Citing Dynamic Quandl Market Data in Research

Summary

This note gives a practical citation approach for research based on downloaded financial data from a changing online source. It recommends recording both a reference to the relevant source and the date the data was accessed. For a single time series, the citation can identify that series; when many series are used, the note suggests citing the database collection at an appropriate level instead of listing every item individually.

The examples use bibliography entries for end-of-day stock data and show the kinds of details to preserve, including the provider, dataset description, publication year, source reference, and access date. This is guidance for documenting provenance and helping readers identify the data behind reported calculations. The note does not address licensing, data revisions, vendor-specific citation requirements, or whether a database remains available, so researchers should also follow any applicable provider terms and publication style rules.

Key ideas

• Dynamic data sources should be cited with a source reference and the date of download.
• A citation can identify an individual data series when only a small number of series are used.
• When many series come from one database, a database-level citation can provide a manageable reference.
• Clear dataset descriptions help readers trace the market data used in reported calculations.

Tags

# How to cite quandl data


# How to cite quandl data












I downloaded some stock quotes from Quandl databases 'Wiki EOD Stock Prices' and ' YFinance'. Now I want to report the result of calculations on this data in the publication. What is the correct way to cite this source?

## Answer by Brian B (score 4, accepted)

https://quant.stackexchange.com/a/30663

Typically for dynamic sources like this, you would provide

- A reference URL, and

- a date of download.

For just one Quandl data series that is easy due to the Web API, i.e. in BibTeX I would do something like this:

```
@online{QuandlXOM,
  author = {Quandl},
  title = {{WIKI} Exxon Mobil End-Of-Day Data},
  year = 2016,
  url = {https://www.quandl.com/data/WIKI/XOM},
  urldate = {2016-10-21}
}
```

If you used too many series to cite them all, I would recommend at least having one citation per database, like this

```
@online{QuandlWIKI,
  author = {Quandl},
  title = {{WIKI} Various End-Of-Day Data},
  year = 2016,
  url = {https://www.quandl.com/data/WIKI},
  urldate = {2016-10-21}
}
```

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.