Java wrapper for Quandl REST API
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README.md

Quandl4J : A Quandl library for Java

NEWS: 2.0.0 documentation change

I've updated the documentation to reflect that you now need to add quandl-core, and optionally quandl-tablesaw rather than quandl as your artifact id in your maven pom or gradle script. Thanks to @kenfehling for pointing that out.

NEWS: 2.0.0 released

The 2.0.0 release represents a substantial rewrite to allow the use of alternative types to hold tabular and meta-data. The initial implementations are classic and tablesaw. Classic refers to the previous 1.x API's use of json.org's JSONObject type for metadata and the home-grown TabularResult type for tabular data. Tablesaw is new project build around an in-memory table implementation in the same vein as TabularResult, but taken much, much further, by allowing fast querying and filtering of the in-memory column store, fast import/export, charting and so on. Many thanks to Ben McCann for his suggestions and pull-requests, which kicked off development of 2.0.0.

More details can be found in the release notes.

Introduction

Quandl is a source of millions of free data sets covering financial, economic, sociological and country data via an open REST API. Quandl4j is a Java 7+ client-side wrapper for this API provided under the commercially friendly Apache V2 license. It provides a type safe and fluent API in a modern style that takes care of constructing URLs and processing JSON and CSV responses but nonetheless allows access to all the functionality of the underlying REST API.

Quandl4J uses Travis CI to perform continuous builds. The current status is Build Status

Table of Contents

Quick Start

The minimum pre-requisites are:

  • OpenJDK 7, Oracle JDK 7 & 8 are tested. The 2.0.0 release is the last major release that will support Java 7.
  • Maven 3.

Four options are available:

  • Download the latest release
  • Clone the repository: git clone https://github.com/jimmoores/quandl4j.git
    • Run mvn install to build the libray, test, javadoc and source jars and install to your local Maven repository.
    • Run mvn javadoc:javadoc to build the documentation.
  • Add the following fragment to your Maven POM file
<dependency>
  <groupId>com.jimmoores</groupId>
  <artifactId>quandl-core</artifactId>
  <version>2.0.0</version>
</dependency>

and if you want to use the new tablesaw support:

<dependency>
  <groupId>com.jimmoores</groupId>
  <artifactId>quandl-tablesaw</artifactId>
  <version>2.0.0</version>
</dependency>
  • or in gradle
dependencies {
    compile 'com.jimmoores:quandl-core:2.0.0'
}

and add

compile 'com.jimmoores:quandl-tablesaw:2.0.0'

to your dependencies section if you want tablesaw support.

Design Principles

The core design principles are:

  • Allow full access to the functionality of the underlying API.
  • Allow efficient network requests by using the more compact CSV encoding where possible.
  • Use modern Java design principles like immutable objects, builders and factories and JSR-310 style date/times (using the ThreeTen backport so Java 7 is supported)
  • Thorough unit and integration test support, including a framework that can be reused by user applications without hitting the Quandl backend.
  • Publish maven artifacts on Maven Central.
  • Provide concrete examples.
  • Provide comprehensive documentation and JavaDocs.

Release Notes

Version 2.0.0

  • A fairly comprehensive overhaul. The primary aim was to allow the use of alternative types to hold tabular and metadata. A common user question has been around the choice of JSON or Table representation, and these are now abstracted in a way that allows you to choose types that best suit your application, and even add your own very easily. This version is fully source compatible with previous versions, although most existing session classes and interfaces have been deprecated. Updating existing code is very simple, see the 2.0.0 migration guide for more information.

Version 1.5.0

  • Calls upgraded to use V3 of the REST API for both data and metadata. No API changes. Logback is removed as a normal dependency to allow users to choose their own implementation of SLF4J (which is the whole point of SLF4J!). If you have any build issues try adding logback to your own pom.xml. Examples are moved to test packages and commons-cli dependency is now only a dependency for test scope. Docs and contributors list updated.

Version 1.4.2

  • This is a little tweak release, user William Farrugia suggested updating the version of Jackson used so it can be used with AWS.

Version 1.4.1

  • This is a bug fix release, @Olivier-92 reported a resource leak that affects those using RESTEasy as a JAX-RS provider. The request objects are now closed as required.

