Reading and querying the Quandl data

In the last section, we saw pandas DataFrames that have a tabular structure similar to relational databases. They offer similar query operations on DataFrames. In this section, we will focus on Quandl. Quandl is a Canada-based company that offers commercial and alternative financial data for investment data analyst. Quandl understands the need for investment and financial quantitative analysts. It provides data using API, R, Python, or Excel.

In this section, we will retrieve the Sunspot dataset from Quandl. We can use either an API or download the data manually in CSV format.

Let's first install the Quandl package using pip:

$ pip3 install Quandl

If you want to install the API, you can do so by downloading installers from https://pypi.python.org/pypi/Quandl or by running the preceding command.

Using the API is free, but is limited to 50 API calls per day. If you require more API calls, you will have to request an authentication key. The code...