Great Python Pandas Datareader and other tips
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Comment was:
You might consider to have a look at Pandas-DataReader https://github.com/pydata/pandas-datareader there is a reader for SDMX data http://ec.europa.eu/eurostat/data/sdmx-data-metadata-exchange see code here https://github.com/pydata/pandas-datareader/blob/master/pandas_datareader/eurostat.py This project is using requests http://docs.python-requests.org/ and requests-cache http://requests-cache.readthedocs.org/ to cache queries to database.
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