pandas_datareader – macro and industry data

The pandas_datareader library facilitates access according to the conventions introduced at the end of the preceding section on market data. It covers APIs for numerous global fundamental macro and industry-data sources, including the following:

  • Kenneth French's data library: Market data on portfolios capturing size, value, and momentum factors, disaggregated industry
  • St.Louis FED (FRED): Federal Reserve data on the US economy and financial markets
  • World Bank: Global database on long-term, lower-frequency economic and social development and demographics
  • OECD: Similar for OECD countries
  • Enigma: Various datasets, including alternative sources
  • Eurostat: EU-focused economics, social and demographic data
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