msci-data 1.0.0

Download MSCI index levels as pandas DataFrames — end-of-day levels for any MSCI index, any return variant (Price/Net/Gross). No API key required.

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.

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Install

pip install msci-data

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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()

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API Reference

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

Param	Type	Description
index_codes	str or list[str]	MSCI numeric index code(s)
from_date	str	Start date — "YYYY-MM-DD" or "YYYYMMDD"
to_date	str	End date (defaults to from_date for single day)
variant	str	Return variant — see table below

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

Return Variants

Code	Aliases	Description
STRD	price, pr	Price Return
NETR	net, ntr	Net Total Return (default)
GRTR	gross, tr, gtr	Gross Total Return

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

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Common MSCI Index Codes

Code	Index
990100	MSCI World (Developed Markets)
891800	MSCI ACWI (All Country World)
664185	MSCI Emerging Markets
106220	MSCI India
929887	MSCI USA
990300	MSCI EAFE (Europe, Australasia, Far East)

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

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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

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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

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Links

• PyPI
• Documentation
• GitHub