2. FAQ

2.1. Can pandaSDMX connect to SDMX providers other than INSEE, ECB and Eurostat?

Any SDMX provider can be supported that generates SDMX 2.1-compliant messages. INSEE, ECB and Eurostat are hard-coded. Others may be added in a few lines. Alternatively, a custom base URL can be provided to the pandasdmx.api.Request.get() method. See the docstring. Support for SDMX 2.0 messages could be added as a new reader module. Perhaps the model would have to be tweaked a bit as well.

2.2. Writing large datasets to pandas DataFrames is slow. What can I do?

The main performance hit comes from parsing the time or time period strings. In case of regular data such as monthly (not trading day!), call the write method with fromfreq set to True so that only the first string will be parsed and the rest inferred from the frequency of the series. Caution: If the series is stored in the XML document in reverse chronological order, the reverse_obs argument must be set to True as well to prevent the resulting dataframe index from extending into a remote future.