Quandl Data Sets

Quandl, Inc. (acquired by NASDAQ) provides access to a large number of data sets. They offer essential core financial and economic data alongside a suite of alternative data.

Some of the data sets are freely available, and these can be accessed in the Exabel DSL. The full set of freely available data can be browsed on their website: Dataset search

Usage

The syntax for retrieving Quandl data is as follows:

quandl(code)

Retrieve the time series from Quandl with the given code.

Parameters

code (str) – The code of the Quandl time series to retrieve

For example like this:

quandl('ML/USEY')

Sometimes, there are several time series included in the dataset that a Quandl code refers to. For instance, "CHRIS/ICE_B28" describes the “Brent Crude Futures, Continuous Contract”, and it has series for both open, high, low, settle, and so on. In this case, using the Quandl code directly retrieves all of the time series. By appending ".1" to the code, only the first time series in the data set is retrieved. So for instance, "CHRIS/ICE_B28.4" refers to the settle value of the Brent Crude Futures.

Examples of available data

Wiki Continuous Futures

Continuous contracts for all 600 futures on Quandl. Built on top of raw data from CME, ICE, LIFFE etc. Curated by the Quandl community. 50 years history.