Features

Release Notes

Supported Platforms

How To Install

PM> Install-Package Quandl.NET

How To Use

Add using reference

using Quandl.NET;

Initialize Quandl Client

var client = new QuandlClient(apiKey);

Time-series Api

Get time-series dataReference

// The callvar data = await client.Timeseries.GetDataAsync("WIKI", "FB");// Output: "Date; Open; High; Low; Close; Volume; Ex-Dividend; Split Ratio; Adj. Open; Adj. High; Adj. Low; Adj. Close; Adj. Volume"Console.WriteLine(string.Join("; ", result.DatasetData.ColumnNames));// Output: "2017-05-26; 152.23; 152.25; 151.15; 152.13; 14907827; 0; 1; 152.23; 152.25; 151.15; 152.13; 14907827"Console.WriteLine(string.Join("; ", result.DatasetData.Data.First()));

Get filtered time-series dataReference

// The callvar data = await client.Timeseries.GetDataAsync("WIKI", "FB", columnIndex: 4, startDate: new DateTime(2014, 1, 1), endDate: new DateTime(2014, 12, 31), collapse: Collapse.Monthly, transform: Transform.Rdiff);// Output should be similar to Get time-series data api

Get time-series metadataReference

// The callvar result = await client.Timeseries.GetMetadataAsync("WIKI", "FB");// Output: "DatabaseCode: WIKI; DatasetCode: FB; Name: Facebook Inc. (FB) Prices, Dividends, Splits and Trading Volume; Premium: False"Console.WriteLine($"DatabaseCode: {result.Dataset.DatabaseCode}; DatasetCode: {result.Dataset.DatasetCode}; Name: {result.Dataset.Name}; Premium: {result.Dataset.Premium}");

Get time-series data and metadataReference

// The callvar data = await client.Timeseries.GetDataAndMetadataAsync("WIKI", "FB",columnIndex: 4,startDate: new DateTime(2014, 1, 1),endDate: new DateTime(2014, 12, 31),collapse: Collapse.Monthly,transform: Transform.Rdiff);// Output should be similar to Get time-series data api

Get metadata for a time-series databaseReference

// The callvar result = await client.Timeseries.GetDatabaseMetadataAsync("WIKI");// Output: "Name: Wiki EOD Stock Prices; Premium: False; DatasetsCount: 3187"Console.WriteLine($"Name: {result.Database.Name}; Premium: {result.Database.Premium}; DatasetsCount: {result.Database.DatasetsCount}");

Get an entire time-series databaseReference

// The call returns a zip stream with csv inside, you should use the csv after the zip is decompressedusing (var stream = await client.Timeseries.GetEntireDatabaseAsync("SCF", Model.Enum.DownloadType.Full))using (var fs = File.Create("someFileName.zip")){    stream.CopyTo(fs);}

Download raw data instead of .NET objects

// The call returns a stream based on the returnFormat (i.e. json stream if returnFormat = ReturnFormat.Json, xml stream if returnFormat = ReturnFormat.Xml, csv stream if returnFormat = ReturnFormat.Csv)// Let use Get time-series data api as an exampleusing (var csvStream = await client.Timeseries.GetDataAsync("WIKI", "FB", ReturnFormat.Csv))using (var fs = File.Create("someFileName.csv")){csvStream.CopyTo(fs);}

Tables Api

Get table with filtersReference

// Create row filter & column filter for the call, use ampersand(&) to separate each criteria for row Filtervar rowFilter = "ticker=SPY,IWM,GLD&date>2014-01-07";var columnFilter = "ticker,date,shares_outstanding";// The callvar result = await client.Tables.GetAsync("ETFG/FUND", rowFilter, columnFilter);// Output: "ticker; date; shares_outstanding"Console.WriteLine(string.Join("; ", result.Datatable.Columns.Select(c => c.Name)));// Output: "GLD; 2014-01-02; 264800000"Console.WriteLine(string.Join("; ", result.Datatable.Data.First()));

Get table metadataReference

// The callvar result = await client.Tables.GetMetadataAsync("AR/MWCS");// Output: "Name: MarketWorks Futures Settlement CME; Filters: code, date; Premium: True"Console.WriteLine($"Name: {result.Datatable.Name}; Filters: {string.Join(", ", result.Datatable.Filters)}; Premium: {result.Datatable.Premium}");

Download an entire tableReference

// The call returns a zip stream with csv inside, you should use the csv after the zip is decompressedusing (var stream = await client.Tables.DownloadAsync("WIKI/PRICES"))using (var fs = File.Create("someFileName.zip")){stream.CopyTo(fs);}

Useful Data And Lists for Quandl (No longer available)

Get List Of Index Constituents And The Corresponding Quandl Code

// The call returns a list of S&P500 index constituents.// There are also calls for other indexes, including Dow Jones, NASDAQ Composite, NASDAQ 100, NYSE Composite, FTSE 100var result = await Quandl.GetSP500IndexConstituentsAsync();// Output: "MMM; ABT; ABBV; ACN; ACE; ATVI; ADBE; ADT; AAP; AES"Console.WriteLine(string.Join("; ", result.Take(10).Select((c => c.Ticker))));

Get List Of Futures And The Corresponding Quandl Code

// The callvar result = await Quandl.GetFuturesMetadataAsync();// Output: "0D; 6T; 6Z; 7Q; 8I; 8Z; AD; AD; AFR; AG"Console.WriteLine(string.Join("; ", result.Take(10).Select(md => md.Symbol)));

Get List Of Commodities And The Corresponding Quandl Code

// The callvar result = await Quandl.GetCommoditiesAsync();// Output: "Name: Milk, Non-Fat Dry, Chicago, Sector: Farms and Fisheries; Name: CME Milk Futures, Sector: Farms and Fisheries; Name: Cheddar Cheese, Barrels, Chicago, Sector: Farms and Fisheries"Console.WriteLine(string.Join("; ", result.Select(r => $"Name: {r.Name}, Sector: {r.Sector}").Take(10)));

Get List Of Currencies, Countries and States

// The callvar result = await Quandl.GetISOCurrencyCodesAsync();// Output: "Code: AFN, Country: AFGHANISTAN, Currency: Afghani; Code: ALL, Country: ALBANIA, Currency: Lek; Code: DZD, Country: ALGERIA, Currency: Algerian Dinar"Console.WriteLine(string.Join("; ", result.Select(c => $"Code: {c.AlphabeticCode}, Country: {c.Country}, Currency: {c.Currency}").Take(3)));

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