What’s New

These are new features and improvements of note in each release.

v0.8.0 (September 22, 2019)

Highlights include:

  • A new connector for Econdb was introduced. Econdb provides aggregated economic data from 90+ official statistical agencies (GH615)

  • Migrated IEX readers to IEX Cloud. All readers now require an API token (IEX_API_KEY) (GH638)

  • 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

Enhancements

  • Added Tiingo IEX Historical reader. (GH619)

  • Added support for Alpha Vantage intraday time series prices (:issue: 631)

  • Up to 15 years of historical prices from IEX with new platform, IEX Cloud

  • Added testing on Python 3.7 (GH667)

  • Allow IEX to read less than 1 year of data (GH649)

  • Allow data download from Poland using stooq (GH597)

  • All time series readers now use a rolling default starting date (most are 5 years before the current date. Intraday readers are 3-5 days from the current date)

Backwards incompatible API changes

  • Immediate deprecation of Robinhood for quotes and historical data. Robinhood ended support for these endpoints in 1/2019. The Robinhood quotes and daily readers will raise an ImmediateDeprecationError when called.

  • Usage of all IEX readers requires an IEX Cloud API token, which can be passed as a parameter or stored in the environment variable IEX_API_TOKEN

  • Deprecated access_key in favor of api_key in DataReader. (GH693)

Bug Fixes

  • Fix Yahoo! actions issue where dividends are adjusted twice as a result of a change to the Yahoo! API. (:issue: 583)

  • Fix AlphaVantage time series data ordering after provider switch to descending order (maintains ascending order for consistency). (:issue: 662)

  • Refactored compatibility library to be independent of pandas version.

  • Fixed quarter value handling in JSDMX and OECD. (GH685)

  • Fixed a bug in base so that the reader does not error when response.encoding is None. (GH674)

  • Correct EcondbReader’s API URL format. (GH670)

  • Fix eurostat URL. (GH669)

  • Adjust Alphavantage time series reader to account for descending ordering. (GH666)

  • Fix bug in downloading index historical constituents. (GH591)

  • Fix a bug that occurs when an endpoint returns has no data for a date range. (GH640)

Contributors

  • Peiji Chen

  • EconDB

  • Roger Erens

  • Nikhilesh Koshti

  • Gábor Lipták

  • Addison Lynch

  • Rahim Nathwani

  • Chuk Orakwue

  • Raffaele Sandrini

  • Felipe S. S. Schneider

  • Kevin Sheppard

  • Tony Shouse

  • David Stephens

v0.7.0 (September 11, 2018)

Warning

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

Highlights include:

  • 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.

Enhancements

  • A new data connector for data provided by Alpha Vantage was introduced to obtain Foreign Exchange (FX) data. (GH389)

  • A new data connector for data provided by Alpha Vantage was introduced to obtain historical time series data. (GH389)

  • A new data connector for data provided by

    Alpha Vantage was introduced to obtain sector performance data, accessed through the top-level function get_sector_performance_av. (GH389)

  • A new data connector for data provided by Alpha Vantage was introduced to obtain real-time Batch Stock Quotes through the top-level function get_quote_av. (GH389)

  • MOEX data connector now supports multiple symbols in constructor. (GH562)

Backwards incompatible API changes

  • Deprecation of Google finance daily reader. Google retired the remaining financial data end point in June 2018. It is not possible to reliably retrieve historical price data without this endpoint. The Google daily reader will raise an ImmediateDeprecationError when called.

  • Deprecation of Morningstar daily reader. Morningstar ended support for the historical price data endpoint in July 2018. It is not possible to retrieve historical price data without this endpoint. The Morningstar daily reader will raise an ImmediateDeprecationError when called.

  • When requesting multiple symbols from a DailyReader (ex: google, yahoo, IEX) a MultiIndex DataFrame is now returned. Previously Panel or dict of DataFrames were returned. (GH297).

Bug Fixes

  • Fixed import of pandas.compat (GH657)

  • Added support for passing the API KEY to QuandlReader either directly or by setting the environmental variable QUANDL_API_KEY (GH485).

  • Added support for optionally passing a custom base_url to the EnigmaReader (GH499).

  • Fix Yahoo! price data (GH498).

  • Added back support for Yahoo! price, dividends, and splits data for stocks and currency pairs (GH487).

  • Add is_list_like to compatibility layer to avoid failure on pandas >= 0.23 (GH520).

  • Fixed Yahoo! time offset (GH487).

  • Fix Yahoo! quote reader (:issue: 540).

  • Remove import of deprecated tm.get_data_path (:issue: 566)

  • Allow full usage of stooq url parameters.

  • Removed unused requests-file and requests-ftp dependencies.

  • Fix Yahoo! actions issue where the default reporting adjusts dividends. The unadjusted dividends may lack precision due to accumulated numerical error when converting adjusted to the original dividend amount. (:issue: 495)

v0.6.0 (January 24, 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 (GH478).

  • 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. (GH477).

