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Quandl (www.quandl.com)


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Quandl (www.quandl.com)

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  #1 (permalink)
 Big Mike 
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A nice free resource:

Quandl for Investors - Quandl

They also have an R package.

What is Quandl?

Quandl is a repository of time-series data on the internet, tailored for active investors and finance professionals.


Why should I use Quandl?

Quandl allows you to:

Quickly find the financial and economic data you need
Get that data in any format you want
For free

What kind of data does Quandl have?

Quandl currently has over millions of time-series datasets. Most of the data is in the domains of markets, finance, economics, demography, sociology, energy and the environment. 1000s of new datasets are added to Quandl daily.

Here are some of the datasets available on Quandl:

Price data for futures, stocks, interest rates, currencies, commodities and more.
Macroeconomic data, banking and monetary data, and national statistics.
Data on real estate, energy, health, education, economics, demography and society.
Country-specific data for 200 countries including global stock markets.
Corporate data and financial ratios going back up to 10 years.
All data on Quandl is available in a single unified interface, and is downloadable in the format of your choice. All data on Quandl is free.


Where does the data come from?

Data on Quandl comes from a variety of credible sources:

Multinational organizations like the UN, World Bank, ILO, OECD, BIS, Eurostat and WHO.
Central banks like the Federal Reserve, Bundesbank, BOJ, ECB, SNB, BCB and BOC.
Government statistical agencies like the BLS, BEA, DOE, Census, USDA, StatCan, IBGE, ABS and ONS.
Exchanges like the CME, ICE, CBOE, NYSE, NSE and Nasdaq.
Secondary data aggregators like FRED, OFDP, Google and Yahoo.
Think-tanks, industry research groups, and academia.
Every single dataset on Quandl comes with a link back to its original source, so you can always validate and attribute the data correctly.

Here is a list of major data sources on Quandl. If there's any particular source that you'd like to see added to Quandl, please let us know.


How can I use the data on Quandl?

You can access Quandl data in a number of ways:

View raw data and graphs on the Quandl website.
Download data in any format you want: XLS, CSV, XML, JSON.
Use our API to download large numbers of datasets programmatically.
Import data directly into your preferred tool: R, Python, Matlab, Excel, Stata, Maple and more.
Quandl does all the work in acquiring, harmonizing, updating and delivering data for you; you don't have to spend any time importing, cleaning or re-formatting the data you need.

If there's another file format that you would like Quandl to deliver data in, or another data workflow tool that you would like to integrate Quandl with, please let us know.

Mike

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  #3 (permalink)
 Nicolas11 
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Hi,

As any one understood what their business model is?
It is surprising to see so many data made available for free.
I was once said that "if you do not understand what the product sold is, it means that you are the product." ^_^
But does not seem to be the case here...

Nicolas

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 Nicolas11 
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Two articles on the quality of Quandl data compared to Bloomberg:
Evaluating Quandl Data Quality « The R Trader
Evaluating Quandl Data Quality ? part II « The R Trader

(I have not read them.)

Nicolas

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 Nicolas11 
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Exemple of R code to retrieve quotes for ES ( CME E-mini S&P 500 Futures, Continuous Contract #1 (ES1) (Front Month) (OFDP) - Data and Charts from Quandl):

 
Code
library(Quandl)

Quandl.auth("xxx") # here, your authentification token

es.quandl <- Quandl("OFDP/FUTURE_ES1")

print(head(es.quandl))
It returns:
 
Code
        Date    Open   High     Low  Settle  Volume Open Interest
1 2014-04-15 1825.00 1844.0 1809.25 1839.50 2608555       2792211
2 2014-04-14 1806.00 1828.0 1803.25 1824.50 1878366       2789974
3 2014-04-11 1829.50 1832.0 1807.25 1811.75 2525778       2782527
4 2014-04-10 1865.75 1867.5 1823.75 1827.00 2377896       2740044
5 2014-04-09 1845.00 1866.5 1843.75 1864.75 1410063       2752796
6 2014-04-08 1840.00 1849.0 1830.75 1845.00 1852618       2772342
Nicolas

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 Nicolas11 
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Quandl data can also be directly obtained through an URL.

For instance:
https://www.quandl.com/api/v1/datasets/OFDP/FUTURE_ES1.csv
generates a CSV file with daily quotes of ES.

Same with authentication token:
https://www.quandl.com/api/v1/datasets/OFDP/FUTURE_ES1.csv?auth_token=xxx

Documentation and specification for URL format: Quandl - Find, Use and Share Numerical Data

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 Nicolas11 
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A simple Java code to send a query to Quandl and retrieve the information:

 
Code
import java.io.BufferedReader;
import java.io.InputStreamReader;
import java.net.URL;
import java.net.URLConnection;

// inspired by http://stackoverflow.com/questions/9093000/read-csv-file-from-internet
public class Quandl_ReadCSVFromWebQuery {

    public static void main(String[] args) {
        try {
            String AUTH_TOKEN = "xxx";
            URL url = new URL("http://www.quandl.com/api/v1/datasets/OFDP/FUTURE_ES1.csv?auth_token="+AUTH_TOKEN);
            URLConnection urlConn = url.openConnection();
            InputStreamReader inputStreamReader = new InputStreamReader(urlConn.getInputStream());
            BufferedReader bufferedReader = new BufferedReader(inputStreamReader);
            String line;
            while ((line = bufferedReader.readLine()) != null) {
                System.out.println(line);
            }
            bufferedReader.close();
            inputStreamReader.close();
        } catch (Exception e) {
            e.printStackTrace();
        }
    }
}
Output:

Quoting 
Date,Open,High,Low,Settle,Volume,Open Interest
2014-04-15,1825.0,1844.0,1809.25,1839.5,2608555.0,2792211.0
2014-04-14,1806.0,1828.0,1803.25,1824.5,1878366.0,2789974.0
2014-04-11,1829.5,1832.0,1807.25,1811.75,2525778.0,2782527.0
2014-04-10,1865.75,1867.5,1823.75,1827.0,2377896.0,2740044.0
2014-04-09,1845.0,1866.5,1843.75,1864.75,1410063.0,2752796.0
2014-04-08,1840.0,1849.0,1830.75,1845.0,1852618.0,2772342.0
2014-04-07,1861.0,1861.75,1834.5,1838.0,2177594.0,2782262.0
2014-04-04,1884.25,1892.5,1855.75,1860.0,2496787.0,2798619.0
[...]

It seems that a dedicated API exists: https://github.com/iamtrask/quandl-java

List of API for all languages: Quandl - Find, Use and Share Numerical Data

Nicolas

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 Nicolas11 
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This article evoked Quandl future possible business model.


Quoting 
Interested VCs may already be thinking something like, “But how does Quandl plan to monetize all this data and interoperability thereof?” While that profit goal remains something of a work-in-progress, one idea is to offer a premium service, perhaps with analytics tools, or to become a private data reseller using the Quandl data-as-a-service platform. I found it heartening that Quandl’s knee jerk response to the monetization question was not “sell ads.”

Nicolas

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 Nicolas11 
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Extract of a (generic) e-mail received from Quandl on May 2nd, 2014:



Nicolas

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 Nicolas11 
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Quandl is easily available from Excel.

Instructions:
Quandl - Find, Use and Share Numerical Data

Demonstration:


Nicolas

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