Unable to ingest Quandl Data Bundle Zipline 1.0.0

[Peter Chan]

Hi there

Getting the following errors trying to ingest the quandl data bundle:

QUANDL_API_KEY=<my api key was here> zipline ingest quandl 

'QUANDL_API_KEY' is not recognized as an internal or external command,

operable program or batch file.

zipline ingest quandl

C:\Anaconda3\envs\py34\lib\site-packages\pandas\io\data.py:33: FutureWarning: 

The pandas.io.data module is moved to a separate package (pandas-datareader) and will be removed from pandas in a future version.

After installing the pandas-datareader package (https://github.com/pydata/pandas-datareader), you can change the import ``from pandas.io import data, wb`` to ``from pandas_datareader import data, wb``.

  FutureWarning)

Usage: zipline-script.py ingest [OPTIONS]

Error: Got unexpected extra argument (quandl)

Thanks

Peter

[Joe Jevnik]

For ingest you should pass the name with the `-b` flag like: `$ zipline ingest -b quandl`. You might also want to use the quantopian-quandl bundle (which is the defaualt) because we have dealt with the rate-limiting for you.

[Joe Jevnik]

Also, I didn't see it the first time but it looks like you are using batch and the code snippet there is bash. The first line is trying to pass some environment variables to the program inline, but for batch I am not sure what the syntax is.

[Peter Chan]

Yes I'm on win10 so using batch.  From http://superuser.com/questions/223104/setting-environment-variable-for-just-one-command-in-windows-cmd-exe I think the equivalent command is 

cmd /V /C "set "QUANDL_API_KEY=<api-key>" && zipline ingest -b quandl"

C:\Anaconda3\envs\py34\lib\site-packages\pandas\io\data.py:33: FutureWarning:

The pandas.io.data module is moved to a separate package (pandas-datareader) and will be removed from pandas in a future

 version.

After installing the pandas-datareader package (https://github.com/pydata/pandas-datareader), you can change the import

``from pandas.io import data, wb`` to ``from pandas_datareader import data, wb``.

  FutureWarning)

Traceback (most recent call last):

  File "C:\Anaconda3\envs\py34\Scripts\zipline-script.py", line 9, in <module>

    load_entry_point('zipline==1.0.0', 'console_scripts', 'zipline')()

  File "C:\Anaconda3\envs\py34\lib\site-packages\click\core.py", line 716, in __call__

    return self.main(*args, **kwargs)

  File "C:\Anaconda3\envs\py34\lib\site-packages\click\core.py", line 696, in main

    rv = self.invoke(ctx)

  File "C:\Anaconda3\envs\py34\lib\site-packages\click\core.py", line 1060, in invoke

    return _process_result(sub_ctx.command.invoke(sub_ctx))

  File "C:\Anaconda3\envs\py34\lib\site-packages\click\core.py", line 889, in invoke

    return ctx.invoke(self.callback, **ctx.params)

  File "C:\Anaconda3\envs\py34\lib\site-packages\click\core.py", line 534, in invoke

    return callback(*args, **kwargs)

  File "C:\Anaconda3\envs\py34\lib\site-packages\zipline\__main__.py", line 300, in ingest

    show_progress,

  File "C:\Anaconda3\envs\py34\lib\site-packages\zipline\data\bundles\core.py", line 358, in ingest

    overwrite=True,

  File "C:\Anaconda3\envs\py34\lib\site-packages\zipline\data\us_equity_pricing.py", line 824, in __init__

    self.conn = sqlite3.connect(conn_or_path)

sqlite3.OperationalError: unable to open database file

Which I think is related to the known issue on Windows using the yahoo bundle.

Also the docs aren't clear, cos on the one hand it says "By default zipline comes with the quandl data bundle which uses quandl’s WIKI dataset"

then below it says pretty much the same thing for the quantopian-quandl bundle "This is available under the name: quantopian-quandl and is the default bundle for zipline"

Anyway, in the meantime I'll use the quantopian-quandl bundle which I had no issues ingesting on win10.  Thanks.

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