Version 1.4.0

  • POM references to external OpenGamma Maven repository have been removed and the JSON library referred to has been switched for Jackson using the json.org datatype module. This should require no code changes in users outside of perhaps a POM change if you've referred to the OpenGamma POM in your POM.

Version 1.3.0

  • SearchRequest now supports the v3 API databasecode argument and makes the query parameter (previous of()) optional. This means the of() static factory method is now deprecated in favor of a no-arg constructor.
SearchRequest.Builder.of(<query>).build();

becomes

new SearchRequest.Builder().withQuery(<query>).build();

Version 1.2.0

  • Changed HTTPS URL because RESTEasy and Apache CXF can't handle redirect to https://www.quandl.com which is the address in the TLS certificate. Disabled integration test from main build because test framework misbehaving.

Version 1.1.0

  • Switch to HTTPS, regenerate test data.

Version 1.0.0

  • Handle deprecation of all multi-request APIs. This release emulates the old behaviour of the multiset APIs by issuing multiple single requests and aggregating results into the same structure as returned before. This should allow existing applications to adjust seamlessly, abeit probably at reduced performance. Please note though, that these APIs are now deprecated and you should plan for their eventual removal.
  • High loads on the Quandl servers have lead to an increase in the number of requests that return errors asking the client to throttle requests apart from when user maximum request counts are exceeded. The QuandlSession will now retry requests that are likely to be transient (503 Service Unavailable and 429 Too Many Requests) according to a RetryPolicy that can be set in the SessionOptions. The default is to back off for 1, 5, 20 and then 60 seconds and then give up. Custom policies can be put in place by subclassing RetryPolicy. Some examples are available via factory methods on
    RetryPolicy.
  • Emulated multiset queries (both Tabular and Metadata) now return Quandl codes of the form PROVIDER/CODE rather than PROVIDER.CODE. This was only noticed after release. If this causes big problems for you, please open a ticket and I will provide the facility to revert to the old behaviour in a new release.
  • The new retry behaviour means that there are times that would previously have thrown a generic QuandlRuntimeException will now return QuandlFailedRequestException (which is thrown after receiving multiple
    QuandlTooManyRequestsException or QuandlServiceUnavailableException). Note that previously a bug prevented the correct throwing of QuandlTooManyRequestsException.
  • To revert as closely as possible to the old behaviour (turn off retries), use RetryPolicy.createNoRetryPolicy() and set in the SessionOptions.
  • getMetaData(final MultiMetaDataRequest request) does it's best to emulate the JSON response from Quandl, but may be have fields like Frequency set to null rather than values that Quandl returned.
  • A missing dependency for Java 7 users has been added that allows the examples to run cleanly.
  • Test files were regenerated.

Version 0.9.0

  • Skipped because it was used internally by the author in a private Maven repository for an intermediate version and never curated for Maven Central.

Version 0.8.1

  • Fixed some POM issues.

Version 0.8.0

  • Initial public release.

Tutorial

Since 2.0.0, you can choose the types used to return data from a session by using the appropriate session object. This tutorial considers the classic session style that returns data using the json.org module of the Apache Jackson library to return metadata as JSONObjects, and uses a table class provided by Quandl4J since the beginning called TabularResult. The same API structure apply to all sessions though.

Note that all the examples here don't set your API key. To do anything non-trivial you must get an API key, you can obtain one by registering for a free account at quandl.com.

A First Taste of the API

The following gets the complete data history (with Date, Open, High, Low, Volume, Ex-Dividend, Split Ratio, And Adjusted Open, High, Low Close and Volume columns) of AAPL (Apple Inc). The symbol WIKI/AAPL is what is known as the Quandl code and is made up of a data source (in this case WIKI) and a data source specific code (in this case the exchange code for Apple Inc, which is AAPL).

