Can I use the API to download a single column from a data feed?

You can download a single column from a time-series with a call using the column=n parameter, like this:

https://www.quandl.com/api/v3/datasets/EOD/FB.csv?column=4

The above call gets just the closing price (column 4) for FB stock from the premium EOD time-series data feed.

Note that column 0 is the date column and is always returned. Data begins at column 1.

You can download a single column from a table with a call using the qopts.columns= parameter, like this: 

https://www.quandl.com/api/v3/datatables/SHARADAR/SEP.csv?qopts.columns=ticker
	

The above call gets only the ticker column from the premium SEP data table.