Hello, I’m new and I’m learning how to get time series from Quandl and work with them.
What is Quandl and what format are the data in?Please give working code.
The TimeSeries package has a Plots recipe
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.
I have also just submitted a PR to allow candlestick plots of ohlc data.
JuliaStats:master ← mkborregaard:candlesticks
opened 10:28PM - 24 Feb 17 UTC
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)
