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Tarquinius Superbus INVESTOR

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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)

history

And this is the Quandul page:

https://www.quandl.com/data/USTREASURY/YIELD-Treasury-Yield-Curve-Rates

Any insights on why this is happening? Thanks in advance.

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Tarquinius Superbus

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Derek Melchin

STAFF ,

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

Andrey Chertok

283 ,

Hi, I have the same issue with NasdaqDataLink (exQuandl) in research environment:

qb = QuantBook()

ea = qb.AddData(NasdaqDataLink, "ZACKS/EA", Resolution.Daily).Symbol

history = qb.History(NasdaqDataLink, ea, 60, Resolution.Daily)

len(history) # result is 0

Should I buy access to NasdaqDataLink and provde API key? I supposed it's free in cloud.

Louis Szeto

STAFF ,

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():

NasdaqDataLink.SetAuthCode("<apiKey>")

Refer to the dataset page on the details of implementation.

Best
Louis

Tarquinius Superbus INVESTOR

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