Examples/2-Content/2.01-HistoricalPricing/EX-2.01.01-HistoricalPricing.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "----\n",
    "<img src=\"../../../files/refinitiv.png\" width=\"20%\" style=\"vertical-align: top;\">\n",
    "\n",
    "# Data Library for Python\n",
    "\n",
    "----"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Content layer - Historical Pricing\n",
    "This notebook demonstrates how to retrieve Historical Pricing data."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Learn more\n",
    "\n",
    "To learn more about the Refinitiv Data Library for Python please join the Refinitiv Developer Community. By [registering](https://developers.refinitiv.com/iam/register) and [logging](https://developers.refinitiv.com/content/devportal/en_us/initCookie.html) into the Refinitiv Developer Community portal you will have free access to a number of learning materials like \n",
    " [Quick Start guides](https://developers.refinitiv.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-library-for-python/quick-start), \n",
    " [Tutorials](https://developers.refinitiv.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-library-for-python/learning), \n",
    " [Documentation](https://developers.refinitiv.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-library-for-python/docs)\n",
    " and much more.\n",
    "\n",
    "#### Getting Help and Support\n",
    "\n",
    "If you have any questions regarding using the API, please post them on \n",
    "the [Refinitiv Data Q&A Forum](https://community.developers.refinitiv.com/spaces/321/index.html). \n",
    "The Refinitiv Developer Community will be happy to help. "
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Set the configuration file location\n",
    "For a better ease of use, you have the option to set initialization parameters of the Refinitiv Data Library in the _refinitiv-data.config.json_ configuration file. This file must be located beside your notebook, in your user folder or in a folder defined by the _RD_LIB_CONFIG_PATH_ environment variable. The _RD_LIB_CONFIG_PATH_ environment variable is the option used by this series of examples. The following code sets this environment variable.      "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 34,
   "metadata": {},
   "outputs": [],
   "source": [
    "import os\n",
    "os.environ[\"RD_LIB_CONFIG_PATH\"] = \"../../../Configuration\""
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Some Imports to start with"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "metadata": {},
   "outputs": [],
   "source": [
    "import refinitiv.data as rd\n",
    "from refinitiv.data.content import historical_pricing\n",
    "from refinitiv.data.content.historical_pricing import Intervals\n",
    "from refinitiv.data.content.historical_pricing import Adjustments\n",
    "from refinitiv.data.content.historical_pricing import MarketSession\n",
    "import datetime"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Open the data session\n",
    "\n",
    "The open_session() function creates and open sessions based on the information contained in the refinitiv-data.config.json configuration file. Please edit this file to set the session type and other parameters required for the session you want to open."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "<refinitiv.data.session.Definition object at 0x7fc077641cd0 {name='workspace'}>"
      ]
     },
     "execution_count": 36,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "rd.open_session()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Retrieve data"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Historical Price Events\n",
    "\n",
    "NOTE: We have not specified any start or end times, so the request defaults to the 20 most recent events"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 38,
   "metadata": {},
   "outputs": [
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       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
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       "      <td>&lt;NA&gt;</td>\n",
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       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
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       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
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       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
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       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
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       "      <td>511</td>\n",
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       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6824</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:49.493</th>\n",
       "      <td>quote</td>\n",
       "      <td>16560</td>\n",
       "      <td>3449518</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>511</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6824</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:49.499</th>\n",
       "      <td>quote</td>\n",
       "      <td>16576</td>\n",
       "      <td>3449524</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>459</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6824</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:49.506</th>\n",
       "      <td>quote</td>\n",
       "      <td>16592</td>\n",
       "      <td>3449530</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>426</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6824</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:50.601</th>\n",
       "      <td>quote</td>\n",
       "      <td>16608</td>\n",
       "      <td>3449855</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>263</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6824</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:50.602</th>\n",
       "      <td>quote</td>\n",
       "      <td>16624</td>\n",
       "      <td>3449856</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>263</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6824</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>20 rows × 31 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "LSEG.L                  EVENT_TYPE    RTL   SEQNUM TRDXID_1  TRDPRC_1  \\\n",
       "Timestamp                                                               \n",
       "2021-12-16 14:09:21.353      quote  16304  3445023     <NA>      <NA>   \n",
       "2021-12-16 14:09:21.354      quote  16320  3445039     <NA>      <NA>   \n",
       "2021-12-16 14:09:21.356      quote  16336  3445053     <NA>      <NA>   \n",
       "2021-12-16 14:09:25.587      quote  16352  3446015     <NA>      <NA>   \n",
       "2021-12-16 14:09:27.168      quote  16368  3446172     <NA>      <NA>   \n",
       "2021-12-16 14:09:27.169      quote  16384  3446173     <NA>      <NA>   \n",
       "2021-12-16 14:09:28.373      quote  16400  3446272     <NA>      <NA>   \n",
       "2021-12-16 14:09:28.373      quote  16416  3446273     <NA>      <NA>   \n",
       "2021-12-16 14:09:29.455      quote  16432  3446450     <NA>      <NA>   \n",
       "2021-12-16 14:09:31.391      quote  16448  3446691     <NA>      <NA>   \n",
       "2021-12-16 14:09:31.391      quote  16464  3446692     <NA>      <NA>   \n",
       "2021-12-16 14:09:31.628      quote  16480  3446753     <NA>      <NA>   \n",
       "2021-12-16 14:09:40.565      quote  16496  3448244     <NA>      <NA>   \n",
       "2021-12-16 14:09:40.635      trade  16526   266252     SINT      6826   \n",
       "2021-12-16 14:09:49.493      quote  16544  3449517     <NA>      <NA>   \n",
       "2021-12-16 14:09:49.493      quote  16560  3449518     <NA>      <NA>   \n",
       "2021-12-16 14:09:49.499      quote  16576  3449524     <NA>      <NA>   \n",
       "2021-12-16 14:09:49.506      quote  16592  3449530     <NA>      <NA>   \n",
       "2021-12-16 14:09:50.601      quote  16608  3449855     <NA>      <NA>   \n",
       "2021-12-16 14:09:50.602      quote  16624  3449856     <NA>      <NA>   \n",
       "\n",
       "LSEG.L                   TRDVOL_1        VWAP   BID  BIDSIZE   ASK  ...  \\\n",
       "Timestamp                                                           ...   \n",
       "2021-12-16 14:09:21.353      <NA>        <NA>  6822      509  6826  ...   \n",
       "2021-12-16 14:09:21.354      <NA>        <NA>  6822      583  6826  ...   \n",
       "2021-12-16 14:09:21.356      <NA>        <NA>  6822      583  6826  ...   \n",
       "2021-12-16 14:09:25.587      <NA>        <NA>  6822      583  6826  ...   \n",
       "2021-12-16 14:09:27.168      <NA>        <NA>  6822      583  6826  ...   \n",
       "2021-12-16 14:09:27.169      <NA>        <NA>  6822      531  6826  ...   \n",
       "2021-12-16 14:09:28.373      <NA>        <NA>  6822      531  6826  ...   \n",
       "2021-12-16 14:09:28.373      <NA>        <NA>  6822      457  6826  ...   \n",
       "2021-12-16 14:09:29.455      <NA>        <NA>  6822      426  6826  ...   \n",
       "2021-12-16 14:09:31.391      <NA>        <NA>  6822      459  6826  ...   \n",
       "2021-12-16 14:09:31.391      <NA>        <NA>  6822      511  6826  ...   \n",
       "2021-12-16 14:09:31.628      <NA>        <NA>  6822      511  6826  ...   \n",
       "2021-12-16 14:09:40.565      <NA>        <NA>  6822      511  6826  ...   \n",
       "2021-12-16 14:09:40.635       539  6854.86362  6822      511  6826  ...   \n",
       "2021-12-16 14:09:49.493      <NA>        <NA>  6822      511  6826  ...   \n",
       "2021-12-16 14:09:49.493      <NA>        <NA>  6822      511  6826  ...   \n",
       "2021-12-16 14:09:49.499      <NA>        <NA>  6822      459  6826  ...   \n",
       "2021-12-16 14:09:49.506      <NA>        <NA>  6822      426  6826  ...   \n",
       "2021-12-16 14:09:50.601      <NA>        <NA>  6822      263  6826  ...   \n",
       "2021-12-16 14:09:50.602      <NA>        <NA>  6822      263  6826  ...   \n",
       "\n",
       "LSEG.L                        MMT_CLASS TR_TRD_FLG ACVOL_UNS OPEN_PRC HIGH_1  \\\n",
       "Timestamp                                                                      \n",
