Quandl: no data for CBOE/VIX, ECRI, CUR/, JOHNMATT/ ...
Author: ReneW
Creation Date: 7/7/2016 11:10 AM
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ReneW

#1
Although the following link works:

https://www.quandl.com/data/CBOE/VIX-Volatility-Index

I dont get any data within a Quandl dataset for the symbol
CBOE/VIX

The provider always returns 0 bars.

Other Quandl datasets are working.

Any ideas ?
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Eugene

#2
Hi Rene,

As you may know from reading provider's online user guide, there are numerous data vendors on the Quandl marketplace, each with its very own data format. Although the provider tries to do its best to auto-detect the format in use, sometimes it fails as there's absolutely no unity among those vendors.

So this is what's happened with CBOE/VIX: unrecognized custom format. I'll add support for CBOE VIX to the Quandl provider - look for an update early August. While I'm at it please feel free to throw in other unsupported symbols as you encounter them.

Meanwhile you can use the CBOE provider that delivers the same VIX plus Put/Call Ratio and other symbols:

CBOE Static Provider installation link
CBOE static data provider user guide

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Eugene

#3
Fixed. Please update the extension.
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ReneW

#4
Thank you Eugene.

Now the symbol CBOE/VIX does work.

But for CBOE/VVIX from the same Quandl Database the data provider still returns 0 bars.
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Eugene

#5
Too bad you did not mention it before. Like I said there's no format unity and even different symbols of the same vendor (like VIX and VVIX) may have wildly different data formats. In this case auto-detection may fail. Just compare the headers of "Latest values" here:

https://www.quandl.com/data/CBOE/VIX-Volatility-Index
https://www.quandl.com/data/CBOE/VVIX-VIX-of-VIX-Index

Before I consider adding support for VVIX please take some time to decide which other unsupported symbols or market groups you might need. Come back to me with suggestions and let's have them added once instead of doing this one by one. Thanks.
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Eugene

#6
Support for CBOE/VVIX has been added.
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WEALTHPRO25

#7
the other unsupported symbols are ECRI/USLEADING, ECRI/USLAGGING, ECRI/USCOIN, can you please add them in an update to the extension as these codes do not work from quandl, there is no data for these codes, thanks
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Eugene

#8
Support for ECRI indices will be added in v2017.07 (end of June).
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WEALTHPRO25

#9
thank you
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WEALTHPRO25

#10
for quandl can you please support the symbol CUR/INR this does not bring up the chart it says no data, but online on quandl i can see the chart, please help thank you
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Eugene

#11
First off, CUR/INR works for me. Before raising an issue, please double check your data loading settings: the data ends on 12/31/2016. Which is reasonable as the symbol is part of a premium dataset priced $360/quarter for single user. I assume one has to pay to get updates.

I'm pleased to note that such datasets are supported by the provider automatically since v2017.08 which brought automatic recognition of any data having just a Date/Time and a Value fields.
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WEALTHPRO25

#12
i updated quandl, CUR/INR bars updated as zero, and i have attached the screen shot, please assist in getting the chart data which ends 12/31/16, thank you

i also right clicked and reloaded the chart
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Eugene

#13
You have Dow 30 DataSet highlighted. Click on the Quandl symbol CUR/INR, switch to Daily.
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WEALTHPRO25

#14
i clicked onquandl and switched to daily with symbol CUR/INR but stlill no data, i have attached the screen shot
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Eugene

#15
I tried but couldn't reproduce the 'No Data' with various regional settings in Windows, thinking it might be the key to ruling out the bars which can't be parsed correctly. It's always a success for me. Do you have other symbols like CUR/INR (i.e. having just two fields = Date and Value) that fail but belong to a different vendor/group (i.e. not CUR/ to avoid a possible permission issue)?
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WEALTHPRO25

#16
CUR/EUR does the same thing no data,

when i update data on quandl there are 0 bars for both cur/eur and cur/inr
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Eugene

#17
Sorry, cannot reproduce.

I thought I expressed myself clearly on that CUR/ is a paid symbol group which may have some download permission issue imposed on your account and so I cannot consider these symbols for troubleshooting (as they're working for me). Could you name another symbol with just two fields (Date and e.g. Value) that doesn't work for you?
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Eugene

#18
@ WEALTHPRO25

How are your regional settings in Windows configured? Here's how to check (click). Have you tweaked any advanced settings there?

Actually, I don't believe this is the culprit as any other Quandl data (e.g. CHRIS/ or ECRI/) would fail if there were a parsing error. Still makes sense to double check and exclude and look for other possible factors in trying to reproduce.
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WEALTHPRO25

#19
i am loading chart from quandl for BCHARTS/BITSTAMPUSD but the volume does not come on the chart can you please help me see the volume, i can only get the price chart, thanks
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Eugene

#20
The volume doesn't come up as two volume series are registered with the symbol: "Volume (BTC)" and "Volume (Currency)". Provider can't resolve this ambiguity. From Version 2017.11 it will recognize "Volume (BTC)" as the Volume.
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WEALTHPRO25

#21
i am getting no data for symbol JOHNMATT/RHOD in quandl, please help, thank you
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Eugene

#22
Support for all metals prices of the JOHNMATT group (except supply/demand) will be added in v2017.11.

Symbols of the JOHNMATT group contain 5 time series: Hong Kong 8:30, Hong Kong 14:00, London 08:00, New York 9:30 and New York 15:00. The latter field is always empty so it will be ignored. The first 4 will be grouped into synthetic OHLC (respectively) which will let you visualize them more easily - compared to representing them as Named DataSeries. Just to stress that this is not OHLC.

If N/A is found in any of the 4 spot fix prices, the entire date will be skipped and you will not see it in WL. No exceptions. In example below the 10/18 bar will be skipped while the 10/17 will be available in WLP:

Date Hong Kong 8:30 Hong Kong 14:00 London 08:00 New York 9:30 New York 15:00
2017-10-18 1 425 1 425 1 440 N/A
2017-10-17 1 360 1 360 1 375 1 425

P.S. To view the line chart of just some spot fix time (e.g. Hong Kong 8:30) starting from v2017.11, switch the chart to Dotted line style (requires Community ChartStyles extension) AND choose "Base dots on... (Open)" in the right click menu > "Chart style settings" (also available via Ctrl-Y shortcut).