I check the latest doc' data reference and only find factset, Morningstar, Psysignal and sentdex. I remember seeing quandl and other data sets. Are they gone? What are the data sets available other than the above four ?
Hi @Shuang,
The data reference outlines the datasets that we have on the platform and are encouraging the community to research and use. Quandl data is still available on the platform. However, they will eventually be replaced by FactSet alternative which is why we aren't highlighting them as much as others. What kind of data are you specifically looking for?
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Hi, @Saba Nejad:
I am looking for Fred's macroeconomic data, such as retail sales and industrial production figures. Quandl might have but as you said, it is going to be replaced. So Quandl is not a long term solution.
I guess I might have to go through google sheets. Some of these data need to be modified to be used. I am not sure how to update and modify them nightly correctly. Any example app script?
Google sheets is a great way to interface between a 'live' online CSV file and a self serve data feed. This method not only allows for re-mapping and transforming the CSV data, but will automatically keep the file updated without any user intervention.
A sample Google workbook can be found here . Create a copy of the workbook and modify as needed for your own datasets.
What does it do? The Google workbook has 3 sheets.
- Sheet 1 simply imports the raw CSV using the
IMPORTDATAfunction. (https://support.google.com/docs/answer/3093335?hl=en) - Sheet 2 uses this data, along with formulas, to transform the raw data into data formatted to import as a self serve dataset. This includes the correct column names and any additional columns which may be required such 'symbol'. This reflects the entire set of rows for the data.
- Sheet 3 creates a subset of only the last 7 days of the data using the
QUERYfunction (https://support.google.com/docs/answer/3093343?hl=en). The live self serve data import only looks at 'new' rows. There isn't any need to keep importing the entire set each day. It doesn't hurt anything but it is inefficient. One only really needs to import any new rows as of the last live self serve update -which occurs every trading day. Expanding that a bit to the past 7 calendar days is a way to ensure no data is missed over holidays etc. A few rows will get duplicated but that won't hurt.
So far this takes care of any required reformatting of the data. Now how does it stay up to date? Here's where Google sheets really shine. Google workbooks can be set to recalculate 'on change and every hour'. Most spreadsheet applications (eg Excel) recalculate cells whenever a cell changes. Google additionally can be set to recalculate automatically every hour (or optionally every minute). This will enable our spreadsheet to go out and fetch the CSV file and reformat it every hour without user intervention. Info on how to change the workbook settings to do this can be found here . Look at the section 'Choose how often formulas calculate'. Note, you will need to make a copy of the above workbook to see this feature. It's grayed out in the read only version in the link.
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.
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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.