Awesome
MATLAB-package
Quandl is no longer updating its MATLAB Package. Please refer to MathWorks for updates, which can be found here.
License: MIT
Installation
Download the folder "+Quandl" into the directory of your choice. Then within MATLAB go to file >> Set path... and add the directory containing "+Quandl" to the list (if it isn't already). That's it.
Two things to note, the '+' in "+Quandl" is important in the folder name. It tells Matlab to recognize get.m and auth.m as part of the Quandl package. Secondly, make sure you don't add the "+Quandl" folder in set path. You should be adding the folder that contains it.
Dependencies
This package now REQUIRES urlread2. It can be found here.
Unzip the package and place it in the same directory as +Quandl in the folder +urlread2.
Usage
Once you've found the data you'd like to load into MATLAB on Quandl, copy the Quandl code from the description box and past it into the function.
>> data = Quandl.get('NSE/OIL');
To extend your access to the Quandl API, use your api key. To do this sign into your account (or create one) and go to account settings page. Then copy your api key next time you call the function:
>> Quandl.api_key('yourauthenticationtoken');
Subsequently when you call:
>> data = Quandl.get('NSE/OIL');
MATLAB will remember your authentication token for the remainder of the session.
Parameters
- Date truncation:
mydata = Quandl.get('NSE/OIL', 'start_date','yyyy-mm-dd','end_date','yyyy-mm-dd'); - Frequency Change:
mydata = Quandl.get('NSE/OIL", 'collapse','annual');("weekly"|"monthly"|"quarterly"|"annual") - Transformations:
mydata: = Quandl.get('NSE/OIL','transformation','rdiff');("diff"|"rdiff"|"normalize"|"cumulative") - Return only n number of rows:
mydata = Quandl.get('NSE/OIL','rows',5);
Available Data Types
There are four options for which datatype you would like your data returned as, you choose your type as follows:
Quandl.get('NSE/OIL','type','ts')
- Timeseries (default): returns a timeseries if only 1 column in data, tscollection if more.
('type','ts') - Financial timeseries :
('type','fints') - CSV string:
('type','ASCII') - DataMatrix:
('type','data') - Cell Strings:
('type','cellstr')
As well a cell string array is returned with the headers. The syntax is as follows:
output = Quandl.get('NSE/OIL','type','fints')
[output headers] = Quandl.get('NSE/OIL','type','fints')
Examples
>> data = Quandl.get('NSE/OIL','collapse','monthly');
>> ts = data.Open;
>> ts.TimeInfo.Format = 'yyyy-mm';
>> plot(ts);
Datatables
To access datatables from the datatables api, you can use the Quandl.datatables function:
data = Quandl.datatable('ZACKS/EE')
It returns data in a table.
Parameters
Parameters are specific to each datatable. This datatable's filter parameters are ticker, per_type, per_end_date and qopts.columns. The following function call returns the columns, per_end_date, per_type and eps_meant_est for all rows which ticker = AAPL.
data = Quandl.datatable('ZACKS/EE', 'ticker', 'AAPL', 'qopts.columns', {'per_end_date', 'per_type', 'eps_mean_est'})
This call returns all data for Apple and Microsoft:
data = Quandl.datatable('ZACKS/EE', 'ticker', {'AAPL', 'MSFT'})
ALPHA
You can now search inside the Matlab Console
>> Quandl.search('crude oil');
>> Quandl.search('crude oil', 'results', 10, 'page', 3);
It is currently in ALPHA and only returns an xml object to the top node of the query results.