ČNB (Czech National Bank) exchange rates with python and pandas.

cnb.py

def read_cnb_year(year):
    """Read the whole history of Czech National Bank rates in one year.
    
    :param year: 1991-2016 (or "today's year")
    """
    import urllib.request
    from io import StringIO
    import pandas as pd
    
    url = "https://www.cnb.cz/cs/financni_trhy/devizovy_trh/kurzy_devizoveho_trhu/rok.txt?rok={0}".format(year)
    
    response = urllib.request.urlopen(url)
    data = response.read()
    text = data.decode('utf-8')
    
    # A year may be divided into different parts with different headers
    parts = ["Datum" + part for part in text.split("Datum") if part]
    df = pd.DataFrame()
    for part in parts:
        df = df.append(pd.read_csv(StringIO(part), decimal=",", delimiter="|", index_col=0, parse_dates=True, dayfirst=True))
    return df

def read_cnb():
    """Read the whole history of Czech National Bank rates (1991-2016)"""
    import pandas as pd
    df = pd.DataFrame()
    for yr in range(1991, 2017):
        df = df.append(read_cnb_year(yr))
    return df