Quandl EOD Helper

See it on NPM

Fetch, extract and parse time-series stock data from the Quandl API (only database_code EOD supported). This package also fills the data such that weekends and holidays will be populated with the stock price data from the last day from which data is available. Future versions may support different schemas, file types, and/or database_codes.

Consult the Quandl time-series API Docs for information on the API.

Output Format (full example is shown at bottom of README):

{
  dataTypes: [...],
  tickers: [ticker1, ticker2, ...],
  dates: [date1, date2, ...],
  pricesByTicker: {
    ticker1: {
      date1: price,
      date2: price
    }
    ticker2: {
      date1: price,
      date2: price
    }
  }
  pricesByDate: {
    date1: {
      ticker1: price,
      ticker2: price
    }
    date2: {
      ticker1: price,
      ticker2: price
    }
  }
}

Installation

Install via NPM

npm install --save quandl-eod-helper

quandl-eod-helper has the following npm dependencies:

isomorphic-fetch, dot-env, moment

Setup and Configuration

Place your Quandl api key in a .env file.

root/.env

QUANDL_API_KEY=YOUR_KEY

Require the module, and instantiate a new Eod instance.

const quandlEodHelper = require('quandl-eod-helper')
const Eod = new quandlEodHelper()

Configure the Eod instance to your preferences.

All configurations are optional and will provide minimal default values; however, the helper will throw an error if you attempt to parse (using Eod.data()) without either passing in properly formatted data or fetching first.

const year = '2016'
const tickers = ['AAPL', 'MSFT']
const eodData = {} //<--very optional

year as 'yyyy' string format tickers as an array of tickers... check the Quandl Docs for available options. eodData is an option to input your own API response data if you do not want to use this module's native 'fetch' method. Ensure it's in the same JSON format that Quandl returns.

Eod.config({ year, tickers })
const Eod = new quandleEodHelper({ year, tickers })

...example of configuration using either the constructor or the config() method. Note: we are not passing in the optional eodData parameter.

You can also configure parameters one at a time...

Eod.setYear(year)
Eod.setTickers(tickers)
Eod.setEodData(eodData)

Usage

Fetch the data from Quandl.

When fetching, data is stored within the Eod instance. Fetching returns a promise, which resolves the raw JSON data from Quandl.

Eod.fetch()
.then((data) => {
  console.log(data) //raw JSON response
  })

Your parsed data should now be available for use, using the Eod.data() method!

Note: If you configured your own Quandl API data, you can use Eod.data() now (skip the previous 'fetch' step) to just parse that data.

Example response from our configurations:

const data = Eod.data()
console.log(data)

result:

{
  dataTypes: [
    "tickers",
    "dates",
    "pricesByTicker",
    "pricesByDate"
    ],
  tickers: [
    "AAPL",
    "MSFT"
    ],
  dates: [
    "2016-01-01",
    "2016-01-02",
    "2016-01-03",
    etc...
    ],
  pricesByTicker: {
    AAPL: {
      2016-01-01: 105.35,
      2016-01-02: 102.71,
      2016-01-03: 100.7,
      etc...
      },
    MSFT: {
      2016-01-01: 54.8,
      2016-01-02: 55.05,
      2016-01-03: 54.05,
      etc...
    }
  },
  pricesByDate: {
    2016-01-01: {
      AAPL: 105.35,
      MSFT: 54.8,
      },
    2016-01-02: {
      AAPL: 102.71,
      MSFT: 55.05
      },
    2016-01-03: {
      AAPL: 100.7,
      MSFT: 54.05
      },
    etc...
  }
}

License

Copyright 2017 idhalverson

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.