Retrieving data from Quandl with Python -
how can latest prices quandl dataset python api (https://www.quandl.com/help/python)? on https://www.quandl.com/help/api, says "you can use rows=n first n rows of dataset. use rows=1 latest observation dataset." if use rows=1 first observation instead of latest.
besides, need exchange rates usd https://www.quandl.com/resources/api-for-currency-data seems need retrieve exchange rates each currency instead of having dataset recent exchange rates each currency versus usd. isn't possible?
import quandl you first need sort dataset in descending order recent value:
quandl.get("fred/dexuseu", rows=1, sort_order='desc') value date 2015-05-15 1.1428 you need request exchange rate separately each currency:
fred_rates = pd.dataframe({'currency': {'dexbzus': 'brazilian real (brl)', 'dexcaus': 'canadaian dollar (cad)', 'dexchus': 'chinese yuan (cny))', 'dexdnus': 'denish krone (dkk)', 'dexhkus': 'hong kong dollar (hkd)', 'dexinus': 'indian rupee (inr)', 'dexjpus': 'japanese yen (jpy)', 'dexkous': 'south korean won (krw)', 'dexmaus': 'malaysian ringgit (myr)', 'dexmxus': 'mexican peso (mxn)', 'dexnous': 'norwegian krone(nok)', 'dexsdus': 'swedish krona (sek)', 'dexsfus': 'south african rand(zar)', 'dexsius': 'singapore dollar (sgd)', 'dexslus': 'sri lankan rupee(lkr)', 'dexszus': 'swiss franc (chf)', 'dextaus': 'new taiwan dollar (twd)', 'dexthus': 'thai baht (thb)', 'dexusal': 'australian dollar (aud)', 'dexuseu': 'euro (eur)', 'dexusnz': 'new zealand dollar (nzd)', 'dexusuk': 'british pound (gbp)', 'dexvzus': 'venezuelan bolivar (vef)'}}) fred_rates['symbol'] = frates.currency.map(lambda x: x[-4:-1]) rates = [quandl.get("fred/{0}".format(fx)) fx in fred_rates.index] fx_rates = pd.concat(rates, axis=1) fx_rates.columns = [fx fx in fred_rates.symbol] >>> fx_rates.info() <class 'pandas.core.frame.dataframe'> datetimeindex: 11168 entries, 1971-01-04 2015-05-15 data columns (total 23 columns): aud 11130 non-null float64 brl 5120 non-null float64 gbp 11137 non-null float64 cad 11143 non-null float64 ny) 8577 non-null float64 dkk 11145 non-null float64 eur 4116 non-null float64 hkd 8637 non-null float64 inr 10629 non-null float64 jpy 11131 non-null float64 myr 11115 non-null float64 mxn 5405 non-null float64 twd 7650 non-null float64 nzd 11121 non-null float64 nok 11136 non-null float64 sgd 8636 non-null float64 zar 11110 non-null float64 krw 8523 non-null float64 lkr 10277 non-null float64 sek 11136 non-null float64 chf 11137 non-null float64 thb 8556 non-null float64 vef 5114 non-null float64 dtypes: float64(23) memory usage: 2.0 mb >>> fx_rates.tail() aud brl gbp cad ny) dkk eur hkd date 2015-05-11 0.7899 3.0385 1.5593 1.2107 6.2086 nan 1.1142 7.7535 2015-05-12 0.7989 3.0223 1.5685 1.1987 6.2086 nan 1.1240 7.7528 2015-05-13 0.8118 3.0265 1.5748 1.1950 6.2043 nan 1.1372 7.7517 2015-05-14 0.8082 2.9910 1.5766 1.1991 6.2013 nan 1.1368 7.7505 2015-05-15 0.8053 2.9779 1.5772 1.2009 6.2051 nan 1.1428 7.7505 inr jpy ... nzd nok sgd zar krw date ... 2015-05-11 63.96 120.05 ... 0.7350 7.5605 1.3361 12.0820 1095.39 2015-05-12 64.19 119.80 ... 0.7377 7.4720 1.3336 12.0430 1093.81 2015-05-13 63.88 119.09 ... 0.7488 7.3597 1.3239 11.8760 1089.72 2015-05-14 63.47 119.20 ... 0.7500 7.3829 1.3199 11.8220 1089.46 2015-05-15 63.36 119.36 ... 0.7489 7.3113 1.3195 11.7645 1083.05 lkr sek chf thb vef date 2015-05-11 133.3 8.2950 0.9344 33.71 6.2842 2015-05-12 133.5 8.3022 0.9266 33.70 6.2842 2015-05-13 133.5 8.2085 0.9162 33.51 6.2842 2015-05-14 133.4 8.2531 0.9146 33.50 6.2842 2015-05-15 133.4 8.2174 0.9174 33.48 6.2842 [5 rows x 23 columns] 
Comments
Post a Comment