// Example1.java
ClassicQuandlSession session = ClassicQuandlSession.create();
TabularResult tabularResult = session.getDataSet(
  DataSetRequest.Builder.of("WIKI/AAPL").build());
System.out.println(tabularResult.toPrettyPrintedString());

which produces

+------------+--------+----------+----------+----------+-------------+-------------+-------------+-----------------+-----------------+-----------------+-----------------+-------------+
| Date       | Open   | High     | Low      | Close    | Volume      | Ex-Dividend | Split Ratio | Adj. Open       | Adj. High       | Adj. Low        | Adj. Close      | Adj. Volume |
+------------+--------+----------+----------+----------+-------------+-------------+-------------+-----------------+-----------------+-----------------+-----------------+-------------+
| 2017-08-28 | 160.14 | 162.0    | 159.93   | 161.47   | 25279674.0  | 0.0         | 1.0         | 160.14          | 162.0           | 159.93          | 161.47          | 25279674.0  |
| 2017-08-25 | 159.65 | 160.56   | 159.27   | 159.86   | 25015218.0  | 0.0         | 1.0         | 159.65          | 160.56          | 159.27          | 159.86          | 25015218.0  |
... snip ...
| 1980-12-17 | 25.88  | 26.0     | 25.88    | 25.88    | 385900.0    | 0.0         | 1.0         | 3.0057815128016 | 3.0197186759213 | 3.0057815128016 | 3.0057815128016 | 3087200.0   |
| 1980-12-16 | 25.38  | 25.38    | 25.25    | 25.25    | 472000.0    | 0.0         | 1.0         | 2.9477099998031 | 2.9477099998031 | 2.9326114064235 | 2.9326114064235 | 3776000.0   |
| 1980-12-15 | 27.38  | 27.38    | 27.25    | 27.25    | 785200.0    | 0.0         | 1.0         | 3.1799960517971 | 3.1799960517971 | 3.1648974584175 | 3.1648974584175 | 6281600.0   |
| 1980-12-12 | 28.75  | 28.88    | 28.75    | 28.75    | 2093900.0   | 0.0         | 1.0         | 3.3391119974129 | 3.3542105907925 | 3.3391119974129 | 3.3391119974129 | 16751200.0  |
+------------+--------+----------+----------+----------+-------------+-------------+-------------+-----------------+-----------------+-----------------+-----------------+-------------+

Refining the query

It's also possible to specify many refining options on your query. In this next example we request AAPL again, but this time sampled Quarterly, returning only the close column (CLOSE_COLUMN here is actually the integer constant 4), and performing a normalization pre-process step on the server side before returning the results.

// Example2.java
QuandlSession session = QuandlSession.create();
TabularResult tabularResult = session.getDataSet(
  DataSetRequest.Builder
    .of("WIKI/AAPL")
    .withFrequency(Frequency.QUARTERLY)
    .withColumn(CLOSE_COLUMN)
    .withTransform(Transform.NORMALIZE)
    .build());
System.out.println(tabularResult.toPrettyPrintedString());

which will return something like

+------------+-----------------+
| Date       | Close           |
+------------+-----------------+
| 2014-06-30 | 1868.5228604924 |
| 2014-03-31 | 1573.0949589683 |
| 2013-12-31 | 1644.2555685815 |
| 2013-09-30 | 1397.2743259086 |
| 2013-06-30 | 1162.162954279  |
... snip ...
| 1982-03-31 | 49.47245017585  |
| 1981-12-31 | 64.830011723329 |
| 1981-09-30 | 44.695193434936 |
| 1981-06-30 | 76.20164126612  |
| 1981-03-31 | 71.805392731536 |
| 1980-12-31 | 100.0           |
+------------+-----------------+

note that the whole series is normalized against the first value.

Structure of a TabularResult

The type TabularResult is made up of a HeaderDefinition, which is essentially a list of column names (plus the facility to map from name to column index), plus a list of Row objects, each of which is linked to their common HeaderDefinition. This allows individual Row objects to address their data using the column name rather than just the index as is the underlying API. Row also contains methods to parse and cast data into various types (String, LocalDate, Double). Here is an example

// Example3.java
ClassicQuandlSession session = ClassicQuandlSession.create();
TabularResult tabularResult = session.getDataSet(
DataSetRequest.Builder
      .of("SSE/VROS") // VERIANOS REAL ESTATE AG on Boerse Stuttgart
      .withColumn(3) // Last (looked up previously)
      .withStartDate(RECENTISH_DATE)
      .withFrequency(Frequency.MONTHLY)
      .build());
System.out.println("Header definition: " + tabularResult.getHeaderDefinition());
for (final Row row : tabularResult) {
  LocalDate date = row.getLocalDate("Date");
  Double value = row.getDouble("Last");
  System.out.println("Value on date " + date + " was " + value);
} 

produces:

