Remote Data Access

Warning

The access_key keyword argument of DataReader has been deprecated in favor of api_key.

Functions from pandas_datareader.data and pandas_datareader.wb extract data from various Internet sources into a pandas DataFrame. Currently the following sources are supported:

It should be noted, that various sources support different kinds of data, so not all sources implement the same methods and the data elements returned might also differ.

Tiingo

Tiingo is a tracing platform that provides a data api with historical end-of-day prices on equities, mutual funds and ETFs. Free registration is required to get an API key. Free accounts are rate limited and can access a limited number of symbols (500 at the time of writing).

In [1]: import os
In [2]: import pandas_datareader as pdr

In [3]: df = pdr.get_data_tiingo('GOOG', api_key=os.getenv('TIINGO_API_KEY'))
In [4]: df.head()
                                close    high     low     open  volume  adjClose  adjHigh  adjLow  adjOpen  adjVolume  divCash  splitFactor
symbol date
GOOG   2014-03-27 00:00:00+00:00  558.46  568.00  552.92  568.000   13100    558.46   568.00  552.92  568.000      13100      0.0          1.0
       2014-03-28 00:00:00+00:00  559.99  566.43  558.67  561.200   41100    559.99   566.43  558.67  561.200      41100      0.0          1.0
       2014-03-31 00:00:00+00:00  556.97  567.00  556.93  566.890   10800    556.97   567.00  556.93  566.890      10800      0.0          1.0
       2014-04-01 00:00:00+00:00  567.16  568.45  558.71  558.710    7900    567.16   568.45  558.71  558.710       7900      0.0          1.0
       2014-04-02 00:00:00+00:00  567.00  604.83  562.19  565.106  146700    567.00   604.83  562.19  565.106     146700      0.0          1.0

IEX

Warning

Usage of all IEX readers now requires an API key. See below for additional information.

The Investors Exchange (IEX) provides a wide range of data through an API. Historical stock prices are available for up to 15 years. The usage of these readers requires the publishable API key from IEX Cloud Console, which can be stored in the IEX_API_KEY environment variable.

In [1]: import pandas_datareader.data as web

In [2]: from datetime import datetime

In [3]: start = datetime(2016, 9, 1)

In [4]: end = datetime(2018, 9, 1)

In [5]: f = web.DataReader('F', 'iex', start, end)

In [6]: f.loc['2018-08-31']
Out[6]:
open             9.64
high             9.68
low              9.40
close            9.48
volume    76424884.00
Name: 2018-08-31, dtype: float64

Note

You must provide an API Key when using IEX. You can do this using os.environ["IEX_API_KEY"] = "pk_xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx" or by exporting the key before starting the IPython session.

There are additional interfaces to this API that are directly exposed: tops (‘iex-tops’) and last (‘iex-lasts’). A third interface to the deep API is exposed through Deep class or the get_iex_book function.

Todo

Execute block when markets are open

import pandas_datareader.data as web
f = web.DataReader('gs', 'iex-tops')
f[:10]

Alpha Vantage

Alpha Vantage provides realtime equities and forex data. Free registration is required to get an API key.

Historical Time Series Data

Through the Alpha Vantage Time Series endpoints, it is possible to obtain historical equities and currency rate data for individual symbols. For daily, weekly, and monthly frequencies, 20+ years of historical data is available. The past 3-5 days of intraday data is also available.

The following endpoints are available:

  • av-intraday - Intraday Time Series

  • av-daily - Daily Time Series

  • av-daily-adjusted - Daily Time Series (Adjusted)

  • av-weekly - Weekly Time Series

  • av-weekly-adjusted - Weekly Time Series (Adjusted)

  • av-monthly - Monthly Time Series

  • av-monthly-adjusted - Monthly Time Series (Adjusted)

  • av-forex-daily - Daily Time Series

In [1]: import os

In [2]: from datetime import datetime

In [3]: import pandas_datareader.data as web

In [4]: f = web.DataReader("AAPL", "av-daily", start=datetime(2017, 2, 9),
   ...:                    end=datetime(2017, 5, 24),
   ...:                    api_key=os.getenv('ALPHAVANTAGE_API_KEY'))

In [5]: f.loc["2017-02-09"]
Out[5]:
open      1.316500e+02
high      1.324450e+02
low       1.311200e+02
close     1.324200e+02
volume    2.834990e+07
Name: 2017-02-09, dtype: float64

To request the historical exchange rate of physical or digital currencies, use av-forex-daily and format the symbol as “FROM/TO”, for example “USD/JPY”.

