python-pandas and databases like mysql

As Wes says, io/sql's read_sql will do it, once you've gotten a database connection using a DBI compatible library. We can look at two short examples using the MySQLdb and cx_Oracle libraries to connect to Oracle and MySQL and query their data dictionaries. Here is the example for cx_Oracle:

import pandas as pd
import cx_Oracle

ora_conn = cx_Oracle.connect('your_connection_string')
df_ora = pd.read_sql('select * from user_objects', con=ora_conn)    
print 'loaded dataframe from Oracle. # Records: ', len(df_ora)
ora_conn.close()

And here is the equivalent example for MySQLdb:

import MySQLdb
mysql_cn= MySQLdb.connect(host='myhost', 
                port=3306,user='myusername', passwd='mypassword', 
                db='information_schema')
df_mysql = pd.read_sql('select * from VIEWS;', con=mysql_cn)    
print 'loaded dataframe from MySQL. records:', len(df_mysql)
mysql_cn.close()

For recent readers of this question: pandas have the following warning in their docs for version 14.0:

Warning: Some of the existing functions or function aliases have been deprecated and will be removed in future versions. This includes: tquery, uquery, read_frame, frame_query, write_frame.

And:

Warning: The support for the ‘mysql’ flavor when using DBAPI connection objects has been deprecated. MySQL will be further supported with SQLAlchemy engines (GH6900).

This makes many of the answers here outdated. You should use sqlalchemy:

from sqlalchemy import create_engine
import pandas as pd
engine = create_engine('dialect://user:pass@host:port/schema', echo=False)
f = pd.read_sql_query('SELECT * FROM mytable', engine, index_col = 'ID')

For the record, here is an example using a sqlite database:

import pandas as pd
import sqlite3

with sqlite3.connect("whatever.sqlite") as con:
    sql = "SELECT * FROM table_name"
    df = pd.read_sql_query(sql, con)
    print df.shape

I prefer to create queries with SQLAlchemy, and then make a DataFrame from it. SQLAlchemy makes it easier to combine SQL conditions Pythonically if you intend to mix and match things over and over.

from sqlalchemy.ext.declarative import declarative_base
from sqlalchemy import Table
from sqlalchemy import create_engine
from sqlalchemy.orm import sessionmaker
from pandas import DataFrame
import datetime

# We are connecting to an existing service
engine = create_engine('dialect://user:pwd@host:port/db', echo=False)
Session = sessionmaker(bind=engine)
session = Session()
Base = declarative_base()

# And we want to query an existing table
tablename = Table('tablename', 
    Base.metadata, 
    autoload=True, 
    autoload_with=engine, 
    schema='ownername')

# These are the "Where" parameters, but I could as easily 
# create joins and limit results
us = tablename.c.country_code.in_(['US','MX'])
dc = tablename.c.locn_name.like('%DC%')
dt = tablename.c.arr_date >= datetime.date.today() # Give me convenience or...

q = session.query(tablename).\
            filter(us & dc & dt) # That's where the magic happens!!!

def querydb(query):
    """
    Function to execute query and return DataFrame.
    """
    df = DataFrame(query.all());
    df.columns = [x['name'] for x in query.column_descriptions]
    return df

querydb(q)

MySQL example:

import MySQLdb as db
from pandas import DataFrame
from pandas.io.sql import frame_query

database = db.connect('localhost','username','password','database')
data     = frame_query("SELECT * FROM data", database)