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Quandl data missing?
Rudy Eschauzier
posted Jun 15, 2017

I must be overlooking something, but I cannot get to the Quandl data:

import quantopian.pipeline.data.quandl  
dir(quantopian.pipeline.data.quandl)

[]
# import the dataset  
from quantopian.interactive.data.quandl import fred_dswp10  
# Since this data is public domain and provided by Quandl for free, there is no _free version of this  
# data set, as found in the premium sets. This import gets you the entirety of this data set.

ImportErrorTraceback (most recent call last)  
<ipython-input-5-f0afec2263ef> in <module>()  
      1 # import the dataset  
----> 2 from quantopian.interactive.data.quandl import fred_dswp10  
      3 # Since this data is public domain and provided by Quandl for free, there is no _free version of this  
      4 # data set, as found in the premium sets. This import gets you the entirety of this data set.  
      5 

ImportError: cannot import name fred_dswp10
12 responses
Jamie McCorriston
Jun 15, 2017

Hi Rudy,

The fred_dswp dataset has been removed from Quantopian as it is no longer supported by Quandl. They have historical data up on their website but they are no longer updating it.

We don't have a good replacement for it at this time but it's certainly something that we will keep an eye out for.

Sorry for the inconvenience.

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.

Rudy Eschauzier
Jun 15, 2017

Hi Jamie,

Thanks for your response.

How about the 10 year treasury rate as an alternative?:

Quandl: 10-year treasury constant maturity rate

Jamie McCorriston
Jun 19, 2017

Hi Rudy,

Yes, we can add that. I expect it to be up in the next couple of weeks. I'll post back here when it's up.

Rudy Eschauzier
Jun 22, 2017

Great, thank you!

Jamie McCorriston
Nov 14, 2017

Hi Rudy,

The 10 year treasury rate is now available on the platform. I apologize for the delay. Sorry for the incorrect timeline.

Rudy Eschauzier
Nov 15, 2017

That is excellent news, thanks for following up!

Neil MacAloney
Dec 21, 2017

Is there a way that the 10Y-2Y can be added from Quandl too? From (https://www.quandl.com/data/FRED/T10Y2Y-10-Year-Treasury-Constant-Maturity-Minus-2-Year-Treasury-Constant-Maturity) ?

Paul Blair
Apr 22, 2018

I am trying to use the 10 year treasury rate dataset and am getting: "You do not have access to the following dataset(s): quandl.fred_dgs10 (enable access at https://www.quantopian.com/data/quandl/fred_dgs10)" . However, that page has no button to enable the dataset, and the Access Status is
"You've got access to the full dataset." What do I need to do to turn this on?

I also note that the fred_dswp dataset is still listed as being available on the Quantopian data pages. When I try to use it, however, I get "ImportError: cannot import name fred_dswp10 "

Jamie McCorriston
Apr 23, 2018

Hi Paul,

Sorry about that. The fred_dgs10 dataset should now be working.

Paul Blair
Apr 24, 2018

Thanks. However, I changed from successfully using the LIBOR dataset to point to this one and now I'm getting nans. I've looked at a few random dates and the value of the value field is always nan...?

Sam Green
Jul 9, 2018

Same here- I get nothing but NaN. Can this be fixed?

kai yin chan
Sep 1, 2018

Same problem.

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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.