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I downloaded some stock quotes from Quandl databases 'Wiki EOD Stock Prices' and ' YFinance'. Now I want to report the result of calculations on this data in the publication. What is the correct way to cite this source?

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Typically for dynamic sources like this, you would provide

  • A reference URL, and
  • a date of download.

For just one Quandl data series that is easy due to the Web API, i.e. in BibTeX I would do something like this:

@online{QuandlXOM,
  author = {Quandl},
  title = {{WIKI} Exxon Mobil End-Of-Day Data},
  year = 2016,
  url = {https://www.quandl.com/data/WIKI/XOM},
  urldate = {2016-10-21}
}

If you used too many series to cite them all, I would recommend at least having one citation per database, like this

@online{QuandlWIKI,
  author = {Quandl},
  title = {{WIKI} Various End-Of-Day Data},
  year = 2016,
  url = {https://www.quandl.com/data/WIKI},
  urldate = {2016-10-21}
}
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