Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Getting historical info for data fetched from Quandl
Dmitry Nechayev
posted
Seeking Help Fetcher Using Data

The subject seems to have been discussed but I could not find a definitive answer/example in the forum, would appreciate guidance. I need to get historical data from fetched Quandl dataset and upon attempting to call "history" function I am getting "runtime error". Attempt to debug shows "invalid "Close" value" but that does not help much either - I am able to extract same value through data.current. Any help would be appreciated

def initialize(context):
fetch_csv("https://www.quandl.com/api/v3/datasets/CBOE/VXST.csv?api_key=XXX",
symbol = "VIX",
date_column = 'Date',
date_format='%Y-%m-%d')

def handle_data(context, data):
hist = data.history('VIX', 'Close', 20, '1d')

2 responses
James Christopher

We have Quandl VIX data in the datastore and is ingestible through pipeline so you can get as much lookback as memory can handle

https://www.quantopian.com/data/quandl/cboe_vix

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Richard Kates

But what if I am trying to get data.history for another data such as futures prices in quandl?

About Quantopian
Careers
Community
Events
Documentation
Academia
Lectures
Status
Facebook
Twitter
LinkedIn
YouTube
Terms of Use
Privacy Policy

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.