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Quandl.com Universal Downloader

by Jim Harrison, 611 days ago
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NOTE: Updated 01/25/2014. See Note 3 below. Thanks to Zoidberg, many thanks.

This EOD(end of day data, no intraday data) downloader can be used to download all data sets from the Quandl.com website. They have more than 8 million global data sets available, so get busy!

Visit http://www.quandl.com/country-index for complete listing for your country. Visit http://www.quandl.com/sources to see all the sources for the data. Quite impressive. Visit http://www.quandl.com/help/api/resources for sample spreadsheets and the nomenclature used by Quandl.


IMPORTANT: This downloader uses the Name3 field to get the ticker from your quantshare database, so be sure to place the Quandl symbol in the name3 field or change to accommodate your dataset.

Quandl Symbology can be found below using the following nomenclature: SOURCE/EXCHANGE_TICKER as the entire ticker symbol. So, to get historical data for IBM stock, the symbol to use in the Name3 field would be GOOG/NYSE_IBM A real easy way to troubleshoot your symbols is to add it to the end of the www.quandl.com URL and get the visual, along with all details for that symbol. Helps with esoteric datasets as well. Continuing with IBM as the sample, the URL to test your symbol would be http://www.quandl.com/GOOG/NYSE_IBM

Further Examples of symbols:

Stock Data: 60+ Worldwide Exchanges
GOOG/NASDAQ_INTC
GOOG/NYSE_IBM
GOOG/LON_VOD

World Indices: 85+ Indices
YAHOO/INDEX_FCHI
YAHOO/INDEX_GSPC

Global Economic Data:
FRED/BASE
FRED/ICSA
IMF/MAP_WEO_NGDP_FRA

Continuous Contract Commodities and Futures Data Examples: All World Markets
OFDP/FUTURE_TY1
OFDP/FUTURE_ES1
OFDP/FUTURE_CL1
OFDP/FUTURE_BP1

Forex Data Examples: 134 pairs available
QUANDL/USDEUR
QUANDL/EURJPY
QUANDL/GBPUSD

Bitcoin rates: All Currencies
BITCOIN/MTGOXEUR
BITCOIN/MTGOXUSD

Bitcoin Stats:
BCHAIN/TOTBC (total coins)

Note1: Most Econ series and "other" series like M2 Money Supply (FRED/BASE) only have DATE and VALUE, so make sure to check the parser to align VALUE with CLOSE for ease of use, else all the data ends up in the open field.

Note 2: You will need to register on the www.quandl.com site or use your twitter account to get an API Auth_Token. Once logged into Quandl, navigate to: >your account> API tab for your personal token. Once you have the auth_token, return to the Download Manager inside Quantshare, select the Quandl.com Universal Downloader then click Update at the top and to add your auth_token to the URL string in order to get the full benefit. Example of URL string for downloader with auth_token added:
http://www.quandl.com/api/v1/datasets/[SYMBOL].csv?&auth_token=XXXXXXXXXXXXXXXXXXXXX&trim_start=[2Y]-[2M2]-[2D2]&trim_end=[Y]-[M2]-[D2]

Note3: Downloader updated on 01/25/2014 to include a post script that replaces errant 0 values found in the Open, High or Low columns with the close price if it is not equal to 0. (If you prefer to not "scrub" the datasets, simply update the downloader and remove the POST script from the parser)

FYI: I ended up with three variations of this downloader to accommodate my needs by copying the item 3 times, and making slight adjustments to the field mapping.


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