The top-level function get_data_alphavantage is also provided. This function will return the TIME_SERIES_DAILY endpoint for the symbol and date range provided.

Quotes

Alpha Vantage Batch Stock Quotes endpoint allows the retrieval of realtime stock quotes for up to 100 symbols at once. These quotes are accessible through the top-level function get_quote_av.

In [1]: import os

In [2]: from datetime import datetime

In [3]: import pandas_datareader.data as web

In [4]: web.get_quote_av(["AAPL", "TSLA"])
Out[4]:
         price  volume            timestamp
symbol
AAPL    219.87     NaN  2019-09-16 15:59:59
TSLA    242.80     NaN  2019-09-16 15:59:57

Note

Most quotes are only available during market hours.

Forex

Alpha Vantage provides realtime currency exchange rates (for physical and digital currencies).

To request the exchange rate of physical or digital currencies, simply format as “FROM/TO” as in “USD/JPY”.

In [1]: import os

In [2]: import pandas_datareader.data as web

In [3]: f = web.DataReader("USD/JPY", "av-forex",
    ...:                    api_key=os.getenv('ALPHAVANTAGE_API_KEY'))

In [4]: f
Out[4]:
                                 USD/JPY
From_Currency Code                   USD
From_Currency Name  United States Dollar
To_Currency Code                     JPY
To_Currency Name            Japanese Yen
Exchange Rate               108.17000000
Last Refreshed       2019-09-17 10:43:36
Time Zone                            UTC
Bid Price                   108.17000000
Ask Price                   108.17000000

Multiple pairs are are allowable:

In [1]: import os

In [2]: import pandas_datareader.data as web

In [3]: f = web.DataReader(["USD/JPY", "BTC/CNY"], "av-forex",
   ...:                    api_key=os.getenv('ALPHAVANTAGE_API_KEY'))


In [4]: f
Out[4]:
                                 USD/JPY              BTC/CNY
From_Currency Code                   USD                  BTC
From_Currency Name  United States Dollar              Bitcoin
To_Currency Code                     JPY                  CNY
To_Currency Name            Japanese Yen         Chinese Yuan
Exchange Rate               108.17000000       72230.38039500
Last Refreshed       2019-09-17 10:44:35  2019-09-17 10:44:01
Time Zone                            UTC                  UTC
Bid Price                   108.17000000       72226.26407700
Ask Price                   108.17000000       72230.02554000

Sector Performance

Alpha Vantage provides sector performances through the top-level function get_sector_performance_av.

In [1]: import os

In [2]: import pandas_datareader.data as web

In [3]: web.get_sector_performance_av().head()
Out[4]:
                 RT      1D      5D      1M     3M     YTD       1Y      3Y       5Y      10Y
Energy        3.29%   3.29%   4.82%  11.69%  3.37%   9.07%  -15.26%  -7.69%  -32.31%   12.15%
Real Estate   1.02%   1.02%  -1.39%   1.26%  3.49%  24.95%   16.55%     NaN      NaN      NaN
Utilities     0.08%   0.08%   0.72%   2.77%  3.72%  18.16%   16.09%  27.95%   48.41%  113.09%
Industrials  -0.15%  -0.15%   2.42%   8.59%  5.10%  22.70%    0.50%  34.50%   43.53%  183.47%
Health Care  -0.23%  -0.23%   0.88%   1.91%  0.09%   5.20%   -2.38%  26.37%   43.43%  216.01%

Econdb

Econdb provides economic data from 90+ official statistical agencies. Free API allows access to the complete Econdb database of time series aggregated into datasets.

In [1]: import os

In [2]: import pandas_datareader.data as web

In [3]: f = web.DataReader('ticker=RGDPUS', 'econdb')

In [4]: f.head()
Out[4]: 
TableName                                                                     T10106
SeriesCode                                                                    A191RX
Table              Table 1.1.6. Real Gross Domestic Product, Chained Dollars (A) (Q)
Series description                                            Gross domestic product
CL_UNIT                                                                        Level
CL_FREQ                                                                            Q
TIME_PERIOD                                                                         
2015-10-01                                                   17468902               
2016-01-01                                                   17556840               
2016-04-01                                                   17639416               
2016-07-01                                                   17735074               
2016-10-01                                                   17824232

Enigma

Access datasets from Enigma, the world’s largest repository of structured public data. Note that the Enigma URL has changed from app.enigma.io as of release 0.6.0, as the old API deprecated.

