Quandl data downloader

This script can be used to download data sets and save them in local storage from quandl api.

Go to https://www.quandl.com/ to get amazing datasets for analytics or educational purpose and just copy the url from their api to feed this script that's all you need to do.

This script takes URL in below given form:

https://www.quandl.com/api/v3/datasets/{database_code}/{dataset_code}/data.{return_format}?api_key={api_key}

you can easily find database_code and dataset_code on dataset pages in quandl.

Consider this ss here,

database_code = NASDAQOMX and dataset_code = XQC

return_format can be json or xml or csv.