       "2021-12-16 14:09:21.353            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:21.354            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:21.356            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:25.587            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:27.168            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:27.169            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:28.373            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:28.373            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:29.455            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:31.391            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:31.391            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:31.628            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:40.565            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:40.635  47------MP----      SI       182879     6850   6908   \n",
       "2021-12-16 14:09:49.493            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:49.493            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:49.499            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:49.506            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:50.601            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "2021-12-16 14:09:50.602            <NA>       <NA>      <NA>     <NA>   <NA>   \n",
       "\n",
       "LSEG.L                  LOW_1 MID_PRICE IMB_SH IMB_SIDE  \\\n",
       "Timestamp                                                 \n",
       "2021-12-16 14:09:21.353  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:21.354  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:21.356  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:25.587  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:27.168  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:27.169  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:28.373  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:28.373  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:29.455  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:31.391  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:31.391  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:31.628  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:40.565  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:40.635  6802      <NA>   None     None   \n",
       "2021-12-16 14:09:49.493  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:49.493  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:49.499  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:49.506  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:50.601  <NA>      6824   None     None   \n",
       "2021-12-16 14:09:50.602  <NA>      6824   None     None   \n",
       "\n",
       "LSEG.L                                                          QUALIFIERS  \n",
       "Timestamp                                                                   \n",
       "2021-12-16 14:09:21.353                                         [ASK_TONE]  \n",
       "2021-12-16 14:09:21.354                                         [BID_TONE]  \n",
       "2021-12-16 14:09:21.356                                         [ASK_TONE]  \n",
       "2021-12-16 14:09:25.587                                         [ASK_TONE]  \n",
       "2021-12-16 14:09:27.168                                         [ASK_TONE]  \n",
       "2021-12-16 14:09:27.169                                         [BID_TONE]  \n",
       "2021-12-16 14:09:28.373                                         [ASK_TONE]  \n",
       "2021-12-16 14:09:28.373                                         [BID_TONE]  \n",
       "2021-12-16 14:09:29.455                                         [BID_TONE]  \n",
       "2021-12-16 14:09:31.391                                         [BID_TONE]  \n",
       "2021-12-16 14:09:31.391                                         [BID_TONE]  \n",
       "2021-12-16 14:09:31.628                                         [ASK_TONE]  \n",
       "2021-12-16 14:09:40.565                                         [ASK_TONE]  \n",
       "2021-12-16 14:09:40.635  S[ACT_FLAG1];S[CONDCODE_1];[CONDCODE_2];N  [EL...  \n",
       "2021-12-16 14:09:49.493                                         [ASK_TONE]  \n",
       "2021-12-16 14:09:49.493                                         [ASK_TONE]  \n",
       "2021-12-16 14:09:49.499                                         [BID_TONE]  \n",
       "2021-12-16 14:09:49.506                                         [BID_TONE]  \n",
       "2021-12-16 14:09:50.601                                         [BID_TONE]  \n",
       "2021-12-16 14:09:50.602                                         [ASK_TONE]  \n",
       "\n",
       "[20 rows x 31 columns]"
      ]
     },
     "execution_count": 38,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "response = historical_pricing.events.Definition(\"LSEG.L\").get_data()\n",
    "response.data.df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 39,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <th colspan=\"10\" halign=\"left\">LSEG.L</th>\n",
       "      <th>...</th>\n",
       "      <th colspan=\"10\" halign=\"left\">VOD.L</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <th>EVENT_TYPE</th>\n",
       "      <th>RTL</th>\n",
       "      <th>SEQNUM</th>\n",
       "      <th>TRDXID_1</th>\n",
       "      <th>TRDPRC_1</th>\n",
       "      <th>TRDVOL_1</th>\n",
       "      <th>VWAP</th>\n",
       "      <th>BID</th>\n",
       "      <th>BIDSIZE</th>\n",
       "      <th>ASK</th>\n",
       "      <th>...</th>\n",
       "      <th>MMT_CLASS</th>\n",
       "      <th>TR_TRD_FLG</th>\n",
       "      <th>ACVOL_UNS</th>\n",
       "      <th>OPEN_PRC</th>\n",
       "      <th>HIGH_1</th>\n",
       "      <th>LOW_1</th>\n",
       "      <th>MID_PRICE</th>\n",
       "      <th>IMB_SH</th>\n",
       "      <th>IMB_SIDE</th>\n",
       "      <th>QUALIFIERS</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Timestamp</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:27.169</th>\n",
       "      <td>quote</td>\n",
       "      <td>16384</td>\n",
       "      <td>3446173</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>531</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:28.373</th>\n",
       "      <td>quote</td>\n",
       "      <td>16416</td>\n",
       "      <td>3446273</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>457</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:28.373</th>\n",
       "      <td>quote</td>\n",
       "      <td>16400</td>\n",
       "      <td>3446272</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>531</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:29.455</th>\n",
       "      <td>quote</td>\n",
       "      <td>16432</td>\n",
       "      <td>3446450</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>426</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:31.391</th>\n",
       "      <td>quote</td>\n",
       "      <td>16448</td>\n",
       "      <td>3446691</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>459</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:31.391</th>\n",
       "      <td>quote</td>\n",
       "      <td>16464</td>\n",
       "      <td>3446692</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>511</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:31.628</th>\n",
       "      <td>quote</td>\n",
       "      <td>16480</td>\n",
       "      <td>3446753</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>511</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:40.565</th>\n",
       "      <td>quote</td>\n",
       "      <td>16496</td>\n",
       "      <td>3448244</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>511</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:40.635</th>\n",
       "      <td>trade</td>\n",
       "      <td>16526</td>\n",
       "      <td>266252</td>\n",
       "      <td>SINT</td>\n",
       "      <td>6826</td>\n",
       "      <td>539</td>\n",
       "      <td>6854.86362</td>\n",
       "      <td>6822</td>\n",
       "      <td>511</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:49.493</th>\n",
       "      <td>quote</td>\n",
       "      <td>16544</td>\n",
       "      <td>3449517</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>511</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:49.493</th>\n",
       "      <td>quote</td>\n",
       "      <td>16560</td>\n",
       "      <td>3449518</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>511</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:49.499</th>\n",
       "      <td>quote</td>\n",
       "      <td>16576</td>\n",
       "      <td>3449524</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>459</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:49.506</th>\n",
       "      <td>quote</td>\n",
       "      <td>16592</td>\n",
       "      <td>3449530</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>426</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:50.601</th>\n",
       "      <td>quote</td>\n",
       "      <td>16608</td>\n",
       "      <td>3449855</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>263</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:50.602</th>\n",
       "      <td>quote</td>\n",
       "      <td>16624</td>\n",
       "      <td>3449856</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>263</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:53.009</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:53.009</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:53.009</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:53.009</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:53.009</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:53.009</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:53.009</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:53.020</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:53.020</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:53.027</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:53.097</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:53.097</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:54.604</th>\n",
       "      <td>quote</td>\n",
       "      <td>16640</td>\n",
       "      <td>3450428</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>426</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:54.604</th>\n",
       "      <td>quote</td>\n",
       "      <td>16656</td>\n",
       "      <td>3450429</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>478</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:55.038</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:55.038</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:55.039</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:56.181</th>\n",
