title: Read data from OECD API into python (and pandas)
body: <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>