I am interested in Quandl Open Data, from Quandl.com

These data are also denoted as Wiki Data since it relies on users to flag errors. In particular on their website, they say:

This new data source is different because it is “original”; the data is manufactured by us and Quandl users. The definitive version of the data actually lives on Quandl and not elsewhere.

Unfortunately it remains unclear how the term "original" should be intended, that is whether they buy data from exchanges and/or they compare and transform other free data sources.

Since these data has a straightforward API, many quants here might find it a viable testbed, to validate some code or models before going in production and it is likely that the followers of this community are involved with these free historical data and can share their knowledge.

  • 2
    $\begingroup$ Better ask them... $\endgroup$ – Bob Jansen May 17 '14 at 12:01
  • $\begingroup$ Indeed, only they can really answer this question. $\endgroup$ – SRKX May 17 '14 at 15:53
  • $\begingroup$ Chances there are that people involved with quandl might join this community. Anyway I will ask them and post the answer here to the benefit of the community. $\endgroup$ – antonio May 17 '14 at 16:44
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    $\begingroup$ Besides editing the question, now I have the straight answer from Quandl team and I would be happy to share it with the community. $\endgroup$ – antonio May 18 '14 at 11:16
  • $\begingroup$ I'd like to know this "straight answer." $\endgroup$ – babelproofreader May 19 '14 at 19:27

data is sourced via users from brokers and then validated against free public sources. There are many people watching and using the data, so if there are any differences between WIKI data and other sites, we usually discover very quickly and figure out what is going on

Perhaps the brokers sell data as part of the service so they wouldm't be happy to get their name published. So the model is Wiki-like in the sense of user contributions, but not in the sense of disclosing "quotations".


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