Use the CData ODBC Driver for Quandl in SAS JMP

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Quandl ODBC Driver

The Quandl ODBC Driver is a powerful tool that allows you to connect with live Quandl financial data, directly from any applications that support ODBC connectivity.

With the Quandl ODBC Driver, accessing real-time financial and economic data is as easy as querying a database.



You can use the CData ODBC Driver to integrate Quandl data into the statistical analysis tools available in SAS JMP. This article shows how to use Quandl data in the Graph Builder and Query Builder.

You can use the CData ODBC Driver for Quandl to integrate live data into your statistical analysis with SAS JMP. The driver proxies your queries directly to the Quandl API, ensuring that your analysis reflects any changes to the data. The CData ODBC Driver supports the standard SQL used by JMP in the background as you design reports.

The Quandl API supports bidirectional access. This article shows how to access Quandl data into a report and create data visualization. It also shows how to use SQL to query and manipulate Quandl data from the JMP Query Builder.

Access Quandl Data as an ODBC Data Source

If you have not already, first specify connection properties in an ODBC DSN (data source name). This is the last step of the driver installation. You can use the Microsoft ODBC Data Source Administrator to create and configure ODBC DSNs.

Quandl uses an API key for authentication. See the help documentation for a guide to obtaining the APIKey property.

Additionally, set the DatabaseCode connection property to the code identifying the Database whose Datasets you want to query with SQL. You can search the available Databases by querying the Databases view.

When you configure the DSN, you may also want to set the Max Rows connection property. This will limit the number of rows returned, which is especially helpful for improving performance when designing reports and visualizations.

Import Quandl Data with the Query Builder

After you have created the Quandl DSN, you can use SQL to invoke the capabilities of the Quandl API. Follow the steps below to execute some supported queries in the Query Builder:

  1. In SAS JMP, click File -> Database -> Query Builder. The Select Database Connection dialog is displayed.
  2. Click New Connection.
  3. On the Machine Data Source tab, select the DSN. In the next step, the Select Tables for Query dialog is displayed.
  4. In the Available Tables section, select a table and click Primary.
  5. As you drag Available Columns to the Included Columns tab, the underlying SQL query is updated.
  6. Click Run Query to display the data.
  7. To refresh the results with the current data, right-click Update from Database and click Run Script.

Manipulate Quandl Data

You can execute data manipulation queries from JSL scripts such as the one below. To execute a script, click New Script in the toolbar. To connect, specify the DSN. You can then use the standard SQL syntax:

Open Database( "DSN=CData Quandl Source;", "INSERT INTO AAPL (Collapse) VALUES ('Daily');");

Visualize Quandl Data

After importing, you can use the Graph Builder to create graphs visually. To open the Graph Builder, click the Graph Builder button in the toolbar.

  1. Drag a dimension column onto the x axis. For example, Date.
  2. Drag a measure column onto the y axis. For example, Volume.
  3. Select a chart type. For example, a bar chart.