      font: 300 18px "helvetica neue", helvetica, verdana, tahoma, arial, sans-serif;\n  }\n  table {\n      height: 100%;\n      width: 100%;\n      table-layout: fixed;\n      border-collapse: collapse;\n      border-spacing: 0;\n      border: none;\n  }\n  h1 {\n      font-size: 42px;\n      font-weight: 400;\n      color: #400090;\n  }\n  p {\n      color: #1A1A1A;\n  }\n  #message-1 {\n      font-weight: bold;\n      margin: 0;\n  }\n  #message-2 {\n      display: inline-block;\n      *display: inline;\n      zoom: 1;\n      max-width: 17em;\n      _width: 17em;\n  }\n      </style>\n  <script>\n    document.write(\'<img src="//geo.yahoo.com/b?s=1197757129&t=\'+new Date().getTime()+\'&src=aws&err_url=\'+encodeURIComponent(document.URL)+\'&err=%<pssc>&test=\'+encodeURIComponent(\'%<{Bucket}cqh[:200]>\')+\'" width="0px" height="0px"/>\');var beacon = new Image();beacon.src="//bcn.fp.yahoo.com/p?s=1197757129&t="+new Date().getTime()+"&src=aws&err_url="+encodeURIComponent(document.URL)+"&err=%<pssc>&test="+encodeURIComponent(\'%<{Bucket}cqh[:200]>\');\n  </script>\n  </head>\n  <body>\n  <!-- status code : 404 -->\n  <!-- Not Found on Server -->\n  <table>\n  <tbody><tr>\n      <td>\n      <img src="https://s.yimg.com/rz/p/yahoo_frontpage_en-US_s_f_p_205x58_frontpage.png" alt="Yahoo Logo">\n      <h1 style="margin-top:20px;">Will be right back...</h1>\n      <p id="message-1">Thank you for your patience.</p>\n      <p id="message-2">Our engineers are working quickly to resolve the issue.</p>\n      </td>\n  </tr>\n  </tbody></table>\n  </body></html>'
    
    opened by aeolio 42
  • ImmediateDeprecationError:  Yahoo Actions has been immediately deprecated due to large breaks in the API without the introduction of a stable replacement.

    ImmediateDeprecationError: Yahoo Actions has been immediately deprecated due to large breaks in the API without the introduction of a stable replacement.

    Yahoo Finance data looks not working well not 2018/2/14:

    ImmediateDeprecationError: Yahoo Actions has been immediately deprecated due to large breaks in the API without the introduction of a stable replacement. Pull Requests to re-enable these data connectors are welcome.

    opened by david2588e 42
  • _get_response without headers doesn't work (at least with 'yahoo' source

    _get_response without headers doesn't work (at least with 'yahoo' source

    to fix, I put in base.py:

    def _get_response(self, url, params=None, headers=None):
        """ send raw HTTP request to get requests.Response from the specified url
        Parameters
        ----------
        url : str
            target URL
        params : dict or None
            parameters passed to the URL
        """
    
        # initial attempt + retry
        if headers == None:
            headers          = {'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_10_1) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.95 Safari/537.36'}
    
        pause = self.pause
    
    opened by galashour 39
  • Broken options class for pandas.io.data - Did Yahoo just change their options site?

    Broken options class for pandas.io.data - Did Yahoo just change their options site?

    Hello, Yahoo seems to have changed their site design as I no longer can pull any options data with panda.

    Does anyone else experience this?

    Here's what's called:

    #!/usr/bin/python
    import sys, getopt
    import pandas as pd
    import numpy as np
    from pandas.io.data import DataFrame
    from pandas.io.data import Options
    import h5py as h5
    from pandas_datareader import data, wb
    import datetime
    import time
    ticker = str(sys.argv[1])
    new_data=pd.DataFrame()
    option = Options(ticker, 'yahoo')
    data = option.get_all_data()
    new_data = new_data.append(data)
    new_data.to_csv('cache/'+ticker)
    

    And here's what I am getting:

