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redandtheblue


Total Posts: 356
Joined: Aug 2007
 
Posted: 2013-05-15 15:10
I understand that quandl can be used to get individual data using the following:
import Quandl
data = Quandl.get("GOOG/NYSE_IBM",collapse="weekly")


Is there any way to get symbols without specifying the symbol first? all symbols > some liquidity measure?


(I was hoping to get a dataset of the 800 or so of the most liquid equity names through time and I need to specify the symbols to my data provider)

ast4


Total Posts: 390
Joined: Aug 2007
 
Posted: 2013-05-15 16:21
I haven't touched quandl in about a month (most of our processes are automated that pull from there now). However AFAIK, there's no reasonable way to do this simply. You'll run into issues like their API limit. You should probably just save yourself the brain damage and call in a favor from someone who has a bbg.

Feel free to shoot me any emails regarding this stuff, we've definitely had to go through a ton of this stuff over the past 10 months.

"Mathematicians are machines for turning coffee into theorems!"

jslade


Total Posts: 1134
Joined: Feb 2007
 
Posted: 2013-05-16 02:08
I don't know how to do this within quandl (I think there is a way to do it in the API), but when I had such questions, I made a query using Yahoo finance's Java "stock screener" gizmo; export to CSV, and voila, done. It's not awesome, but it is a lot cheaper than BBG. Might be useful to other folks interested in cheap data.

http://screener.finance.yahoo.com/newscreener.html

"Learning, n. The kind of ignorance distinguishing the studious."

redandtheblue


Total Posts: 356
Joined: Aug 2007
 
Posted: 2013-05-16 03:52
Thanks ast. I have a 60 day provisional license for bloomberg. It seems like it is time to fire it up.


Thanks jslade that worked well enough. I just need to figure out a way to have delisted names.

Nonius
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Joined: Mar 2004
 
Posted: 2013-05-18 23:30
403 Forbidden (Daily Rate Limit Exceeded. You've hit your limit for downloads today, please create an account to continue. help: tammerquandlcom)


FUCK.

I do have an account by the way. what syntax, if any, would I use in Java to log in? I guess I'll google it.


a bit sloppy cuz I'm in a hurry but I was doing this...

*/
public class QuandlReadInAtor extends CSVReadInAtor {

TickDataFile theFile;

QuandlReadInAtor(){
theFile=new TickDataFile();
}

public void ReadSwapRates(Integer Tenor) throws IOException{
Calendar cal = Calendar.getInstance();

String FirstPart="http://www.quandl.com/api/v1/datasets/FRED/DSWP";
String LastPart=".csv?&trim_start=2000-07-01&trim_end=2013-04-01&sort_order=desc";

String TenorString=String.valueOf(Tenor);
String x=FirstPart+TenorString+LastPart;

ArrayList theStuff=new ArrayList();
try {
URL url12 = new URL(x);
URLConnection urlConn = url12.openConnection();
InputStreamReader inStream = new InputStreamReader(urlConn.getInputStream());
BufferedReader buff= new BufferedReader(inStream);
String content1 = buff.readLine();
String content2 = buff.readLine();
while (content2 !=null){

System.out.println(content2);
String[] tickerRecord=content2.split(",");
String[] dateString=tickerRecord[0].split("-");

cal.clear();
cal.set(Integer.valueOf(dateString[0]), Integer.valueOf(dateString[1])-1, Integer.valueOf(dateString[2]));
Long timeStamp=cal.getTimeInMillis();
String ticker=TenorString+" Year";
Double rate=Double.valueOf(tickerRecord[1]);
TickDataRecord ithData = new TickDataRecord(timeStamp,"a",ticker,rate,rate,0.0,0.0);
// TickDataRecord(long atimestamp,String anExchange,String aTicker,double ABid,double AAsk,double ABidSize, double AAskSize)


theFile.theRecords.add(ithData);

content2 = buff.readLine();
}
}
catch (Exception e){

System.out.print("BIATCH");
}
}



}


edit: it does work for one read of data when I insert this...


String userpass = myName + ":" + myPass;
String basicAuth = "Basic " + new String(new Base64().encode(userpass.getBytes()));
urlConn.setRequestProperty ("Authorization", basicAuth);

but second time around it doesn't Obvioiusly I want to log in once....I guess just to the parent URL. but then I want to read data afterwards. so, maybe I should have the Quandl.com URL opened with password when I create this object, but then what is the call to get the quandl dowload? I guess just a java question.

