Quandl's Matlab module
Matlab
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README.md

MATLAB-package

This is Quandl's MATLAB Package

License: MIT

For more information please contact raymond@quandl.com

Installation

Download the folder "+Quandl" into the directory of your choice. Then within MATLAB go to file >> Set path... and add the directory containing "+Quandl" to the list (if it isn't already). That's it.

Two things to note, the '+' in "+Quandl" is important in the folder name. It tells Matlab to recognize get.m and auth.m as part of the Quandl package. Secondly, make sure you don't add the "+Quandl" folder in set path. You should be adding the folder that contains it.

Dependencies

This package now REQUIRES urlread2. It can be found here.

Unzip the package and place it in the same directory as +Quandl in the folder +urlread2.

Usage

Once you've found the data you'd like to load into MATLAB on Quandl, copy the Quandl code from the description box and past it into the function.

>> data = Quandl.get('NSE/OIL');

To extend your access to the Quandl API, use your authentication token. To do this sign into your account (or create one) and go to the API tab under in your account page. Then copy your authentication token next time you call the function:

>> Quandl.auth('yourauthenticationtoken');

Subsequently when you call:

>> data = Quandl.get('NSE/OIL');

MATLAB will remember your authentication token for the remainder of the session.

Parameters

  • Date truncation: mydata = Quandl.get('NSE/OIL', 'start_date','yyyy-mm-dd','end_date','yyyy-mm-dd');
  • Frequency Change: mydata = Quandl.get('NSE/OIL", 'collapse','annual'); ("weekly"|"monthly"|"quarterly"|"annual")
  • Transformations: mydata: = Quandl.get('NSE/OIL','transformation','rdiff'); ("diff"|"rdiff"|"normalize"|"cumulative")
  • Return only n number of rows: mydata = Quandl.get('NSE/OIL','rows',5);

Available Data Types

There are four options for which datatype you would like your data returned as, you choose your type as follows:

Quandl.get('NSE/OIL','type','ts')
  • Timeseries (default): returns a timeseries if only 1 column in data, tscollection if more. ('type','ts')
  • Financial timeseries :('type','fints')
  • CSV string: ('type','ASCII')
  • DataMatrix: ('type','data')
  • Cell Strings: ('type','cellstr')

As well a cell string array is returned with the headers. The syntax is as follows:

output = Quandl.get('NSE/OIL','type','fints')
[output headers] = Quandl.get('NSE/OIL','type','fints')

Examples

>> data = Quandl.get('NSE/OIL','collapse','monthly');
>> ts = data.Open;
>> ts.TimeInfo.Format = 'yyyy-mm';
>> plot(ts);

ALPHA

You can now search inside the Matlab Console

>> Quandl.search('crude oil');
>> Quandl.search('crude oil', 'results', 10, 'page', 3);

It is currently in ALPHA and only returns an xml object to the top node of the query results.

Additional Resources

More help can be found at Quandl in our API docs.