Is there a full reference or documentation for the Quandl Python library?
Yes. Please see here to access documentation for the Quandl Python package. Please see the following links as well:
- Installation of Quandl Python package and Authentication
- Using the Quandl Python package with time-series data
- Using the Quandl Python package with tables data
Note that data on Quandl comes in two formats: time-series and tables. You can learn more about these formats here.