Header definition: HeaderDefinition[Date,Last]
Value on date 2017-08-31 was 1.35
Value on date 2017-07-31 was 1.45
Value on date 2017-06-30 was 1.427
'''

### Single meta data request
It's also possible to retrieve meta-data about the data sets available.
```java
// Example4.java
ClassicQuandlSession session = ClassicQuandlSession.create();
MetaDataResult metaData = session.getMetaData(MetaDataRequest.of("WIKI/AAPL"));
System.out.println(metaData.toPrettyPrintedString());

which prints out the raw JSON of the underlying message

{
  "code": "AAPL",
  "column_names": [
    "Date",
    "Open",
    "High",
    "Low",
    "Close",
    "Volume",
    "Ex-Dividend",
    "Split Ratio",
    "Adj. Open",
    "Adj. High",
    "Adj. Low",
    "Adj. Close",
    "Adj. Volume"
  ],
  "description": "\r\n<p>End of day open, high, low, close and volume, dividends and splits, and split/dividend adjusted open, high, low close and volume for Apple Inc. (AAPL). Ex-Dividend is non-zero on ex-dividend dates. Split Ratio is 1 on non-split dates. Adjusted prices are calculated per CRSP (<a href=\"http://www.crsp.com/products/documentation/crsp-calculations\" rel=\"nofollow\" target=\"blank\">www.crsp.com/products/documentation/crsp-calculations<\/a>)<\/p>\r\n\r\n<p>This data is in the public domain. You may copy, distribute, disseminate or include the data in other products for commercial and/or noncommercial purposes.<\/p>\r\n\r\n<p>This data is part of Quandl's Wiki initiative to get financial data permanently into the public domain. Quandl relies on users like you to flag errors and provide data where data is wrong or missing. Get involved: <a href=\"mailto:connect@quandl.com\" rel=\"nofollow\" target=\"blank\">connect@quandl.com<\/a>\r\n<\/p>\r\n",
  "display_url": "http://www.quandl.com/WIKI/AAPL",
  "errors": {},
  "frequency": "daily",
  "from_date": "1980-12-12",
  "id": 9775409,
  "name": "Apple Inc. (AAPL) Prices, Dividends, Splits and Trading Volume",
  "private": false,
  "source_code": "WIKI",
  "source_name": "Quandl Open Data",
  "to_date": "2014-06-03",
  "type": null,
  "updated_at": "2014-06-03T20:58:42Z",
  "urlize_name": "Apple-Inc-AAPL-Prices-Dividends-Splits-and-Trading-Volume"
}

The raw JSON message is accessible, but the intention is for the user to mostly use the convenience methods available to extract named fields (with type casts) and process the column_names array into a HeaderDefinition.

Searching

We can also make generalised free-text search requests to Quandl. For this we use the search(SearchRequest) method. This allows us to specify the maximum number of results per page, and also the page we want. Note that queries with high page numbers are slow, presumably due to the server-side database having to project the entire result set of several million documents just to get the single page you want. Try not to add to server load by making these requests excessively.

// Example5.java
ClassicQuandlSession session = ClassicQuandlSession.create();
SearchResult searchResult = session.search(new SearchRequest.Builder().withQuery("Apple").withMaxPerPage(2).build());
System.out.println(searchResult.toPrettyPrintedString());

results in

{
  "current_page": 1,
  "docs": [
    {
      "code": "NASDAQ_AAPL",
      "column_names": [
        "Date",
        "Open",
        "High",
        "Low",
        "Close",
        "Volume"
      ],
      "description": "Apple Inc. (Apple) designs, manufactures and markets mobile communication and media devices, personal computers, and portable digital music players, and a variety of related software, services, peripherals, networking solutions, and third-party digital content and applications. The Company's products and services include iPhone, iPad, Mac, iPod, Apple TV, a portfolio of consumer and professional software applications, the iOS and OS X operating systems, iCloud, and a variety of accessory, service and support offerings. The Company also delivers digital content and applications through the iTunes Store, App StoreSM, iBookstoreSM, and Mac App Store. The Company distributes its products worldwide through its retail stores, online stores, and direct sales force, as well as through third-party cellular network carriers, wholesalers, retailers, and value-added resellers. In February 2012, the Company acquired app-search engine Chomp.",
