Fama-French Data (Ken French’s Data Library)¶
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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.
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close
()¶ Close network session
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default_start_date
¶ Default start date for reader. Defaults to 5 years before current date
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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
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params
¶ Parameters to use in API calls
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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
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url
¶ API URL
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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.