Using TradingChart and DateListPlot:

In[1]:= Needs["QuandlLink`"]

In[4]:= dowJonesOHLCV = 
  QuandlFinancialData[ 
   "YAHOO/INDEX_DJI", 
   startDate -> "2015-01-01", 
   column -> 1 ;; 6];

In[6]:= dowJonesOHLCV[[1 ;; 10]]

Out[6]= {{{Date}, {Open, High, Low, Close, Volume}}, {{2015, 1, 
   2}, {17823.1, 17951.8, 17731.3, 17833., 7.627*10^7}}, {{2015, 1, 
   5}, {17821.3, 17821.3, 17475.9, 17501.7, 1.1616*10^8}}, {{2015, 1, 
   6}, {17504.2, 17581.1, 17262.4, 17371.6, 1.0187*10^8}}, {{2015, 1, 
   7}, {17374.8, 17597.1, 17374.8, 17584.5, 9.103*10^7}}, {{2015, 1, 
   8}, {17592., 17916., 17592., 17907.9, 1.1489*10^8}}, {{2015, 1, 
   9}, {17911., 17915.3, 17686.1, 17737.4, 9.339*10^7}}, {{2015, 1, 
   12}, {17742.1, 17793.9, 17571.6, 17640.8, 9.25*10^7}}, {{2015, 1, 
   13}, {17645., 17923., 17498.2, 17613.7, 9.936*10^7}}, {{2015, 1, 
   14}, {17609.1, 17609.1, 17264.9, 17427.1, 1.0918*10^8}}}

TradingChart[Rest@dowJonesOHLCV, PlotLabel -> "OHLCV"]

In[11]:= dowJonesClose = QuandlFinancialData[ 
   "YAHOO/INDEX_DJI", 
   startDate -> "2015-01-01", 
   column -> 5];

In[12]:= dowJonesClose[[1 ;; 5]]

Out[12]= {{{Date}, {Close}}, {{2015, 1, 2}, {17833.}}, {{2015, 1, 
   5}, {17501.7}}, {{2015, 1, 6}, {17371.6}}, {{2015, 1, 
   7}, {17584.5}}}

In[16]:= DateListPlot[Rest@dowJonesClose, GridLines -> True,  PlotTheme -> "Business", Filling -> Bottom]

QunadlLink has been updated and now uses Quandl API 3.

Nice Anmol!

For those still on v9, one tweak will make this package backwards-compatible. (v9 doesn't have the DateValue function.)

In QuandlLink.m, you can change this line:

From: DateValue[Yesterday, {"Year", "Month", "Day"}]

To: DatePlus[Take[DateList[],3],-1]

Note, also in v9 when making a DateListPlot, v9 doesn't like it when for single values each one is a one-element list.

For example, data formatted like {{2015, 5, 1}, {18024.1}} won't plot (at least for me), but after some list manipulation, that's easy to fix.

I think I figured it out:

<< QuandlLink`

AUDvsUSDrates = QuandlFinancialData["CURRFX/AUDUSD",
    startDate -> "1995-1-1", endDate -> "2015-5-1"];

DateListPlot[Transpose[{#[[All, 1]], #[[All, 2, 1]]} &@Rest[AUDvsUSDrates]], 
 PlotTheme -> "Detailed"]

@Hiro: Do you mean your API function that could be accessed through your Wolfram Cloud account? Not sure what do you mean by your own API key.

@Hiro: Please try following: QuandlFinancialData["id", authCode -> "Authentiation Code"]

Also, you can check out the documentation of QuandlLink package by evaluating:

<< QuandlLink`

?QuandlFinancialData

@hiro: I was unable to reproduce the error message. I was able to connect to Quandl using my API key. Please see the screen shot.

In my package I used quandl api version 1 and QuandL have already released version 3. I have not had time to update my package with the most recent version of Quandl api. Following piece of code uses Quandl API 3. Can you evaluate and see if it works?

URLFetch["https://www.quandl.com/api/v3/datasets/OPEC/ORB.csv?api_key= " <> myAPIKey]

Insert "your api key" in myAPIKey.

If your api key is correct above evaluation should work. Also feel free to modify QuandlLink.m file if you want to use version 3 of Quandl api and any feature you would like to add to the package. Thanks.