msci-data

Download MSCI index levels as pandas DataFrames. No API key required.

Pulls end-of-day index levels from MSCI's public levels API — the same one that powers charts on msci.com/indexes.

Install

pip install msci-data

Quick Start

from mscidata import msci

# MSCI World — Net Total Return, date range
df = msci.get_levels("990100", "2026-01-01", "2026-07-01")
print(df)
#    INDEX_CODE VARIANT       RETURN_TYPE CURRENCY        DATE          LEVEL
# 0      990100    NETR  Net Total Return      USD  2026-01-02  14821.123456
# ...

# MSCI India — Price Return
df = msci.get_levels("106220", "2026-01-01", "2026-07-01", variant="price")

# MSCI Emerging Markets — Gross Total Return
df = msci.get_levels("664185", "2026-01-01", "2026-07-01", variant="gross")

# Multiple indices — concatenated into one DataFrame
df = msci.get_levels(["990100", "664185", "106220"], "2026-01-01", "2026-07-01")

# Single date
df = msci.get_levels("990100", "2026-07-03")

# List supported return variants
msci.list_variants()

API Reference

msci.get_levels(index_codes, from_date, to_date=None, variant="NETR")

Returns: DataFrame with columns: INDEX_CODE, VARIANT, RETURN_TYPE, CURRENCY, DATE, LEVEL

Return Variants

msci.download(index_codes, from_date, to_date=None, variant="NETR", output_dir=".", s3_bucket=None, s3_prefix="msci-data/")

Download to local CSV or S3.

# Local file
path = msci.download("990100", "2026-01-01", "2026-07-01")
# → MSCI_990100_NETR_20260101_20260701.csv

# S3 (Lambda with IAM role)
uri = msci.download(["990100", "664185"], "2026-01-01", "2026-07-01",
                     s3_bucket="my-bucket", s3_prefix="raw/msci/")
# → s3://my-bucket/raw/msci/MSCI_990100_664185_NETR_20260101_20260701.csv

Common MSCI Index Codes

Index codes are the numeric identifiers from MSCI's URL structure on msci.com/indexes.

CLI

# Date range — MSCI World net return
msci-data levels --codes 990100 --from 2026-01-01 --to 2026-07-01

# Multiple indices, price variant
msci-data levels --codes 990100 664185 --from 2026-01-01 --to 2026-07-01 --variant price

# Save to S3
msci-data levels --codes 990100 --from 2026-01-01 --to 2026-07-01 \
                 --s3-bucket my-bucket --s3-prefix raw/msci/

# List variants
msci-data variants

Notes

• Data goes back to 2000-01-01 (MSCI API floor date)
• Currency is fixed to USD
• Data frequency is daily (trading days only)
• No authentication required — uses MSCI's public chart data API

Links

• PyPI
• Documentation
• GitHub