DISCUSS: move online data reader subpackages to separate project?
Opening an issue to discuss this: **should we think about moving the functionality to read online data sources to a separate package?**

This was mentioned recently here https://github.com/pydata/pandas/issues/8842#issuecomment-63456052 and https://github.com/pydata/pandas/pull/8631#issuecomment-61805926

Some reasons why we would want to move it:
- This often needs much more urgent releases than pandas to fix changes in the remote sources. So with separate release cycle, this can speed up propagation of bugfixes to users
- More general: to limit the scope of pandas as the core project, and to encourage that some people take ownership of this subproject (which is easier as a separate project?), publicize it separately, ..

Some questions that come to mind:
- What should we move? (everything in [remote_data.rst](http://pandas.pydata.org/pandas-docs/stable/remote_data.html)?)
  -  Everything in `io.data`? (the `DataReader` function for Yahoo and Google Finance, FRED and Fama/French, and the `Options` class
  -  Also `io.wb` (certain World Bank data) and `io.ga` (google analytics interface)?
- Should we move it all to one separate project, or to multiple?
- Are there outside of pandas already some packages like this? (possibilities to merge with that/collaborate/..)
- Who would be interested to take this up? To be a maintainer of such a package?

Pinging some of the people have worked on these subpackages (certainly add others if you know): 
@dstephens99 @MichaelWS @kdiether @cpcloud @vincentarelbundock @jnmclarty 
@jreback @immerrr @TomAugspurger @hayd @jtratner 
