Skip to content
New: Star-import, signal unraveling, Python 3.12 support, and more

#
ndl module

Module with NDLData.

## NDLData class

    NDLData(
        wrapper,
        data,
        single_key=True,
        classes=None,
        level_name=None,
        fetch_kwargs=None,
        returned_kwargs=None,
        last_index=None,
        delisted=None,
        tz_localize=None,
        tz_convert=None,
        missing_index=None,
        missing_columns=None,
        **kwargs
    )

Data class for fetching from Nasdaq Data Link.

See https://github.com/Nasdaq/data-link-python for API.

See NDLData.fetch_symbol() for arguments.

Usage

- Set up the API key globally (optional):

    >>> from vectorbtpro import *

    >>> vbt.NDLData.set_custom_settings(
    ...     api_key="YOUR_KEY"
    ... )

- Pull a dataset:

    >>> data = vbt.NDLData.pull(
    ...     "FRED/GDP",
    ...     start="2001-12-31",
    ...     end="2005-12-31"
    ... )

- Pull a datatable:

    >>> data = vbt.NDLData.pull(
    ...     "MER/F1",
    ...     data_format="datatable",
    ...     compnumber="39102",
    ...     paginate=True
    ... )

Superclasses

- Analyzable
- AttrResolverMixin
- BaseDataMixin
- Cacheable
- Chainable
- Comparable
- Configured
- CustomData
- Data
- DataWithFeatures
- ExtPandasIndexer
- HasSettings
- IndexingBase
- OHLCDataMixin
- PandasIndexer
- Pickleable
- PlotsBuilderMixin
- Prettified
- RemoteData
- StatsBuilderMixin
- Wrapping