      "display_url": "http://www.google.com/finance/historical?q=NASDAQ%3AAAPL&startdate=Jan+1%2C+1990&output=csv",
      "frequency": "daily",
      "from_date": "1981-03-11",
      "id": 2318865,
      "name": "Apple Inc. (AAPL)",
      "private": false,
      "source_code": "GOOG",
      "source_name": "Google Finance",
      "to_date": "2014-06-03",
      "type": null,
      "updated_at": "2014-06-04T02:27:30Z",
      "urlize_name": "Apple-Inc-AAPL"
    },
    {
      "code": "AAPL_CASH",
      "column_names": [
        "Date",
        "Cash"
      ],
      "description": "Cash and Marketable Securities reported in the balance sheet. Units: millions of dollars. Corporate Finance data is collected and calculated by Prof. Aswath\nDamodaran, Professor of Finance at the Stern School of Business, New\nYork University.  The raw data is available here:\nhttp://pages.stern.nyu.edu/~adamodar/New_Home_Page/data.html",
      "display_url": "http://pages.stern.nyu.edu/~adamodar/New_Home_Page/data.html",
      "frequency": "annual",
      "from_date": "2000-09-27",
      "id": 3861439,
      "name": "Apple Inc. ( AAPL ) - Cash",
      "private": false,
      "source_code": "DMDRN",
      "source_name": "Damodaran Financial Data",
      "to_date": "2013-09-27",
      "type": null,
      "updated_at": "2014-05-15T18:07:39Z",
      "urlize_name": "Apple-Inc-AAPL-Cash"
    }
  ],
  "per_page": 2,
  "sources": [
    {
      "code": "DMDRN",
      "datasets_count": 0,
      "description": "",
      "host": "pages.stern.nyu.edu/~adamodar/",
      "id": 6946,
      "name": "Damodaran Financial Data"
    },
    {
      "code": "GOOG",
      "datasets_count": 43144,
      "description": "This data is NOT sourced directly from Google.  It is however verified against their numbers.\r\n\r\nwww.quandl.com/WIKI is a better source.",
      "host": "www.google.com",
      "id": 393,
      "name": "Google Finance"
    }
  ],
  "total_count": 4563
}

More usefully though, there are variously helper methods on SearchResult to allow you to get the document count, number of documents per page and to extract the individual matches as separate MetaDataResult objects. For example

// Example6.java
ClassicQuandlSession session = ClassicQuandlSession.create();
SearchResult searchResult = session.search(new SearchRequest.Builder().withQuery("Apple").withMaxPerPage(2).build());
System.out.println("Current page:" + searchResult.getCurrentPage());
System.out.println("Documents per page:" + searchResult.getDocumentsPerPage());
System.out.println("Total matching documents:" + searchResult.getTotalDocuments());
for (MetaDataResult document : searchResult.getMetaDataResultList()) {
  System.out.println("Quandl code " + document.getQuandlCode() + " matched");
  System.out.println("Available columns are: " + document.getHeaderDefinition());
}

produces

Current page:1
Documents per page:2
Total matching documents:4563
Quandl code GOOG/NASDAQ_AAPL matched
Available columns are: HeaderDefinition[Date,Open,High,Low,Close,Volume]
Quandl code DMDRN/AAPL_CASH matched
Available columns are: HeaderDefinition[Date,Cash]

Quandl API Key and Session Options

To be allowed to use more than 50 requests per day it is necessary to sign up for an account at quandl.com. This typically allows up to 50,000 requests per day. When you've created your account, you can find your 'Auth Token' on your account details page. There are several ways to pass this into Quandl4J:

  1. Set the Java sytem property quandl.auth.token to your Auth Token (-Dquandl.auth.token=MYAUTHTOKEN when launching the JVM using the java launcher) and then call QuandlSession.create().
  2. Pass the token as a String parameter to QuandlSession.create(String) when you create the session.
  3. Create a SessionOptions object using it's builder and pass your Auth Token into the withAuthToken(String) method and then pass the resulting SessionOptions object into the QuandlSession.create(SessionOptions) method.