    Traceback (most recent call last):
    File "db1.py", line 18, in 
    data = option.get_all_data()
    File "/usr/local/lib/python2.7/dist-packages/pandas/io/data.py", line 1134, in get_all_data
    expiry_dates = self.expiry_dates
    File "/usr/local/lib/python2.7/dist-packages/pandas/io/data.py", line 1165, in expiry_dates
    expiry_dates, _ = self._get_expiry_dates_and_links()
    File "/usr/local/lib/python2.7/dist-packages/pandas/io/data.py", line 1191, in _get_expiry_dates_and_links
    raise RemoteDataError('Data not available')
    pandas.io.data.RemoteDataError: Data not available
    

    output of pd.show_versions()

    INSTALLED VERSIONS
    
    commit: None
    python: 2.7.11.final.0
    python-bits: 64
    OS: Linux
    OS-release: 4.4.0-24-generic
    machine: x86_64
    processor: x86_64
    byteorder: little
    LC_ALL: None
    LANG: en_CA.UTF-8
    
    pandas: 0.18.1
    nose: 1.3.7
    pip: 8.1.1
    setuptools: 20.7.0
    Cython: 0.23.4
    numpy: 1.11.0
    scipy: 0.17.0
    statsmodels: 0.6.1
    xarray: None
    IPython: None
    sphinx: None
    patsy: 0.4.1
    dateutil: 2.4.2
    pytz: 2014.10
    blosc: None
    bottleneck: None
    tables: 3.2.2
    numexpr: 2.4.3
    matplotlib: 1.5.1
    openpyxl: 2.3.0
    xlrd: 0.9.4
    xlwt: 0.7.5
    xlsxwriter: None
    lxml: 3.5.0
    bs4: 4.4.1
    html5lib: 0.999
    httplib2: 0.9.1
    apiclient: None
    sqlalchemy: None
    pymysql: None
    psycopg2: None
    jinja2: None
    boto: None
    pandas_datareader: 0.2.0
    
    opened by dscheste 37
  • ImmediateDeprecationError of Google Finance data

    ImmediateDeprecationError of Google Finance data

    Hello, I want to get the financial crisis data from 2006 to 2016 of Bank of America. So i used the following way:--

    from pandas_datareader import data, wb BAC = data.DataReader("BAC", 'google', start, end)

    It state error:-- ImmediateDeprecationError: Google finance has been immediately deprecated due to large breaks in the API without the introduction of a stable replacement. Pull Requests to re-enable these data connectors are welcome.

    opened by koshtinikhilesh 33
  • ImmediateDeprecationError raise when trying to get data from yahoo

    ImmediateDeprecationError raise when trying to get data from yahoo

    Hello,

    I am quite confused about the new module pandas_datareader. As I learn from the website, pandas.io is changed to this new module. But there occurs a new issue, and I cannot find the same issue that anyone has ever met. Would you please give me some advice on how to get data correctly by pandas_datareader module?

    import pandas as pd import datetime import pandas_datareader.data as web start = datetime.datetime(2010,1,1) end = datetime.datetime(2015,1,1) df = web.DataReader('XOM','yahoo',start,end) Traceback (most recent call last): File "", line 1, in File "D:\program file\python27\lib\site-packages\pandas_datareader\data.py", l ine 291, in DataReader raise ImmediateDeprecationError(DEP_ERROR_MSG.format('Yahoo Daily')) pandas_datareader.exceptions.ImmediateDeprecationError: Yahoo Daily has been immediately deprecated due to large breaks in the API witho ut the introduction of a stable replacement. Pull Requests to re-enable these data connectors are welcome.

    See https://github.com/pydata/pandas-datareader/issues

    opened by panfeng-espressif 27
  • RLS 0.6.0

    RLS 0.6.0

    There have been a lot of changes in the past few days.

    Please report any issues here. I there are none raised by the start of next week, 0.6.0 will be released then.

    • [x] Add release date to what's new
    • [x] Tag release
    opened by bashtage 24
  • New problems with Google Finance?

    New problems with Google Finance?

