Processing Financial Data with FRED API: Difference between revisions
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The exploration yields a series with the ID "SP500". | The exploration yields a series with the ID "SP500". | ||
Retrieve the [[ | Retrieve the [[Pandas_Series|Series]]: | ||
<syntaxhighlight lang='py'> | <syntaxhighlight lang='py'> | ||
Revision as of 19:39, 8 October 2023
Internal
Overview
This article describes the sequence of steps required to process financial data obtained from FRED API.
Procedure
Import the package and establish a connection to the FRED backend, providing the API Key obtained as described here.
from fredapi import Fred
fred = Fred(api_key='...')
Search for a dataset using full text search. The result is a DataFrame.
df = fred.search("S&P", limit=1000, order_by=None, sort_order=None, filter=None)
The exploration yields a series with the ID "SP500".
Retrieve the Series:
s = fred.get_series(series_id="SP500")
The series is already time-indexed.