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QUANDL Amibroker data plugin

QUANDL is a data plataform, collecting all numerical data in the world.

I developped a Amibroker data plugin which let AB users access QUANDL ‘ s data

It is FREE! Tested with Amibroker 5.80

Download setup of 32 bits version – AWQU008.exe

Download setup of 64 bits version – AWQU64008.exe

Click here to see changes of last version

Basicaly setup copy DLL to Amibroker plugins folder and create a folder

“C:\Users\USERNAME\Documents\AndersonWilson\QUANDL”

In this folder you find plugin log with errors/warnings and a AWQU.ini file with plugin configuration and symbolformat.txt file used to define special formats. Second video below expain how you define symbols with special formats.

QUANDL does not have a fixed format for data. The plugin assumes default formats, depending on number of columns returned from Quandl (read comments below for more detail). You can also define special formats for symbols or entire dataset (see second video below).

Need help, suggestions? Contact me!

If you find this plugin useful, please consider a donation! (click here to donate)

Video of installation and usage of plugin (full screen)

Video explaning how to define special formats (full screen)

6 comments to QUANDL Amibroker data plugin

  • andwilson

    QUANDL does not have a fixed format for data, so this plugin make some assumptions.

    – First column must be date (YYYY-MM-DD)
    – if data has only 2 columns, the format DATE,CLOSE is assumed
    – if data has 3 or 4 columns, the format DATE,CLOSE,VOLUME,skip is assumed
    – if data has 5 columns, the format DATE,OPEN,HIGH,LOW,CLOSE is assumed
    – if data has 6 or more columns, the format DATE,OPEN,HIGH,LOW,CLOSE,VOLUME,skip is assumed

  • andwilson

    This plugin exports GetExtraData(“fIsWaitingQuotes”)
    It return true when quotes are being validated/updated

    AFL below will change chart background color to warn you


    pR = Param("Red",230,0,255,1);
    pG = Param("Green",230,0,255,1);
    pB = Param("Blue",230,0,255,1);

    if( GetExtraData("fIsWaitingQuotes") )
    SetChartBkColor( ColorRGB(pR,pG,pB) );

  • andwilson

    What is the best way to refresh all the securities to the latest EOD, before I can save the database and process the data? As it is, when I just scroll down through the securities, I can see that the green status turns to yellow (too many Pending requests).

    DO a simple explorer with all securities, range= 1 recent bar, and make sure you have
    ENABLED Wait for backfill option in Analysys

  • andwilson

    version 0.0.4 (2014/09/12)

    Changes:
    – Fixed crash when limit of symbols was exceeded
    – Add Go Offline option when right clicking Status
    When plugin is offline, it does not access QUANDL site, saving time while backtesting for example.

  • andwilson

    version 0.0.6 (2014/10/28)

    Changes:
    – AWQU.ini using https in QuandLServer=https://www.quandl.com/api/v1/datasets

  • andwilson

    QUANDL is removing http access to their API in favor of the more secure https. Starting May 15th, API calls to http will no longer return data.

    The update requires changing the URL your app uses to “https”. Nothing else about the API has changed so no further updates to your code should be necessary.

    Amibroker plugin read this information from a file (AWQU.ini) located in each database folder that uses the plugin to access data.

    Edit AWQU.ini using notepad and change the “QuandLServer” option to:
    QuandLServer=https://www.quandl.com/api/v1/datasets

    Also you need to change AWQU.ini located in the folder
    C:\Users\YOURUSERNAME\Documents\AndersonWilson\QUANDL , which is used for new databases

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