Quandlex

An Elixir/Erlang library for Quandl API. Provides easy access to various databases and dataset for financial and market timeseries.

Installation

The package can be installed by adding quandlex to your list of dependencies in mix.exs:

def deps do
  [
    {:quandlex, "~> 0.1.0"}
  ]
end

Documentation including usage examples and return values can be found on hexdocs

Quandlex.Timeseries

Quandlex.Timeseries includes several functions that match API endpoints:

• get_data: returns both data and dataset metadata
• get_dataset_metadata: returns only dataset metadata
• get_database_metadata: returns database metadata

iex> {:ok, %{data: data, type: type}} = Quandlex.Timeseries.get_data("CHRIS", "MGEX_IH1")
iex> is_list(hd(data)) and is_list(data) and type == "Time Series"
true

iex> {:ok, %{name: name, id: id}} = Quandlex.Timeseries.get_database_metadata("CHRIS")
iex> name == "Wiki Continuous Futures" and id == 596
true

Quandlex.Forex

Quandlex.Forex is a utility module that makes fetching historical data of foreign exchange rates simpler and easier.

Quandl provides free (albeit limited for non-registered users) data of forex rates sourced from Bank of England, Federal Reserve and European Central Bank.

More about Quandle Forex API

You can use get_rates/2 or get_rates/3 function without wasting time on searching for special currency codes for every bank database.

For example, instead of using Quandlex.Timeseries.get_data("BOE", "XUDLJYD") you can call Quandlex.Forex.get_rates("USD", "JPY", source: "BOE")

Examples

iex> {:ok, %{data: data, type: type, database_code: database_code}} = Quandlex.Forex.get_rates("HKD", "USD")
iex> database_code === "FRED" and is_list(data) and type == "Time Series"
true

iex> {:ok, %{data: data, type: type, database_code: database_code}} = Quandlex.Forex.get_rates("HKD", "USD", source: "BOE")
iex> database_code === "BOE" and is_list(data) and type == "Time Series"
true

iex> {:ok, %{data: data, type: type, database_code: database_code}} = Quandlex.Forex.get_rates("THB", "EUR", source: "ECB")
iex> database_code === "ECB" and is_list(data) and type == "Time Series"
true

Roadmap

• Add datatables module
• Add structs for return values
• Investigate developer experience improvements using rate limiting utilities and caching