rxtsquandl

Did quandl end cme data on June 30th 2022?


library(Quandl)
library(xts)

Quandl.api_key("your_api_key")

cl <- Quandl("CME/CLU2022", type = "xts")

This data ends on June 30th 2022. As of today 7/14/2022, it should have data out to 7/13/2022. Thank you!


Solution

  • I experienced the same issue. I have seen no price updates past June 30, 2022.

    Unfortunately, it looks like NASDAQ has acquired Quandl and they are in the process of deprecating the CME EOD price database/API.

    From Nasdaq data support:

    Kindly be advised that the free CME futures database has been deprecated. Moving forward, the data will no longer be updated and may no longer be accessed. We're very sorry for any inconvenience caused by the deprecation of the free CME futures database and we don't have an equivalent database available on Nasdaq Data Link at the moment.

    Please note that free data feeds may get deprecated at any time for various reasons eg. they may no longer meet our quality standards, they get copyrighted, technical issues prevent us from obtaining the data, etc.

    Unfortunately, we do not have a similar database on Nasdaq Data Link that may serve as an alternative.