R-package

This is Quandl's R Package

License: MIT

For more information please contact raymond@quandl.com

Installation

Using the 'devtools' package:

install.packages("devtools")
library(devtools)
install_github('quandl/R-package')

CRAN

To install the most recent package from CRAN type:

install.packages("Quandl")
library(Quandl)

Note that the version on CRAN might not reflect the most recent changes made to this package.

Usage

Once you find the data you'd like to load into R on Quandl, copy the Quandl code from the description box and past it into the function.

data <- Quandl("NSE/OIL")

To extend your access to the Quandl API, use your authentication token. To do this sign into your account (or create one) and go to your account info page. Then copy your authentication token and type (with quotes):

Quandl.auth("authenticationtoken")

This will then extend your usage.

Example

Create a graph of the Nasdaq, with a monthly frequency

plot(stl(Quandl("GOOG/NASDAQ_GOOG",type="ts",collapse="monthly")[,1],s.window="per"))

Searching Quandl from within the R console is now supported. An authorization token is not required, but for extended use specify your token using Quandl.auth(). The search function is:

Quandl.search(query = "Search Term", page = n, source = "Specific source to search", silent = TRUE|FALSE)

Which returns a list containing the following information for every item returned by the search:

Example

A search for Oil, searching only the National Stock Exchange of India (NSE).

Quandl.search("Oil", source = "NSE")

prints:

Oil India Limited
Code: NSE/OIL
Desc: Historical prices for Oil India Limited (OIL), (ISIN: INE274J01014),  National Stock Exchange of India.
Freq: daily
Cols: Date|Open|High|Low|Last|Close|Total Trade Quantity|Turnover (Lacs)

Crude Oil (petroleum) Price
Code: IMF/POILAPSP_INDEX
Desc: Crude Oil (petroleum), Price index, 2005 = 100, simple average of three spot prices; Dated Brent, West Texas Intermediate, and the Dubai Fateh
Freq: monthly
Cols: Date|Price

China Crude Oil Consumption
Code: INDEXMUNDI/ENERGY_CHINA_CRUDEOIL
Desc: Energy production of Crude Oil in China. Units=Thousand Barrels per Day
Freq: annual
Cols: Year|Thousand Barrels per Day

Additional Resources

More help can be found at Quandl in our R and API help pages.