Dear Eviews Gareth, If I want to take the historical futures data from Quandl, it would be too many series, something like 400 series and getting them one bye one with Eviews Ttakes so much time (as I need them for different commodities it woulbe be more than 2000 downloads) I could manage to get them all together (historical futures for one commodity) in one code with Stata as below:
local fut "CL1 CLM1983 CLN1983 CLQ1983 CLU1983 CLV1983 CLX1983 CLZ1983 CLF1984 CLG1984 CLH1984 CLJ1984 CLK1984 CLM1984 CLN1984 CLQ1984 CLU1984 CLV1984 CLX1984 CLZ1984...."
local j 0
foreach x of local fut {
local nome = "OFDP/FUTURE_"+"`x'"
quandl, quandlcode(`nome') authtoken(C5iRsDGdor1T5hAGvnMV)
drop open high low volume openinterest
rename settle pc_`x'
* Uncomment to create continous vol, oi, etc.
*rename volume vol_`x'
*rename openinterest oi_`x'
*rename open po_`x'
*rename high ph_`x'
*reaname low pl_`x'
sort date
save dati_`j'.dta, replace
local ++j
clear
}
local j 0
foreach x of local fut {
if `j'==0 {
use "dati_`j'.dta", clear
}
else {
merge date using "dati_`j'.dta"
sort date
drop _merge
}
local ++j
}
/*
save prove.dta, replace
use prove.dta, clear
*/
but as my work is with Eviews I would like to know that is it possible to modify the codes for Eviews?
My API Quandl key can get 10000 download per day.
Thank you
EViews Gareth wrote:They're probably right. If you're downloading that many, you're probably better off writing your own program to do it via the Quandl API rather than using the add-in.