Hi just wondering if there's a way to import gold spot price from the quandl onto the research environment.
When I try to splice out data that I've added, it says that the key does not exist.
Just wondering if all of the Quandl data is available in Quant Connect or not.
Thanks alot.
Pun Lee
Here is my code.
Rahul Chowdhury
Hi Pun Lee,
Here's an example of import and accessing "LBMA/GOLD" data from Quandl in the research environment.
class QuandlCustomColumns(PythonQuandl): '''Custom quandl data type for setting customized value column name. Value column is used for the primary trading calculations and charting.''' def __init__(self): self.ValueColumnName = "USD (PM)" qb = QuantBook() quandlCode = "LBMA/GOLD" gold = qb.AddData(QuandlCustomColumns, quandlCode, Resolution.Daily) history = qb.History(qb.Securities.Keys, 360, Resolution.Daily) print(history.loc["LBMA/GOLD"])
It's difficult to debug your code from the pictures provided. Please attach your project to your post. It will be easier to debug why your code is throwing an error.
I've attached an example of retrieving Quandl LBMA/GOLD data in both backtesting and in research.
Best
Rahul
Pun Lee
%matplotlib inline # Imports from clr import AddReference AddReference("System") AddReference("QuantConnect.Common") AddReference("QuantConnect.Jupyter") AddReference("QuantConnect.Indicators") from System import * from QuantConnect import * from QuantConnect.Data.Custom import * from QuantConnect.Data.Market import TradeBar, QuoteBar from QuantConnect.Securities import Futures from QuantConnect.Jupyter import * from QuantConnect.Indicators import * from QuantConnect.Python import PythonQuandl from datetime import datetime, timedelta import matplotlib.pyplot as plt import pandas as pd import numpy as np # QuantBook Analysis Tool # For more information see [https://www.quantconnect.com/docs/research/overview] qb = QuantBook() #gold spot class QuandlGold(PythonQuandl): def __init__(self): self.ValueColumnName = "USD (PM)" qcGold = "LBMA/GOLD" #gold spot/daily adGold = qb.AddData(QuandlGold, qcGold, Resolution.Daily) history = qb.History(qb.Securities.Keys, 360, Resolution.Daily) print(history.loc['LBMA/GOLD'])
Hi Rahul Chowdhury, thanks so much for your help. I think the solution you provided worked for a while and now when we do history.loc['LBMA/GOLD'], it seems that it could not find the symbol anymore. It seems like Quandl is down some how. Do you know of this issue?
Rahul Chowdhury
Hi Pun Lee,
Sorry for the late response. The issue seems to have resolved itself since I can't reproduce it. If you have any other questions or concerns, please don't hesitate to ask!
Best
Rahul
Pun Lee
So you meant that you have no problem fetching Quandl data right?
Pun Lee
Do you think it's because I've reached 'research limits' since I have a free account?
Rahul Chowdhury
Hi Pun Lee,
I didn't have any issue fetching the Quandl data. Are you still experiencing this issue? It may be possible that you're having issues with your access tokens; Quandl rate limits specific tokens. Can you try making a smaller history call? For example, 2 days instead of 360.
history = qb.History(qb.Securities.Keys, 2, Resolution.Daily)
Best
Rahul
Pun Lee
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