class pandas_datareader.quandl.QuandlReader(symbols, start=None, end=None, retry_count=3, pause=0.1, session=None, chunksize=25, api_key=None)

Returns DataFrame of historical stock prices from symbol, over date range, start to end.

New in version 0.5.0.

  • symbols (string) – Possible formats: 1. DB/SYM: The Quandl ‘codes’: DB is the database name, SYM is a ticker-symbol-like Quandl abbreviation for a particular security. 2. SYM.CC: SYM is the same symbol and CC is an ISO country code, will try to map to the best single Quandl database for that country. Beware of ambiguous symbols (different securities per country)! Note: Cannot use more than a single string because of the inflexible way the URL is composed of url and _get_params in the superclass

  • start (string, int, date, datetime, Timestamp) – Starting date. Parses many different kind of date representations (e.g., ‘JAN-01-2010’, ‘1/1/10’, ‘Jan, 1, 1980’). Defaults to 20 years before current date.

  • end (string, int, date, datetime, Timestamp) – Ending date

  • retry_count (int, default 3) – Number of times to retry query request.

  • pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries of chunks. If single value given for symbol, represents the pause between retries.

  • chunksize (int, default 25) – Number of symbols to download consecutively before intiating pause.

  • session (Session, default None) – requests.sessions.Session instance to be used

  • api_key (str, optional) – Quandl API key . If not provided the environmental variable QUANDL_API_KEY is read. The API key is required.


Close network session


Default start date for reader. Defaults to 5 years before current date


Parameters to use in API calls


Read data