MSCI

msci-data — Download MSCI index end-of-day levels as pandas DataFrames. No API key required.

pip install msci-data

Pulls daily index levels from MSCI’s public chart data API for any index code, in any return variant — Price, Net Total Return, or Gross Total Return.

Quick Start

from mscidata import msci

# MSCI World — Net Total Return (default)
df = msci.get_levels("990100", "2026-01-01", "2026-07-01")

# MSCI India — Price Return
df = msci.get_levels("106220", "2026-01-01", "2026-07-01", variant="price")

# MSCI Emerging Markets — Gross Total Return
df = msci.get_levels("664185", "2026-01-01", "2026-07-01", variant="gross")

# Multiple indices — concatenated into one DataFrame
df = msci.get_levels(["990100", "664185", "106220"], "2026-01-01", "2026-07-01")

# Single date
df = msci.get_levels("990100", "2026-07-03")

# List supported variants
msci.list_variants()

Output Columns

Column	Description
`INDEX_CODE`	MSCI numeric index code
`VARIANT`	API variant code (`STRD`, `NETR`, `GRTR`)
`RETURN_TYPE`	Human-readable return type
`CURRENCY`	Always `USD`
`DATE`	Trading date (`YYYY-MM-DD`)
`LEVEL`	End-of-day index level

Return Variants

Code	Aliases	Description
`STRD`	`price`, `pr`	Price Return
`NETR`	`net`, `ntr`	Net Total Return (default)
`GRTR`	`gross`, `tr`, `gtr`	Gross Total Return

Common Index Codes

Code	Index
`990100`	MSCI World (Developed Markets)
`891800`	MSCI ACWI (All Country World)
`664185`	MSCI Emerging Markets
`106220`	MSCI India
`929887`	MSCI USA
`990300`	MSCI EAFE (Europe, Australasia, Far East)

Index codes are the numeric identifiers from MSCI’s URL structure on msci.com/indexes.

Download to S3

from mscidata import msci

# Local CSV
path = msci.download("990100", "2026-01-01", "2026-07-01")
# → MSCI_990100_NETR_20260101_20260701.csv

# S3 (Lambda with IAM role)
uri = msci.download(
    ["990100", "664185"],
    "2026-01-01",
    "2026-07-01",
    s3_bucket="my-bucket",
    s3_prefix="raw/msci/",
)

CLI

# Date range — MSCI World net return
msci-data levels --codes 990100 --from 2026-01-01 --to 2026-07-01

# Multiple indices, price variant
msci-data levels --codes 990100 664185 --from 2026-01-01 --to 2026-07-01 --variant price

# Save to S3
msci-data levels --codes 990100 --from 2026-01-01 --to 2026-07-01 \
                 --s3-bucket my-bucket --s3-prefix raw/msci/

# List return variants
msci-data variants

Notes

Data goes back to 2000-01-01 (MSCI API floor date)
Currency is fixed to USD
Frequency is daily (trading days only)
No authentication required — uses MSCI’s public chart data API
No WAF or bot protection — plain requests works, no curl_cffi needed