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

property 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

property 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

property 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.