Nasdaq Data Link API (formerly Quandl)
Agent-ready OpenAPI document · curated by JenticFinanceBankingapiKey7 EndpointsREST
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For Agents
Query thousands of financial, economic, and alternative datasets from Nasdaq Data Link as time series or relational tables. API key in query.
Use for: Retrieve daily closing prices for a specific Nasdaq Data Link dataset, I need to download an entire Nasdaq Data Link database as a zip file, Apply a percentage-change transformation to a time series, Fetch metadata for a specific datatable code
Not supported: Does not handle order execution, brokerage account access, or live tick streaming - use for curated time-series and datatable data lookups only.
Jentic publishes the only available OpenAPI specification for Nasdaq Data Link API (formerly Quandl), keeping it validated and agent-ready. Nasdaq Data Link provides financial, economic, and alternative datasets through a unified interface. The API exposes seven endpoints for working with two primary resource shapes: time-series 'datasets' (databases composed of dated rows, e.g., daily closing prices) and 'datatables' (relational tables for richer queries). Agents can fetch data in JSON, CSV, or XML by setting the {return_format} path segment, apply column filters and date ranges, request transformations, or download an entire database in bulk.
Install Jentic One Beta
Connect the Nasdaq Data Link API (formerly Quandl) to your agent
Jentic One is a self-hosted execution layer for AI agents. It lets your agent call the Nasdaq Data Link API (formerly Quandl), or any other public or private API you need. You set the rules, the agent never sees your credentials, and every call is logged.
Two steps, two machines. Install the instance in a safe environment, then register your agent from wherever it runs.
1
Step 1: Jentic One Host machine
# On the machine that will host your Jentic One instance:
curl -fsSL "https://jentic.com/install.sh?src=apis&api=%2Fapis%2Fnasdaq.com%2Fnasdaq" | sh2
Step 2: Agent machine
# On the machine where your agent runs (keep this separate from the instance):
curl -fsSL "https://jentic.com/install.sh?src=apis&api=%2Fapis%2Fnasdaq.com%2Fnasdaq" | sh
jentic register # connects your agent to your Jentic One instanceJentic One is in public beta. The setup above keeps your agent separate from the instance, which is what you want before using real credentials: an agent running as the same OS user as Jentic One can read its stored keys directly. Just evaluating? A single local install is fine to start. See the secure deployment guide for the tiers.
Capabilities
What an agent can do with Nasdaq Data Link API (formerly Quandl) API.
Fetch a time-series dataset's data and metadata in one call by database and dataset code
Apply built-in transformations (rdiff, normalize, cumul) and column filters to time-series queries
Download an entire time-series database in bulk as a single zipped file
Query relational datatables with column filters, sort orders, and pagination via cursor
Retrieve database-level metadata such as available datasets, refresh frequency, and licence
Choose response format per request through the {return_format} path segment (.json, .csv, .xml)
Use Cases
Patterns agents use Nasdaq Data Link API (formerly Quandl) API for, with concrete tasks.
★ Quant Research Data Pipeline
Quant researchers ingest equities, futures, FX, and economic time series into a feature store before training models. Nasdaq Data Link's GET /datasets/{database_code}/{dataset_code}/data endpoint returns the full price history with optional transformations and date range filters in one call, while GET /databases/{database_code}/data lets the team grab an entire database in bulk overnight to avoid per-dataset round-trips.
Call GET /datasets/WIKI/AAPL/data.json with start_date=2010-01-01 and transform=rdiff to retrieve the daily return series for Apple.
Datatable Filtering for Alternative Data
Alternative data publishers expose their products through Nasdaq Data Link 'datatables', a relational shape that supports column filters and pagination. GET /datatables/{datatable_code}.{return_format} accepts query parameters like ticker and date, returning only the rows matching the filter, which is critical when a single datatable contains millions of rows and the analyst only needs one symbol's data.
Call GET /datatables/ZACKS/FC.csv with qopts.columns=ticker,per_end_date,sales and ticker=AAPL to pull Apple's quarterly fundamentals.
Economic Indicator Reporting
Reporting and dashboard apps surface macroeconomic indicators sourced through Nasdaq Data Link such as Federal Reserve series, Eurostat data, or IMF statistics. Calling GET /datasets/{database_code}/{dataset_code}.json returns both data and metadata for a single chart, simplifying widgets that need title, frequency, and last-refresh date alongside the values.
Call GET /datasets/FRED/GDP.json and render the most recent 8 quarters of GDP values plus the dataset's refresh frequency.
AI Agent Financial Data Lookup
An AI analyst invoked through Jentic answers questions like 'what's the year-over-year change in unemployment rate?' by searching for the matching Nasdaq Data Link operation, executing it with the right dataset code and a transform parameter, and returning the structured response. Jentic stores the api_key in the vault, so the agent never sees the raw value.
Search Jentic for 'fetch time series dataset', load GET /datasets/{database_code}/{dataset_code}/data.{return_format}, and execute it with database_code=FRED, dataset_code=UNRATE, transform=rdiff, return_format='.json'.