       "      <td>quote</td>\n",
       "      <td>16672</td>\n",
       "      <td>3450523</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>364</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:56.181</th>\n",
       "      <td>quote</td>\n",
       "      <td>16688</td>\n",
       "      <td>3450524</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>312</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:56.851</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:56.851</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:56.855</th>\n",
       "      <td>quote</td>\n",
       "      <td>16704</td>\n",
       "      <td>3450641</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>6822</td>\n",
       "      <td>149</td>\n",
       "      <td>6826</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:56.901</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:57.063</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:57.063</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>...</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>110.7</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>40 rows × 62 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                            LSEG.L                                             \\\n",
       "                        EVENT_TYPE    RTL   SEQNUM TRDXID_1 TRDPRC_1 TRDVOL_1   \n",
       "Timestamp                                                                       \n",
       "2021-12-16 14:09:27.169      quote  16384  3446173     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:28.373      quote  16416  3446273     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:28.373      quote  16400  3446272     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:29.455      quote  16432  3446450     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:31.391      quote  16448  3446691     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:31.391      quote  16464  3446692     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:31.628      quote  16480  3446753     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:40.565      quote  16496  3448244     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:40.635      trade  16526   266252     SINT     6826      539   \n",
       "2021-12-16 14:09:49.493      quote  16544  3449517     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:49.493      quote  16560  3449518     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:49.499      quote  16576  3449524     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:49.506      quote  16592  3449530     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:50.601      quote  16608  3449855     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:50.602      quote  16624  3449856     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:53.009       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:53.009       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:53.009       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:53.009       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:53.009       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:53.009       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:53.009       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:53.020       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:53.020       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:53.027       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:53.097       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:53.097       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:54.604      quote  16640  3450428     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:54.604      quote  16656  3450429     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:55.038       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:55.038       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:55.039       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:56.181      quote  16672  3450523     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:56.181      quote  16688  3450524     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:56.851       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:56.851       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:56.855      quote  16704  3450641     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:56.901       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:57.063       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "2021-12-16 14:09:57.063       <NA>   <NA>     <NA>     <NA>     <NA>     <NA>   \n",
       "\n",
       "                                                         ...     VOD.L  \\\n",
       "                               VWAP   BID BIDSIZE   ASK  ... MMT_CLASS   \n",
       "Timestamp                                                ...             \n",
       "2021-12-16 14:09:27.169        <NA>  6822     531  6826  ...      None   \n",
       "2021-12-16 14:09:28.373        <NA>  6822     457  6826  ...      None   \n",
       "2021-12-16 14:09:28.373        <NA>  6822     531  6826  ...      None   \n",
       "2021-12-16 14:09:29.455        <NA>  6822     426  6826  ...      None   \n",
       "2021-12-16 14:09:31.391        <NA>  6822     459  6826  ...      None   \n",
       "2021-12-16 14:09:31.391        <NA>  6822     511  6826  ...      None   \n",
       "2021-12-16 14:09:31.628        <NA>  6822     511  6826  ...      None   \n",
       "2021-12-16 14:09:40.565        <NA>  6822     511  6826  ...      None   \n",
       "2021-12-16 14:09:40.635  6854.86362  6822     511  6826  ...      None   \n",
       "2021-12-16 14:09:49.493        <NA>  6822     511  6826  ...      None   \n",
       "2021-12-16 14:09:49.493        <NA>  6822     511  6826  ...      None   \n",
       "2021-12-16 14:09:49.499        <NA>  6822     459  6826  ...      None   \n",
       "2021-12-16 14:09:49.506        <NA>  6822     426  6826  ...      None   \n",
       "2021-12-16 14:09:50.601        <NA>  6822     263  6826  ...      None   \n",
       "2021-12-16 14:09:50.602        <NA>  6822     263  6826  ...      None   \n",
       "2021-12-16 14:09:53.009        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:53.009        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:53.009        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:53.009        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:53.009        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:53.009        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:53.009        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:53.020        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:53.020        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:53.027        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:53.097        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:53.097        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:54.604        <NA>  6822     426  6826  ...      None   \n",
       "2021-12-16 14:09:54.604        <NA>  6822     478  6826  ...      None   \n",
       "2021-12-16 14:09:55.038        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:55.038        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:55.039        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:56.181        <NA>  6822     364  6826  ...      None   \n",
       "2021-12-16 14:09:56.181        <NA>  6822     312  6826  ...      None   \n",
       "2021-12-16 14:09:56.851        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:56.851        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:56.855        <NA>  6822     149  6826  ...      None   \n",
       "2021-12-16 14:09:56.901        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:57.063        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "2021-12-16 14:09:57.063        <NA>  <NA>    <NA>  <NA>  ...      None   \n",
       "\n",
       "                                                                              \\\n",
       "                        TR_TRD_FLG ACVOL_UNS OPEN_PRC HIGH_1 LOW_1 MID_PRICE   \n",
       "Timestamp                                                                      \n",
       "2021-12-16 14:09:27.169       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:28.373       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:28.373       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:29.455       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:31.391       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:31.391       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:31.628       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:40.565       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:40.635       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:49.493       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:49.493       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:49.499       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:49.506       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:50.601       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:50.602       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:53.009       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:53.009       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:53.009       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:53.009       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:53.009       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:53.009       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:53.009       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:53.020       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:53.020       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:53.027       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:53.097       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:53.097       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:54.604       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:54.604       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:55.038       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:55.038       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:55.039       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:56.181       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:56.181       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:56.851       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:56.851       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:56.855       None      None     None   None  None      <NA>   \n",
