datascience

Download Data from Nasdaq Data Link API with Python

A straightforward tool for fetching data from the Nasdaq Data Link API using Python and Jupyter Notebooks.

Shipped January 2026

Tool to download data from the Nasdaq Data Link API, implemented primarily in Jupyter Notebooks and Python scripts.


Features

  • Simple interface to read API keys and fetch data from Nasdaq Data Link.
  • Example usage with financial and freight rail datasets.
  • Modular codebase separating initialization, data fetching, and main execution.

Tech Stack

  • Python 3.9+
  • Jupyter Notebook for exploratory data analysis and demonstration
  • nasdaqdatalink Python package for API interaction

Getting Started

Prerequisites

  • Python 3.9 or higher
  • Install dependencies:
pip install nasdaqdatalink

Setup

  1. Obtain an API key from Nasdaq Data Link.
  2. Save the key in a file named .key in the project root.

Running the project

  • Run the main script to fetch data for a sample ticker:
python main.py
  • Alternatively, explore the Jupyter Notebooks for domain-specific analyses:
    • Capital-Markets.ipynb
    • FreightRailEasyRead.ipynb
    • Rail-Freight-Energy-Usage.ipynb

Project Structure

├── Capital-Markets.ipynb          # Notebook for capital markets data analysis
├── FreightRailEasyRead.ipynb      # Notebook focused on freight rail data
├── Rail-Freight-Energy-Usage.ipynb # Notebook analyzing energy usage in rail freight
├── Untitled.ipynb                 # Example code for API key reading and data fetching
├── Untitled1.ipynb                # Additional exploratory notebook
├── data.py                       # Function to fetch data given a link and ticker
├── initialize.py                 # Function to read API key into link
├── main.py                       # Main execution script demonstrating usage

Future Work / Roadmap

  • Enhance error handling and input validation for API calls.
  • Add support for more Nasdaq Data Link datasets and tickers.
  • Develop a command-line interface for flexible data queries.
  • Implement caching or local storage of fetched data for efficiency.
  • Expand documentation and usage examples.

For questions or contributions, please open an issue or pull request on the GitHub repository.


Repository URL: https://github.com/justin-napolitano/data-link



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