Key Endpoints
7 endpoints — jentic publishes the only available openapi specification for nasdaq data link api (formerly quandl), keeping it validated and agent-ready.
METHOD
PATH
DESCRIPTION
GET
/datasets/{database_code}/{dataset_code}/data.{return_format}
Retrieve time-series data for a dataset
GET
/datasets/{database_code}/{dataset_code}/metadata.{return_format}
Retrieve metadata for a dataset
GET
/datasets/{database_code}/{dataset_code}.{return_format}
Retrieve data and metadata together
GET
/databases/{database_code}.{return_format}
Retrieve database-level metadata
GET
/databases/{database_code}/data
Bulk download an entire time-series database
GET
/datatables/{datatable_code}.{return_format}
Query a datatable with filters and pagination
GET
/datatables/{datatable_code}/metadata.{return_format}
Retrieve metadata for a datatable
GET
/datasets/{database_code}/{dataset_code}/data.{return_format}
Retrieve time-series data for a dataset
GET
/datasets/{database_code}/{dataset_code}/metadata.{return_format}
Retrieve metadata for a dataset
GET
/datasets/{database_code}/{dataset_code}.{return_format}
Retrieve data and metadata together
GET
/databases/{database_code}.{return_format}
Retrieve database-level metadata
GET
/databases/{database_code}/data
Bulk download an entire time-series database
GET
/datatables/{datatable_code}.{return_format}
Query a datatable with filters and pagination
GET
/datatables/{datatable_code}/metadata.{return_format}
Retrieve metadata for a datatable
Why Jentic?
What agents get from Jentic-routed access to this vendor.
Setup
Wiring Nasdaq Data Link by hand means learning its query-parameter api_key auth on the data.nasdaq.com host, remembering whether a resource is a dataset or a datatable, and handling errors yourself. Through Jentic you install once, import the Nasdaq Data Link API from the API Directory, store the api_key once, and your agent calls it.
Permission scoping
Nasdaq Data Link puts the database and dataset codes in the URL path (/datasets/{database_code}/{dataset_code}/...), so a rule can pin your agent to specific data resources. Every operation here is a read, so the agent fetches time-series and datatable data and nothing that changes state.
Credential isolation
Your Nasdaq Data Link api_key is stored once, encrypted, by your own Jentic One instance and injected at execution time. It never enters the agent's prompt, logs, or context.
Intent-based discovery
Agents search Jentic by intent such as 'fetch a time-series dataset' or 'query a Nasdaq datatable', and Jentic returns the matching operation with its input schema so the agent calls the right endpoint without browsing the reference docs.
Related APIs
Alternatives and complements available in the Jentic catalogue.
FAQs
Specific to using Nasdaq Data Link API (formerly Quandl) API through Jentic.
Why is there no official OpenAPI spec for Nasdaq Data Link?
Nasdaq Data Link does not publish an OpenAPI specification. Jentic generates and maintains this spec so that AI agents and developers can call Nasdaq Data Link API via structured tooling. It is validated against the live API and kept up to date. Get started with Jentic One, the self-hosted execution layer.
What authentication does the Nasdaq Data Link API use?
Nasdaq Data Link uses an API key passed as the api_key query string parameter on every request. When called through Jentic the key is encrypted in your Jentic One instance and added to outbound requests transparently; the raw api_key never enters the agent's context.
What is the difference between datasets and datatables in the Nasdaq Data Link API?
Datasets are time-series resources keyed by date - for example FRED/UNRATE returns one row per observation date. Datatables are relational resources that accept column filters, sort orders, and cursor-based pagination - for example ZACKS/FC stores fundamentals across many tickers and periods. Use the /datasets/* endpoints for time series and /datatables/* endpoints for relational queries.
Can I download an entire Nasdaq Data Link database at once?
Yes. GET /databases/{database_code}/data returns a zipped CSV of every dataset in the database, which is the recommended pattern for refreshing a local copy nightly. For a single dataset, GET /datasets/{database_code}/{dataset_code}/data.{return_format} is faster and supports date and column filters.
What are the rate limits for the Nasdaq Data Link API?
Free tier accounts are limited to 50 calls per day and 20 per 10 minutes; premium subscribers receive 5,000 per 10 minutes and 720,000 per day. Rate limits are returned in response headers, and the spec describes 429 responses when limits are exceeded. Backoff and cache for production agents.
How do I retrieve a specific time series through Jentic?
Run jentic.search('fetch time series dataset'), load the GET /datasets/{database_code}/{dataset_code}/data.{return_format} operation, then jentic.execute with database_code, dataset_code, return_format='.json', and any optional start_date, end_date, or transform values. Jentic injects the api_key from the vault and returns the parsed time series.
Can I limit what my agent is allowed to do with the Nasdaq Data Link API?
Yes. Because you run Jentic One yourself, your own rules decide which Nasdaq Data Link operations and credentials the agent may use. Every operation here is read-only, so the agent can fetch time-series datasets and datatables but nothing that changes state, and because the database and dataset codes sit in the URL path (/datasets/{database_code}/{dataset_code}/...), a rule can pin the agent to specific databases or datatables. You can also scope which stored api_key it is permitted to send.
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