pandas-datareader
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Loading OECD data should already include time range when requesting data
According to https://data.oecd.org/api/sdmx-ml-documentation/, it's possible to add a start/end date to the API call. Instead of requesting everything and truncating it locally, only the required data should be loaded. Loading time can be improved considerably!
This can be easily achieved by adapting the URL in OECDReader.url. I can open a PR for this if requested.