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C++ Quandl API, easy integration of Quandl data into C++ program and a simple console tool to gather data from https://www.quandl.com/

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CPR + Quandl

This code is an example of integration of cpr and quandl.

Basically you can choose two different flavours:

  • example : example.cpp that basically means to modify this code and adapt it to your needs.
  • quandl : this a console tool designed to make it easy to integrate with other tools, so you can use it as it is, so you can integrate the tool and get the files from Quandl into your process.

Building

This project and C++ Requests both use CMake. The first step is to make sure all of the submodules are initialized:

git submodule update --init --recursive

Then make a build directory and do a typical CMake build from there:

mkdir build
cd build
cmake ..
make

This should produce two binaries in the build directory called example and quandl. Modify example.cpp to adapt it to your needs. If you want to use directly quandl, here you have some examples:

./quandl --ticker "YAHOO/MC_SAN" --order asc --start_date 2014-01-01 --end_date 2014-12-01 --code "<<YOURCODE>>" --rows 1000 --type json
./quandl --ticker "YAHOO/MC_SAN" --code "<<YOURCODE>>"
./quandl --help

    -code (Please visit https://www.quandl.com/help/api to get your code)
      type: string default: ""
    -collapse (Show data collapsed please) type: string default: ""
    -end_date (End Date) type: string default: ""
    -order (asc or desc order) type: string default: "asc"
    -rows (How many rows you want to see) type: string default: "100"
    -start_date (Start Date) type: string default: ""
    -ticker (Please visit https://www.quandl.com/ to get a proper ticker to
      download, it can be smth like YAHOO/MC_SAN) type: string default: ""
    -transformation (Transformation done to the resulting data) type: string
      default: ""
    -type (json/csv) type: string default: "json"
    -url (URL to get) type: string default: ""

Requirements

Obviously will require, git, cmake and a C++11 compatible compiler such as clang or g++. The minimum required version of g++ is unknown, so if anyone has trouble building this library with a specific version of g++, do let me know.

Contributing

Please fork the parent repository and contribute back using pull requests. Features can be requested using issues. All code, comments, and critiques are greatly appreciated.

For direct contributions to the example project, you can open pull requests or issues.

Thanks

To whoshuu, for his great code, definetly a great example of c++.

To quandl, for the data they share and the amazing service they provide.

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C++ Quandl API, easy integration of Quandl data into C++ program and a simple console tool to gather data from https://www.quandl.com/

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  • C++ 78.9%
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