Quandlex 0.1 released: Quandle API client for Elixir/Erlang

I'm releasing Quandlex, a new Elixir/Erlang library for Quandl API. Quandl provides unified access to multiple sources for financial, economic, and alternative datasets .

Links

• Repo
• Commits and changes

Installation

The package can be installed by adding quandlex to your list of dependencies in mix.exs:

def deps do
  [
    {:quandlex, "~> 0.1.0"}
  ]
end

Quandlex.Timeseries

Quandlex.Timeseries includes several functions that match API endpoints:

• get_data: returns both data and dataset metadata
• get_dataset_metadata: returns only dataset metadata
• get_database_metadata: returns database metadata

iex> {:ok, %{data: data, type: type}} = Quandlex.Timeseries.get_data("CHRIS", "MGEX_IH1")
iex> is_list(hd(data)) and is_list(data) and type == "Time Series"
true

iex> {:ok, %{name: name, id: id}} = Quandlex.Timeseries.get_database_metadata("CHRIS")
iex> name == "Wiki Continuous Futures" and id == 596
true

Response example

    {:ok,
      %{
       collapse: nil,
       column_index: nil,
       column_names: ["Date", "Open", "High", "Low", "Last", "Volume",
        "Open Interest"],
       data: [
         [~D[2019-04-30], nil, 486.0, 486.0, 486.0, 0.0, 0.0],
         [~D[2018-04-30], nil, 486.0, 486.0, 486.0, 0.0, 0.0],
         [~D[2018-04-27], nil, 474.0, 474.0, 474.0, 0.0, 0.0],
         [...],
         ...
       ],
       database_code: "CHRIS",
       database_id: 596,
       dataset_code: "MGEX_IH1",
       description: "Historical Futures Prices: Minneapolis HRWI Hard Red Wheat Futures, Continuous Contract #1. Non-adjusted price based on spot-month continuous contract calculations. Raw data from MGEX.",
       end_date: "2019-04-30",
       frequency: "daily",
       id: 9774107,
       limit: nil,
       name: "Minneapolis HRWI Hard Red Wheat Futures, Continuous Contract #1 (IH1) (Front Month)",
       newest_available_date: "2019-04-30",
       oldest_available_date: "2005-01-03",
       order: nil,
       premium: false,
       refreshed_at: "2018-05-08T18:27:06.846Z",
       start_date: "2005-01-03",
       transform: nil,
       type: "Time Series"
      }}

Quandlex.Forex

Quandlex.Forex is a utility module that makes fetching historical data of foreign exchange rates simpler and easier.

Quandl provides free (albeit limited for non-registered users) data of forex rates sourced from Bank of England, Federal Reserve and European Central Bank.

More about Quandle Forex API

You can use get_rates/2 or get_rates/3 function without wasting time on searching for special currency codes for every bank database.

For example, instead of using Quandlex.Timeseries.get_data("BOE", "XUDLJYD") you can call Quandlex.Forex.get_rates("USD", "JPY", source: "BOE")

Examples

iex> {:ok, %{data: data, type: type, database_code: database_code}} = Quandlex.Forex.get_rates("HKD", "USD")
iex> database_code === "FRED" and is_list(data) and type == "Time Series"
true

iex> {:ok, %{data: data, type: type, database_code: database_code}} = Quandlex.Forex.get_rates("HKD", "USD", source: "BOE")
iex> database_code === "BOE" and is_list(data) and type == "Time Series"
true

iex> {:ok, %{data: data, type: type, database_code: database_code}} = Quandlex.Forex.get_rates("THB", "EUR", source: "ECB")
iex> database_code === "ECB" and is_list(data) and type == "Time Series"
true

Response example

  {:ok,
  %{
   collapse: nil,
   column_index: nil,
   column_names: ["Date", "Value"],
   data: [
     [~D[2018-05-18], 7.8498],
     [~D[2018-05-17], 7.8496],
     [~D[2018-05-16], 7.8499],
     [...],
     ...
   ],
   database_code: "FRED",
   database_id: 118,
   dataset_code: "DEXHKUS",
   description: "Hong Kong Dollars to One U.S. Dollar Not Seasonally Adjusted, Noon buying rates in New York City for cable transfers payable in foreign currencies. ",
   end_date: "2018-05-18",
   frequency: "daily",
   id: 121063,
   limit: nil,
   name: "Hong Kong / U.S. Foreign Exchange Rate",
   newest_available_date: "2018-05-18",
   oldest_available_date: "1981-01-02",
   order: nil,
   premium: false,
   refreshed_at: "2018-05-27T03:10:46.002Z",
   start_date: "1981-01-02",
   transform: nil,
   type: "Time Series"
  }}
  """

Roadmap

• Add datatables module
• Add structs for return values
• Investigate developer experience improvements using rate limiting utilities and caching