Note: On 2018-04-11, Quandl sent a note to WIKI/PRICES consumers that the data available on WIKI/PRICES will be inaccurate and delayed. Unless this is fixed, you are recommended to use another source of data.
These Racket programs will download the Quandl WIKI/PRICES datatable CSV files and insert the data into a PostgreSQL database. The intended usage is:
$ racket extract.rkt
$ racket transform-load.rkt
The provided schema.sql file shows the expected schema within the target PostgreSQL instance. This process assumes you can write to a /var/tmp/quandl/wiki-prices folder. This process also assumes you have loaded your database with the NASDAQ symbol file information. This data is provided by the nasdaq-symbols project.
Finally, you will need to provide your Quandl API key. Once you create an account with Quandl, you can find this key in Account Settings > API Key.