This is Quandl's R Package
License: MIT
For more information please contact [email protected]
Using the 'devtools' package:
> install.packages("devtools")
> library(devtools)
> install_github('R-package','quandl')
To install the most recent package from CRAN type:
> install.packages("Quandl")
> library(Quandl)
Note that the version on CRAN might not reflect the most recent changes made to this package.
Once you find the data you'd like to load into R on Quandl, copy the Quandl code from the description box and past it into the function.
> data <- Quandl("NSE/OIL")
To extend your access to the Quandl API, use your authentication token. To do this sign into your account (or create one) and go to your account info page. Then copy your authentication token and type (with quotes):
> Quandl.auth("authenticationtoken")
This will then extend your usage.
Create a graph of the Nasdaq, with a monthly frequency
plot(stl(Quandl("GOOG/NASDAQ_GOOG",type="ts",collapse="monthly")[,1],s.window="per"))
There are a few things you need to do before you can proceed with uploading data.
- Make an account and set your authentication token within the package with the Quandl.auth() function.
- Get your data into a data frame with the dates in the first column.
- Pick a code for your dataset - only capital letters, numbers and underscores are acceptable.
Then call this function
Quandl.push(code="TEST", name="This is a test dataset", description="This description can include extra information about the time series including units",data=yourdataset)`
The function returns a link to your newly created dataset. When creating a dataset the fields code, name, and data are mandatory. When updating a dataset only the code is mandatory.
If you would like to update your dataset - change the name, add new data - pass update=TRUE to the function otherwise it will ask if you are sure.
Downloading a partial dataset and uploading it with code TEST.
Quandl.auth("enteryourauthenticationtoken")
mydata = Quandl("NSE/OIL", rows=5)
Quandl.push("TEST",name="This is a test dataset",description="This is a description",data=mydata)
Will return a link to your newly uploaded dataset
Searching Quandl from within the R console is now supported. An authorization token is not required, but for extended use specify your token using Quandl.auth(). The search function is:
Quandl.search(query = "Search Term", page = n, source = "Specific source to search", silent = TRUE|FALSE)
- Query: Required; Your search term, as a string
- Page: Optional; page number of search you wish returned, defaults to 1.
- Source: Optional; Name of a specific source you wish to search, as a string
- Silent: Optional; specifies whether you wish the first three results printed to the console, defaults to True (see example below).
Which returns a list containing the following information for every item returned by the search:
- Name
- Quandl code
- Description
- Frequency
- Column names
###Example### A search for Oil, searching only the National Stock Exchange of India (NSE).
Quandl.search("Oil", source = "NSE")
prints:
Oil India Limited
Code: NSE/OIL
Desc: Historical prices for Oil India Limited (OIL), (ISIN: INE274J01014), National Stock Exchange of India.
Freq: daily
Cols: Date|Open|High|Low|Last|Close|Total Trade Quantity|Turnover (Lacs)
Crude Oil (petroleum) Price
Code: IMF/POILAPSP_INDEX
Desc: Crude Oil (petroleum), Price index, 2005 = 100, simple average of three spot prices; Dated Brent, West Texas Intermediate, and the Dubai Fateh
Freq: monthly
Cols: Date|Price
China Crude Oil Consumption
Code: INDEXMUNDI/ENERGY_CHINA_CRUDEOIL
Desc: Energy production of Crude Oil in China. Units=Thousand Barrels per Day
Freq: annual
Cols: Year|Thousand Barrels per Day
More help can be found at Quandl in our R and API help pages.