quandl-v3

Rust bindings for Quandl v3 API.

The goal of this crate is to offer a well documented, complete and easy to use interface to Quandl's RESTful API.

This crate uses the rustc_serialize crate extensively and thus suffers from some of its limitation. Namely:

• When querying for the metadata of a dataset, the field type will be missing. This is due to type being a keyword in Rust. Use of this crate assumes knowledge of the layout of the queried data, so that field was not very important fortunately.

• Most public enum's variants have non camel case names to match the naming convention of the API. The deserializer need the names to match to work properly, thus you will see Order::asc instead of the more readable Order::Ascending.

Some other design choices of this crate includes:

• No runtime checking of the query created. This crate makes it as hard as statically possible to create an invalid query. However, the query will be checked by the Quandl API directly. On the bright side, we forward Quandl's error messages/codes without pruning any information; and their error-reporting is very good.

• The inclusion of a batch_query function that allows users to submit a bunch of query at the same time. The function returns an iterator which gives the benefit of multithreading downloads and asynchronicity which are indispensable when doing data mining.

• We use the JSON Quandl API for everything but data queries as it often returns more information. When it comes to the data queries we use the CSV subset of the API as it is faster and allows to use the rust-csv crates which allow you to define your own structs to receive the data.

Wish list / TODO

• Adding support for stateful API keys which remember their usage count, have their own individual limits and can be persisted/recovered from disk between usage.

• Split the keys from the queries so batch queries can automatically manage the pool of keys in the most efficient way possible.

• Refactor BatchQuery::run (I know it works for using it for so long before publishing this long overdue update, but it is not my proudest piece of code).

Simple example

extern crate quandl_v3;

use quandl_v3::Result;
use quandl_v3::prelude::*;

fn main() {
    let query = {
        let mut query = DataQuery::new("WIKI", "AAPL");

         query.order(Order::asc)
              .end_date(2016, 2, 29)
              .start_date(2016, 2, 1)
              .column_index(4);

         query
    };

    let response: Vec<(String, f64)> = query.send().unwrap();

    // Print the date and closing price for Apple's stock for the month of February 2016.
    for data in &response {
        println!("{} - {}", data.0, data.1);
    }
}

This crate is written in the hope it will be useful. I am in no way affiliated to Quandl and Quandl is not endorsing this crate in any way.