How do I download data using R?

Note that each data feed on Nasdaq Data Link is delivered through one of the following Nasdaq Data Link APIs:

  • Streaming API for real-time data
  • REST API for real-time or delayed data
  • REST API for time-series
  • REST API for tables

You can learn more about these APIs and data formats here.

The Nasdaq Data Link R package may only be used with data delivered through the REST API for time-series or tables.

When using R to download data from Nasdaq Data Link, you first have to identify which data feed you'd like to get data from and you have to download and install the R package as per the instructions here. 

You can go to data.nasdaq.com/search to see our data feeds. Once you find a data feed you're interested in, click on that data feed and look for its API type and see the "Usage" tab for API examples.

For example, if you go to go to data.nasdaq.com/search and click on the Sharadar Equity Prices data feed, you'll be led to https://data.nasdaq.com/databases/SEP/data. At the right-hand panel, you'll see some basic information about the data feed, including the API type for that feed - in this case, it's Tables API:

From  https://data.nasdaq.com/databases/SEP/data, you can also click on the "Usage" tab, then "R". That will lead you to https://data.nasdaq.com/databases/SEP/usage/quickstart/r where you will see R command examples for that particular feed. You would have to be logged in to your account to see these examples. If you do not have a Nasdaq Data Link account, please create an account in order to see the examples. 

As mentioned at the beginning of this article, you can download and install the R package as per the instructions here.  

Time-series
To use the R package with data in time-series format, please see the documentation here. 

Tables
To use the R package with data in tables format, please see the documentation here.

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