Other properties of SessionOptions are the RESTDataProvider which is used to allow the use of a testing class that records requests in files, and RetryPolicy (withRetryPolicy(RetryPolicy) in the builder), which tells the session how to deal with failed requests. Out of the box, there are three RetryPolicy types available:

  • NoRetryPolicy, created using RetryPolicy.createNoRetryPolicy(). This doesn't retry and all and throws exceptions immediately.
  • FixedRetryPolicy, created using RetryPolocy.createFixedRetryPolicy(int, long). This will retry a maximum of number of times, with a delay of between each one.
  • SequenceRetryPolicy, createed using RetryPolicy.createSequenceRetryPolocy(long[]). This will retry, waiting the number of milliseconds in each array element, until the array is exhausted, at which point the policy will give up.

The default policy is SequenceRetryPolicy(new long[] {1000, 5000, 20000, 60000}), which will back off first by 1 second, then 5, then 20 and finally a full minute. Custom policies can be created by subclassing RetryPolicy yourself.

TableSaw

To use the tablesaw module, simply add the following dependency

<dependency>
  <groupId>com.jimmoores</groupId>
  <artifactId>quandl-tablesaw</artifactId>
  <version>2.0.0</version>
</dependency>

This will pull in both normal quandl4j and tablesaw, but not the tablesaw-plot module, which you'll need to add to use TableSaw's graphing features (although it does as part of the test scope to allow you to run the examples).

<dependency>
    <groupId>tech.tablesaw</groupId>
    <artifactId>tablesaw-plot</artifactId>
    <version>0.9.2</version>
</dependency>

Simple query with text dump

This is really a replay of a very simple query, with a textual dump of the output.

// Example 7
TableSawQuandlSession session = TableSawQuandlSession.create();
Table table = session.getDataSet(
    DataSetRequest.Builder.of("WIKI/AAPL").withMaxRows(10).build());
System.out.println(table);

which outputs


    Date     |   Open   |   High   |    Low     |  Close   |    Volume     |  Ex-Dividend  |  Split Ratio  |  Adj. Open  |  Adj. High  |  Adj. Low  |  Adj. Close  |  Adj. Volume  |
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 2017-08-29  |   160.1  |  163.12  |     160.0  |  162.91  |  2.9307862E7  |          0.0  |          1.0  |      160.1  |     163.12  |     160.0  |      162.91  |  2.9307862E7  |
 2017-08-28  |  160.14  |   162.0  |    159.93  |  161.47  |  2.5279674E7  |          0.0  |          1.0  |     160.14  |      162.0  |    159.93  |      161.47  |  2.5279674E7  |
 2017-08-25  |  159.65  |  160.56  |    159.27  |  159.86  |  2.5015218E7  |          0.0  |          1.0  |     159.65  |     160.56  |    159.27  |      159.86  |  2.5015218E7  |
 2017-08-24  |  160.43  |  160.74  |    158.55  |  159.27  |   1.902962E7  |          0.0  |          1.0  |     160.43  |     160.74  |    158.55  |      159.27  |   1.902962E7  |
 2017-08-23  |  159.07  |  160.47  |    158.88  |  159.98  |  1.9198188E7  |          0.0  |          1.0  |     159.07  |     160.47  |    158.88  |      159.98  |  1.9198188E7  |
 2017-08-22  |  158.23  |   160.0  |    158.02  |  159.78  |  2.1297812E7  |          0.0  |          1.0  |     158.23  |      160.0  |    158.02  |      159.78  |  2.1297812E7  |
 2017-08-21  |   157.5  |  157.89  |  155.1101  |  157.21  |  2.6145652E7  |          0.0  |          1.0  |      157.5  |     157.89  |  155.1101  |      157.21  |  2.6145652E7  |
 2017-08-18  |  157.86  |   159.5  |    156.72  |   157.5  |  2.7012524E7  |          0.0  |          1.0  |     157.86  |      159.5  |    156.72  |       157.5  |  2.7012524E7  |
 2017-08-17  |  160.52  |  160.71  |    157.84  |  157.87  |  2.6925694E7  |          0.0  |          1.0  |     160.52  |     160.71  |    157.84  |      157.87  |  2.6925694E7  |
 2017-08-16  |  161.94  |  162.51  |    160.15  |  160.95  |   2.732176E7  |          0.0  |          1.0  |     161.94  |     162.51  |    160.15  |      160.95  |   2.732176E7  |

Query with aggregation, grouping and charts

