Portability	portable
Stability	experimental
Maintainer	Peter van den Brand <peter@vdbrand.nl>
Safe Haskell	None

Data.Quandl

Contents

Download a whole table at once
Download using API parameters
Datatypes
Low-level functions

Description

This library provides an easy way to download data from Quandl.com. See http://www.quandl.com/help/api for detailed information on the Quandl API.

For basic usage, see the getTable function. This function is all you need to download tables.

For more advanced usage, see the getTableWith function. This function allows you to use query a subset of the data, query multiple tables (multisets), apply frequency conversions, and apply transformations supported by Quandl.

Synopsis

Download a whole table at once

getTable Source

Arguments

:: String	Quandl code for the source
-> String	Quandl code for the table
-> Maybe String	Auth code
-> IO (Maybe Dataset)	Dataset returned by Quandl, or `Nothing` if parsing failed

Download all rows and columns from a single table. To get all data points for the dataset FRED/GDP:

 getTable "FRED" "GDP" Nothing

Registered users should include their auth_token, like this:

 getTable "FRED" "GDP" (Just "dsahFHUiewjjd")

Download using API parameters

defaultOptions :: Options Source

Default options to use for Quandl API calls. The default options do not use an auth token and will return all rows in descending order.

getTableWith Source

Arguments

:: Options	API parameters
-> [(String, String, Maybe Int)]	List of (source, table, column) items to retrieve. `Nothing` retrieves all columns.
-> IO (Maybe Dataset)	Dataset returned by Quandl, or `Nothing` if parsing failed

Download data from Quandl using the full API. This function supports all data manipulation options, plus downloading from multiple datasets (multisets).

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)]

Please note that Quandl does not return the table metadata when pulling data from multiple datasets. In that case the daTable field of the returned Dataset will be Nothing.

Datatypes

data Options Source

API parameters supported by Quandl, for use with the getTableWith function. See http://www.quandl.com/help/api for detailed information.

Constructors

Options

Fields

opAuthToken :: Maybe String: The Quandl Auth Token (Nothing means no token supplied, limited to 50 requests per day)
opSortAscending :: Bool: Sort results ascending or descending
opNumRows :: Maybe Int: Limits the number of returned rows (Nothing means no limit)
opStartDate :: Maybe Day: Start date of returned results (inclusive, Nothing means no restriction on start date)
opEndDate :: Maybe Day: End date of returned results (inclusive, Nothing means no restriction on end date)
opFrequency :: Maybe Frequency: Desired frequency of returned results (Nothing means frequency of original dataset)
opTransformation :: Maybe Transformation: Desired transformation of returned results (Nothing means no transformation)
opMetadataOnly :: Bool: Only return metadata, do not return any data (only works for single table queries)

Instances

Eq Options
Data Options
Ord Options
Show Options
Typeable Options

data Frequency Source

Desired frequency of returned results. See http://www.quandl.com/help/api for detailed information.

Constructors

Daily
Weekly
Monthly
Quarterly
Annual

Instances

Eq Frequency
Data Frequency
Ord Frequency
Show Frequency
Typeable Frequency

data Transformation Source

Desired transformation of returned results. See http://www.quandl.com/help/api for detailed information.

Constructors

Diff
RDiff
Cumul
Normalize

Instances

Eq Transformation
Data Transformation
Ord Transformation
Show Transformation
Typeable Transformation

data Dataset Source

Results from a Quandl API call.

Constructors

Dataset

Fields

daTable :: Maybe Metadata: Metadata of the table (Nothing if fields from multiple tables are downloaded)
daColumnNames :: [Text]: The column names of the table
daData :: [[Text]]: The contents of the table
daFromDate :: Day: The starting date of the returned data (inclusive)
daToDate :: Day: The ending date of the returned data (inclusive)
daFrequency :: Text: The frequency of the returned data (daily, monthly, etc)

Instances

Eq Dataset
Data Dataset
Show Dataset
Typeable Dataset
FromJSON Dataset

data Metadata Source

Metadata of a table. Only returned by Quandl when downloading from a single table.

Constructors

Metadata

Fields

meId :: Int: Table ID
meSourceCode :: String: Source code (can be used as parameter to getTable and getTableWith)
meTableCode :: String: Table code (can be used as parameter to getTable and getTableWith)
meSourceName :: Text: Human-readable name of the source
meTableName :: Text: Human-readable name of the table
meUrlName :: Text: Urlized name of the table as used on Quandl.com
meDescription :: Text: Description of the table
meSourceUrl :: Text: URL of the original data source
meUpdatedAt :: UTCTime: Timestamp of latest update
mePrivate :: Bool: Private or public table

Instances

Eq Metadata
Data Metadata
Ord Metadata
Show Metadata
Typeable Metadata
FromJSON Metadata

Low-level functions

downloadJSON :: Options -> [(String, String, Maybe Int)] -> IO ByteString Source

Returns unparsed JSON from a Quandl API call.

createUrl :: Options -> [(String, String, Maybe Int)] -> String Source

Construct a URL given the various API parameter options.