Datasets are unique identified by the uuid4 at the end of a dataset’s web address. For example, the following code downloads from USDA Food Recalls 1996 Data.

In [1]: import os

In [2]: import pandas_datareader as pdr

In [3]: df = pdr.get_data_enigma('292129b0-1275-44c8-a6a3-2a0881f24fe1', os.getenv('ENIGMA_API_KEY'))

In [4]: df.columns
Out[4]:
Index(['case_number', 'recall_notification_report_number',
       'recall_notification_report_url', 'date_opened', 'date_closed',
       'recall_class', 'press_release', 'domestic_est_number', 'company_name',
       'imported_product', 'foreign_estab_number', 'city', 'state', 'country',
       'product', 'problem', 'description', 'total_pounds_recalled',
       'pounds_recovered'],
      dtype='object')

Quandl

Daily financial data (prices of stocks, ETFs etc.) from Quandl. The symbol names consist of two parts: DB name and symbol name. DB names can be all the free ones listed on the Quandl website. Symbol names vary with DB name; for WIKI (US stocks), they are the common ticker symbols, in some other cases (such as FSE) they can be a bit strange. Some sources are also mapped to suitable ISO country codes in the dot suffix style shown above, currently available for BE, CN, DE, FR, IN, JP, NL, PT, UK, US.

As of June 2017, each DB has a different data schema, the coverage in terms of time range is sometimes surprisingly small, and the data quality is not always good.

In [1]: import pandas_datareader.data as web

In [2]: symbol = 'WIKI/AAPL'  # or 'AAPL.US'

In [3]: df = web.DataReader(symbol, 'quandl', '2015-01-01', '2015-01-05')

In [4]: df.loc['2015-01-02']
Out[4]:
              Open    High     Low   Close      Volume  ...     AdjOpen     AdjHigh      AdjLow    AdjClose   AdjVolume
Date                                                    ...
2015-01-02  111.39  111.44  107.35  109.33  53204626.0  ...  105.820966  105.868466  101.982949  103.863957  53204626.0

FRED

In [5]: import pandas_datareader.data as web

In [6]: import datetime

In [7]: start = datetime.datetime(2010, 1, 1)

In [8]: end = datetime.datetime(2013, 1, 27)

In [9]: gdp = web.DataReader('GDP', 'fred', start, end)

In [10]: gdp.loc['2013-01-01']
Out[10]: 
GDP    16569.591
Name: 2013-01-01 00:00:00, dtype: float64

# Multiple series:
In [11]: inflation = web.DataReader(['CPIAUCSL', 'CPILFESL'], 'fred', start, end)

In [12]: inflation.head()
Out[12]: 
            CPIAUCSL  CPILFESL
DATE                          
2010-01-01   217.488   220.633
2010-02-01   217.281   220.731
2010-03-01   217.353   220.783
2010-04-01   217.403   220.822
2010-05-01   217.290   220.962

Fama/French

Access datasets from the Fama/French Data Library. The get_available_datasets function returns a list of all available datasets.

In [13]: from pandas_datareader.famafrench import get_available_datasets

In [14]: import pandas_datareader.data as web

In [15]: len(get_available_datasets())
Out[15]: 297

In [16]: ds = web.DataReader('5_Industry_Portfolios', 'famafrench')

In [17]: print(ds['DESCR'])
5 Industry Portfolios
---------------------

This file was created by CMPT_IND_RETS using the 202005 CRSP database. It contains value- and equal-weighted returns for 5 industry portfolios. The portfolios are constructed at the end of June. The annual returns are from January to December. Missing data are indicated by -99.99 or -999. Copyright 2020 Kenneth R. French

  0 : Average Value Weighted Returns -- Monthly (59 rows x 5 cols)
  1 : Average Equal Weighted Returns -- Monthly (59 rows x 5 cols)
  2 : Average Value Weighted Returns -- Annual (5 rows x 5 cols)
  3 : Average Equal Weighted Returns -- Annual (5 rows x 5 cols)
  4 : Number of Firms in Portfolios (59 rows x 5 cols)
  5 : Average Firm Size (59 rows x 5 cols)
  6 : Sum of BE / Sum of ME (5 rows x 5 cols)
  7 : Value-Weighted Average of BE/ME (5 rows x 5 cols)

In [18]: ds[4].head()
Out[18]: 
         Cnsmr  Manuf  HiTec  Hlth   Other
Date                                      
2015-07    553    671    756    598   1127
2015-08    548    668    753    596   1124
2015-09    547    660    750    594   1120
2015-10    544    656    741    589   1109
2015-11    544    654    737    586   1103

World Bank

pandas users can easily access thousands of panel data series from the World Bank’s World Development Indicators by using the wb I/O functions.