       "2021-12-16 14:09:56.901       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:57.063       None      None     None   None  None     110.7   \n",
       "2021-12-16 14:09:57.063       None      None     None   None  None     110.7   \n",
       "\n",
       "                                                     \n",
       "                        IMB_SH IMB_SIDE  QUALIFIERS  \n",
       "Timestamp                                            \n",
       "2021-12-16 14:09:27.169   None     None        <NA>  \n",
       "2021-12-16 14:09:28.373   None     None        <NA>  \n",
       "2021-12-16 14:09:28.373   None     None        <NA>  \n",
       "2021-12-16 14:09:29.455   None     None        <NA>  \n",
       "2021-12-16 14:09:31.391   None     None        <NA>  \n",
       "2021-12-16 14:09:31.391   None     None        <NA>  \n",
       "2021-12-16 14:09:31.628   None     None        <NA>  \n",
       "2021-12-16 14:09:40.565   None     None        <NA>  \n",
       "2021-12-16 14:09:40.635   None     None        <NA>  \n",
       "2021-12-16 14:09:49.493   None     None        <NA>  \n",
       "2021-12-16 14:09:49.493   None     None        <NA>  \n",
       "2021-12-16 14:09:49.499   None     None        <NA>  \n",
       "2021-12-16 14:09:49.506   None     None        <NA>  \n",
       "2021-12-16 14:09:50.601   None     None        <NA>  \n",
       "2021-12-16 14:09:50.602   None     None        <NA>  \n",
       "2021-12-16 14:09:53.009   None     None  [BID_TONE]  \n",
       "2021-12-16 14:09:53.009   None     None  [BID_TONE]  \n",
       "2021-12-16 14:09:53.009   None     None  [BID_TONE]  \n",
       "2021-12-16 14:09:53.009   None     None  [ASK_TONE]  \n",
       "2021-12-16 14:09:53.009   None     None  [ASK_TONE]  \n",
       "2021-12-16 14:09:53.009   None     None  [ASK_TONE]  \n",
       "2021-12-16 14:09:53.009   None     None  [ASK_TONE]  \n",
       "2021-12-16 14:09:53.020   None     None  [BID_TONE]  \n",
       "2021-12-16 14:09:53.020   None     None  [ASK_TONE]  \n",
       "2021-12-16 14:09:53.027   None     None  [ASK_TONE]  \n",
       "2021-12-16 14:09:53.097   None     None  [ASK_TONE]  \n",
       "2021-12-16 14:09:53.097   None     None  [BID_TONE]  \n",
       "2021-12-16 14:09:54.604   None     None        <NA>  \n",
       "2021-12-16 14:09:54.604   None     None        <NA>  \n",
       "2021-12-16 14:09:55.038   None     None  [BID_TONE]  \n",
       "2021-12-16 14:09:55.038   None     None  [BID_TONE]  \n",
       "2021-12-16 14:09:55.039   None     None  [ASK_TONE]  \n",
       "2021-12-16 14:09:56.181   None     None        <NA>  \n",
       "2021-12-16 14:09:56.181   None     None        <NA>  \n",
       "2021-12-16 14:09:56.851   None     None  [ASK_TONE]  \n",
       "2021-12-16 14:09:56.851   None     None  [BID_TONE]  \n",
       "2021-12-16 14:09:56.855   None     None        <NA>  \n",
       "2021-12-16 14:09:56.901   None     None  [BID_TONE]  \n",
       "2021-12-16 14:09:57.063   None     None  [ASK_TONE]  \n",
       "2021-12-16 14:09:57.063   None     None  [ASK_TONE]  \n",
       "\n",
       "[40 rows x 62 columns]"
      ]
     },
     "execution_count": 39,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "response = historical_pricing.events.Definition([\"LSEG.L\", \"VOD.L\"]).get_data()\n",
    "response.data.df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Historical Price events with some optional parameters\n",
    "Specify start + end time and Corrections parameters"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "\n",
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       "        vertical-align: top;\n",
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th>GBP=</th>\n",
       "      <th>EVENT_TYPE</th>\n",
       "      <th>RTL</th>\n",
       "      <th>BID</th>\n",
       "      <th>ASK</th>\n",
       "      <th>MID_PRICE</th>\n",
       "      <th>DSPLY_NAME</th>\n",
       "      <th>SRC_REF1</th>\n",
       "      <th>DLG_CODE1</th>\n",
       "      <th>CTBTR_1</th>\n",
       "      <th>CTB_LOC1</th>\n",
       "      <th>QUALIFIERS</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Timestamp</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:54.111</th>\n",
       "      <td>quote</td>\n",
       "      <td>21038</td>\n",
       "      <td>1.3342</td>\n",
       "      <td>1.3346</td>\n",
       "      <td>1.3344</td>\n",
       "      <td>None</td>\n",
       "      <td>BCFX</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>BARCLAYS</td>\n",
       "      <td>LON</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:54.454</th>\n",
       "      <td>quote</td>\n",
       "      <td>21102</td>\n",
       "      <td>1.3342</td>\n",
       "      <td>1.3347</td>\n",
       "      <td>1.33445</td>\n",
       "      <td>None</td>\n",
       "      <td>RAB1</td>\n",
       "      <td>RABX</td>\n",
       "      <td>RABOBANKGFM</td>\n",
       "      <td>LON</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:55.111</th>\n",
       "      <td>quote</td>\n",
       "      <td>21166</td>\n",
       "      <td>1.3342</td>\n",
       "      <td>1.3346</td>\n",
       "      <td>1.3344</td>\n",
       "      <td>None</td>\n",
       "      <td>BCFX</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>BARCLAYS</td>\n",
       "      <td>LON</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:55.403</th>\n",
       "      <td>quote</td>\n",
       "      <td>21230</td>\n",
       "      <td>1.3344</td>\n",
       "      <td>1.3345</td>\n",
       "      <td>1.33445</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>ZKBZ</td>\n",
       "      <td>ZUERCHER KB</td>\n",
       "      <td>ZUR</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:55.463</th>\n",
       "      <td>quote</td>\n",
       "      <td>21294</td>\n",
       "      <td>1.3341</td>\n",
       "      <td>1.3346</td>\n",
       "      <td>1.33435</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>SEBN</td>\n",
       "      <td>SE BANKEN</td>\n",
       "      <td>NYC</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:56.097</th>\n",
       "      <td>quote</td>\n",
       "      <td>21358</td>\n",
       "      <td>1.3342</td>\n",
       "      <td>1.3346</td>\n",
       "      <td>1.3344</td>\n",
       "      <td>None</td>\n",
       "      <td>BCFX</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>BARCLAYS</td>\n",
       "      <td>LON</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:57.627</th>\n",
       "      <td>quote</td>\n",
       "      <td>21422</td>\n",
       "      <td>1.3341</td>\n",
       "      <td>1.3345</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>ICAK</td>\n",
       "      <td>ICBC (ASIA)</td>\n",
       "      <td>HKG</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:58.102</th>\n",
       "      <td>quote</td>\n",
       "      <td>21486</td>\n",
       "      <td>1.3342</td>\n",
       "      <td>1.3346</td>\n",
       "      <td>1.3344</td>\n",
       "      <td>None</td>\n",
       "      <td>BCFX</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>BARCLAYS</td>\n",
       "      <td>LON</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:58.396</th>\n",
       "      <td>quote</td>\n",
       "      <td>21550</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>1.3344</td>\n",
       "      <td>1.33435</td>\n",
       "      <td>None</td>\n",
       "      <td>ASAN</td>\n",
       "      <td>ASAN</td>\n",
       "      <td>ASANPACIFIBK</td>\n",
       "      <td>MOW</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:59.096</th>\n",
       "      <td>quote</td>\n",
       "      <td>21614</td>\n",
       "      <td>1.3341</td>\n",
       "      <td>1.3345</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>None</td>\n",
       "      <td>BCFX</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>BARCLAYS</td>\n",
       "      <td>LON</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:59.401</th>\n",
       "      <td>quote</td>\n",
       "      <td>21678</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>1.3344</td>\n",
       "      <td>1.33435</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>ZKBZ</td>\n",
       "      <td>ZUERCHER KB</td>\n",
       "      <td>ZUR</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:09:59.431</th>\n",
       "      <td>quote</td>\n",
       "      <td>21742</td>\n",
       "      <td>1.3341</td>\n",
       "      <td>1.3346</td>\n",
       "      <td>1.33435</td>\n",
       "      <td>None</td>\n",
       "      <td>RAB1</td>\n",
       "      <td>RABX</td>\n",
       "      <td>RABOBANKGFM</td>\n",
       "      <td>LON</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:10:00.141</th>\n",
       "      <td>quote</td>\n",
       "      <td>21806</td>\n",
       "      <td>1.3341</td>\n",
       "      <td>1.3345</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>None</td>\n",
       "      <td>BCFX</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>BARCLAYS</td>\n",
       "      <td>LON</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:10:01.113</th>\n",
       "      <td>quote</td>\n",
       "      <td>21870</td>\n",
       "      <td>1.3341</td>\n",
       "      <td>1.3345</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>None</td>\n",
       "      <td>BCFX</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>BARCLAYS</td>\n",
       "      <td>LON</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:10:01.242</th>\n",
       "      <td>quote</td>\n",
       "      <td>21934</td>\n",
       "      <td>1.3342</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>1.33425</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>ZKBZ</td>\n",
       "      <td>ZUERCHER KB</td>\n",
       "      <td>ZUR</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:10:02.173</th>\n",
       "      <td>quote</td>\n",
       "      <td>21998</td>\n",
       "      <td>1.3341</td>\n",
       "      <td>1.3345</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>None</td>\n",
       "      <td>BCFX</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>BARCLAYS</td>\n",
       "      <td>LON</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:10:02.271</th>\n",
       "      <td>quote</td>\n",
       "      <td>22062</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>1.3344</td>\n",
       "      <td>1.33435</td>\n",
       "      <td>None</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>ZKBZ</td>\n",
