Go to the Quandl website and sign-up here:
It is free and very, very quick. You get an email to activate the account.
Signing up gives you 500 API calls per day, a big improvement over the default 50 calls per day, so you are going to want to do this.
Quandl API
Quandl has a nice user guide to getting started with their API’s:
https://www.quandl.com/help/api
To summarise, you get data from this url:
https://www.quandl.com/api/v1/datasets/[...]/[......].csv?auth_token=[Your Registered User's Authentication Token]
This line of code will go in to your Python program as the
api_call_head
parameter in the
urllib2.urlopen()
function.
From First Principles 