quandl-api

Quandl.com API library https://github.com/pvdbrand/quandl-api

Version on this page:0.2.1.0
LTS Haskell 6.33:0.2.1.0
Stackage Nightly 2016-05-25:0.2.1.0
Latest on Hackage:0.2.1.0
BSD3 licensed and maintained by Peter van den Brand

Module documentation for 0.2.1.0

quandl-api

This library provides an easy way to download data from Quandl.com in Haskell.

Installation

Basic Usage

The getTable function is all you need to download tables. To get all data points for the dataset FRED/GDP:

import Data.Quandl
getTable "FRED" "GDP" Nothing

Registered users should include their auth_token, like this:

import Data.Quandl
getTable "FRED" "GDP" (Just "dsahFHUiewjjd")

Advanced Usage

The getTableWith function allows you to use query a subset of the data, query multiple tables (multisets), apply frequency conversions, and apply transformations supported by Quandl. For example, here is the annual percentage return for AAPL stock over the previous decade, in ascending date order:

import Data.Quandl
import Data.Time (fromGregorian)
getTableWith (defaultOptions {opSortAscending  = True, 
                              opStartDate      = Just (fromGregorian 2000 1 1), 
                              opEndDate        = Just (fromGregorian 2010 1 1), 
                              opFrequency      = Just Annual, 
                              opTransformation = Just RDiff})
             [("WIKI", "AAPL", Just 4)]  -- Just 4 means we only want the 4'th column (Close price)

You can pull data from multiple datasets (or from multiple columns in a single dataset) using this function as well. In the example below, we combine US GDP from FRED/GDP, crude oil spot prices from DOE/RWTC, and Apple closing prices from WIKI/AAPL. We are going to convert all of them to annual percentage changes, and look only at data for the last 10 years:

import Data.Quandl
getTableWith (defaultOptions {opNumRows        = Just 10,
                              opFrequency      = Just Annual,
                              opTransformation = Just RDiff})
             [("FRED", "GDP", Just 1), ("DOE", "RWTC", Just 1), ("WIKI", "AAPL", Just 4)]

See http://www.quandl.com/help/api for detailed information on the Quandl API.

Changes

quandl-api changes

0.2.1.0

  • Fixed issue #2: fixed build on GHC 7.10

0.2.0.0

  • Add a function to access the Quandl search API. Contributed by mwm / fpcomplete.

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