       "      <td>ZUERCHER KB</td>\n",
       "      <td>ZUR</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:10:03.114</th>\n",
       "      <td>quote</td>\n",
       "      <td>22126</td>\n",
       "      <td>1.3341</td>\n",
       "      <td>1.3345</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>None</td>\n",
       "      <td>BCFX</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>BARCLAYS</td>\n",
       "      <td>LON</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:10:04.132</th>\n",
       "      <td>quote</td>\n",
       "      <td>22190</td>\n",
       "      <td>1.3341</td>\n",
       "      <td>1.3345</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>None</td>\n",
       "      <td>BCFX</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>BARCLAYS</td>\n",
       "      <td>LON</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 14:10:04.265</th>\n",
       "      <td>quote</td>\n",
       "      <td>22254</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>1.3344</td>\n",
       "      <td>1.33435</td>\n",
       "      <td>None</td>\n",
       "      <td>NBJX</td>\n",
       "      <td>NBJJ</td>\n",
       "      <td>NEDBANK LTD</td>\n",
       "      <td>JHB</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "GBP=                    EVENT_TYPE    RTL     BID     ASK  MID_PRICE  \\\n",
       "Timestamp                                                              \n",
       "2021-12-16 14:09:54.111      quote  21038  1.3342  1.3346     1.3344   \n",
       "2021-12-16 14:09:54.454      quote  21102  1.3342  1.3347    1.33445   \n",
       "2021-12-16 14:09:55.111      quote  21166  1.3342  1.3346     1.3344   \n",
       "2021-12-16 14:09:55.403      quote  21230  1.3344  1.3345    1.33445   \n",
       "2021-12-16 14:09:55.463      quote  21294  1.3341  1.3346    1.33435   \n",
       "2021-12-16 14:09:56.097      quote  21358  1.3342  1.3346     1.3344   \n",
       "2021-12-16 14:09:57.627      quote  21422  1.3341  1.3345     1.3343   \n",
       "2021-12-16 14:09:58.102      quote  21486  1.3342  1.3346     1.3344   \n",
       "2021-12-16 14:09:58.396      quote  21550  1.3343  1.3344    1.33435   \n",
       "2021-12-16 14:09:59.096      quote  21614  1.3341  1.3345     1.3343   \n",
       "2021-12-16 14:09:59.401      quote  21678  1.3343  1.3344    1.33435   \n",
       "2021-12-16 14:09:59.431      quote  21742  1.3341  1.3346    1.33435   \n",
       "2021-12-16 14:10:00.141      quote  21806  1.3341  1.3345     1.3343   \n",
       "2021-12-16 14:10:01.113      quote  21870  1.3341  1.3345     1.3343   \n",
       "2021-12-16 14:10:01.242      quote  21934  1.3342  1.3343    1.33425   \n",
       "2021-12-16 14:10:02.173      quote  21998  1.3341  1.3345     1.3343   \n",
       "2021-12-16 14:10:02.271      quote  22062  1.3343  1.3344    1.33435   \n",
       "2021-12-16 14:10:03.114      quote  22126  1.3341  1.3345     1.3343   \n",
       "2021-12-16 14:10:04.132      quote  22190  1.3341  1.3345     1.3343   \n",
       "2021-12-16 14:10:04.265      quote  22254  1.3343  1.3344    1.33435   \n",
       "\n",
       "GBP=                    DSPLY_NAME SRC_REF1 DLG_CODE1       CTBTR_1 CTB_LOC1  \\\n",
       "Timestamp                                                                      \n",
       "2021-12-16 14:09:54.111       None     BCFX      <NA>      BARCLAYS      LON   \n",
       "2021-12-16 14:09:54.454       None     RAB1      RABX   RABOBANKGFM      LON   \n",
       "2021-12-16 14:09:55.111       None     BCFX      <NA>      BARCLAYS      LON   \n",
       "2021-12-16 14:09:55.403       None     <NA>      ZKBZ   ZUERCHER KB      ZUR   \n",
       "2021-12-16 14:09:55.463       None     <NA>      SEBN     SE BANKEN      NYC   \n",
       "2021-12-16 14:09:56.097       None     BCFX      <NA>      BARCLAYS      LON   \n",
       "2021-12-16 14:09:57.627       None     <NA>      ICAK   ICBC (ASIA)      HKG   \n",
       "2021-12-16 14:09:58.102       None     BCFX      <NA>      BARCLAYS      LON   \n",
       "2021-12-16 14:09:58.396       None     ASAN      ASAN  ASANPACIFIBK      MOW   \n",
       "2021-12-16 14:09:59.096       None     BCFX      <NA>      BARCLAYS      LON   \n",
       "2021-12-16 14:09:59.401       None     <NA>      ZKBZ   ZUERCHER KB      ZUR   \n",
       "2021-12-16 14:09:59.431       None     RAB1      RABX   RABOBANKGFM      LON   \n",
       "2021-12-16 14:10:00.141       None     BCFX      <NA>      BARCLAYS      LON   \n",
       "2021-12-16 14:10:01.113       None     BCFX      <NA>      BARCLAYS      LON   \n",
       "2021-12-16 14:10:01.242       None     <NA>      ZKBZ   ZUERCHER KB      ZUR   \n",
       "2021-12-16 14:10:02.173       None     BCFX      <NA>      BARCLAYS      LON   \n",
       "2021-12-16 14:10:02.271       None     <NA>      ZKBZ   ZUERCHER KB      ZUR   \n",
       "2021-12-16 14:10:03.114       None     BCFX      <NA>      BARCLAYS      LON   \n",
       "2021-12-16 14:10:04.132       None     BCFX      <NA>      BARCLAYS      LON   \n",
       "2021-12-16 14:10:04.265       None     NBJX      NBJJ   NEDBANK LTD      JHB   \n",
       "\n",
       "GBP=                    QUALIFIERS  \n",
       "Timestamp                           \n",
       "2021-12-16 14:09:54.111       None  \n",
       "2021-12-16 14:09:54.454       None  \n",
       "2021-12-16 14:09:55.111       None  \n",
       "2021-12-16 14:09:55.403       None  \n",
       "2021-12-16 14:09:55.463       None  \n",
       "2021-12-16 14:09:56.097       None  \n",
       "2021-12-16 14:09:57.627       None  \n",
       "2021-12-16 14:09:58.102       None  \n",
       "2021-12-16 14:09:58.396       None  \n",
       "2021-12-16 14:09:59.096       None  \n",
       "2021-12-16 14:09:59.401       None  \n",
       "2021-12-16 14:09:59.431       None  \n",
       "2021-12-16 14:10:00.141       None  \n",
       "2021-12-16 14:10:01.113       None  \n",
       "2021-12-16 14:10:01.242       None  \n",
       "2021-12-16 14:10:02.173       None  \n",
       "2021-12-16 14:10:02.271       None  \n",
       "2021-12-16 14:10:03.114       None  \n",
       "2021-12-16 14:10:04.132       None  \n",
       "2021-12-16 14:10:04.265       None  "
      ]
     },
     "execution_count": 40,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "response = historical_pricing.events.Definition(\n",
    "    universe = \"GBP=\", \n",
    "    start = datetime.timedelta(-1), \n",
    "    end = datetime.timedelta(0),\n",
    "    adjustments = [\n",
    "        Adjustments.EXCHANGE_CORRECTION,\n",
    "        Adjustments.MANUAL_CORRECTION\n",
    "    ]\n",
    ").get_data()\n",
    "response.data.df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Historical Price Intraday Summaries  \n",
    "\n",
    "We have not specified any start or end times, so the request defaults to the 20 most recent price points at the specified interval."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th>GBP=</th>\n",
       "      <th>BID_HIGH_1</th>\n",
       "      <th>BID_LOW_1</th>\n",
       "      <th>OPEN_BID</th>\n",
       "      <th>BID</th>\n",
       "      <th>BID_NUMMOV</th>\n",
       "      <th>ASK_HIGH_1</th>\n",
       "      <th>ASK_LOW_1</th>\n",
       "      <th>OPEN_ASK</th>\n",
       "      <th>ASK</th>\n",
       "      <th>ASK_NUMMOV</th>\n",
       "      <th>MID_HIGH</th>\n",
       "      <th>MID_LOW</th>\n",
       "      <th>MID_OPEN</th>\n",
       "      <th>MID_PRICE</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2021-12-16 11:25:00</th>\n",
       "      <td>1.3269</td>\n",
       "      <td>1.3261</td>\n",
       "      <td>1.3262</td>\n",
       "      <td>1.3267</td>\n",
       "      <td>255</td>\n",
       "      <td>1.3273</td>\n",
       "      <td>1.3264</td>\n",
       "      <td>1.3266</td>\n",
       "      <td>1.3271</td>\n",
       "      <td>255</td>\n",
       "      <td>1.32705</td>\n",
       "      <td>1.3263</td>\n",
       "      <td>1.3264</td>\n",
       "      <td>1.3269</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 11:30:00</th>\n",
       "      <td>1.3273</td>\n",
       "      <td>1.3265</td>\n",
       "      <td>1.3267</td>\n",
       "      <td>1.3272</td>\n",
       "      <td>205</td>\n",
       "      <td>1.3276</td>\n",
       "      <td>1.3268</td>\n",
       "      <td>1.3271</td>\n",
       "      <td>1.3275</td>\n",
       "      <td>205</td>\n",
       "      <td>1.32735</td>\n",
       "      <td>1.32675</td>\n",
       "      <td>1.3269</td>\n",
       "      <td>1.32735</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 11:35:00</th>\n",
       "      <td>1.3273</td>\n",
       "      <td>1.3266</td>\n",
       "      <td>1.327</td>\n",
       "      <td>1.327</td>\n",
       "      <td>231</td>\n",
       "      <td>1.3276</td>\n",
       "      <td>1.3269</td>\n",
       "      <td>1.3275</td>\n",
       "      <td>1.3271</td>\n",
       "      <td>231</td>\n",
       "      <td>1.32735</td>\n",
       "      <td>1.3268</td>\n",
       "      <td>1.32725</td>\n",
       "      <td>1.32705</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 11:40:00</th>\n",
       "      <td>1.327</td>\n",
       "      <td>1.3261</td>\n",
       "      <td>1.3268</td>\n",
       "      <td>1.3268</td>\n",
       "      <td>304</td>\n",
       "      <td>1.3274</td>\n",
       "      <td>1.3264</td>\n",
       "      <td>1.3272</td>\n",
       "      <td>1.3273</td>\n",
       "      <td>304</td>\n",
       "      <td>1.32715</td>\n",
       "      <td>1.32635</td>\n",
       "      <td>1.327</td>\n",
       "      <td>1.32705</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 11:45:00</th>\n",
       "      <td>1.3277</td>\n",
       "      <td>1.3268</td>\n",
       "      <td>1.3268</td>\n",
       "      <td>1.3276</td>\n",
       "      <td>288</td>\n",
       "      <td>1.3281</td>\n",
       "      <td>1.3271</td>\n",
       "      <td>1.3272</td>\n",
       "      <td>1.3277</td>\n",
       "      <td>288</td>\n",
       "      <td>1.32785</td>\n",
       "      <td>1.327</td>\n",
       "      <td>1.327</td>\n",
       "      <td>1.32765</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 11:50:00</th>\n",
       "      <td>1.328</td>\n",
       "      <td>1.3273</td>\n",
       "      <td>1.3275</td>\n",
       "      <td>1.3277</td>\n",
       "      <td>278</td>\n",
       "      <td>1.3284</td>\n",
       "      <td>1.3275</td>\n",
       "      <td>1.3277</td>\n",
       "      <td>1.3281</td>\n",
       "      <td>278</td>\n",
       "      <td>1.32815</td>\n",
       "      <td>1.32745</td>\n",
