Pandas Datareader Versions Save

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

v0.7.1

4 years ago

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

v0.7.0

5 years ago

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.

v0.6.0

6 years ago

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).

v0.5.0

6 years ago

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)

v0.3.0

7 years ago

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).

v0.2.1

8 years ago

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.

v0.2.0

8 years ago

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

v0.1.1

9 years ago

This is a minor bug-fix release of pandas-datareader.

v0.1.0

9 years ago

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.