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I'm getting this failure in 0.4. This is triggered from the dask test suite here: https://travis-ci.org/dask/dask/jobs/232952363#L6744 . This seemed to work in the last version.
In [1]: import pandas_datareader
In [3]: df = pandas_datareader.data.DataReader('GOOG', 'yahoo', '2010-01-01', '2010-01-30')
---------------------------------------------------------------------------
RemoteDataError Traceback (most recent call last)
<ipython-input-3-2856acfc7895> in <module>()
----> 1 df = pandas_datareader.data.DataReader('GOOG', 'yahoo', '2010-01-01', '2010-01-30')
/home/mrocklin/anaconda/lib/python3.6/site-packages/pandas_datareader/data.py in DataReader(name, data_source, start, end, retry_count, pause, session, access_key)
115 adjust_price=False, chunksize=25,
116 retry_count=retry_count, pause=pause,
--> 117 session=session).read()
118
119 elif data_source == "yahoo-actions":
/home/mrocklin/anaconda/lib/python3.6/site-packages/pandas_datareader/yahoo/daily.py in read(self)
75 def read(self):
76 """ read one data from specified URL """
---> 77 df = super(YahooDailyReader, self).read()
78 if self.ret_index:
79 df['Ret_Index'] = _calc_return_index(df['Adj Close'])
/home/mrocklin/anaconda/lib/python3.6/site-packages/pandas_datareader/base.py in read(self)
155 if isinstance(self.symbols, (compat.string_types, int)):
156 df = self._read_one_data(self.url,
--> 157 params=self._get_params(self.symbols))
158 # Or multiple symbols, (e.g., ['GOOG', 'AAPL', 'MSFT'])
159 elif isinstance(self.symbols, DataFrame):
/home/mrocklin/anaconda/lib/python3.6/site-packages/pandas_datareader/base.py in _read_one_data(self, url, params)
72 """ read one data from specified URL """
73 if self._format == 'string':
---> 74 out = self._read_url_as_StringIO(url, params=params)
75 elif self._format == 'json':
76 out = self._get_response(url, params=params).json()
/home/mrocklin/anaconda/lib/python3.6/site-packages/pandas_datareader/base.py in _read_url_as_StringIO(self, url, params)
83 Open url (and retry)
84 """
---> 85 response = self._get_response(url, params=params)
86 text = self._sanitize_response(response)
87 out = StringIO()
/home/mrocklin/anaconda/lib/python3.6/site-packages/pandas_datareader/base.py in _get_response(self, url, params)
118 if params is not None and len(params) > 0:
119 url = url + "?" + urlencode(params)
--> 120 raise RemoteDataError('Unable to read URL: {0}'.format(url))
121
122 def _read_lines(self, out):
RemoteDataError: Unable to read URL: http://ichart.finance.yahoo.com/table.csv?s=GOOG&a=0&b=1&c=2010&d=0&e=30&f=2010&g=d&ignore=.csvMetadata
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