The column number is different for each dataset. Built on top of raw data from CME, ICE, LIFFE etc. The Quandl futures contracts home page. ... Because we are interested in using the futures data long-term as part of a wider securities master database strategy we want to store the futures data to disk. Moderator: Abraham Thomas, Chief Data Officer, Quandl Leyla Imanirad Innovation Strategist, Bristol Gate Partners. Welcome to Quandl. 50 years history. In the example above, we specified the following Database/Dataset: Database: “CHRIS”. Chris Stevens from Quandl AMA here Thursday Feb 2nd 1pm EST ask any datasets related questions. In this article, I will be dumping the data from the API call in an in-memory SQL database. If you haven’t come across the great data resource Quandl.com I highly suggest in doing so. chris/liffe_fce1, chris/liffe_z1, chris/sgx_tw1 Another problem with the Quandl provider is the following, the Data Manager will repeatedly download the last bar on a few symbols and for another couple will not be able to download anything (although in Quandl database data are shown - CHRIS/HKEX_HSI1 ): A portion of the data that I used in writing my latest book came from Quandl, specifically the wiki futures or CHRIS database. Chris Meredith Co-CIO, O'Shaughnessy Asset Management. Curated by the Quandl community. [collapse] (optional): In the "How to import Futures" algo you have the following comments // QuantConnect has a special deal with Quandl giving you access to Stevens Continuous Futurs (SCF) for free. Quandl datasets. Guides . Quandl.com is a website gathering, formatting and offering finance and economic data. You'll find comprehensive guides and documentation to help you start working with Quandl as quickly as possible, as well as support if you get stuck. Hi, I've no trouble pulling in OHLC fields from quandl's WIKI and CHRIS databases while CFTC or YALE databases return the field names and date range but NaN data? Continuous contracts for all 600 futures on Quandl. Quandl delivers financial, economic and alternative data to over 400,000 people worldwide. META. David Sowerby Managing Director, Ancora Advisors. Data is available for registered users only, so as the 1st step you have to register, or log in to Quandl.com. How to download Quandl SCF database locally for free? Thus we need to create a directory to hold our E-Mini contract CSV files. Unfortunately there’s no one answer here, it really depends on the type of data, the partner and the relationship as a whole. Matei Zatreanu CEO, System2. The market type ID to get free quandl datasets is QDS. 0. Chris Andreou, edit. To put this into perspective visually, here is a plot of the 30-day Federal Funds rate (CHRIS/CME_FF), from 2008, demonstrating all the improvements my process makes to Quandl’s raw data in comparison to the front month continuous (current) contract. ... On the more backend side the site is built with Ruby and we use various AWS databases to hold and serve up our data. Quandl.com is a portal of different kinds of financial data, and a subset of these data is provided for free.Using Quandl.com’s standard interface can be a great help if it is used wisely.. Generic symbol format to load free quandl data via the time series API: [Quandl database code]-[Quandl dataset code]-[column]-[collapse] [column] (optional) Ensure that you pick that correct column number. Let's get started. Home Guides Tutorials API Calls Reference Changelog Discussions Page Not Found Search {{ … Back. Step 1: login / registration. 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