Chiral is Tyler Durden

Nonius
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Posted: 2013-05-19 00:26
I give up. Angry

Chiral is Tyler Durden

Nonius
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Posted: 2013-05-19 00:39
got it....but it's a bit sloppy. If anyone's interesting, I'll post something when I'm sober.

Chiral is Tyler Durden

ast4


Total Posts: 390
Joined: Aug 2007
 
Posted: 2013-05-20 16:49
Wait a minute, is there any reason why you're simulating login? You can just include your auth token when downloading the data.

For example:

http://www.quandl.com/api/v1/datasets/OFDP/FUTURE_CL1.csv?&auth_token=[YOURTOKENHERE]&trim_start=1983-03-30&trim_end=2013-05-17&sort_order=desc

"Mathematicians are machines for turning coffee into theorems!"

Nonius
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Posted: 2013-05-20 19:11
Yeah, that's what I did.

Chiral is Tyler Durden

ast4


Total Posts: 390
Joined: Aug 2007
 
Posted: 2013-05-22 15:02
Ah didn't notice that, must've been tired Hammertime

"Mathematicians are machines for turning coffee into theorems!"

Nonius
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Posted: 2013-05-22 23:41
I used invisible font.

Chiral is Tyler Durden

Nonius
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Posted: 2013-05-26 18:07
getting this again...with the token.

403 Forbidden (Daily Rate Limit Exceeded. You've hit your limit for downloads today, please create an account to continue. help: tammerquandlcom)

Chiral is Tyler Durden

Nonius
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Posted: 2013-05-26 18:07
getting this again...with the token.

403 Forbidden (Daily Rate Limit Exceeded. You've hit your limit for downloads today, please create an account to continue. help: tammerquandlcom)

Chiral is Tyler Durden

Nonius
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Posted: 2013-05-27 00:20
got the answer. you gotta create another account. ammeter, but free.

Chiral is Tyler Durden

Nonius
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Posted: 2013-06-08 20:07
any of you used Netfonds?

Chiral is Tyler Durden

redandtheblue


Total Posts: 356
Joined: Aug 2007
 
Posted: 2013-06-20 05:48
Is there anyway to get cacs for delisted names in Quandl?

Nonius
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Posted: 2013-06-20 23:38
Dunno but after mucking around with quandl I'm becoming less and less impressed.

Chiral is Tyler Durden

Steve Castle


Total Posts: 306
Joined: Sep 2010
 
Posted: 2013-06-21 03:37
you always get what you pay for

in the words of one such quant ‘were on the whole either less quanted or not quanted at all’.

granchio


Total Posts: 1540
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Posted: 2013-06-22 09:53
Nonius what would you say are the issues with Quandl?
was wondering whether it's worth looking at it

"Deserve got nothing to do with it" - Clint

Nonius
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Posted: 2013-06-22 12:24
Jslade and ast are more the experts Granch. It's sort of a nice aggregator/portal of data, so you can use their api to get a lot of financial data in a one stop shopping, but I can't see a way to get intraday (netfonds pretty good for this but not for more than a few weeks), and there's a lot of non-usd swap data that I couldn't figure out how to get. Maybe I'm just being a dolt about it.

I think you should look at it though.

Chiral is Tyler Durden

redandtheblue


Total Posts: 356
Joined: Aug 2007
 
Posted: 2013-06-23 20:53
with delisted data, they are not there yet. They are currently working on archiving. i.e. if google finance has something today and doesn't in two months, quandl won't have it in three months.

Nonius
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Posted: 2013-06-23 21:46
It's got it's good points though. I urge NPers to check out Netfonds.no. Not working for them by the way, just to make sure or something like that.

Chiral is Tyler Durden

Strandinator


Total Posts: 47
Joined: Sep 2010
 
Posted: 2013-06-24 09:50

Hi Nonius

I just had a quick look at netfonds.no

Why do you like it? Is there an API I have overseen? Does one have to sign up to get access to data?

Cheers


Nonius
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Posted: 2013-06-24 22:21
You can check Here.

Chiral is Tyler Durden

redandtheblue


Total Posts: 356
Joined: Aug 2007
 
Posted: 2013-06-25 04:59
netfonds looks great for tickdata. how far back do they have data?
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