       "      <td>1.3276</td>\n",
       "      <td>1.3279</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 11:55:00</th>\n",
       "      <td>1.328</td>\n",
       "      <td>1.3271</td>\n",
       "      <td>1.3278</td>\n",
       "      <td>1.3276</td>\n",
       "      <td>404</td>\n",
       "      <td>1.3285</td>\n",
       "      <td>1.3275</td>\n",
       "      <td>1.3281</td>\n",
       "      <td>1.3282</td>\n",
       "      <td>404</td>\n",
       "      <td>1.32825</td>\n",
       "      <td>1.32735</td>\n",
       "      <td>1.32795</td>\n",
       "      <td>1.3279</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 12:00:00</th>\n",
       "      <td>1.3351</td>\n",
       "      <td>1.3275</td>\n",
       "      <td>1.3276</td>\n",
       "      <td>1.3338</td>\n",
       "      <td>832</td>\n",
       "      <td>1.3355</td>\n",
       "      <td>1.3281</td>\n",
       "      <td>1.3282</td>\n",
       "      <td>1.334</td>\n",
       "      <td>832</td>\n",
       "      <td>1.3353</td>\n",
       "      <td>1.32785</td>\n",
       "      <td>1.3279</td>\n",
       "      <td>1.3339</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 12:05:00</th>\n",
       "      <td>1.336</td>\n",
       "      <td>1.3334</td>\n",
       "      <td>1.3336</td>\n",
       "      <td>1.3352</td>\n",
       "      <td>746</td>\n",
       "      <td>1.3363</td>\n",
       "      <td>1.3337</td>\n",
       "      <td>1.334</td>\n",
       "      <td>1.3356</td>\n",
       "      <td>746</td>\n",
       "      <td>1.33615</td>\n",
       "      <td>1.33365</td>\n",
       "      <td>1.3338</td>\n",
       "      <td>1.3354</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 12:10:00</th>\n",
       "      <td>1.3367</td>\n",
       "      <td>1.335</td>\n",
       "      <td>1.3352</td>\n",
       "      <td>1.3361</td>\n",
       "      <td>639</td>\n",
       "      <td>1.337</td>\n",
       "      <td>1.3353</td>\n",
       "      <td>1.3356</td>\n",
       "      <td>1.3366</td>\n",
       "      <td>639</td>\n",
       "      <td>1.3368</td>\n",
       "      <td>1.33525</td>\n",
       "      <td>1.3354</td>\n",
       "      <td>1.33635</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 12:15:00</th>\n",
       "      <td>1.3367</td>\n",
       "      <td>1.3358</td>\n",
       "      <td>1.3361</td>\n",
       "      <td>1.3362</td>\n",
       "      <td>516</td>\n",
       "      <td>1.337</td>\n",
       "      <td>1.336</td>\n",
       "      <td>1.3365</td>\n",
       "      <td>1.3367</td>\n",
       "      <td>516</td>\n",
       "      <td>1.33675</td>\n",
       "      <td>1.33595</td>\n",
       "      <td>1.3363</td>\n",
       "      <td>1.33645</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 12:20:00</th>\n",
       "      <td>1.3363</td>\n",
       "      <td>1.3354</td>\n",
       "      <td>1.3362</td>\n",
       "      <td>1.3361</td>\n",
       "      <td>441</td>\n",
       "      <td>1.3367</td>\n",
       "      <td>1.3356</td>\n",
       "      <td>1.3366</td>\n",
       "      <td>1.3365</td>\n",
       "      <td>441</td>\n",
       "      <td>1.33645</td>\n",
       "      <td>1.33555</td>\n",
       "      <td>1.3364</td>\n",
       "      <td>1.3363</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 12:25:00</th>\n",
       "      <td>1.3363</td>\n",
       "      <td>1.3351</td>\n",
       "      <td>1.3361</td>\n",
       "      <td>1.3355</td>\n",
       "      <td>472</td>\n",
       "      <td>1.3366</td>\n",
       "      <td>1.3353</td>\n",
       "      <td>1.3365</td>\n",
       "      <td>1.3359</td>\n",
       "      <td>472</td>\n",
       "      <td>1.33635</td>\n",
       "      <td>1.33525</td>\n",
       "      <td>1.3363</td>\n",
       "      <td>1.3357</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 12:30:00</th>\n",
       "      <td>1.3361</td>\n",
       "      <td>1.3351</td>\n",
       "      <td>1.3356</td>\n",
       "      <td>1.3357</td>\n",
       "      <td>411</td>\n",
       "      <td>1.3365</td>\n",
       "      <td>1.3353</td>\n",
       "      <td>1.336</td>\n",
       "      <td>1.3362</td>\n",
       "      <td>411</td>\n",
       "      <td>1.33625</td>\n",
       "      <td>1.33525</td>\n",
       "      <td>1.3358</td>\n",
       "      <td>1.33595</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 12:35:00</th>\n",
       "      <td>1.3361</td>\n",
       "      <td>1.335</td>\n",
       "      <td>1.3357</td>\n",
       "      <td>1.3351</td>\n",
       "      <td>406</td>\n",
       "      <td>1.3365</td>\n",
       "      <td>1.3353</td>\n",
       "      <td>1.3361</td>\n",
       "      <td>1.3355</td>\n",
       "      <td>406</td>\n",
       "      <td>1.33625</td>\n",
       "      <td>1.33525</td>\n",
       "      <td>1.3359</td>\n",
       "      <td>1.3353</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 12:40:00</th>\n",
       "      <td>1.3359</td>\n",
       "      <td>1.3346</td>\n",
       "      <td>1.3352</td>\n",
       "      <td>1.3358</td>\n",
       "      <td>454</td>\n",
       "      <td>1.3362</td>\n",
       "      <td>1.3348</td>\n",
       "      <td>1.3356</td>\n",
       "      <td>1.3361</td>\n",
       "      <td>454</td>\n",
       "      <td>1.336</td>\n",
       "      <td>1.33475</td>\n",
       "      <td>1.3354</td>\n",
       "      <td>1.33595</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 12:45:00</th>\n",
       "      <td>1.3369</td>\n",
       "      <td>1.3354</td>\n",
       "      <td>1.3357</td>\n",
       "      <td>1.3366</td>\n",
       "      <td>619</td>\n",
       "      <td>1.3372</td>\n",
       "      <td>1.3357</td>\n",
       "      <td>1.3362</td>\n",
       "      <td>1.3369</td>\n",
       "      <td>619</td>\n",
       "      <td>1.33695</td>\n",
       "      <td>1.33565</td>\n",
       "      <td>1.33595</td>\n",
       "      <td>1.33675</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 12:50:00</th>\n",
       "      <td>1.3368</td>\n",
       "      <td>1.336</td>\n",
       "      <td>1.3365</td>\n",
       "      <td>1.3363</td>\n",
       "      <td>563</td>\n",
       "      <td>1.3371</td>\n",
       "      <td>1.3363</td>\n",
       "      <td>1.3369</td>\n",
       "      <td>1.3368</td>\n",
       "      <td>563</td>\n",
       "      <td>1.33685</td>\n",
       "      <td>1.3362</td>\n",
       "      <td>1.3367</td>\n",
       "      <td>1.33655</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 12:55:00</th>\n",
       "      <td>1.3364</td>\n",
       "      <td>1.3342</td>\n",
       "      <td>1.3363</td>\n",
       "      <td>1.335</td>\n",
       "      <td>602</td>\n",
       "      <td>1.3368</td>\n",
       "      <td>1.3344</td>\n",
       "      <td>1.3367</td>\n",
       "      <td>1.3353</td>\n",
       "      <td>602</td>\n",
       "      <td>1.33655</td>\n",
       "      <td>1.33435</td>\n",
       "      <td>1.3365</td>\n",
       "      <td>1.33515</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 13:00:00</th>\n",
       "      <td>1.3353</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>1.3349</td>\n",
       "      <td>1.3351</td>\n",
       "      <td>322</td>\n",
       "      <td>1.3356</td>\n",
       "      <td>1.3347</td>\n",
       "      <td>1.3353</td>\n",
       "      <td>1.3355</td>\n",
       "      <td>322</td>\n",
       "      <td>1.33535</td>\n",
       "      <td>1.33455</td>\n",
       "      <td>1.3351</td>\n",
       "      <td>1.3353</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "GBP=                 BID_HIGH_1  BID_LOW_1  OPEN_BID     BID  BID_NUMMOV  \\\n",
       "Date                                                                       \n",
       "2021-12-16 11:25:00      1.3269     1.3261    1.3262  1.3267         255   \n",
       "2021-12-16 11:30:00      1.3273     1.3265    1.3267  1.3272         205   \n",
       "2021-12-16 11:35:00      1.3273     1.3266     1.327   1.327         231   \n",
       "2021-12-16 11:40:00       1.327     1.3261    1.3268  1.3268         304   \n",
       "2021-12-16 11:45:00      1.3277     1.3268    1.3268  1.3276         288   \n",
       "2021-12-16 11:50:00       1.328     1.3273    1.3275  1.3277         278   \n",
       "2021-12-16 11:55:00       1.328     1.3271    1.3278  1.3276         404   \n",
       "2021-12-16 12:00:00      1.3351     1.3275    1.3276  1.3338         832   \n",
       "2021-12-16 12:05:00       1.336     1.3334    1.3336  1.3352         746   \n",
       "2021-12-16 12:10:00      1.3367      1.335    1.3352  1.3361         639   \n",
       "2021-12-16 12:15:00      1.3367     1.3358    1.3361  1.3362         516   \n",
       "2021-12-16 12:20:00      1.3363     1.3354    1.3362  1.3361         441   \n",
       "2021-12-16 12:25:00      1.3363     1.3351    1.3361  1.3355         472   \n",
       "2021-12-16 12:30:00      1.3361     1.3351    1.3356  1.3357         411   \n",
       "2021-12-16 12:35:00      1.3361      1.335    1.3357  1.3351         406   \n",
       "2021-12-16 12:40:00      1.3359     1.3346    1.3352  1.3358         454   \n",
       "2021-12-16 12:45:00      1.3369     1.3354    1.3357  1.3366         619   \n",
       "2021-12-16 12:50:00      1.3368      1.336    1.3365  1.3363         563   \n",
       "2021-12-16 12:55:00      1.3364     1.3342    1.3363   1.335         602   \n",
       "2021-12-16 13:00:00      1.3353     1.3343    1.3349  1.3351         322   \n",
       "\n",
       "GBP=                 ASK_HIGH_1  ASK_LOW_1  OPEN_ASK     ASK  ASK_NUMMOV  \\\n",
       "Date                                                                       \n",
       "2021-12-16 11:25:00      1.3273     1.3264    1.3266  1.3271         255   \n",
       "2021-12-16 11:30:00      1.3276     1.3268    1.3271  1.3275         205   \n",
       "2021-12-16 11:35:00      1.3276     1.3269    1.3275  1.3271         231   \n",
       "2021-12-16 11:40:00      1.3274     1.3264    1.3272  1.3273         304   \n",
       "2021-12-16 11:45:00      1.3281     1.3271    1.3272  1.3277         288   \n",
       "2021-12-16 11:50:00      1.3284     1.3275    1.3277  1.3281         278   \n",
       "2021-12-16 11:55:00      1.3285     1.3275    1.3281  1.3282         404   \n",
       "2021-12-16 12:00:00      1.3355     1.3281    1.3282   1.334         832   \n",
       "2021-12-16 12:05:00      1.3363     1.3337     1.334  1.3356         746   \n",
       "2021-12-16 12:10:00       1.337     1.3353    1.3356  1.3366         639   \n",
       "2021-12-16 12:15:00       1.337      1.336    1.3365  1.3367         516   \n",
