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:
- 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:
- 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
- Return type:
A list of valid inputs for get_data_famafrench.