  • A new connector for Morningstar Open, High, Low, Close and Volume was introduced (GH467)

  • A new connector for IEX daily price data was introduced (GH465).

  • A new connector for IEX the majority of the IEX API was introduced (GH446).

  • A new data connector for stock index data provided by Stooq was introduced (GH447).

  • A new data connector for data provided by the Bank of Canada was introduced (GH440).

  • A new data connector for data provided by Moscow Exchange (MOEX) introduced (GH381).

Enhancements

  • A new data connector for data provided by the Bank of Canada was introduced. (GH440)

  • A new data connector for stock index data provided by Stooq was introduced. (GH447)

  • A new connector for IEX the majority of the IEX API was introduced (GH446).

  • A new connector for IEX daily price data was introduced (GH465).

  • A new data connector for stock pricing data provided by Morningstar was introduced. (GH467)

  • A new data connector for stock pricing data provided by Robinhood was introduced. (GH477)

  • A new data connector for stock pricing data provided by Tiingo was introduced. (GH478)

  • A new data connector for data provided by Moscow Exchange was introduced. (GH381).

Backwards incompatible API changes

  • Deprecation of Yahoo readers. Yahoo! retired the financial data end points in late 2017. It is not possible to reliably retrieve data from Yahoo! without these endpoints. The Yahoo! readers have been immediately deprecated and will raise an ImmediateDeprecationError when called.

  • Deprecation of EDGAR readers. EDGAR substantially altered their API. The EDGAR readers have been immediately deprecated and will raise an ImmediateDeprecationError when called.

  • Google finance data will raise an UnstableAPIWarning when first called. Google has also altered their API in a way that makes reading data unreliable. It many call it works. However it also regularly fails, especially when used for bulk downloading. Google may be removed in the future.

Bug Fixes

  • freq parameter was added to the WorldBank connector to address a limitation (GH198, GH449).

  • The Enigma data connector was updated to the latest API (GH380).

  • The Google finance endpoint was updated to the latest value (GH404).

  • Tne end point for FRED was updated to the latest values (GH436).

  • Tne end point for WorldBank was updated to the latest values (GH456).

Other Changes

  • The minimum tested pandas version was increased to 0.19.2 (GH441).

  • Added versioneer to simplifying release (GH442).

  • Added doctr to automatically build docs for gh-pages (GH459).

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. (GH315)

Enhancements

  • DataReader now supports Quandl, see here (GH361).

Backwards incompatible API changes

  • Removed Oanda as it became subscription only (GH296).

Bug Fixes

  • web sessions are closed properly at the end of use (GH355)

  • Handle commas in large price quotes (GH345)

  • Test suite fixes for test_get_options_data (GH352)

  • Test suite fixes for test_wdi_download (GH350)

  • avoid monkey patching requests.Session (GH301)

  • get_data_yahoo() now treats 'null' strings as missing values (GH342)

v0.4.0 (May 15, 2017)

This is a major release from 0.3.0 and includes compat with pandas 0.20.1, and some backwards incompatible API changes.

Highlights include:

Enhancements

Backwards incompatible API changes

  • Support has been dropped for Python 2.6 and 3.4 (GH313)

  • Support has been dropped for pandas versions before 0.17.0 (GH313)

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:

What’s new in v0.3.0

New features

  • DataReader now supports dividend only pulls from Yahoo! Finance (GH138).

  • DataReader now supports downloading mutual fund prices from the Thrift Savings Plan, see here (GH157).

  • DataReader now supports Google options data source (GH148).

  • DataReader now supports Google quotes (GH188).

  • DataReader now supports Enigma dataset. see here (GH245).

  • DataReader now supports downloading a full list of NASDAQ listed symbols. see here (GH254).

Other enhancements

  • Eurostat reader now supports larger data returned from API via zip format. (GH205)

  • 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. (GH85).

  • Fixed bug in YahooOptions caused as a result of change in yahoo website format. (GH244).

v0.2.1 (November 26, 2015)

This is a minor release from 0.2.0 and includes new features and bug fixes.

Highlights include:

New features

  • DataReader now supports Eurostat data sources, see here (GH101).

  • Options downloading is approximately 4x faster as a result of a rewrite of the parsing function. (GH122)

  • DataReader and Options now support caching, see here (GH110),(GH116),(GH121), (GH122).

Backwards incompatible API changes

  • Options columns PctChg and IV (Implied Volatility) are now type float rather than string. (GH122)

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 (GH47).

  • Extended DataReader to fetch dividends and stock splits from Yahoo (GH45).

  • Added get_available_datasets to famafrench (GH56).

  • DataReader now supports OECD data sources, see here (GH101).

Backwards incompatible API changes

  • Fama French indexes are not Pandas.PeriodIndex for annual and monthly data, and pandas.DatetimeIndex otherwise (GH56).

Bug Fixes

  • Update Fama-French URL (GH53)

  • Fixed bug where get_quote_yahoo would fail if a company name had a comma (GH85)