[CLOSED] Quandl data provider request
Author: falcon82
Creation Date: 8/1/2013 6:57 PM
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Hello Wealth-Lab,

I have a suggestion for a new data provider extension in WL (for the future).

The service is called Quandl (http://www.quandl.com/) and brings together all data from different sources (mainly financial data). The range of data provided is enormous. If you register for free you can download a authentication code and then you can download as many data as you want over an API. Quandl already offers APIs for different programs (http://www.quandl.com/help/packages).

Maybe it is possible for WL to provide a data provider interface to Quandl in the future? That would be really great and could be a good complement to the existing data providers.


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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.
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Hello Eugene,

thanks for your reply and your are right - I didn t thought about the "one size fits all" design! Anyways, it was just a suggestion and maybe quandl provides uniform financial data in the future? It s nice to know that you already looked at this data service.

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praktikus_wl asked in a deleted duplicate thread:

I just came across this site http://www.quandl.com/ , they provide free historical futures quotes.

Is there a way to incorporate this as data source in WL?


Btw: I am not affiliated with them.
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In short, you can download the data in ASCII format and import it, but no data provider will be created unless the data quality is seriously improved.
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didn't realize this already existed. Just wanted to help.
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Quandl provider is in the making. Please stay tuned.
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The Quandl provider suite has been released. Make sure to read the Wiki documentation first!!!

Online manual


Quandl static provider + Zacks fundamental provider
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