Read data from OECD API into python (and pandas)
<p>I'm trying to download data from OECD API (<a href="https://data.oecd.org/api/sdmx-json-documentation/" rel="noreferrer">https://data.oecd.org/api/sdmx-json-documentation/</a>) into python.</p>

<p>I managed to download data in SDMX-JSON format (and transform it to JSON) so far:</p>

<pre><code>OECD_ROOT_URL = "http://stats.oecd.org/SDMX-JSON/data"

def make_OECD_request(dsname, dimensions, params = None, root_dir = OECD_ROOT_URL):
    """Make URL for the OECD API and return a response"""
    """4 dimensions: location, subject, measure, frequency"""

    if not params:
        params = {}

    dim_args = ['+'.join(d) for d in dimensions]
    dim_str = '.'.join(dim_args)

    url = root_dir + '/' + dsname + '/' + dim_str + '/all'

    print('Requesting URL ' + url)
    return rq.get(url = url, params = params)

response = make_OECD_request('MEI'
    , [['USA', 'CZE'], [], [], ['M']]
    , {'startTime': '2009-Q1', 'endTime': '2010-Q1'})


if (response.status_code == 200):
    json = response.json()
</code></pre>

<p>How can I transform the data set into pandas.DataFrame? I tried pandas.read_json() and pandasdmx library, but I was not able to solve this.</p>