Integrating Quandl API for Market Data (Reference Data)

[ameydhavle]

Recently came across https://github.com/knrz/Quandl-Ruby and was hoping if we can integrate this with roxy.
Quandl is a api that provides Market-Data (mainly Finserv and other economic indicators)

Examples of Quandl Ruby wrapper:

Get the US GDP in JSON

Example from: http://www.quandl.com/help/api#A-Simple-Example

gdp = Quandl::Dataset.get('FRED/GDP')

Retrieve only the metadata for a dataset

Example from: http://www.quandl.com/help/api#Getting-Metadata

oil_metadata = Quandl::Metadata.get('NSE/OIL')

Annual percentage changes of US GDP, crude oil prices, and Apple stock for the last 10 years

Example from: http://www.quandl.com/help/api#A-Multiset-Example

datasets = ['FRED/GDP/1', 'DOE/RWTC/1', 'WIKI/AAPL/4']
comparison = Quandl::Multiset.get(datasets).
collapse(:annual).
transform(:rdiff).
limit(10)

[grtjn]

How would you like to use it? To load financial data for instance?

[dmcassel]

First impression, I'd say it looks like you could write up some XQuery (or JavaScript) library modules to make use of the API, and then pull those into a Roxy app from some other repository. Seems a bit special-purpose to add directly to Roxy (as in, it's application-level code that would only benefit some applications). Good find, but I'm thinking a different repo would make sense. Other comments?

[grtjn]

Someone could add a wiki page about it, and show how you could collect and upload such data with some app_specific code?

[ameydhavle]

Yup, it surely is an application specific requirement, mainly Finserv related. The reason to file it as an enhancement was to show the ability of building apps with roxy and integrating market data component out of the box for roxy and more so coz the library has a ruby extension ..
@grtjn : was thinking on the same lines, something like property file driven financial indicator (US Economic data) and then using ml local pull ref-data or something like that

Another option am exploring is a infostudio plugin

[ameydhavle]

@dmcassel : this seems like a good opportunity to work with Ruby, shall i assign this to myself, will work on my local copy till I can get to a review stage

[dmcassel]

I don't see this as something that should be out of the box, since it's so
specific to a certain type of app within one domain. You mention it would
be Ruby work, so I think the better approach would be to implement it using
deploy/app_specific.rb, then make that available in a separate repo. We
could add a link to that repo from the wiki that gives examples of custom
build steps
https://github.com/marklogic/roxy/wiki/Adding-Custom-Build-Steps#examples
.

Other opinions?

[grtjn]

If Amey could come up with a nice app_specific example, we could put that on the Roxy wiki? Bit like triggers, not everyone uses it, but for those interested, we have an example on the wiki..

[grtjn]

I do agree it could be rather specific, but maybe it is a good sample data set for people who want to get familiar with Roxy?

[paxtonhare]

It shouldn't go into Roxy. A wiki or separate repo that we link to is the way to go.

[grtjn]

Looking back, I think Paxton is right, this should be separate. I'd see most value in an MLPM package, but since Amey is talking about Ruby code, a separate wiki or gist with app_specific code would work best I think.

Closing this ticket.