That said, I agree, it would be nice to pass as much metadata as possible. For example, we could use the to_datetime() method automatically if the incoming dataset is time-series, although maybe this is something that a Python-savvy user might want to do manually in some cases.

I just pushed to git a small modification that uses markers and dates if available. For example, the following snippet

<hansl>
loop foreach i ooballot bjg denmark np djclose
    open $i.gdt
    foreign language=python --send-data
	print(gretldata.head())
    end foreign
endloop
</hansl>

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  Riccardo (Jack) Lucchetti
  Dipartimento di Scienze Economiche e Sociali (DiSES)

  Università Politecnica delle Marche
  (formerly known as Università di Ancona)

  r.lucchetti@univpm.it
  http://www2.econ.univpm.it/servizi/hpp/lucchetti
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