       "2021-12-16 12:20:00      1.3367     1.3356    1.3366  1.3365         441   \n",
       "2021-12-16 12:25:00      1.3366     1.3353    1.3365  1.3359         472   \n",
       "2021-12-16 12:30:00      1.3365     1.3353     1.336  1.3362         411   \n",
       "2021-12-16 12:35:00      1.3365     1.3353    1.3361  1.3355         406   \n",
       "2021-12-16 12:40:00      1.3362     1.3348    1.3356  1.3361         454   \n",
       "2021-12-16 12:45:00      1.3372     1.3357    1.3362  1.3369         619   \n",
       "2021-12-16 12:50:00      1.3371     1.3363    1.3369  1.3368         563   \n",
       "2021-12-16 12:55:00      1.3368     1.3344    1.3367  1.3353         602   \n",
       "2021-12-16 13:00:00      1.3356     1.3347    1.3353  1.3355         322   \n",
       "\n",
       "GBP=                 MID_HIGH  MID_LOW  MID_OPEN  MID_PRICE  \n",
       "Date                                                         \n",
       "2021-12-16 11:25:00   1.32705   1.3263    1.3264     1.3269  \n",
       "2021-12-16 11:30:00   1.32735  1.32675    1.3269    1.32735  \n",
       "2021-12-16 11:35:00   1.32735   1.3268   1.32725    1.32705  \n",
       "2021-12-16 11:40:00   1.32715  1.32635     1.327    1.32705  \n",
       "2021-12-16 11:45:00   1.32785    1.327     1.327    1.32765  \n",
       "2021-12-16 11:50:00   1.32815  1.32745    1.3276     1.3279  \n",
       "2021-12-16 11:55:00   1.32825  1.32735   1.32795     1.3279  \n",
       "2021-12-16 12:00:00    1.3353  1.32785    1.3279     1.3339  \n",
       "2021-12-16 12:05:00   1.33615  1.33365    1.3338     1.3354  \n",
       "2021-12-16 12:10:00    1.3368  1.33525    1.3354    1.33635  \n",
       "2021-12-16 12:15:00   1.33675  1.33595    1.3363    1.33645  \n",
       "2021-12-16 12:20:00   1.33645  1.33555    1.3364     1.3363  \n",
       "2021-12-16 12:25:00   1.33635  1.33525    1.3363     1.3357  \n",
       "2021-12-16 12:30:00   1.33625  1.33525    1.3358    1.33595  \n",
       "2021-12-16 12:35:00   1.33625  1.33525    1.3359     1.3353  \n",
       "2021-12-16 12:40:00     1.336  1.33475    1.3354    1.33595  \n",
       "2021-12-16 12:45:00   1.33695  1.33565   1.33595    1.33675  \n",
       "2021-12-16 12:50:00   1.33685   1.3362    1.3367    1.33655  \n",
       "2021-12-16 12:55:00   1.33655  1.33435    1.3365    1.33515  \n",
       "2021-12-16 13:00:00   1.33535  1.33455    1.3351     1.3353  "
      ]
     },
     "execution_count": 29,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "response = historical_pricing.summaries.Definition(\n",
    "    \"GBP=\", \n",
    "    interval=Intervals.FIVE_MINUTES\n",
    ").get_data()\n",
    "response.data.df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Historical Price Intraday Summaries with some optional parameters  \n",
    "\n",
    "Specify a limit of 500 data points and filter for certain MarketSession types"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
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       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th>GBP=</th>\n",
       "      <th>BID_HIGH_1</th>\n",
       "      <th>BID_LOW_1</th>\n",
       "      <th>OPEN_BID</th>\n",
       "      <th>BID</th>\n",
       "      <th>BID_NUMMOV</th>\n",
       "      <th>ASK_HIGH_1</th>\n",
       "      <th>ASK_LOW_1</th>\n",
       "      <th>OPEN_ASK</th>\n",
       "      <th>ASK</th>\n",
       "      <th>ASK_NUMMOV</th>\n",
       "      <th>MID_HIGH</th>\n",
       "      <th>MID_LOW</th>\n",
       "      <th>MID_OPEN</th>\n",
       "      <th>MID_PRICE</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2021-12-16 04:44:00</th>\n",
       "      <td>1.3252</td>\n",
       "      <td>1.3249</td>\n",
       "      <td>1.3252</td>\n",
       "      <td>1.3251</td>\n",
       "      <td>81</td>\n",
       "      <td>1.3255</td>\n",
       "      <td>1.3252</td>\n",
       "      <td>1.3254</td>\n",
       "      <td>1.3252</td>\n",
       "      <td>81</td>\n",
       "      <td>1.3253</td>\n",
       "      <td>1.3251</td>\n",
       "      <td>1.3253</td>\n",
       "      <td>1.32515</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 04:45:00</th>\n",
       "      <td>1.3251</td>\n",
       "      <td>1.325</td>\n",
       "      <td>1.3251</td>\n",
       "      <td>1.3251</td>\n",
       "      <td>26</td>\n",
       "      <td>1.3254</td>\n",
       "      <td>1.3252</td>\n",
       "      <td>1.3252</td>\n",
       "      <td>1.3252</td>\n",
       "      <td>26</td>\n",
       "      <td>1.3252</td>\n",
       "      <td>1.32515</td>\n",
       "      <td>1.32515</td>\n",
       "      <td>1.32515</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 04:46:00</th>\n",
       "      <td>1.3252</td>\n",
       "      <td>1.325</td>\n",
       "      <td>1.3251</td>\n",
       "      <td>1.3251</td>\n",
       "      <td>73</td>\n",
       "      <td>1.3255</td>\n",
       "      <td>1.3252</td>\n",
       "      <td>1.3252</td>\n",
       "      <td>1.3252</td>\n",
       "      <td>73</td>\n",
       "      <td>1.3253</td>\n",
       "      <td>1.32515</td>\n",
       "      <td>1.32515</td>\n",
       "      <td>1.32515</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 04:47:00</th>\n",
       "      <td>1.3251</td>\n",
       "      <td>1.3249</td>\n",
       "      <td>1.3251</td>\n",
       "      <td>1.325</td>\n",
       "      <td>54</td>\n",
       "      <td>1.3254</td>\n",
       "      <td>1.3251</td>\n",
       "      <td>1.3252</td>\n",
       "      <td>1.3251</td>\n",
       "      <td>54</td>\n",
       "      <td>1.3252</td>\n",
       "      <td>1.32505</td>\n",
       "      <td>1.32515</td>\n",
       "      <td>1.32505</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 04:48:00</th>\n",
       "      <td>1.3251</td>\n",
       "      <td>1.3249</td>\n",
       "      <td>1.3251</td>\n",
       "      <td>1.3251</td>\n",
       "      <td>49</td>\n",
       "      <td>1.3254</td>\n",
       "      <td>1.3251</td>\n",
       "      <td>1.3252</td>\n",
       "      <td>1.3252</td>\n",
       "      <td>49</td>\n",
       "      <td>1.32525</td>\n",
       "      <td>1.32505</td>\n",
       "      <td>1.32515</td>\n",
       "      <td>1.32515</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 12:59:00</th>\n",
       "      <td>1.3351</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>1.3346</td>\n",
       "      <td>1.335</td>\n",
       "      <td>115</td>\n",
       "      <td>1.3354</td>\n",
       "      <td>1.3347</td>\n",
       "      <td>1.3347</td>\n",
       "      <td>1.3353</td>\n",
       "      <td>115</td>\n",
       "      <td>1.33515</td>\n",
       "      <td>1.33455</td>\n",
       "      <td>1.33465</td>\n",
       "      <td>1.33515</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 13:00:00</th>\n",
       "      <td>1.3352</td>\n",
       "      <td>1.3345</td>\n",
       "      <td>1.3349</td>\n",
       "      <td>1.3345</td>\n",
       "      <td>113</td>\n",
       "      <td>1.3355</td>\n",
       "      <td>1.3347</td>\n",
       "      <td>1.3353</td>\n",
       "      <td>1.3349</td>\n",
       "      <td>113</td>\n",
       "      <td>1.3353</td>\n",
       "      <td>1.33465</td>\n",
       "      <td>1.3351</td>\n",
       "      <td>1.3347</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 13:01:00</th>\n",
       "      <td>1.3349</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>1.3348</td>\n",
       "      <td>1.3347</td>\n",
       "      <td>102</td>\n",
       "      <td>1.3353</td>\n",
       "      <td>1.3347</td>\n",
       "      <td>1.3349</td>\n",
       "      <td>1.3351</td>\n",
       "      <td>102</td>\n",
       "      <td>1.33505</td>\n",
       "      <td>1.33455</td>\n",
       "      <td>1.33485</td>\n",
       "      <td>1.3349</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 13:02:00</th>\n",
       "      <td>1.3352</td>\n",
       "      <td>1.3345</td>\n",
       "      <td>1.3346</td>\n",
       "      <td>1.3352</td>\n",
       "      <td>103</td>\n",
       "      <td>1.3356</td>\n",
       "      <td>1.3348</td>\n",
       "      <td>1.335</td>\n",
       "      <td>1.3355</td>\n",
       "      <td>103</td>\n",
       "      <td>1.33535</td>\n",
       "      <td>1.3347</td>\n",
       "      <td>1.3348</td>\n",
       "      <td>1.33535</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16 13:03:00</th>\n",
       "      <td>1.3353</td>\n",
       "      <td>1.335</td>\n",
       "      <td>1.3353</td>\n",
       "      <td>1.335</td>\n",
       "      <td>8</td>\n",
       "      <td>1.3356</td>\n",
       "      <td>1.3354</td>\n",
       "      <td>1.3354</td>\n",
       "      <td>1.3354</td>\n",
       "      <td>8</td>\n",
       "      <td>1.33535</td>\n",
       "      <td>1.3352</td>\n",
       "      <td>1.33535</td>\n",
       "      <td>1.3352</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>500 rows × 14 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "GBP=                 BID_HIGH_1  BID_LOW_1  OPEN_BID     BID  BID_NUMMOV  \\\n",
       "Date                                                                       \n",
       "2021-12-16 04:44:00      1.3252     1.3249    1.3252  1.3251          81   \n",
       "2021-12-16 04:45:00      1.3251      1.325    1.3251  1.3251          26   \n",
       "2021-12-16 04:46:00      1.3252      1.325    1.3251  1.3251          73   \n",
       "2021-12-16 04:47:00      1.3251     1.3249    1.3251   1.325          54   \n",
       "2021-12-16 04:48:00      1.3251     1.3249    1.3251  1.3251          49   \n",
       "...                         ...        ...       ...     ...         ...   \n",
       "2021-12-16 12:59:00      1.3351     1.3343    1.3346   1.335         115   \n",
       "2021-12-16 13:00:00      1.3352     1.3345    1.3349  1.3345         113   \n",
       "2021-12-16 13:01:00      1.3349     1.3343    1.3348  1.3347         102   \n",
       "2021-12-16 13:02:00      1.3352     1.3345    1.3346  1.3352         103   \n",
       "2021-12-16 13:03:00      1.3353      1.335    1.3353   1.335           8   \n",
       "\n",
       "GBP=                 ASK_HIGH_1  ASK_LOW_1  OPEN_ASK     ASK  ASK_NUMMOV  \\\n",
       "Date                                                                       \n",
       "2021-12-16 04:44:00      1.3255     1.3252    1.3254  1.3252          81   \n",
       "2021-12-16 04:45:00      1.3254     1.3252    1.3252  1.3252          26   \n",
       "2021-12-16 04:46:00      1.3255     1.3252    1.3252  1.3252          73   \n",
       "2021-12-16 04:47:00      1.3254     1.3251    1.3252  1.3251          54   \n",