In this example, we extract the full history of Apple Inc. and do some grouping and aggregation on the results. We start similarly, but getting the full history. We then create a new column by extracting the year from the Date column. We then name the new column and add it to the table. This allows us to then created grouped aggregated tables for max(Close), min(Close) and sum(Volume). These are then all used to create a new summary table.

TableSawQuandlSession session = TableSawQuandlSession.create();
Table table = session.getDataSet(
    DataSetRequest.Builder.of("WIKI/AAPL").build());
// Create a new column containing the year
ShortColumn yearColumn = table.dateColumn("Date").year();
yearColumn.setName("Year");
table.addColumn(yearColumn);
// Create max, min and total volume tables aggregated by year
Table summaryMax = table.groupBy("year").max("Adj. Close");
Table summaryMin = table.groupBy("year").min("Adj. Close");
Table summaryVolume = table.groupBy("year").sum("Volume");
// Create a new table from each of these
Table summary = Table.create("Summary", summaryMax.column(0), summaryMax.column(1), 
                             summaryMin.column(1), summaryVolume.column(1));
// Show the max close price as a graph.
try {
  Bar.show("Max Close Price by year", summary.shortColumn("Year"), summary.numericColumn(1));
} catch (Exception e) {
  e.printStackTrace();
}
System.out.println(summary);

We finish by displaying a graph of max(Close) (the graphing doesn't appear to support multiple columns currently)

Plot of max(Close) by Year on AAPL

and then printing out the table


 Year  |  Max [Close]  |  Min [Close]  |  Sum [Volume]   |
----------------------------------------------------------
 1980  |         36.0  |        25.25  |      6003800.0  |
 1981  |         34.5  |        14.25  |      3.65935E7  |
 1982  |        33.87  |         11.0  |    9.5379504E7  |
 1983  |        62.75  |        17.88  |     1.860744E8  |
 1984  |        33.25  |        21.87  |     1.874064E8  |
 1985  |        30.62  |         14.5  |   2.03094976E8  |
 1986  |        43.75  |        22.12  |   2.38050096E8  |
 1987  |        80.25  |         28.0  |   3.84217088E8  |
 1988  |        47.25  |        36.13  |   3.68687296E8  |
 1989  |        49.63  |        33.75  |   4.54516288E8  |
 1990  |        47.38  |         25.0  |   3.96445888E8  |
 1991  |        72.75  |        41.13  |   5.12032608E8  |
 1992  |        69.87  |        43.25  |   3.67302784E8  |
 1993  |         65.0  |        22.62  |      5.04044E8  |
 1994  |        43.25  |        25.12  |   5.10320512E8  |
 1995  |        49.38  |        31.87  |    6.6309408E8  |
 1996  |         35.0  |        16.87  |   4.74948416E8  |
 1997  |        29.19  |        12.94  |    6.4252998E8  |
 1998  |         43.0  |        15.88  |   1.02851962E9  |
 1999  |       117.81  |        32.19  |   1.22413133E9  |
 2000  |       144.19  |         14.0  |   1.67258214E9  |
 2001  |        26.59  |        14.88  |   1.69031782E9  |
 2002  |        26.11  |         13.6  |   1.37524864E9  |
 2003  |        24.82  |        13.12  |   1.27196877E9  |
 2004  |        68.44  |        21.28  |   2.17502976E9  |
 2005  |        90.13  |        34.13  |    5.6722284E9  |
 2006  |        91.81  |        50.67  |    7.7035346E9  |
 2007  |       199.83  |        83.27  |    8.8212849E9  |
 2008  |       194.93  |        80.49  |  1.02136146E10  |
 2009  |       211.64  |         78.2  |     5.116203E9  |
 2010  |       325.47  |       192.05  |    5.3937475E9  |
 2011  |       422.24  |       315.32  |    4.4306908E9  |
 2012  |        702.1  |       411.23  |    4.7130071E9  |
 2013  |       570.09  |       390.53  |   3.65791309E9  |
 2014  |       647.35  |        90.28  |    8.7340124E9  |
 2015  |        133.0  |       103.12  |  1.30643169E10  |
 2016  |       118.25  |        90.34  |    9.6858716E9  |
 2017  |       162.91  |       116.02  |    4.3456041E9  |

There's a lot more of interest in TableSaw, see the TableSaw GitHub for more details.

2.0.0 migration guide

