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Quandl Python API

I just read using-the-fetcher-with-quandl and was wondering if there are any plans to add Quandl's Python API to the list of approved imports.

5 responses

Hi David, I don't believe there are near term plans to move to the Quandl API (could be wrong, I will double check). Have you run into problems with using Fetcher to get at Quandl data? Do you have a use case you'd be willing to share, either on this thread or privately to help illustrate your use case?

We view Quandl as an extremely valuable data set and we definitely want to make access their data as easy as we can.

Best,
Jess
[email protected]

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Hello Jess,

I have a 'fetcher' question. In live trading 'fetcher' is invoked once before the start of trading but what happens if a live algo starts (or is stopped/restarted) during the trading day?

P.

Hi Peter,

Fetcher gets run when the algo is deployed (even if its midday), subsequently in live trading it is run once per day prior to market open when the algo is initialized for that day's trading. I think it should work as expected - but let me know if you find any issues with this.

Best, Jess

Hello Jess,

Thank you.

P.

The fetcher works fine for getting data from quandl, their api just does all the leg work behind the string formatting for more complicated queries. They also have a push function to store custom data in their db which returns the link to it.

I was thinking about using it to make a dataset of portfolio fundamentals which could be updated as earnings reports are released. I'd like to make value based strategies, but as of now, I'd have to push the dataset from somewhere else and have the algo fetch it.