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.