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

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:list
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:dict
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
Returns:
Return type:A list of valid inputs for get_data_famafrench.