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Hello QuantConnect Community,
On Dec 4th, 2018, Nasdaq (Nasdaq: NDAQ) announced it had acquired Quandl, Inc.
Recently, it had changed all the data endpoints from
https://www.quandl.com/api/v3/datasets/ to https://data.nasdaq.com/api/v3/datasets/
and the dataset is now called Nasdaq Data Link.
QuantConnect has decided to remove Quandl from Lean, and create an independent repository to NasdaqDataLink.
For C# developers, nothing changes since we have guaranteed backward compatibility.
Python developers will have to remove the following import statement:
from QuantConnect.Python import PythonQuandlor will experience a runtime error.
Please remove this import statement to use Quandl/NasdaqDataLink as you did before.
We will add a page for NasdaqDataLink on the datasets page as soon as possible. We will update this post when the page is available.
Justin E
Hi Alexandre Catarino, thanks for the update.
Will access to the datasets themselves be changing, by QC either adding or removing previously available datasets? For instance, short interest data that was available through Quandl before the purchase by NASDAQ. (Mainly using Python)
Justin
Louis Szeto
Hi Justin
We only provide an abstraction to access the Nasdaq Datalink API in LEAN, but not hosting or caching any of their dataset.
Best
Louis
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Alexandre Catarino
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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