Quandl webinar

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  • #29479
    DarrenDarren
    • Topics: 62
    • Replies: 503
    • Posts: 565

    As seen in this webinar, it is now possible for Professional Services clients to import data from the extensive Quandl database directly via API, much of which is free.  Non-pro clients will also be able to import the data but will need to download and format .csv files first.

    See our KnowledgeBase article for more information on connecting to Quandl.

    Examples of some of the symbols and data available from the FRED database (feel free to add your own in the comments):

    DGS6MO.FRED – 6 month US Treasury Yield

    DGS1.FRED – 1 year

    DGS5.FRED – 5 year

    DGS7.FRED – 7 year

    UNEMPLOY.FRED – US Unemployment Level

    STLFSI.FRED – St Louis Financial Stress Index

    London Metal Exchange database:

    PR_TN.LME – Tin Prices

    PR_PB.LME – Lead Prices

    Ken French database:

    FACTORS_M.KFRENCH – Fama/French Factors (monthly)

    University of Michigan database:

    SOC1.UMICH – Index of Consumer Sentiment

     

    FRED

    #29531
    AvatarAndrew
    • Topics: 22
    • Replies: 25
    • Posts: 47

    Good stuff Darren! Quandl provides a lot of free data for those handy with a little coding. I download a number of series through a Java program and write date/price data to a CSV folder that Optuma reads. Also data from FRED, EIA, and ICI are available to process autonomously. I suppose data can be queried from Yahoo finance also.

    Andy

    #29631
    DarrenDarren
    • Topics: 62
    • Replies: 503
    • Posts: 565

    Nice!

    #29651
    DarrenDarren
    • Topics: 62
    • Replies: 503
    • Posts: 565

    Two more examples from the Wiki Commodity Price database for US credit default swaps:

    Markit CDX North America Investment Grade Index: CDXNAIG.COM

    Markit CDX North America High Yield Index: CDXNAHY.COM

    image

    And from the National Bureau of Statistics of China database:

    M1 Money Supply: A0B0103_M.NBSC

    • This reply was modified 3 years, 8 months ago by DarrenDarren.
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