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vfilimonov / pydatastream

Python interface to the Refinitiv Datastream (former Thomson Reuters Datastream)
MIT License
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Compatible with pandas #12

Closed carlaxin2 closed 7 years ago

carlaxin2 commented 7 years ago

Last month, pandas upgraded from 0.19 to 0.20. And they release a warning : "Panel is deprecated and will be removed in a future version". However, your pydatastream package will output in pandas when the output is 3-dimension. Therefore, I am wondering whether you will follow up pandas.

Thank you so much.

vfilimonov commented 7 years ago

Good point! I've updated it and starting version 0.5.0 (https://github.com/vfilimonov/pydatastream/commit/fcb6dbb3ab535f0487de969734dd8a57a0197010) method fetch() will return MultiIndex instead of Panel

I've never liked Panels anyway. ;-)