Browsing through 'Python for Data Analysts' I expected pandas used YQL to get finance data, but going though it more deeply it seems not be a case. I think it might be nice to have YQL as additional 'reader' in the io sub-module. There is documentation here: https://developer.yahoo.com/yql/
Comment From: jreback
I suspect YQL was not that widespread back in 2011 when wes was writing the book. In any event, nice suggestion. pull-requests are welcome!.
Comment From: alexamici
I'm interested in using YQL with Pandas and since I'm starting right now with a bit of guidance I can probably prepare a PR.
My current plan is to use a lightweight approach on a own module pandas.io.yql see: https://github.com/alexamici/pandas/tree/issue7104-yql
Comment From: alexamici
Mm.. after a bit more digging I found out that most of the YQL financial queries I was interested in are just thin wrappers around Yahoo! CSV services with serious additional limitations. So I lost interest in YQL at the moment.
Comment From: jorisvandenbossche
Closing this as out of scope for core pandas. It would certainly make for a nice standalone extension package or as an addition to pandas-datareader, if someone is interested.