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Hi all,
This is the code I was using to pull historical Quandl data. I have used similar codes to pull data before without any issue. But when I tried to pull 1 month rate from Quandl today, it returned empty value (though it did not error out). Below are the codes I was using:
class Quandl1moRate(PythonQuandl):
def __init__(self):
self.ValueColumnName = "1 MO"
qb = QuantBook()
rate = qb.AddData(Quandl1moRate, "USTREASURY/YIELD", Resolution.Daily)
history = qb.History(qb.Securities.Keys, 360, Resolution.Daily)
historyAnd this is the Quandul page:
https://www.quandl.com/data/USTREASURY/YIELD-Treasury-Yield-Curve-RatesAny insights on why this is happening? Thanks in advance.
Derek Melchin
Hi Tarquinius,
Thanks for reporting this. We've re-opened the related GitHub Issue to have the problem resolved. Subscribe to our progress here.
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Andrey Chertok
Hi, I have the same issue with NasdaqDataLink (exQuandl) in research environment:
Should I buy access to NasdaqDataLink and provde API key? I supposed it's free in cloud.
Louis Szeto
Hi Andrey
ZACKS is a premium dataset in Nasdaq Data Link. You‘ll have to provide an API key with access to use that dataset to use it. Nasdaq Data Link is free for implementing its datasets in QC but you’ll need to subscribe the data there first. To insert your API key in the algorithm, add the following line in Initialize():
Refer to the dataset page on the details of implementation.
Best
Louis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Tarquinius Superbus
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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