dataFromQuandl stopped working

Posted By: pablomfz

dataFromQuandl stopped working - 12/03/20 17:47

Hi,

I have multiple scripts to download some data from Quandl and all of them stopped working with the same error:

Error 058: Bad date for 'QECx02,You' in CFTC-TIFF_CME_SP_ALL

Here is the simple script:

Quote

#include <contract.c>

// COT report for S&P500
var CFTC_SP(int Column) {
return dataFromQuandl(802,"%Y-%m-%d,f,f,f,f,f,f,f,f,f,f,f,f,f,f,f,f,f","CFTC/TIFF_CME_SP_ALL",Column);
}


void main()
{
if(!is(SPONSORED))
{
printf("Need Zorro S this strategy!");
return;
}
}

function run()
{
StartDate = 2019;
EndDate = 2020;
BarPeriod = 1440; //Daily
LookBack = 12*20;
set(PLOTNOW);

var mydata = CFTC_SP(2);
}


Also all the examples in the zorro documentation using dataFromQuandl does not work. Could you fix it please?

Thank you!

Posted By: jcl

Re: dataFromQuandl stopped working - 12/04/20 17:03

Is your Quandl key correct?
Posted By: pablomfz

Re: dataFromQuandl stopped working - 12/05/20 18:09

Originally Posted by jcl
Is your Quandl key correct?

Yes, I can download data from Quantdl using the API key without any issue. Also the assethistory command works with the same API key but the dataFromQuandl command gives me always the same error "Bad date"
Posted By: Petra

Re: dataFromQuandl stopped working - 01/05/21 15:17

Maybe they have changed the date format, have you checked the date in the csv?
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