mkurman Overview
pandas-datareader provides a unified interface for reading economic and financial time series from multiple sources: FRED (Federal Reserve), World Bank, OECD, Eurostat, Yahoo Finance, and St. Louis Fed. Standard tool for macroeconomic data ingestion.
Installation
uv pip install pandas-datareader
FRED Data
import pandas_datareader.data as web
import datetime
start = datetime.datetime(2020, 1, 1)
gdp = web.DataReader("GDP", "fred", start)
unemp = web.DataReader("UNRATE", "fred", start)
cpi = web.DataReader("CPIAUCSL", "fred", start)
fedfunds = web.DataReader("FEDFUNDS", "fred", start)
ten_year = web.DataReader("DGS10", "fred", start)
import pandas as pd
combined = pd.DataFrame({"GDP": gdp["GDP"], "CPI": cpi["CPIAUCSL"], "FedFunds": fedfunds["FEDFUNDS"]})
print(combined.tail())
World Bank
gdp_pc = web.DataReader("NY.GDP.PCAP.CD", "worldbank", start=2015)