[Python] A basic example of IMFs sdmx in Python

I am using Positron with Python 3.13.3 version. Now, my first attempt in Python coding is to replicate IMF's standard code from this page and it is:

# import libraries
import sdmx

# retrieve data
IMF_DATA = sdmx.Client('IMF_DATA')
data_msg = IMF_DATA.data('CPI', key='USA+CAN.CPI.CP01.IX.M', params={'startPeriod': 2018})

# convert to pandas
cpi_df = sdmx.to_pandas(data_msg)

print(cpi_df.head())


I successfully installed the sdmx library before. However, when I ran the code line by line, I got the following error (below): What is wrong with my replication? Thanks!

>>> %run "c:\\Test_IMF.py"
NameError: name 'IMF_DATA' is not defined
File C:\R\NRT\Test_IMF.py:5
2 import sdmx
4 # retrieve data
----> 5 data_msg = IMF_DATA.data('CPI', key='USA+CAN.CPI.CP01.IX.M', params={'startPeriod': 2018})
7 # convert to pandas
8 cpi_df = data_msg.to_pandas()

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