Indicators

Either from exploring the World Bank site, or using the search function included, every world bank indicator is accessible.

For example, if you wanted to compare the Gross Domestic Products per capita in constant dollars in North America, you would use the search function:

In [1]: from pandas_datareader import wb
In [2]: matches = wb.search('gdp.*capita.*const')

Then you would use the download function to acquire the data from the World Bank’s servers:

In [3]: dat = wb.download(indicator='NY.GDP.PCAP.KD', country=['US', 'CA', 'MX'], start=2005, end=2008)

In [4]: print(dat)
                      NY.GDP.PCAP.KD
country       year
Canada        2008  36005.5004978584
              2007  36182.9138439757
              2006  35785.9698172849
              2005  35087.8925933298
Mexico        2008  8113.10219480083
              2007  8119.21298908649
              2006  7961.96818458178
              2005  7666.69796097264
United States 2008  43069.5819857208
              2007  43635.5852068142
              2006   43228.111147107
              2005  42516.3934699993

The resulting dataset is a properly formatted DataFrame with a hierarchical index, so it is easy to apply .groupby transformations to it:

In [6]: dat['NY.GDP.PCAP.KD'].groupby(level=0).mean()
Out[6]:
country
Canada           35765.569188
Mexico            7965.245332
United States    43112.417952
dtype: float64

Now imagine you want to compare GDP to the share of people with cellphone contracts around the world.

In [7]: wb.search('cell.*%').iloc[:,:2]
Out[7]:
                     id                                               name
3990  IT.CEL.SETS.FE.ZS  Mobile cellular telephone users, female (% of ...
3991  IT.CEL.SETS.MA.ZS  Mobile cellular telephone users, male (% of po...
4027      IT.MOB.COV.ZS  Population coverage of mobile cellular telepho...

Notice that this second search was much faster than the first one because pandas now has a cached list of available data series.

In [13]: ind = ['NY.GDP.PCAP.KD', 'IT.MOB.COV.ZS']
In [14]: dat = wb.download(indicator=ind, country='all', start=2011, end=2011).dropna()
In [15]: dat.columns = ['gdp', 'cellphone']
In [16]: print(dat.tail())
                        gdp  cellphone
country   year
Swaziland 2011  2413.952853       94.9
Tunisia   2011  3687.340170      100.0
Uganda    2011   405.332501      100.0
Zambia    2011   767.911290       62.0
Zimbabwe  2011   419.236086       72.4

Finally, we use the statsmodels package to assess the relationship between our two variables using ordinary least squares regression. Unsurprisingly, populations in rich countries tend to use cellphones at a higher rate:

In [17]: import numpy as np
In [18]: import statsmodels.formula.api as smf
In [19]: mod = smf.ols('cellphone ~ np.log(gdp)', dat).fit()
In [20]: print(mod.summary())
                            OLS Regression Results
==============================================================================
Dep. Variable:              cellphone   R-squared:                       0.297
Model:                            OLS   Adj. R-squared:                  0.274
Method:                 Least Squares   F-statistic:                     13.08
Date:                Thu, 25 Jul 2013   Prob (F-statistic):            0.00105
Time:                        15:24:42   Log-Likelihood:                -139.16
No. Observations:                  33   AIC:                             282.3
Df Residuals:                      31   BIC:                             285.3
Df Model:                           1
===============================================================================
                  coef    std err          t      P>|t|      [95.0% Conf. Int.]
-------------------------------------------------------------------------------
Intercept      16.5110     19.071      0.866      0.393       -22.384    55.406
np.log(gdp)     9.9333      2.747      3.616      0.001         4.331    15.535
==============================================================================
Omnibus:                       36.054   Durbin-Watson:                   2.071
Prob(Omnibus):                  0.000   Jarque-Bera (JB):              119.133
Skew:                          -2.314   Prob(JB):                     1.35e-26
Kurtosis:                      11.077   Cond. No.                         45.8
==============================================================================

Country Codes

The country argument accepts a string or list of mixed two or three character ISO country codes, as well as dynamic World Bank exceptions to the ISO standards.

