Here is a sample Python script to pull data from a REST API and store it in a pandas DataFrame:

```python
import requests
import pandas as pd

# Define the API endpoint and parameters
endpoint = "https://api.example.com/data"
params = {"query": "example"}

# Send a GET request with the parameters to the endpoint
response = requests.get(endpoint, params)

# Convert the response data into a pandas DataFrame
data = response.json()
df = pd.DataFrame(data)

# Print the first 5 rows of the DataFrame
print(df.head())
```

This is a basic example that can be customized to fit your specific use case. Be sure to replace the API endpoint and parameters with the ones that correspond to your desired data.
Crea uno script in Python che estrae i dati da un'API REST e li archivia in un DataFrame panda.