In order to get parameters for quandl, let’s first break down the different parts of this built-in function.
Let’s start with the simple function, quandl(ticker, gaps, index).
ticker - a string, the name of the quandl symbol in the form “QUANDL_CODE”.
gaps - a parameter, similar to the gaps parameter in the security function. If the parameter has the value barmerge.gaps_on, then values are displayed only on bars corresponding to the date of data publication.
index - the number of the quandl symbol data series.
The ticker and index parameter values can be found on the QUANDL website.
Let’s say, for example, that you want to get data on the Close series for the NASDAQ:AAPL symbol. In order to do this, you would need to enter AAPL into the search bar of quandl.com and go to the symbol page.
In the upper - right hand corner of the page, you can find the ticker, EOD/AAPL parameter.
To access the index parameter, you will need a quandl account. After registering and logging in, you can find the index parameter from the available list:
Note that the numbering starts from 0. In other words, if you need to get data for the Close series, the index parameter needs a value set at 3. Keep this in mind when you are looking to access specific parameter data.