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Showing content from https://github.com/mdequeljoe/readsdmx below:

mdequeljoe/readsdmx: read sdmx data into R dataframes

Read sdmx data into dataframes from either a local SDMX-ML file or from a SDMX web-service:

u <-
  "https://stats.oecd.org/restsdmx/sdmx.ashx/GetData/HH_DASH/..Q"
d <- readsdmx::read_sdmx(u)

The RapidXML C++ library is used to parse the data.

From CRAN:

install.packages("readsdmx")

From GitHub:

devtools::install_github("mdequeljoe/readsdmx")

The follow data message types are supported:

• Compact (version 2.0)
• Generic (2.0 & 2.1)
• Structure Specific Data (2.1)
• Utility (2.0)
• Cross-sectional (2.0)
• Structure Code-lists (2.0 & 2.1)

For the above example (locally):

download.file(u, path <- tempfile(fileext = ".xml"), quiet = TRUE)
microbenchmark::microbenchmark(
  readsdmx = readsdmx::read_sdmx(path),
  rsdmx = as.data.frame(rsdmx::readSDMX(path, FALSE)),
  times = 5L,
  unit = "s"
)

#> Unit: seconds
#>      expr    min     lq   mean median     uq    max neval
#>  readsdmx  0.152  0.153  0.159  0.161  0.165  0.165     5
#>     rsdmx 23.955 24.578 24.732 24.937 25.005 25.185     5

rsdmx

pandasdmx (python)

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