time_series_eia.py

def retrieve_time_series(api, series_ID):
    """
    Return the time series dataframe, based on API and unique Series ID
    api: API that we're connected to
    series_ID: string. Name of the series that we want to pull from the EIA API
    """
    #Retrieve Data By Series ID 
    series_search = api.data_by_series(series=series_ID)
    ##Create a pandas dataframe from the retrieved time series
    df = pd.DataFrame(series_search)
    return df
    
###Execute in the main block

#Create EIA API using your specific API key
api_key = "YOR API KEY HERE"
api = eia.API(api_key)
    
#Pull the electricity price data
series_ID='ELEC.PRICE.TX-ALL.M'
electricity_df=retrieve_time_series(api, series_ID)
electricity_df.reset_index(level=0, inplace=True)
#Rename the columns for easer analysis
electricity_df.rename(columns={'index':'Date',
            electricity_df.columns[1]:'Electricity_Price'}, 
            inplace=True)