quandl

Quandl

https://quandl.com

Public Sandbox Description

Quandl is a Data Platform

Click here to be introduced to Quandl

###Information###

Contact	Details
chris.harding@quandl.com	https://www.linkedin.com/company/quandl
{ phone }	{ crunchbase }
	{ google-plus }

Social Media
https://twitter.com/quandl
{ instagram }
{ facebook }

##Sandbox Member:##

• Data Provider Since: { provider_start_date }

###Contact Information###

Profile	Name	Role	Email Address	LinkedIn	Twitter	Slack	Skills
	{ person1_name }	{ person1_role }	{ person1_email }	{ person1_linkedin }	{ person1_twitter }	{ person1_slack }	{ person1_skills }

Products

Below is a list of Products offered by this data provider.

Sample Product

{ product1_description }

Business Model Specs:

• Cost or Licensing Structures: { product1_costs }

Technical Specs:

• Delivery Method: { product1_delivery_method }
• Update Frequency: { product1_update_frequency }

Marketing Materials (list of pdfs or files that have been uploaded to the wiki)

• { product1_marketing_doc_1 }
• { product1_marketing_doc_2 }

Technical Documents (list of pdfs or files that have been uploaded to the wiki)

• { product1_technical_doc_1 }
• { product1_technical_doc_2 }

Reviews

{ review1_sandbox_member }: { review1_date }

{ review1_text }

{ review2_sandbox_member }: { review2_date }

{ review2_text }

OLD README.md

###Quandl

####Overview:####
Quandl offers a single point of access to external financial and economic databases. While most of them are free to use, the company charges a premium subscription to access all databases. Its Application Program Interface (API) integrates external databases into users' current workflow with an instant activation. Company website: quandl.com

####Types of Featured Databases:

• Worldwide datasets are available from organizations including exchanges, private firms, central banks, statistical agencies, international organizations and universities. The financial data includes:
  • Equities
  • Fixed income and currencies
  • Commodities
  • Futures and options
  • Alternative investments
  • Financial estimates
  • Fundamentals
  • Economics, demography and more
  • There are limited amount of databases for non-equity asset classes

####Data Access:

• Data can be retrieved using API requests, provided users know the Quandl codes.
• API requests:
  • API keys should always be included.
  • Requests without an API key can be accepted with a limit of 50 calls per day.
  • All API requests must be made using HTTPS.
• The Quandl API supports cross-origin resource sharing.
• Metadata and data can be returned using different API requests.
• A list of databases can also be downloaded with the respective metadata.
• All data can be downloaded in a premium database in a single call, by appending data to the request.
• Quandl Codes:
  • Every database on Quandl has a unique string identifier called the database_code.
  • Every dataset on Quandl belongs to only one database. Hence, every dataset has a database_code and a dataset_code associated with it. Both of these are required to identify the dataset. The combination of database_code and dataset_code is called the Quandl code.

####Data Formats:

• CSV, JSON and XML:
  • CSV requests will only return data.
  • Both JSON and XML will return data and parameters.
• Users can customize the dataset object being returned by adding various optional parameters.
  • Data retrieval methods and parameters
  • Quick start guide

####Integration with Analytical Tools:

• Up to 59 analytical tools are supported by Quandl to retrieve the financial data:
  • API, R, Python, Excel and Ruby.
  • Eviews, Matlab, Stata, Mathematica, etc.
  • C#, C/C++, Java, .NET, etc.
  • A full list of available formats is available here.

Data Simply POV:

We chose Quandl because it was fast and easy to get the basics going (EOD via Symbol). We're on a Ruby platform, and a gem is availabe from Quandl (and others):

• [https://github.com/quandl/quandl-ruby] <--- pre-release version for new v3 API

• [https://github.com/quandl/quandl_client] <---This is the old deprecated client

the quandl_client is out of date and requires you to manually specify the HTTPS version of the API URL (see line 2 of quandl_initializer.rb)

The gem has the advantage that you never need to see the raw data from their API. Caveats: The old version isn't updated, and the new one is of unknown quality and recency.

We're not updating to the new one because we don't want to have to make a separate call for each symbol we're intetested in (i.e. all of them). Also they don't have CUSIP data.

How their data is arranged

Quandl has a different way of thinking about datasets that you might expect. For example, for EOD (end of day) price data, a dataset is available for AAPL. Another, separate dataset is available for eod data for MSFT.

What this means is that if you want to get prices for many securities for each day, you need to pull from each of those databases. To get eod prices for 20 securites you need to pull from 20 databases.

Getting CUSIP data:

Quandl is not oriented around CUSIP identifiers. It is oriented around ticker symbols. There are no CUSIP identifiers in any of the datasets (this is according to Quandl help desk in spring '15). Also, Quandl does not have a security master.

Support

We have found Quandl support to be responsive and helpful.