Hello Andreas,
I'll reiterate my old findings from the
PiTrading provider thread:
<<Re: quandl.com. Thanks for the pointer. Interesting find, and they have a good philosophy. (...) Their simple API is a plus, however, every data section I browsed was pretty far from being uniform, rendering it rather problematic for application in a universal provider.
Even across the same group (like OFDP/futures), there does not seem to be desirable uniformity, complicating the imaginary data provider: Gold has one format, Crude oil follows another convention. Heck, even the closest relative contracts like Silver and Platinum could have different data formats - if they were obtained by Quandl from different sources!
What's worse is gaps/omissions in the data:
That's what you get for a
front month continuous contract.>>
P.S. Later additions:
1. Confirming my findings, uniformity seems much better among 'Futures' than in 'Commodities', but still there's no uniformity across 'Indices', unfortunately. While DAX has a full set of data fields, Bovespa only has the Close price. Or take 'Currencies' which have an all different field set.
2. Since then, came API restrictions and the need in
authentication token to download as much as 500 items per day - which is not that much for some.
Currently, all of this prevents from arriving at an elegant, intuitive and "one size fits all" design.