pysiebanxico

An independent Python client for querying time series, historical data, and metadata from Banco de México's Economic Information System (SIE).

Status: version 0.1.0 is the initial public release. The public API will continue to evolve through documented, versioned releases.

Goal

pysiebanxico aims to provide a clear, typed, and tested interface for the SIE REST API. The initial public release covers historical data, current values, metadata, and optional pandas conversions. It does not include frequency conversion or a graphical interface.

Installation

Install the package from PyPI:

python3 -m pip install pysiebanxico

Planned usage

from pysiebanxico import BanxicoClient

client = BanxicoClient()  # Reads BANXICO_TOKEN from the environment.
series = client.get_series_data(["SF43718"], start_date="2024-01-01", end_date="2024-12-31")

for observation in series[0].observations:
    print(observation.date, observation.value)

The client also exposes get_current_value() for the latest published observation and get_series_metadata() for series titles in Spanish or English. It automatically splits requests containing more than 20 series, the maximum accepted by the SIE API. For transient network failures, server errors, or rate limits, opt into limited retries with BanxicoClient(max_retries=2).

Values such as N/E, N.D., ND, NA, and N/A are exposed as None while the original text remains available through Observation.raw_value.

Data utilities

Use dependency-free helpers to index results or export plain records:

from pysiebanxico import index_by_id, to_records

fix = index_by_id(series)["SF43718"]
records = to_records(series)

For pandas integration, install the optional extra:

python3 -m pip install "pysiebanxico[pandas]"

from pysiebanxico.pandas import metadata_to_dataframe, to_dataframe

long = to_dataframe(series)
wide = to_dataframe(series, layout="wide")
metadata_frame = metadata_to_dataframe(metadata)

The long layout contains series_id, title, date, value, and raw_value. The wide layout uses dates as its index and series identifiers as columns.

Development

python3 -m venv .venv
. .venv/bin/activate
python3 -m pip install --upgrade pip
python3 -m pip install -e ".[dev,pandas]"
pre-commit install
pre-commit run --all-files
pytest

See CONTRIBUTING.md for the complete workflow.

Security

Each user must use their own SIE token. Do not commit tokens, .env files, tokens.yaml, PyPI credentials, or API responses that contain them. Report security issues according to SECURITY.md.

Independence notice

This project is an independent library. It is not affiliated with, sponsored by, or endorsed by Banco de México. It uses Banco de México's public SIE API and requires each user to provide their own token.

License

Distributed under the MIT License.