Quandl Connection |
Hence version 1.0.24 the Quandl connection is part of the external connection and is open source
The Quandl connection provides End of Day (EOD) data from the Quandl database.
Quandl provides both free and paid data for exchanges around the world. ArthaChitra provides a flexible way to append the data for as many exchanges as possible as long as the Open, High, Low, Close and Volume (for stocks and futures) data is present in the database.
Quandl API Key
By default the calls made to Quandl by ArthaChitra are anonymous (i.e. no API key is used). Since Quandl have a rate limitation on how much data one can pull, we recommend acquiring a Quandl API (free or premium) to overcome the rate limitation. You have to append the API Key while configuring the Quandl connection so that ArthaChitra can use it (and all calls to Quandl will be marked with that API).
Please follow the below steps to make a connection to Quandl:
Now you will be able to connect to the newly created Interactive Brokers connection from, in Main View menu bar goto Connection > Available Connections > {name of the connection}
User must specify the Quandl Symbol and the Quandl Exchange separated by the '|' (pipe) char while creating a new instrument or editing an instrument. For example if one want to download data from the free NSE database then please append the symbol as:
For futures contract, append the symbol only (CL for Crude Oil) and not the full symbol (containing month and year, e.g. CLU2018 Crude Oil September 2018 contract). ArthaChitra will automatically append the month and year.
Data for an instrument can be provided by multiple sources. For example besides the free NSE database data for NSE is also provided by Tricolor and Exchange Data International. If user have a valid subscription then he/she can download the data by specifying the symbol as:
Downloading continuous futures data
Quandl provides continuous futures data from two sources namely, the free CHRIS database and the premium SCF database. For more details please refer here.
By default ArthaChitra downloads the data from the Chris database. If user have valid subscription and want to download data from the SCF database then append the symbol as:
The default 'Depth' and 'Rule' associated with the chained data is 1 (one) and EW respectively. User can further specify the params by formatting the symbol as:
Please find below the Quandl Symbols for popular exchanges
Please click here to know how to import it to ArthaChitra