title: sheets of Excel Workbook from a URL into a `pandas.DataFrame`
body: <p>After looking at different ways to read an url link, pointing to a .xls file, I decided to go with using xlrd.</p>
  
  <p>I am having a difficult time converting a 'xlrd.book.Book' type to a 'pandas.DataFrame'</p>
  
  <p>I have the following:</p>
  
  <pre><code>import pandas
  import xlrd 
  import urllib2
  
  link ='http://www.econ.yale.edu/~shiller/data/chapt26.xls'
  socket = urllib2.urlopen(link)
  
  #this line gets me the excel workbook 
  xlfile = xlrd.open_workbook(file_contents = socket.read())
  
  #storing the sheets
  sheets = xlfile.sheets()
  </code></pre>
  
  <p>I want to tak the last sheet of <code>sheets</code> and import as a <code>pandas.DataFrame</code>, any ideas as to how I can accomplish this?  I've tried, <code>pandas.ExcelFile.parse()</code> but it wants a path to an excel file.  I can of certainly save the file to memory and then parse (using <code>tempfile</code> or something), but I'm trying to follow pythonic guidelines and use functionality <em>likely</em> already written into pandas.</p>
  
  <p>Any guidance is greatly appreciated as always.</p>