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Quandl (www.quandl.com)


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    1. looks_one Nicolas11 with 12 posts (11 thanks)
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  #11 (permalink)
 
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 Nicolas11 
near Paris, France
 
Experience: Beginner
Platform: -
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Posts: 1,071 since Aug 2011
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Quandl proposes (free) futures daily data.

For instance :
ES June 2014: https://www.quandl.com/CME/ESM2014
ES continuous contract: https://www.quandl.com/CHRIS/CME_ES1 or https://www.quandl.com/OFDP/FUTURE_ES1

More information on:
Quandl futures page: Futures - Data from Quandl
Quandl API for futures : Quandl - Find, Use and Share Numerical Data
Quandl futures continuous contracts : Continuous Contracts - Data from Quandl

I will try to play with it in my journal, from that message on.

Nicolas


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  #12 (permalink)
 
Nicolas11's Avatar
 Nicolas11 
near Paris, France
 
Experience: Beginner
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Posts: 1,071 since Aug 2011
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Take care that, even if Yahoo Finance and Google Finance quickly update their data with the OHLC of the day, Quandl does not reflect this update as quickly. More information in that message.

Nicolas


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  #13 (permalink)
 
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 Nicolas11 
near Paris, France
 
Experience: Beginner
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A R package (IKTrading) to construct "clean" continuous futures series from Quandl:
Intermission: A Data File For Futures Data (from Quandl) | QuantStrat TradeR
Constructing a Continuous Futures Series From Quandl
(not tested)


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  #14 (permalink)
 
Nicolas11's Avatar
 Nicolas11 
near Paris, France
 
Experience: Beginner
Platform: -
Trading: -
Posts: 1,071 since Aug 2011
Thanks Given: 2,232
Thanks Received: 1,772

E-mail just received from Quandl...
(reminder: Quandl is free)


... 40,000 NASDAQ OMX Global Indexes now available on Quandl | quandl blog


... Quandl - Find, Use and Share Numerical Data



Nicolas


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  #15 (permalink)
 
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 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
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Broker: IBKR
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Nicolas11 View Post
A R package (IKTrading) to construct "clean" continuous futures series from Quandl:
Intermission: A Data File For Futures Data (from Quandl) | QuantStrat TradeR
Constructing a Continuous Futures Series From Quandl
(not tested)

@IlyaKipnis is on NexusFi (formerly BMT) now as well if there are any questions about the package.

Mike




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  #16 (permalink)
 
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 aventeren 
Bellingham, WA USA
 
Experience: Beginner
Platform: NT
Broker: Mirus (Broker), Continuum (Data), Dorman (Clearing)
Trading: Futures
Posts: 202 since Mar 2013
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Whoa.

Quandl is WikiLeaks for futures data. So much for my weekend.


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  #17 (permalink)
NoiseTrader716
Buffalo, NY
 
Posts: 64 since Jul 2014
Thanks Given: 4
Thanks Received: 38

That java example is really cool to see. I feel like I'm being forced to learn java because of Hadoop.

I have thought a good bit about errors in data and it has kind of led to a more hazy view of the markets in general.
The process creating the data is so noisy what good is a strategy that can't handle even a 5% error rate in the data.

Business wise, the quandl owners surely hold a call option on being bought out.


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  #18 (permalink)
csayantan
kolkata+WB/Country
 
Posts: 22 since Dec 2013
Thanks Given: 10
Thanks Received: 4

hi

Yes.It is good and very good quality data indeed.
can you please explain how to use fundamental and EOD data in quandl by quantmod ?
1.how can we use chartseres function with it in R?
2.how can we use getFinancials/viewFinancials function with quandl in R?

plz explain


thx
csayantan


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  #19 (permalink)
 
aventeren's Avatar
 aventeren 
Bellingham, WA USA
 
Experience: Beginner
Platform: NT
Broker: Mirus (Broker), Continuum (Data), Dorman (Clearing)
Trading: Futures
Posts: 202 since Mar 2013
Thanks Given: 428
Thanks Received: 202

Howdy--

I posted some findings on Quandl's historical daily data here: .

I thought some of you might also be interested.

All best,

Aventeren


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Last Updated on September 16, 2014


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