pip install EIA_python
import pandas as pd
import eia
def retrieve_data():
    # Create EIA API using your specific API key
    api_key = "abcxyz"
    api = eia.API(api_key)
    # Retrieve Data By Series ID 
    series_ID='PET.RWTC.D'
    series_search = api.data_by_series(series=series_ID)
    df = pd.DataFrame(series_search)    
    df.index.names = ['Date']
    df.columns=[ "Price"]
    df.index = df.index.str.replace('^([\d]{4})\s([\d]{2})([\d]{2})\s[\d]{2}', r'--',regex=True)
    df.index = pd.to_datetime(df.index)
    return df
data = retrieve_data()
data.to_csv('OK_WTI_Spot_Price_FOB.csv',index=True)

Cell In[5], line 1
----> 1 data = retrieve_data()
      2 data.to_csv('OK_WTI_Spot_Price_FOB.csv',index=True)
      3 data
Cell In[4], line 8, in retrieve_data()
      6 # Retrieve Data By Series ID 
      7 series_ID='PET.RWTC.D'
----> 8 series_search = api.data_by_series(series=series_ID)
      9 df = pd.DataFrame(series_search)    
     10 df.index.names = ['Date']
File ~\AppData\Local\anaconda3\lib\site-packages\eia\api.py:424, in API.data_by_series(self, series)
    420         raise InvalidSeries(error_msg)
    422 else:
    423     lst_dates = [x[0][0:4] + " " + x[0][4:] + " " + x[0][6:8]
--> 424                  for x in search.json()['series'][0]['data']]
    425     lst_values = [x[1] for x in
    426                   search.json()['series'][0]['data']]
    427     dates_values_dict = dict(zip(lst_dates, lst_values))