    I got the following traceback/error:

    raise RemoteDataError('Unable to read URL: {0}'.format(url)) pandas_datareader._utils.RemoteDataError: Unable to read URL: http://finance.google.com/finance/historical?q=ETR%3AADS&startdate=Jan+01%2C+2000&enddate=Mar+16%2C+2018&output=csv

    Does others have the same problem? (Thanks.)

    Are they joking?

    We're sorry... ... but your computer or network may be sending automated queries. To protect our users, we can't process your request right now.

    See Google Help for more information.

    Have you the same problem? How do you solve this problem?

    opened by paintdog 22
  • get_quote_yahoo and get_quote_google no longer work since Nov 1

    get_quote_yahoo and get_quote_google no longer work since Nov 1

    A few months ago, we had a crisis over historical price from Yahoo. It was fixed in 0.5.0 release. Now get_quote_yahoo is the new victim:

    In [1] web.get_quote_yahoo('DVAX')
    RemoteDataError: Unable to read URL: http://finance.yahoo.com/d/quotes.csv?s=DVAX&f=sl1p2rt1s7
    
    In [2] web.get_quote_google('DVAX')
    RemoteDataError: Unable to read URL: http://www.google.com/finance/info?q=DVAX
    

    I understand the get_quote_yahoo function is experimental. But It would be nice if we can fix it.

    I switched to BarChart free api for quotes for now.

    google-finance yahoo-finance 
    opened by liuyigh 22
  • pandas_datareader.data.DataReader can no longer access stooq

    pandas_datareader.data.DataReader can no longer access stooq

    As of 9:30 or so EST on 12/25, the DataReader method could not retrieve data from stooq. It returned a blank dataframe. Is there any other option for getting the same data formatted similarly? I have also tested pandas_datareader.get_data_stooq, and this method does not seem to work either.

    opened by charizardavi 2
  • Decoding stores that was encrypted by Yahoo! Finance recently

    Decoding stores that was encrypted by Yahoo! Finance recently

    Sorry for any invonvenience, I am new to working on git in such a professional manor so expect errors with pull request.

    Changes:

    In pandas-datareader/yahoo/daily.py/

    I have added function decrypt_cryptojs_aes() to decode the
    stores that were previously not allowing any stock data to be 
    accessed from Yahoo! Finance due to their new change.
    
    Additionally just changed _read_one_data() so that it reads the
    decoded stores and passes on stock data correctly.
    

    I have tested this on a limited number of stocks on my personal project and works good. I have ran the test_yahoo.py and passed 16, failed 4. However, it still is more tests than the current version on GitHub now due to Yahoo! Finance new change (I dont think any Yahoo! stocks work atm). I am unsure of the tests that are failing so some help would be great. I am sure this can be used just as a temporary fix!

    I also don't know how to run the 3rd and 4th bullet points below.

    • [x] closes #952
    • [x] tests added / passed
    • [ ] passes git diff upstream/master -u -- "*.py" | flake8 --diff
    • [x] passes black --check pandas_datareader
    • [x] added entry to docs/source/whatsnew/vLATEST.txt
    opened by raphi6 7
  • Response format from Yahoo seems to have changed I keep getting this error.

    Response format from Yahoo seems to have changed I keep getting this error.

    File "/Users/yeison/miniforge3/envs/tf-metal-0.6.0/lib/python3.10/site-packages/pandas_datareader/yahoo/daily.py", line 153, in _read_one_data data = j["context"]["dispatcher"]["stores"]["HistoricalPriceStore"] TypeError: string indices must be integers

    opened by yeison 41
  • No data for the ticker ETFBS80TR.PL

    No data for the ticker ETFBS80TR.PL

    I found no data for the ticker ETFBS80TR.PL, nevertheless I can see the chart on https://stooq.pl/q/?s=etfbs80tr.pl Could you check it, please? Thank you.

    opened by Tomasz-Ch 0
  • Error: No data found for this date range, symbol may be delisted

    Error: No data found for this date range, symbol may be delisted

    I am following the example shown in README, but I am getting no data found error.

    I am running python 3.11 in Windows and have installed pandas datareader and finance.

