What’s New¶
These are new features and improvements of note in each release.
v0.10.0 (July 11, 2021)¶
Highlights include:
Bug Fixes¶
Fixed Yahoo readers which now require headers
Fixed other reader
Improved compatibility with pandas
Contributors¶
Thanks to all of the contributors for the 0.10.0 release (based on git log):
Igor Molnar
Kevin Sheppard
galashour
David Kim
Kim Philipp Jablonski
Tim Gates
Jeff Hale
Lukas Halim
Simon Garisch
Dmitry Alekseev
These lists of names are automatically generated based on git log, and may not be complete.
v0.9.1 (July 26, 2020)¶
Highlights include:
What’s new in v0.9.1
Enhancements¶
Bug Fixes¶
Fixed broken links on the github ussies on “What’s New” docs pages
Contributors¶
Dmitry Alekseev
v0.9.0 (July 10, 2020)¶
Highlights include:
What’s new in v0.9.0
Enhancements¶
Added a timeout parameter to prevent infinite hangs (GH790)
Added AlphaVantage endpoint to get historical currency exchange rates (GH764)
Improved logging when rate limited (GH745)
Added daily historical data from Naver Finance (GH722)
Added the method
test
to the package to simplify running tests from an installation using
python -c "import pandas_datareader; pandas_datareader.test()"
Backwards incompatible API changes¶
Dropped support for Python 2.7. The minimum python version is now Python 3.6.
Removed Robinhood which no longer exists
Immediately deprecated AlphaVantage quote reader which used an end point that has been retired
Immediately deprecated Enigma which has substantially changed their business model and API
Immediately deprecated old symbol names for TSP to reflect the new website API
Bug Fixes¶
Fix Yahoo Splits for change in format (GH756)
Fixed reading bond yields from Stooq (GH752)
Update TSP web scraper to new site (GH740)
Fixed EconDB reader to use session (GH737)
Fix reading futures data from Stooq (GH718)
Correct NASDAQ symbols fields link (GH715)
Fix Yahoo! actions bug due to change in split format (GH755)
Fix FutureWarning from pandas import (GH762)
Contributors¶
Spencer Adams
Jesse Aldridge
Sumin Byeon
Patrick Collins
David Cottrell
Greg
Matthew Hall
Kirill Ikonnikov
Gábor Lipták
Kevin Sheppard
David Stephens
Eldon Allred
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
What’s new in v0.8.0
Enhancements¶
Added Tiingo IEX Historical reader. (GH619)
Added support for Alpha Vantage intraday time series prices (GH631)
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 ofapi_key
inDataReader
. (GH693)
Bug Fixes¶
Fix Yahoo! actions issue where dividends are adjusted twice as a result of a change to the Yahoo! API. (GH583)
Fix AlphaVantage time series data ordering after provider switch to descending order (maintains ascending order for consistency). (GH662)
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 isNone
. (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.
What’s new in v0.7.0
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 (GH540).
Remove import of deprecated tm.get_data_path (GH566)
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. (GH495)
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).
What’s new in v0.6.0
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).
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)
What’s new in v0.5.0
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:
What’s new in v0.4.0
Enhancements¶
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 downloading a full list of NASDAQ listed symbols. see here (GH254).
v0.2.1 (November 26, 2015)¶
This is a minor release from 0.2.0 and includes new features and bug fixes.
Highlights include:
What’s new in v0.2.1
New features¶
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:
What’s new in v0.2.0