It's very straightforward to upgrade to the new API, however, some long-deprecated parts of the session API have been removed from the new implementation. If you still need these, you can continue to use the existing QuandlSession, but it is recommended you refactor to the new API to ensure long-term support and the availablility of any new features.

For most users the only thing you need to do is to change instances of:

QuandlSession session = QuandlSession.create();
QuandlSession session = QuandlSession.create(...);

to

ClassicQuandlSession session = ClassicQuandlSession.create();
ClassicQuandlSession session = ClassicQuandlSession.create(...);

although note ClassicQuandlSession is in a new package com.jimmoores.quandl.classic if you're doing a search/replace without IDE support.

Any now removed deprecated methods running multi-dataset or multi-metadata requests will need to be rewritten as single request calls. These calls have been emulated since they were removed from the Quandl REST API several years ago, so provide no speed advantage over single calls.

In the unlikely event you're using custom RESTDataProviders, you should change them to implement ClassicRESTDataProvider and add a Request argument to each method. The argument is provided to allow request data to be incorporated into the result (e.g. to give a descriptive title for a table). You can safely ignore this value though. A quick-and-dirty fix is to simply wrap your existing RESTDataProvider in an instance of LegacyRESTDataProviderAdapter.

Documentation

An addition to the tutorial, there is extra documentation at the package and class level within the JavaDocs, which are hosted in GitHub Pages.

Roadmap

Some future plans for incorporation include:

  • Caching layer to speed up queries and minimize quandl traffic.
  • Ability to subselect columns/date ranges out from TabularResult.
  • Example Swing UI.
  • Locally stored data with ability to update (i.e. persistent cache).
  • Ability to specify column names in requests that will use cached metadata where possible or fall back to performing a metadata request prior to a data request.

Contributions

Contributions are welcome! Please read through the contributing guidelines. This gives guidelines on opening issues, coding standards and testing requirements.

Community

Follow development here via

  • Twitter
  • Email

Versioning

Releases will be numbered with the format <major>.<minor>.<patch-level>. When to bump a version number will be dictated by:

  • Breaking backwards API compatibility will mean a bump in the major version number.
  • New features that retain backwards compatibility will require a minor version number bump.
  • Pure bug fixes will bump the patch-level.

Creator

Jim Moores

Copyright and license

Code and documentation Copyright (C) 2014 Jim Moores. Code and documentation released under the Apache License, Version 2.0

Gradle

As of release 1.4.0, you should not need to add the section below, but I'm retaining it here in case anyone has issues with older versions. If you have success without this, please raise an issue and I will remove this section.

Because Quandl4J prior to 1.4.0 used an artifact not in Maven central you'll need some extra information:

repositories {
    maven {
        // Quandl4j has a dependency not in Maven: 'com.opengamma.external.json:json:1.0.0.v20101106'
        // Source of this URL: https://github.com/jimmoores/quandl4j/blob/master/pom.xml
        url "http://maven.opengamma.com/nexus/content/groups/public"
    }
}

For completeness, here's all the magic text we need in our build.gradle file:

repositories {
   // Or use mavenCentral(). I prefer new and cool shit + HTTPS, hence jcenter():
    jcenter()
}

repositories {
    maven {
        // Quandl4j has a dependency not in Maven: 'com.opengamma.external.json:json:1.0.0.v20101106'
        // Source of this URL: https://github.com/jimmoores/quandl4j/blob/master/pom.xml
        url "http://maven.opengamma.com/nexus/content/groups/public"
    }
}

dependencies {
    // note this is now obsolete, you should use 1.4.1 and you won't need the repositories above
    compile 'com.jimmoores:quandl:1.3.0'
}

Thanks to Martin Andersson for this contribution.