    The MWE is given below:

    import yfinance as yf
    import pandas_datareader
    import sys
    
    data = yf.download("SPY AAPL", start="2017-01-01", end="2017-04-30")
    
    print(yf.__version__) # '0.1.87'
    print(pandas_datareader.__version__) # '0.10.0'
    print(sys.version) # 3.11.0 (main, Oct 24 2022, 18:26:48) [MSC v.1933 64 bit (AMD64)]
    

    Output:

    [*********************100%***********************]  2 of 2 completed
    
    2 Failed downloads:
    - AAPL: No data found for this date range, symbol may be delisted
    - SPY: No data found for this date range, symbol may be delisted
    0.1.87
    0.10.0
    3.11.0 (main, Oct 24 2022, 18:26:48) [MSC v.1933 64 bit (AMD64)]
    
    opened by bhishanpdl 2
Releases(v0.10.0)
  • v0.10.0(Jul 13, 2021)

    The pandas datareader maintainers and contributors are happy to announce the release of 0.10.0. The notable features are:

    • Fixed Yahoo readers which now require headers
    • Fixed other reader
    • Improved compatibility with pandas
    Source code(tar.gz)
    Source code(zip)
  • v0.9.0(Jul 10, 2020)

    The PyData developers are happy to announce the next version of pandas datareader.

    Enhancements

    Added a timeout parameter to prevent infinite hangs (#790) Added AlphaVantage endpoint to get historical currency exchange rates (#764) Improved logging when rate-limited (#745)

    Backwards incompatible API changes

    Dropped support for Python 2.7. The minimum python version is now Python 3.6. Removed Robinhood which no longer exists Immediately deprecated AlphaVantage quote reader which used an endpoint that has been retired Immediately deprecated Enigma which has substantially changed their business model and API

    Source code(tar.gz)
    Source code(zip)
  • v0.9.0rc1(Jul 7, 2020)

  • v0.9.0rc0(Jul 7, 2020)

    This is a pre-release for 0.9.0. Please test.

    Enhancements

    • Added a timeout parameter to prevent infinite hangs (#790)
    • Added AlphaVantage endpoint to get historical currency exchange rates (#764)
    • Improved logging when rate limited (#745)

    Backwards incompatible API changes

    • Dropped support for Python 2.7. The minimum python version is now Python 3.6.
    • Removed Robinhood which no longer exists
    • Immediately deprecated AlphaVantage quote reader which used an end point that has been retired
    • Immediately deprecated Enigma which has substantially changed their business model and API
    Source code(tar.gz)
    Source code(zip)
  • v0.8.1(Sep 25, 2019)

    This is a small point release.

    • Ensure that requirements.txt is included in the sdist on PyPI.

    There are no other changes in this release.

    Source code(tar.gz)
    Source code(zip)
  • v0.8.0(Sep 22, 2019)

    This is a major release from v0.7.4. Highlights include:

    • A new connector for Econdb was introduced. Econdb provides aggregated economic data from 90+ official statistical agencies.
    • Migrated IEX readers to IEX Cloud. All readers now require an API token (IEX_API_KEY).
    • 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 endpoints in 1/2019.
    Source code(tar.gz)
    Source code(zip)
  • v0.8.0rc0(Sep 18, 2019)

    This is a major release from v0.7.4. Highlights include:

    • A new connector for Econdb was introduced. Econdb provides aggregated economic data from 90+ official statistical agencies.
    • Migrated IEX readers to IEX Cloud. All readers now require an API token (IEX_API_KEY).
    • 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 endpoints in 1/2019.
    Source code(tar.gz)
    Source code(zip)
  • v0.7.4(Jul 29, 2019)

  • v0.7.3(Jul 28, 2019)

    This is a patch release that fixes a break due to changes in pandas 0.25. It is otherwise identical to v0.7.0. It fixes issues missed in v0.7.2.

    Source code(tar.gz)
    Source code(zip)
  • v0.7.1(Jul 28, 2019)

  • v0.7.2(Jul 28, 2019)

    This is a patch release that fixes a break due to changes in pandas 0.25. It is otherwise identical to v0.7.0. It fixes issues missed in v0.7.1.

    Source code(tar.gz)
    Source code(zip)
  • v0.7.0(Sep 11, 2018)

    This is a major release from 0.6.0. We recommend that all users upgrade.