For a list of the the hard-coded country codes (used solely for error handling logic) see pandas_datareader.wb.country_codes.

Problematic Country Codes & Indicators

Note

The World Bank’s country list and indicators are dynamic. As of 0.15.1, wb.download() is more flexible. To achieve this, the warning and exception logic changed.

The world bank converts some country codes, in their response, which makes error checking by pandas difficult. Retired indicators still persist in the search.

Given the new flexibility of 0.15.1, improved error handling by the user may be necessary for fringe cases.

To help identify issues:

There are at least 4 kinds of country codes:

  1. Standard (2/3 digit ISO) - returns data, will warn and error properly.

  2. Non-standard (WB Exceptions) - returns data, but will falsely warn.

  3. Blank - silently missing from the response.

  4. Bad - causes the entire response from WB to fail, always exception inducing.

There are at least 3 kinds of indicators:

  1. Current - Returns data.

  2. Retired - Appears in search results, yet won’t return data.

  3. Bad - Will not return data.

Use the errors argument to control warnings and exceptions. Setting errors to ignore or warn, won’t stop failed responses. (ie, 100% bad indicators, or a single ‘bad’ (#4 above) country code).

See docstrings for more info.

OECD

OECD Statistics are available via DataReader. You have to specify OECD’s data set code.

To confirm data set code, access to each data -> Export -> SDMX Query. Following example is to download ‘Trade Union Density’ data which set code is ‘TUD’.

In [19]: import pandas_datareader.data as web

In [20]: import datetime

In [21]: df = web.DataReader('TUD', 'oecd')

In [22]: df.columns
Out[22]: 
MultiIndex([( 'Hungary', 'Administrative data',            'Employees'),
            ( 'Hungary', 'Administrative data',        'Union members'),
            ( 'Hungary', 'Administrative data', 'Trade union  density'),
            ( 'Hungary',         'Survey data',            'Employees'),
            ( 'Hungary',         'Survey data',        'Union members'),
            ( 'Hungary',         'Survey data', 'Trade union  density'),
            (  'Mexico', 'Administrative data',            'Employees'),
            (  'Mexico', 'Administrative data',        'Union members'),
            (  'Mexico', 'Administrative data', 'Trade union  density'),
            (  'Mexico',         'Survey data',            'Employees'),
            ...
            ('Portugal', 'Administrative data', 'Trade union  density'),
            ('Portugal',         'Survey data',            'Employees'),
            ('Portugal',         'Survey data',        'Union members'),
            ('Portugal',         'Survey data', 'Trade union  density'),
            ( 'Germany', 'Administrative data',            'Employees'),
            ( 'Germany', 'Administrative data',        'Union members'),
            ( 'Germany', 'Administrative data', 'Trade union  density'),
            ( 'Germany',         'Survey data',            'Employees'),
            ( 'Germany',         'Survey data',        'Union members'),
            ( 'Germany',         'Survey data', 'Trade union  density')],
           names=['Country', 'Source', 'Series'], length=216)

In [23]: df[['Japan', 'United States']]
Out[23]: 
Country                  Japan                ... United States                     
Source     Administrative data                ...   Survey data                     
Series               Employees Union members  ... Union members Trade union  density
Year                                          ...                                   
2016-01-01             43010.0       12418.0  ...       16996.0                 17.4
2017-01-01             43830.0       12343.0  ...       16975.0                 17.0
2018-01-01             45650.0       12227.0  ...       17002.0                 16.2

[3 rows x 12 columns]

Eurostat

Eurostat are available via DataReader.

Get Rail accidents by type of accident (ERA data) data. The result will be a DataFrame which has DatetimeIndex as index and MultiIndex of attributes or countries as column. The target URL is:

You can specify dataset ID ‘tran_sf_railac’ to get corresponding data via DataReader.

In [24]: import pandas_datareader.data as web

In [25]: df = web.DataReader('tran_sf_railac', 'eurostat')

In [26]: df
Out[26]: 
ACCIDENT    Collisions of trains, including collisions with obstacles within the clearance gauge  ...        Unknown
UNIT                                                                                      Number  ...         Number
GEO                                                                                      Austria  ... United Kingdom
FREQ                                                                                      Annual  ...         Annual
TIME_PERIOD                                                                                       ...               
2016-01-01                                                 7.0                                    ...            NaN
2017-01-01                                                 7.0                                    ...            NaN
2018-01-01                                                 4.0                                    ...            NaN

[3 rows x 272 columns]

Thrift Savings Plan (TSP) Fund Data

Download mutual fund index prices for the Thrift Savings Plan (TSP).

