Retrieve Historical Data Using Quandl

This example shows how to retrieve historical data with an applied calculation from Quandl®. Also, the example limits and sorts the rows in the returned data. The example assumes that you have obtained an API key from Quandl.

Create a Quandl connection using a Quandl API key.

apikey = 'abcdef12345';
c = quandl(apikey);

Adjust the display format to display currency.

format bank

Retrieve historical data for the CHRIS/ASX_WM2 security from January 1, 2017 through December 31, 2017. This security provides historical future prices for Eastern Australian Wheat Futures, Continuous Contract #2. Apply these conditions to the returned data:

  • Use a monthly periodicity for the returned data.

  • Transform the historical price data by calculating the row-on-row percent change.

  • Specify the calculation using the name-value argument "transform" with the "rdiff" value.

  • Limit the returned data to the first six rows using the name-value argument "limit".

  • Sort the dates in ascending order using the name-value argument "order".

d is a timetable with the time in the first variable and the percent change of the previous settlement price in the second variable.

s = 'CHRIS/ASX_WM2';
startdate = datetime('01-01-2017','InputFormat','MM-dd-yyyy');
enddate = datetime('12-31-2017','InputFormat','MM-dd-yyyy');
periodicity = 'monthly';
d = history(c,s,startdate,enddate,periodicity, ...

Display the sorted percent changes.

d =

  6×1 timetable

       Time        PreviousSettlement
    ___________    __________________

    31-Mar-2017          -0.01       
    30-Apr-2017           0.02       
    31-May-2017           0.02       
    30-Jun-2017           0.21       
    31-Jul-2017          -0.01       
    31-Aug-2017          -0.08       

Decide to buy or sell this contract based on the historical percent changes.

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