Synopsis: This is, we think, the best source of historical stock price data on the internet because it is accurate, complete and 100% open.
We added a new source to the site today called Quandl Open Data. We launched it with historical daily stock price data for 500 of the largest US stocks, but we hope to get that number to 4000 this month. This new “source” on Quandl is significant for four reasons.
1 – The Data is Better
This price data is better than anything we have had before (and anything we know of elsewhere on the internet) because it includes dividends, splits and adjustments in one dataset. We calculate adjustments using the CRSP methodology, but the raw dividend and split information empowers any other adjustment methodology you may wish to employ. We update the data as quickly as we can each day.
2 – The Data is Original
Most data on Quandl is sourced from elsewhere on the internet (which we do with zealous transparency.) This new data source is different because it is “original”; the data is manufactured by us and Quandl users. The definitive version of the data actually lives on Quandl and not elsewhere. (This is a first for us.)
3 – The Data is Open
You may copy, distribute, disseminate or include the data in other products for commercial and/or noncommercial purposes. There are no restrictions whatsoever on the use of this data.
Thus we now provide the internet’s first and only totally unencumbered source of historical stock price data.
4 – It’s a Wiki
Quandl Open Data has been assigned the source code “WIKI” for good reason: this data is and will be maintained by our community. We are very excited about this project which is currently being spearheaded by us and a small set of Quandl users. We are inspired of course by Wikipedia: We want nothing less than to permanently place as much financial information as possible into the public domain with absolutely no restrictions on its use.
This project is just getting started. Our thanks to everyone who helped by contributing backfill and helping to clean. There is much more work to be done on this front. The next step is to expand coverage to more stocks. We will eventually open this process up to the entire Quandl community. In the interim it only takes an email to me to get involved right now.
There is now an excellent tutorial on using Quandl via R at DataCamp.com. Datacamp offers really well designed (and free) in-browser tutorials for learning more effective data analysis. Their focus thus far has been on R.
The free interactive Quandl course introduces you to the main functionality in the Quandl R package. In two short chapters you’ll learn how to search through Quandl’s data sets, how to access them, and how you can easily manipulate them for your own purposes. All exercises are based on real-life examples (e.g. Bitcoin exchange rates).
Datacamp is quite impressive; definitely worth a visit!
If you use supersets on Quandl, please note that the URLs for your supersets have changed. Instead of existing under www.quandl.com/USER_XX, they now exist under new source which is your exact username on Quandl.
Taking myself as an example, my superset used to exist at:
but it now exists at
If you are accessing your supersets by API, you need to be aware of this change.
If you have any questions or problems, just drop us a line firstname.lastname@example.org
Quandl is proud to announce a new partnership with data visualization and analytics service DataHero. Now new users looking to better understand DataHero’s functionality will be able to begin their exploring through a selection of sample datasets by Quandl. After signing into the service you will be able to choose from a variety of datasets and import them in a single click. Once loaded you’ll be able to easily create dynamic charts of real estate data, commodities markets, or even your favorite football team! Then you can easily segment and filter your charts, or go deeper with drag-and-drop cohort analysis.
Quandl’s data coverage reached over 8 million datasets at the end of November.
Latest data sources
- PsychSignal: Bullish/bearish sentiment index and sentiment volume ratios for 6000+ stocks.
- Penn World Table 8.0: 5000 datasets from the latest Penn World Table (version 8.0).
- US Treasury: Marketable debt statistics, including average maturity of issuance.
- FDIC: Banking statistics including assets, liabilities, failures and deposit insurance.
- S&P Dow Jones Indexes: 1500 equity, commodity and rate indexes.
- S&P 500 Index Performance: Dividend-adjusted, gross and net returns for the S&P 500.
- Center for Applied Studies on Applied Economics: 12 Brazilian agricultural price indices.
- London Platinum and Palladium Market: Platinum and Palladium price fixings.
- Federal Reserve Bank of Philadelphia: Philly Fed’s new GDP+ indicator.
- Commodity Futures Trading Commision: Over 8000 datasets with commitment of traders information, for futures and options, both new and legacy formats.
- price-data.com: Over 900 delisted futures contracts including HU, PB, DM, FR, CR, KV.
- Bursa Malaysia: Palm oil, KLIBOR and Malaysian interest rate futures.
- Singapore Exchange: Over 450 contracts including equities, commodites, forex and rates.
- Chicago Mercantile Exchange: Added KC Wheat, Cheese, Milk IV, Dry Milk, Butter, Whey and Palm Oil futures. More to come.
- ALFRED: Archival economic data from the Federal Reserve.
- Bureau of Labor Statistics: In progress, nearly 400,000 datasets imported as of end November.
Latest topic pages
- New and improved Futures topic page with 200+ contracts from 10+ exchanges. (Increased from 60 contracts and 2 exchanges). Also includes detailed commitment of traders data from the CFTC, where available.
- New API Resources page. This page has downloadable lists of stock tickers, futures symbols, country and currency codes, and nomenclature rules for various data sources, to make using our API easier.
- First version of our Data Request page. This page lists all the datasets / sources that our users have requested, and the current status of each. We welcome user contributions!
Quandl search capabilities are being enhanced this month. We are about to reprogram the site to include several improvements suggested by Quandl users. We hope to achieve the following: Continue reading…