Multiple series for FRED data

[jseabold]

I haven't looked under the hood yet, but it doesn't look like you can grab multiple series from FRED data at the moment. This works

from pandas.io.data import DataReader

merge = lambda x,y : x.merge(y, left_index=True, right_index=True)
dta = reduce(merge, [DataReader(i, "fred") for i in ["AKUR", "ALUR","GAUR"]])

but this just hangs and then returns an empty DataFrame

dta = DataReader(["AKUR", "ALUR","GAUR"], "fred")

[TomAugspurger]

I was just looking at this over the weekend. Doing something similar to how multiple yahoo symbols are handled I came up with:

def get_data_fred2(name=None, start=dt.datetime(2010, 1, 1),
                   end=dt.datetime.today()):
    """
    Get data for the given name from the St. Louis FED (FRED).
    Date format is datetime

    Returns a DataFrame.
    """
    lst = []
    name = list(name)

     for n in name:
        start, end = _sanitize_dates(start, end)
        if(n is None):
            print "Need to provide a name"
            return None
        fred_URL = "http://research.stlouisfed.org/fred2/series/"
        url = fred_URL + '%s' % n + \
            '/downloaddata/%s' % n + '.csv'
        data = read_csv(urllib.urlopen(url), index_col=0, parse_dates=True,
                        header=None, skiprows=1, names=["DATE", n])
        lst.append(data.truncate(start, end))

    return concat(lst, axis=1, join='outer')

I haven't had any time to clean it up and make it more robust. It has zero exception handling, but as long as all of the series passed are valid it should work.

[jreback]

@y-p is this issue closable by #3469? (which is merged)

[TomAugspurger]

No. I didn't touch multiple series at all. I just added '.' as a NaN.

[jreback]

ahh...ok..thanks...leaving open for 0.12 then (was following links)