Bulk Download Data from Quandl

Master R

By Guangming Lang Comment

I’m going to show you how to bulk download data from Quandl.com via an example. Make sure you apply for an API Key first.

library(Quandl)

# set api key
my_api_key = "your API key"

# set path
data_path = "data"
fname_rev = file.path(data_path, "SF1.zip") # saving data as a zip file

# bulk download all data
Quandl.database.bulk_download_to_file("SF1", fname_rev)

# list all files names inside of a .zip file
fname = as.character(unzip(fname_rev, list = TRUE)$Name)
# fname happens to be a vector of 1 element. Usually it's a list of names.

# read in R
dat = read.csv(unz(fname_rev, fname), nrows=500, header=F, stringsAsFactors=F)
dat2 = read.csv(unz(fname_rev, fname), header=F, stringsAsFactors=F)

## alternatively

# download revenue, gross profit, and price to book value - Most Recent Annual (MRY)
df1 = Quandl.datatable("SHARADAR/SF1", dimension = "MRY", 
                       qopts.columns = c("ticker", "calendardate", "REVENUEUSD", 
                                         "GP", "PB"), 
                       paginate = T)

# download price to sales ratio and price to earnings ratio - Most Recent Trailing Twelve Months (MRT)
df2 = Quandl.datatable("SHARADAR/SF1", dimension = "MRT", collapse = "annual",
                       qopts.columns = c("ticker", "calendardate", "PS1", "PE1"),
                       paginate = T) 

# download data
df = Quandl.datatable("SHARADAR/SF1", dimension = "MRT", 
                      qopts.columns = c("ticker", "datekey", "REVENUEUSD", 
                                        "GP", "PB", "PS1", "PE1", "MARKETCAP"), 
                      paginate = T)
head(df)

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