How do I download data using R?
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'sTables 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.
Please keep in mind that almost all of the data on Nasdaq Data Link comes in two formats: time-series and tables. You can learn more about these formats here.
To use the R package with data in time-series format, please see the documentation here.
Note that you must use quandl with data in time-series format.
To use the R package with data in tables format, please see the documentation here.
Note that you must use quandl.datatable with data in tables format.
Although very rare, a few data feeds use a custom API and do not use the API for time-series or tables. Each data feed that uses a custom API comes with documentation that explains how to make API calls for that feed. For example, the ORATS Smoothed Options Market Quotes data feed uses a custom API, and does not have a "Usage" tab but its Documentation explains how to make custom API calls. Please note that data feeds using a custom API may only be downloaded via the custom API routes described in their documentation. These data feeds may not be downloaded through our Python Package, R Package or Excel Add-In.