What is Quandl's nomenclature system for data? What are Quandl codes, product codes or database codes?

Data on Quandl comes in two formats:  time-series and tables. You can learn more about these formats here.

Each data feed on Quandl has a short (3-to-6 character) ID known as Quandl codes, sometimes also called "product codes".

For example, here are the Quandl codes for some data feeds:

  • NASDAQ Stock Market Prices (time-series): XNAS
  • Core US Fundamentals (tables): SF1
  • Continuous Futures (tables): SCF

You will need to use these codes when making API calls or when using other tools to download the data. See our complete API documentation here.


Time-series data feeds, such as NASDAQ Stock Market Prices XNAS, contain many individual time-series which have their own Quandl codes appended to the parent Quandl code, like this:

Stock prices for ACI Worldwide Inc: XNAS/ACIW

For instructions on how to download Quandl codes for every single time-series in a time-series data feed, please see here.


Tables data feeds, such as Core US Fundamentals (SF1) or Continuous Futures (SCF), contain one or more tables which have their own Quandl codes.

For example:

Core US Fundamentals is a collection of tables and the Quandl code for each individual table is shown on the Core US Fundamentals product page here. The Quandl code for the Core US Fundamentals table is SHARADAR/SF1, the Quandl code for the Tickers and Metadata table is SHARADAR/TICKERS, the Quandl code for the Indicator Descriptions table is SHARADAR/INDICATORS and so on.

Continuous Futures is made of only one table called Continuous Futures, as shown on the Continuous Futures product page here. The Quandl code for this table is SCF/PRICES.

Did this answer your question? Thanks for the feedback There was a problem submitting your feedback. Please try again later.