QuandlAccess.jl

This package provides convenient access to Quandl data service.

Usage

Create a Quandl object with your API key:

quandl = Quandl(ENV["QUANDL_API_KEY"])

Time Series API

Submit query using TimeSeries object. Standard query options are available.

# get complete time series
quandl(TimeSeries("ML/BBY"))

# date filters (works with both Date or String)
quandl(TimeSeries("ML/BBY"); start_date = Date(2020,1,1))
quandl(TimeSeries("ML/BBY"); start_date = Date(2020,1,1), end_date = Date(2020,1,5))
quandl(TimeSeries("ML/BBY"); start_date = "2020-01-01", end_date = Date(2020,1,5))

# sample frequencies
quandl(TimeSeries("ML/BBY"); start_date = "2018-01-01", collapse = "weekly")
quandl(TimeSeries("ML/BBY"); start_date = "2018-01-01", collapse = "monthly")
quandl(TimeSeries("ML/BBY"); start_date = "2018-01-01", collapse = "quarterly")
quandl(TimeSeries("ML/BBY"); start_date = "2018-01-01", collapse = "annual")
quandl(TimeSeries("ML/BBY"); start_date = "2018-01-01", collapse = "none")

# transforms
quandl(TimeSeries("ML/BBY"); start_date = "2018-01-01", collapse = "monthly", transform = "diff")
quandl(TimeSeries("ML/BBY"); start_date = "2018-01-01", collapse = "monthly", transform = "rdiff")
quandl(TimeSeries("ML/BBY"); start_date = "2018-01-01", collapse = "monthly", transform = "rdiff_from")
quandl(TimeSeries("ML/BBY"); start_date = "2018-01-01", collapse = "monthly", transform = "cumul")
quandl(TimeSeries("ML/BBY"); start_date = "2018-01-01", collapse = "monthly", transform = "normalize")

# order
quandl(TimeSeries("ML/BBY"); start_date = "2018-01-01", collapse = "monthly", order = "asc")
quandl(TimeSeries("ML/BBY"); start_date = "2018-01-01", collapse = "monthly", order = "desc")

Data Table API

Submit query using Table object. For filters, the predicate opertors can be eq, gt, gte, lt, or lte.

quandl(Table("ETFG/FUND"), filters = [eq("ticker", "SPY")])
quandl(Table("ETFG/FUND"), filters = [eq("ticker", "SPY,XOM")])
quandl(Table("ETFG/FUND"), filters = [eq("ticker", "SPY"), gt("as_of_date", "2018-01-09")])
quandl(Table("ETFG/FUND"), filters = [eq("ticker", "SPY"), gt("as_of_date", Date(2018,1,9))])
quandl(Table("ETFG/FUND"), filters = [eq("ticker", "SPY")], columns = ["ticker", "nav"])