Mastering Python for Finance - Second Edition

Downloading multiple time series data

We pass a single Quandl code as a string object in the first parameter of the quandl.get() command to download a single dataset. To download multiple datasets, we can pass a list of Quandl codes.

In the following example, we are interested in the prices of three banking stocks—ABN Amro, Banco Santander, and Kas Bank. The two-year prices from 2016 to 2017 are stored in the df variable, with only the last prices downloaded:

In [ ]:    %matplotlib inline    import quandl    quandl.ApiConfig.api_key = QUANDL_API_KEY    df = quandl.get(['EURONEXT/ABN.4',                      'EURONEXT/SANTA.4',                      'EURONEXT/KA.4'],                     collapse='monthly',                     start_date='2016-01-01',                     end_date='2017-12-31')    df.plot();

The following plot is generated:

By default, ...