    Warning

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

    Highlights

    • Reintroduced support for Yahoo! price, dividends, and splits data for stocks and currency pairs.
    • A new data connector for data provided by Alpha Vantage was introduced to obtain Foreign Exchange (FX) data
    • A new data connector for data provided by Alpha Vantage was introduced to obtain historical time series data.
    • A new data connector for data provided by Alpha Vantage was introduced to obtain sector performance data.
    • A new data connector for data provided by Alpha Vantage was introduced to obtain real-time Batch Stock Quotes.
    • 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.
    Source code(tar.gz)
    Source code(zip)
  • v0.6.0(Jan 28, 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.
    • 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 (#478).
    • 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. (#477).
    • A new connector for Morningstar Open, High, Low, Close and Volume was introduced (#467)
    • A new connector for IEX daily price data was introduced (#465).
    • A new connector for IEX the majority of the IEX API was introduced (#446).
    • A new data connector for stock index data provided by Stooq was introduced #447).
    • A new data connector for data provided by the Bank of Canada was introduced (#440).
    Source code(tar.gz)
    Source code(zip)
  • v0.5.0(Jul 26, 2017)

    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. (#315)

    What’s new in v0.5.0

    Enhancements

    • DataReader now supports Quandl, see here (#361).

    Backwards incompatible API changes

    • Removed Oanda as it became subscription only (#296).

    Bug Fixes

    • web sessions are closed properly at the end of use (#355)
    • Handle commas in large price quotes (#345)
    • Test suite fixes for test_get_options_data (#352)
    • Test suite fixes for test_wdi_download (#350)
    • avoid monkey patching requests.Session (#301)
    • get_data_yahoo() now treats 'null' strings as missing values (#342)
    Source code(tar.gz)
    Source code(zip)
  • v0.3.0(Jan 14, 2017)

    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:

    New features

    • DataReader now supports dividend only pulls from Yahoo! Finance (#138).
    • DataReader now supports downloading mutual fund prices from the Thrift Savings Plan (#157).
    • DataReader now supports Google options data source (#148).
    • DataReader now supports Google quotes (#188).
    • DataReader now supports Enigma dataset. (#245).
    • DataReader now supports downloading a full list of NASDAQ listed symbols. (#254).

    Other enhancements

    • Eurostat reader now supports larger data returned from API via zip format. (#205)
    • 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. (#85).
    • Fixed bug in YahooOptions caused as a result of change in yahoo website format. (#244).
    Source code(tar.gz)
    Source code(zip)
  • v0.2.1(Dec 9, 2015)

    v0.2.1 (November 27, 2015)

    This is a minor release from v0.2.0 and includes new features and bug fixes.

    Highlights include:

    New features

    • DataReader now supports Eurostat data sources, see here (#101).
    • Options downloading is approximately 4x faster as a result of a rewrite of the parsing function.
    • DataReader and Options now support caching, see here (#110),(#116),(#121), (#122)

    Backwards incompatible API changes

    • Options columns PctChg and IV (Implied Volatility) are now type float rather than string.
    Source code(tar.gz)
    Source code(zip)
  • v0.2.0(Oct 9, 2015)

    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:

    New features

    • Added latitude and longitude to output of wb.get_countries #47
    • Extended DataReader to fetch dividends and stock splits from Yahoo #45.
    • Added get_available_datasets to famafrench #56.
    • DataReader now supports OECD data sources #101.

    Backwards incompatible API changes

    • Fama French indexes are not Pandas.PeriodIndex for annual and montly data, and pandas.DatetimeIndex otherwise #56.

    Bug Fixes

    • Update Fama-French URL #53
    • Fixed bug where get_quote_yahoo would fail if a company name had a comma #85
    Source code(tar.gz)
    Source code(zip)
  • v0.1.1(Apr 10, 2015)

  • v0.1.0(Mar 26, 2015)

    This is the initial release of pandas-datareader. This release is equivalent to pandas.io.data and pandas.io.wb in pandas release v0.16.0.

    Source code(tar.gz)
    Source code(zip)
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