How do I convert a daily time-series to a monthly download in Python?
To change the frequency at which your data is sampled, please use the following command:
data = quandl.get("NSE/OIL", collapse="monthly")
Please note that “monthly” can be substituted with "daily”, "weekly", "monthly", "quarterly" or "annual".
The above call, if applied to a daily or weekly time-series, will return end-of-month values. It will not affect a quarterly or annual data feed.
The values returned are strictly those from the last observation date for that month. If you are looking at an OHLC time-series (e.g., stock prices), the "monthly" observations will show the Open, High, Low and Close values on the last day of the month.