Querying Quandl Databases from R Console

As mentioned before you can find codes for datasets directly on the Quandl website or you can use the Quandl.search() function. It has only one mandatory argument query which you have to use to enter your search term. Optional arguments of Quandl.search() are

  • per_page: specifies the number of results returned per page
  • silent: if set to FALSE results are printed to the console
  • ... : additional named arguments which are interpretted as Quandl API parameters.

We have to look in the Quandl API documentation to see which additional arguments can be used. For example, we can set the database we want to get results from with the database_code argument.

A function call to Quandl.search() for finding historical data for International Business Machines (IBM) by using the Yahoo Finance Database is given below.

ibm <- Quandl.search("IBM", silent = TRUE, database_code = "YAHOO")

The API call above returns a data.frame with the following column names.

colnames(ibm)

##  [1] "id"                    "dataset_code"         
##  [3] "database_code"         "name"                 
##  [5] "description"           "refreshed_at"         
##  [7] "newest_available_date" "oldest_available_date"
##  [9] "column_names"          "frequency"            
## [11] "type"                  "premium"              
## [13] "database_id"

The code which can be used with the Quandl() function is a string with the structure database_code/dataset_code.