Click or drag to resize
Quandl Connection

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).

Configuration

Please follow the below steps to make a connection to Quandl:

  • In the "Main View" goto Connection > Add Edit Connection
  • In the Add Edit connection view click on the Add button
  • In the "New Connection View" select Quandl as the Connection Type
  • Append a name in the Name textBox
  • If you have a Quandl API then please append it in the API text box
  • Click on the Close button and exit the Add Edit connection view

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}

Symbol Guide

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:

  • RELIANCE|NSE where Reliance is the symbol and NSE is the exchange.

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.

  • CL|CME where CL (Crude Oil) is the symbol and CME is the exchange.

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:

  • RELIANCE|TC1 where Reliance is the Quandl symbol and TC1 (Tricolor) is the exchange
  • RELIANCE|XNSE where Reliance is the Quandl symbol and XNSE (Exchange Data International) is the exchange

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:

  • CL|MCX|SCF where CL is the Quandl Symbol, MCX is the exchange and SCF is the continuous futures exchange

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:

  • CL|MCX|SCF||1|EN where CL is the Quandl symbol, MCX is the Quandl exchange, SCF is the continuous futures exchange, 1 is the number (month) and EN is the rule

See Also