PyNBP

This trivial package provides simple interface (consisting of three functions described below) that allows you to download the selected types of time series made available via National Bank of Poland's API.

More specifically, the following time series can be downloaded using PyNBP:

1. Average daily FX rates for select currencies (cf. NBP's table of daily FX rates against various currencies for list of currencies for which exchange rates are published).
2. Table of historical central bank interest rates.
3. Gold prices in PLN (note: the gold prices published by NBP are prices of 1g of gold).

Strictly speaking, the table of historical interest is not provided via NBP's API.

I provide code snippets illustrating how to get the data below.

Import PyNBP

import pynbp

or:

from pynbp import get_gold_prices, get_interest_rates_table, \
    get_fx_rates_for_currency

Average daily FX rates

To download USDPLN daily average FX rates for the dates range 2018-01-03 to 2021-04-05 (these dates are given in the ISO / %Y-%m-%d format) run:

from pynbp import get_fx_rates_for_currency
from datetime import date
data = get_fx_rates_for_currency(
    iso_code="usd", 
    start=date(2018, 1, 3), 
    end=date(2021, 4, 5)
)
print(data.head())

Output:

         date  usdpln_rate
0  2018-01-03       3.4616
1  2018-01-04       3.4472
2  2018-01-05       3.4488
3  2018-01-08       3.4735
4  2018-01-09       3.4992

Table of Historical Interest Rates

To download the table of historical interest rates set by NBP run:

from pynbp import get_interest_rates_table
from datetime import date
data = get_interest_rates_table()
print(data.tail())

Output:

   valid_from_date  lombard_rate  reference_rate  rediscount_rate  discount_rate  deposit_rate
82      2022-04-07        0.0500          0.0450           0.0455         0.0460        0.0400
83      2022-05-06        0.0575          0.0525           0.0530         0.0535        0.0475
84      2022-06-09        0.0650          0.0600           0.0605         0.0610        0.0550
85      2022-07-08        0.0700          0.0650           0.0655         0.0660        0.0600
86      2022-09-08        0.0725          0.0675           0.0680         0.0685        0.0625

Gold Prices in PLN

To download gold prices in PLN for the dates range 2018-01-03 to 2021-04-05 run:

from pynbp import get_gold_prices
from datetime import date
data = get_gold_prices(
    start=date(2018, 1, 3), end=date(2021, 4, 5)
)
print(data.head())

Please keep in mind that the daily prices of gold published by NBP are prices of 1g of gold in PLN.

Output:

         date  price_of_1g_of_gold_in_pln
0  2018-01-03                      145.72
1  2018-01-04                      146.36
2  2018-01-05                      145.68
3  2018-01-08                      146.06
4  2018-01-09                      147.42