I don't follow the J list as much as I should, but noticed Joe's
examination of his portfolio holdings. I've been fooling around with
futures data, and had need for some interest rates and have the
beginnings of a useful verb for querying quandl. The only thing you need
to set is the apitoken. You can get one by registering here:
https://www.quandl.com/users/login
If I start using this more, I'll build it out into something more
useful, but for now, I find it useful anyway.
coclass jquandl
load'task'
NB. exposed piece
quandl=: quandlq_jquandl_
NB. the freq feature is something you can add later
NB. freq=.'collapse=none|daily|weekly|monthly|quarterly|annual'
NB. globals
apitoken=: 'GETYOUROWNAPITOKEN'
qroot=: 'http://www.quandl.com/api/v1/datasets/'
spawn=: [: 2!:0 '(' , ' || true)' ,~ ] NB.
sampleyCotton=: 'USDAERS/COTTONSUPUP'
sampleySP=:'YAHOO/INDEX_GSPC'
sampley3m=: 'FRED/USD3MTD156N'
NB. assumes the y input is like 'DBNAME/DBOBJ'
quandlq=: 3 : 0
rest=. '.csv?auth_token=',apitoken
wget=. 'wget -o -s -S "'
query=. wget,qroot,y,rest,'" -O - -q'
spawn query
)
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