Inherited members

- AttrResolverMixin.deep_getattr()
- AttrResolverMixin.post_resolve_attr()
- AttrResolverMixin.pre_resolve_attr()
- AttrResolverMixin.resolve_attr()
- AttrResolverMixin.resolve_shortcut_attr()
- BaseDataMixin.assert_has_feature()
- BaseDataMixin.assert_has_symbol()
- BaseDataMixin.get_feature()
- BaseDataMixin.get_feature_idx()
- BaseDataMixin.get_symbol()
- BaseDataMixin.get_symbol_idx()
- BaseDataMixin.has_feature()
- BaseDataMixin.has_multiple_keys()
- BaseDataMixin.has_symbol()
- BaseDataMixin.prepare_key()
- BaseDataMixin.select_features()
- BaseDataMixin.select_symbols()
- Cacheable.get_ca_setup()
- Chainable.pipe()
- Configured.copy()
- Configured.equals()
- Configured.get_writeable_attrs()
- Configured.prettify()
- Configured.resolve_merge_kwargs()
- Configured.update_config()
- CustomData.get_custom_setting()
- CustomData.get_custom_settings()
- CustomData.has_custom_setting()
- CustomData.has_custom_settings()
- CustomData.key_match()
- CustomData.resolve_custom_setting()
- CustomData.set_custom_settings()
- Data.add()
- Data.add_column()
- Data.add_feature()
- Data.add_key()
- Data.add_symbol()
- Data.align_columns()
- Data.align_data()
- Data.align_index()
- Data.build_feature_config_doc()
- Data.check_dict_type()
- Data.column_stack()
- Data.concat()
- Data.dropna()
- Data.fetch()
- Data.fetch_feature()
- Data.fix_data_dict_type()
- Data.fix_dict_types_in_kwargs()
- Data.from_csv()
- Data.from_data()
- Data.from_data_str()
- Data.from_duckdb()
- Data.from_feather()
- Data.from_hdf()
- Data.from_parquet()
- Data.from_sql()
- Data.get()
- Data.get_base_setting()
- Data.get_base_settings()
- Data.get_feature_wrapper()
- Data.get_key_wrapper()
- Data.get_keys()
- Data.get_symbol_wrapper()
- Data.has_base_setting()
- Data.has_base_settings()
- Data.has_key_dict()
- Data.indexing_func()
- Data.invert()
- Data.invert_data()
- Data.merge()
- Data.modify_state()
- Data.override_feature_config_doc()
- Data.plot()
- Data.prepare_dt()
- Data.prepare_dt_column()
- Data.prepare_dt_index()
- Data.prepare_tzaware_index()
- Data.pull()
- Data.realign()
- Data.remove()
- Data.remove_columns()
- Data.remove_features()
- Data.remove_keys()
- Data.remove_symbols()
- Data.rename()
- Data.rename_columns()
- Data.rename_features()
- Data.rename_in_dict()
- Data.rename_keys()
- Data.rename_symbols()
- Data.replace()
- Data.resample()
- Data.resolve_base_setting()
- Data.resolve_columns()
- Data.resolve_features()
- Data.resolve_key_arg()
- Data.resolve_keys()
- Data.resolve_keys_meta()
- Data.resolve_symbols()
- Data.row_stack()
- Data.run()
- Data.select()
- Data.select_classes()
- Data.select_columns()
- Data.select_delisted()
- Data.select_feature_from_dict()
- Data.select_feature_idxs()
- Data.select_feature_kwargs()
- Data.select_fetch_kwargs()
- Data.select_from_dict()
- Data.select_key_from_dict()
- Data.select_key_kwargs()
- Data.select_keys()
- Data.select_last_index()
- Data.select_returned_kwargs()
- Data.select_run_func_args()
- Data.select_run_func_kwargs()
- Data.select_symbol_from_dict()
- Data.select_symbol_idxs()
- Data.select_symbol_kwargs()
- Data.set_base_settings()
- Data.sql()
- Data.switch_class()
- Data.to_csv()
- Data.to_duckdb()
- Data.to_feather()
- Data.to_feature_oriented()
- Data.to_hdf()
- Data.to_parquet()
- Data.to_sql()
- Data.to_symbol_oriented()
- Data.transform()
- Data.try_fetch_feature()
- Data.try_fetch_symbol()
- Data.try_run()
- Data.try_update_feature()
- Data.try_update_symbol()
- Data.update()
- Data.update_classes()
- Data.update_feature()
- Data.update_fetch_kwargs()
- Data.update_returned_kwargs()
- Data.update_symbol()
- Data.use_feature_config_of()
- HasSettings.get_path_setting()
- HasSettings.get_path_settings()
- HasSettings.get_setting()
- HasSettings.get_settings()
- HasSettings.has_path_setting()
- HasSettings.has_path_settings()
- HasSettings.has_setting()
- HasSettings.has_settings()
- HasSettings.reset_settings()
- HasSettings.resolve_setting()
- HasSettings.resolve_settings_paths()
- HasSettings.set_settings()
- IndexingBase.indexing_setter_func()
- OHLCDataMixin.get_daily_log_returns()
- OHLCDataMixin.get_daily_returns()
- OHLCDataMixin.get_drawdowns()
- OHLCDataMixin.get_log_returns()
- OHLCDataMixin.get_returns()
- OHLCDataMixin.get_returns_acc()
- PandasIndexer.xs()
- Pickleable.decode_config()
- Pickleable.decode_config_node()
- Pickleable.dumps()
- Pickleable.encode_config()
- Pickleable.encode_config_node()
- Pickleable.file_exists()
- Pickleable.getsize()
- Pickleable.load()
- Pickleable.loads()
- Pickleable.resolve_file_path()
- Pickleable.save()
- PlotsBuilderMixin.build_subplots_doc()
- PlotsBuilderMixin.override_subplots_doc()
- PlotsBuilderMixin.plots()
- RemoteData.classes
- RemoteData.close
- RemoteData.cls_dir
- RemoteData.column_only_select
- RemoteData.column_type
- RemoteData.columns
- RemoteData.config
- RemoteData.daily_log_returns
- RemoteData.daily_returns
- RemoteData.data
- RemoteData.delisted
- RemoteData.dict_type
- RemoteData.drawdowns
- RemoteData.feature_classes
- RemoteData.feature_config
- RemoteData.feature_oriented
- RemoteData.feature_wrapper
- RemoteData.features
- RemoteData.fetch_kwargs
- RemoteData.freq
- RemoteData.group_select
- RemoteData.has_ohlc
- RemoteData.has_ohlcv
- RemoteData.high
- RemoteData.hlc3
- RemoteData.iloc
- RemoteData.index
- RemoteData.indexing_kwargs
- RemoteData.key_wrapper
- RemoteData.keys
- RemoteData.last_index
- RemoteData.level_name
- RemoteData.loc
- RemoteData.log_returns
- RemoteData.low
- RemoteData.missing_columns
- RemoteData.missing_index
- RemoteData.ndim
- RemoteData.ohlc
- RemoteData.ohlc4
- RemoteData.ohlcv
- RemoteData.open
- RemoteData.plots_defaults
- RemoteData.range_only_select
- RemoteData.rec_state
- RemoteData.returned_kwargs
- RemoteData.returns
- RemoteData.returns_acc
- RemoteData.self_aliases
- RemoteData.shape
- RemoteData.shape_2d
- RemoteData.single_feature
- RemoteData.single_key
- RemoteData.single_symbol
- RemoteData.stats_defaults
- RemoteData.symbol_classes
- RemoteData.symbol_oriented
- RemoteData.symbol_wrapper
- RemoteData.symbols
- RemoteData.trade_count
- RemoteData.tz_convert
- RemoteData.tz_localize
- RemoteData.volume
- RemoteData.vwap
- RemoteData.wrapper
- RemoteData.xloc
- StatsBuilderMixin.build_metrics_doc()
- StatsBuilderMixin.override_metrics_doc()
- StatsBuilderMixin.stats()
- Wrapping.regroup()
- Wrapping.resolve_column_stack_kwargs()
- Wrapping.resolve_row_stack_kwargs()
- Wrapping.resolve_self()
- Wrapping.resolve_stack_kwargs()
- Wrapping.select_col()
- Wrapping.select_col_from_obj()
- Wrapping.split()

### fetch_symbol class method

    NDLData.fetch_symbol(
        symbol,
        api_key=None,
        data_format=None,
        start=None,
        end=None,
        tz=None,
        column_indices=None,
        **params
    )

Override Data.fetch_symbol() to fetch a symbol from Nasdaq Data Link.

Args

`symbol` :`str`
  Symbol.
`api_key` :`str`
  API key.
`data_format` :`str`

  Data format.

  Supported are "dataset" and "datatable".

`start` :`any`

  Retrieve data rows on and after the specified start date.

  See to_tzaware_datetime().

`end` :`any`

  Retrieve data rows up to and including the specified end date.

  See to_tzaware_datetime().

`tz` :`any`

  Timezone.

  See to_timezone().

`column_indices` :`int` or `iterable`

  Request one or more specific columns.

  Column 0 is the date column and is always returned. Data begins at column 1.

`**params`
  Keyword arguments sent as field/value params to Nasdaq Data Link with no interference.

For defaults, see `custom.ndl` in data.

#### Cookie consent

We use cookies to recognize your repeated visits and preferences, as well as to measure the effectiveness of our documentation and whether users find what they're searching for. With your consent, you're helping us to make our documentation better.

- Google Analytics
- GitHub

Manage settings