Plotting time series and data from Quandl

Andrea_Tersigni · February 22, 2017, 2:35pm

Hello, I’m new and I’m learning how to get time series from Quandl and work with them.
I just managed to get the time series with only dates and closing prices and I would like to plot it. I read all PyPlot and Plots package documentations but I couldn’t find anything. Can someone give me a hint on the code or something to read?

dpsanders · February 22, 2017, 2:36pm

What is Quandl and what format are the data in?Please give working code.

mkborregaard · February 22, 2017, 4:54pm

The TimeSeries package has a Plots recipe

mkborregaard · February 22, 2017, 6:35pm

So you can simply

using Quandl, Plots
ohlcv = quandl("GOOG/NASDAQ_QQQ")
plot(ohlcv["Volume"])

You may need to run Pkg.checkout("TimeSeries") first, as the recipe may only be on the master branch.

Andrea_Tersigni · February 24, 2017, 5:35pm

thank you!

mkborregaard · February 24, 2017, 10:55pm

I have also just submitted a PR to allow candlestick plots of ohlc data.

github.com/JuliaStats/TimeSeries.jl

Candlesticks

JuliaStats:master ← mkborregaard:candlesticks

opened 10:28PM - 24 Feb 17 UTC

mkborregaard

+95 -3

I implemented support for candlestick and Heikin-Ashi candlestick plots for OHLC… data using the links given by @milktrader here: https://github.com/JuliaPlots/StatPlots.jl/issues/37 OHLC appears to constitute quite a lot of the data currently associated with TimeSeries. The recipe looks in the colnames for “open” “low” “high” and “close” (ignoring case) and throws an error if it does not find them. There are possibly better ways of doing this but this code (the extract_ohlc function) is straightforward to adapt. I thought this would take me an hour but turned out I was really wrong :-) I think it is best if the documentation is adapted by one of you who work with this data type. It should be straightforward from the examples given below.

plot(ohlcv[30:80], seriestype = :candlestick)