In [27]: import pandas_datareader.tsp as tsp

In [28]: tspreader = tsp.TSPReader(start='2015-10-1', end='2015-12-31')

In [29]: tspreader.read()
Out[29]: 
            L Income L 2025   L 2030 L 2035  ...   C Fund   S Fund   I Fund     
date                                         ...                                
2015-10-01   17.5164         24.2159         ...  25.7953  34.0993  23.3202  NaN
2015-10-02   17.5707         24.4472         ...  26.1669  34.6504  23.6367     
2015-10-05   17.6395         24.7571         ...  26.6467  35.3565  24.1475     
2015-10-06   17.6338         24.7268         ...  26.5513  35.1320  24.2294     
2015-10-07   17.6639         24.8629         ...  26.7751  35.6035  24.3671     
...              ...    ...      ...    ...  ...      ...      ...      ...  ...
2015-12-24   17.7991         25.2052         ...  27.7831  35.6084  24.3272     
2015-12-28   17.7950         25.1691         ...  27.7230  35.4625  24.2816     
2015-12-29   17.8270         25.3226         ...  28.0236  35.8047  24.4757     
2015-12-30   17.8066         25.2267         ...  27.8239  35.5126  24.4184     
2015-12-31   17.7733         25.0635         ...  27.5622  35.2356  24.0952     

[62 rows x 16 columns]

Nasdaq Trader Symbol Definitions

Download the latest symbols from Nasdaq.

Note that Nasdaq updates this file daily, and historical versions are not available. More information on the field definitions.

In [12]: from pandas_datareader.nasdaq_trader import get_nasdaq_symbols
In [13]: symbols = get_nasdaq_symbols()
In [14]: print(symbols.loc['IBM'])
    Nasdaq Traded                                                    True
    Security Name       International Business Machines Corporation Co...
    Listing Exchange                                                    N
    Market Category
    ETF                                                             False
    Round Lot Size                                                    100
    Test Issue                                                      False
    Financial Status                                                  NaN
    CQS Symbol                                                        IBM
    NASDAQ Symbol                                                     IBM
    NextShares                                                      False
    Name: IBM, dtype: object

Stooq Index Data

Google finance doesn’t provide common index data download. The Stooq site has the data for download.

In [30]: import pandas_datareader.data as web

In [31]: f = web.DataReader('^DJI', 'stooq')

In [32]: f[:10]
Out[32]: 
                Open      High       Low     Close     Volume
Date                                                         
2020-07-09  26094.92  26103.28  25523.51  25706.09  389422723
2020-07-08  25950.06  26109.49  25816.25  26067.28  339417991
2020-07-07  26172.01  26174.93  25866.58  25890.18  349697306
2020-07-06  25996.08  26297.53  25996.08  26287.03  344583128
2020-07-02  25936.45  26204.41  25778.12  25827.36  350710950
2020-07-01  25879.38  26019.31  25713.61  25734.97  374839860
2020-06-30  25512.43  25905.38  25475.14  25812.88  413195530
2020-06-29  25152.45  25601.15  25096.16  25595.80  386836808
2020-06-26  25641.69  25641.69  24971.03  25015.55  678041392
2020-06-25  25365.22  25769.61  25209.79  25745.60  391245292

MOEX Data

The Moscow Exchange (MOEX) provides historical data.

In [33]: import pandas_datareader.data as web

In [34]: f = web.DataReader('USD000UTSTOM', 'moex', start='2017-07-01', end='2017-07-31')

In [35]: f.head()
Out[35]: 
           BOARDID    CLOSE     HIGH  ...   SHORTNAME        VOLRUR  WAPRICE
TRADEDATE                             ...                                   
2017-07-03    CETS  59.2650  59.4825  ...  USDRUB_TOM  1.472424e+11  59.1903
2017-07-03    CNGD  59.3600  59.4250  ...  USDRUB_TOM  1.864785e+09      NaN
2017-07-04    CETS  59.4125  59.4575  ...  USDRUB_TOM  1.090265e+11  59.2700
2017-07-04    CNGD  59.3575  59.3600  ...  USDRUB_TOM  1.046416e+09      NaN
2017-07-05    CETS  59.9825  60.2600  ...  USDRUB_TOM  2.874226e+11  59.9234

[5 rows x 10 columns]
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