QuandlLink
QuandlLink is the Mathematica client to get data from Quandl.
Instructions to install QuandlLink package in Mathematica.
- Download QuandlLink folder and put it in Applications folder of either $UserBaseDirectory or $BaseDirectory of Mathematica. These location can be opened by evaluating following in Mathematica notebook:
SystemOpen[FileNameJoin[{$BaseDirectory, "Applications"}]] SystemOpen[FileNameJoin[{$UserBaseDirectory, "Applications"}]]
Some example
US annual GDP
In[1]:= usgdp = QuandlFinancialData["datasets/FRED/GDP",
startDate -> "1950-01-01", endDate -> "2016-06-01",
collapse -> "annual", apiKey -> "you_api_key",
sortOrder -> "desc"]
Out[1]:= {{"DATE", "VALUE"}, {"2016-12-31", 18437.6}, {"2015-12-31",
18222.8}, {"2014-12-31", 17692.2}, {"2013-12-31",
16999.9}, {"2012-12-31", 16297.3}, {"2011-12-31",
15785.3}, {"2010-12-31", 15230.2}, {"2009-12-31",
14566.5}, {"2008-12-31", 14549.9}, {"2007-12-31",
14685.3}, {"2006-12-31", 14066.4}, {"2005-12-31",
13381.6}, {"2004-12-31", 12562.2}, {"2003-12-31",
11816.8}, {"2002-12-31", 11103.8}, {"2001-12-31",
10701.3}, {"2000-12-31", 10472.3}, {"1999-12-31",
9926.1}, {"1998-12-31", 9325.7}, {"1997-12-31",
8788.3}, {"1996-12-31", 8287.1}, {"1995-12-31",
7799.5}, {"1994-12-31", 7476.7}, {"1993-12-31",
7032.8}, {"1992-12-31", 6697.6}, {"1991-12-31",
6279.3}, {"1990-12-31", 6023.3}, {"1989-12-31",
5763.4}, {"1988-12-31", 5412.7}, {"1987-12-31",
5022.7}, {"1986-12-31", 4669.4}, {"1985-12-31",
4453.1}, {"1984-12-31", 4147.6}, {"1983-12-31",
3796.1}, {"1982-12-31", 3407.8}, {"1981-12-31",
3283.5}, {"1980-12-31", 2993.5}, {"1979-12-31",
2730.7}, {"1978-12-31", 2482.2}, {"1977-12-31",
2168.7}, {"1976-12-31", 1938.4}, {"1975-12-31",
1765.9}, {"1974-12-31", 1603.}, {"1973-12-31",
1479.1}, {"1972-12-31", 1332.}, {"1971-12-31",
1193.6}, {"1970-12-31", 1091.5}, {"1969-12-31",
1040.7}, {"1968-12-31", 970.1}, {"1967-12-31",
883.2}, {"1966-12-31", 834.9}, {"1965-12-31", 773.1}, {"1964-12-31",
698.4}, {"1963-12-31", 654.8}, {"1962-12-31",
613.1}, {"1961-12-31", 581.6}, {"1960-12-31", 541.1}, {"1959-12-31",
529.3}, {"1958-12-31", 500.4}, {"1957-12-31",
475.7}, {"1956-12-31", 461.3}, {"1955-12-31", 437.8}, {"1954-12-31",
400.3}, {"1953-12-31", 386.5}, {"1952-12-31",
381.2}, {"1951-12-31", 356.6}, {"1950-12-31", 320.3}}
Plot the result
In[2]:= DateListPlot[Rest[%]]
Facebook stock price
In[4]:= fbstock =
QuandlFinancialData["datasets/WIKI/FB",
apiKey -> "you_api_key", startDate -> "2016-05-01",
endDate -> "2016-06-30"];
Plot the trading graph of facebook's stock.
TradingChart[Map[{First @ #, #[[2 ;; 6]]} &, Rest[%]]]
We can also do some transformation by using transform
parameter.
In[5]:= fbchange =
QuandlFinancialData["datasets/WIKI/FB",
apiKey -> "you_api_key", startDate -> "2016-05-01",
endDate -> "2016-06-30", transform -> "rdiff",
extra -> <| "column_index" -> "4"|>]
Plot the change
In[6]:= ListLinePlot[Map[#[[2]] &, Rest[fbchange]]]
Filter rows and columns
Some dataset are filterable by row and column. In QuandlLink you can use
an association in the extra
option to do that. Like the following example.
In[7]:= filterRows =
QuandlFinancialData["datatables/INQ/EE", apiKey -> "you_api_key",
extra -> <|"qopts.columns" -> "company", "isin" -> "FI0009000681" |>]
Out[7]:= {{"company"}, {"NOKIA"}, {"NOKIA"}, {"NOKIA"}}
In[8]:= filterMultiRowsAndCols =
QuandlFinancialData["datatables/INQ/EE", apiKey -> "you_api_key",
extra -> <|"qopts.columns" -> {"company", "isin"},
"isin" -> {"FI0009000681", "DE0007236101"}|>]
Out[8]:= {{"company", "isin"}, {"NOKIA", "FI0009000681"}, {"NOKIA",
"FI0009000681"}, {"NOKIA", "FI0009000681"}, {"SIEMENS",
"DE0007236101"}, {"SIEMENS", "DE0007236101"}, {"SIEMENS",
"DE0007236101"}}
For more information, please refer Quandl API doc.