       "2021-12-16 04:48:00      1.3254     1.3251    1.3252  1.3252          49   \n",
       "...                         ...        ...       ...     ...         ...   \n",
       "2021-12-16 12:59:00      1.3354     1.3347    1.3347  1.3353         115   \n",
       "2021-12-16 13:00:00      1.3355     1.3347    1.3353  1.3349         113   \n",
       "2021-12-16 13:01:00      1.3353     1.3347    1.3349  1.3351         102   \n",
       "2021-12-16 13:02:00      1.3356     1.3348     1.335  1.3355         103   \n",
       "2021-12-16 13:03:00      1.3356     1.3354    1.3354  1.3354           8   \n",
       "\n",
       "GBP=                 MID_HIGH  MID_LOW  MID_OPEN  MID_PRICE  \n",
       "Date                                                         \n",
       "2021-12-16 04:44:00    1.3253   1.3251    1.3253    1.32515  \n",
       "2021-12-16 04:45:00    1.3252  1.32515   1.32515    1.32515  \n",
       "2021-12-16 04:46:00    1.3253  1.32515   1.32515    1.32515  \n",
       "2021-12-16 04:47:00    1.3252  1.32505   1.32515    1.32505  \n",
       "2021-12-16 04:48:00   1.32525  1.32505   1.32515    1.32515  \n",
       "...                       ...      ...       ...        ...  \n",
       "2021-12-16 12:59:00   1.33515  1.33455   1.33465    1.33515  \n",
       "2021-12-16 13:00:00    1.3353  1.33465    1.3351     1.3347  \n",
       "2021-12-16 13:01:00   1.33505  1.33455   1.33485     1.3349  \n",
       "2021-12-16 13:02:00   1.33535   1.3347    1.3348    1.33535  \n",
       "2021-12-16 13:03:00   1.33535   1.3352   1.33535     1.3352  \n",
       "\n",
       "[500 rows x 14 columns]"
      ]
     },
     "execution_count": 30,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "response = historical_pricing.summaries.Definition(\n",
    "    universe = \"GBP=\", \n",
    "    interval = Intervals.ONE_MINUTE,     # Supported intervals: ONE_MINUTE, FIVE_MINUTES, TEN_MINUTES, THIRTY_MINUTES, ONE_HOUR\n",
    "    count = 500,\n",
    "    sessions = [\n",
    "        MarketSession.PRE, \n",
    "        MarketSession.NORMAL, \n",
    "        MarketSession.POST\n",
    "    ]\n",
    ").get_data()\n",
    "response.data.df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Historical Price Interday Summaries\n",
    "\n",
    "Notice how the **Interval** has not been specified - so the request will use the default 'Daily' interval for the past 20 days"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th>GBP=</th>\n",
       "      <th>BID</th>\n",
       "      <th>ASK</th>\n",
       "      <th>BID_HIGH_1</th>\n",
       "      <th>BID_LOW_1</th>\n",
       "      <th>OPEN_BID</th>\n",
       "      <th>MID_PRICE</th>\n",
       "      <th>NUM_BIDS</th>\n",
       "      <th>ASK_LOW_1</th>\n",
       "      <th>ASK_HIGH_1</th>\n",
       "      <th>ASIAOP_BID</th>\n",
       "      <th>...</th>\n",
       "      <th>ASIACL_BID</th>\n",
       "      <th>EUROP_BID</th>\n",
       "      <th>EURHI_BID</th>\n",
       "      <th>EURLO_BID</th>\n",
       "      <th>EURCL_BID</th>\n",
       "      <th>AMEROP_BID</th>\n",
       "      <th>AMERHI_BID</th>\n",
       "      <th>AMERLO_BID</th>\n",
       "      <th>AMERCL_BID</th>\n",
       "      <th>OPEN_ASK</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2021-11-19</th>\n",
       "      <td>1.3452</td>\n",
       "      <td>1.3456</td>\n",
       "      <td>1.3509</td>\n",
       "      <td>1.3406</td>\n",
       "      <td>1.349</td>\n",
       "      <td>1.3454</td>\n",
       "      <td>88667</td>\n",
       "      <td>1.3408</td>\n",
       "      <td>1.3512</td>\n",
       "      <td>1.349</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3489</td>\n",
       "      <td>1.3485</td>\n",
       "      <td>1.3509</td>\n",
       "      <td>1.3406</td>\n",
       "      <td>1.3473</td>\n",
       "      <td>1.3448</td>\n",
       "      <td>1.3475</td>\n",
       "      <td>1.3412</td>\n",
       "      <td>1.3452</td>\n",
       "      <td>1.3494</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-22</th>\n",
       "      <td>1.3396</td>\n",
       "      <td>1.3398</td>\n",
       "      <td>1.3457</td>\n",
       "      <td>1.3382</td>\n",
       "      <td>1.3453</td>\n",
       "      <td>1.3397</td>\n",
       "      <td>150094</td>\n",
       "      <td>1.3385</td>\n",
       "      <td>1.3462</td>\n",
       "      <td>1.3453</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3426</td>\n",
       "      <td>1.3445</td>\n",
       "      <td>1.3449</td>\n",
       "      <td>1.3388</td>\n",
       "      <td>1.3412</td>\n",
       "      <td>1.3442</td>\n",
       "      <td>1.3449</td>\n",
       "      <td>1.3382</td>\n",
       "      <td>1.3396</td>\n",
       "      <td>1.3458</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-23</th>\n",
       "      <td>1.3374</td>\n",
       "      <td>1.3382</td>\n",
       "      <td>1.3409</td>\n",
       "      <td>1.334</td>\n",
       "      <td>1.3393</td>\n",
       "      <td>1.3378</td>\n",
       "      <td>129438</td>\n",
       "      <td>1.3343</td>\n",
       "      <td>1.3412</td>\n",
       "      <td>1.3393</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3398</td>\n",
       "      <td>1.3387</td>\n",
       "      <td>1.3409</td>\n",
       "      <td>1.334</td>\n",
       "      <td>1.3385</td>\n",
       "      <td>1.3356</td>\n",
       "      <td>1.3388</td>\n",
       "      <td>1.334</td>\n",
       "      <td>1.3374</td>\n",
       "      <td>1.3397</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-24</th>\n",
       "      <td>1.3325</td>\n",
       "      <td>1.3329</td>\n",
       "      <td>1.3389</td>\n",
       "      <td>1.3314</td>\n",
       "      <td>1.3374</td>\n",
       "      <td>1.3327</td>\n",
       "      <td>104407</td>\n",
       "      <td>1.3317</td>\n",
       "      <td>1.3392</td>\n",
       "      <td>1.3374</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3371</td>\n",
       "      <td>1.3379</td>\n",
       "      <td>1.3389</td>\n",
       "      <td>1.3321</td>\n",
       "      <td>1.3331</td>\n",
       "      <td>1.337</td>\n",
       "      <td>1.3378</td>\n",
       "      <td>1.3314</td>\n",
       "      <td>1.3325</td>\n",
       "      <td>1.3382</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-25</th>\n",
       "      <td>1.332</td>\n",
       "      <td>1.3324</td>\n",
       "      <td>1.3353</td>\n",
       "      <td>1.3304</td>\n",
       "      <td>1.3324</td>\n",
       "      <td>1.3322</td>\n",
       "      <td>111605</td>\n",
       "      <td>1.3306</td>\n",
       "      <td>1.3356</td>\n",
       "      <td>1.3324</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3349</td>\n",
       "      <td>1.3344</td>\n",
       "      <td>1.3353</td>\n",
       "      <td>1.3304</td>\n",
       "      <td>1.3324</td>\n",
       "      <td>1.3323</td>\n",
       "      <td>1.3333</td>\n",
       "      <td>1.3304</td>\n",
       "      <td>1.332</td>\n",
       "      <td>1.3332</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-26</th>\n",
       "      <td>1.334</td>\n",
       "      <td>1.3344</td>\n",
       "      <td>1.3367</td>\n",
       "      <td>1.3277</td>\n",
       "      <td>1.3318</td>\n",
       "      <td>1.3342</td>\n",
       "      <td>139727</td>\n",
       "      <td>1.3279</td>\n",
       "      <td>1.337</td>\n",
       "      <td>1.3318</td>\n",
       "      <td>...</td>\n",
       "      <td>1.33</td>\n",
       "      <td>1.3305</td>\n",
       "      <td>1.3349</td>\n",
       "      <td>1.3277</td>\n",
       "      <td>1.3319</td>\n",
       "      <td>1.3329</td>\n",
       "      <td>1.3367</td>\n",
       "      <td>1.3306</td>\n",
       "      <td>1.334</td>\n",
       "      <td>1.3322</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-29</th>\n",
       "      <td>1.3311</td>\n",
       "      <td>1.3319</td>\n",
       "      <td>1.3362</td>\n",
       "      <td>1.3285</td>\n",
       "      <td>1.334</td>\n",
       "      <td>1.3315</td>\n",
       "      <td>97954</td>\n",
       "      <td>1.3288</td>\n",
       "      <td>1.3367</td>\n",
       "      <td>1.334</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3326</td>\n",
       "      <td>1.3338</td>\n",
       "      <td>1.3362</td>\n",
       "      <td>1.3287</td>\n",
       "      <td>1.3288</td>\n",
       "      <td>1.3339</td>\n",
       "      <td>1.3346</td>\n",
       "      <td>1.3285</td>\n",
       "      <td>1.3311</td>\n",
       "      <td>1.3344</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-30</th>\n",
       "      <td>1.3295</td>\n",
       "      <td>1.3302</td>\n",
       "      <td>1.337</td>\n",
       "      <td>1.3193</td>\n",
       "      <td>1.3312</td>\n",
       "      <td>1.32985</td>\n",
       "      <td>150977</td>\n",
       "      <td>1.3196</td>\n",
       "      <td>1.3374</td>\n",
       "      <td>1.3312</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3326</td>\n",
       "      <td>1.3318</td>\n",
       "      <td>1.337</td>\n",
       "      <td>1.3193</td>\n",
       "      <td>1.325</td>\n",
       "      <td>1.3337</td>\n",
       "      <td>1.3366</td>\n",
       "      <td>1.3193</td>\n",
       "      <td>1.3295</td>\n",
       "      <td>1.3316</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-01</th>\n",
       "      <td>1.3277</td>\n",
       "      <td>1.3281</td>\n",
       "      <td>1.3351</td>\n",
       "      <td>1.326</td>\n",
       "      <td>1.3297</td>\n",
       "      <td>1.3279</td>\n",
       "      <td>128913</td>\n",
       "      <td>1.3263</td>\n",
       "      <td>1.3355</td>\n",
       "      <td>1.3297</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3318</td>\n",
       "      <td>1.3324</td>\n",
       "      <td>1.3351</td>\n",
       "      <td>1.3274</td>\n",
       "      <td>1.3309</td>\n",
       "      <td>1.3322</td>\n",
       "      <td>1.3351</td>\n",
       "      <td>1.326</td>\n",
       "      <td>1.3277</td>\n",
       "      <td>1.3301</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-02</th>\n",
       "      <td>1.3306</td>\n",
       "      <td>1.3311</td>\n",
       "      <td>1.3333</td>\n",
       "      <td>1.327</td>\n",
       "      <td>1.3278</td>\n",
       "      <td>1.33085</td>\n",
       "      <td>103151</td>\n",
       "      <td>1.3272</td>\n",
       "      <td>1.3337</td>\n",
       "      <td>1.3278</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3283</td>\n",
       "      <td>1.3286</td>\n",
       "      <td>1.3333</td>\n",
       "      <td>1.3273</td>\n",
       "      <td>1.3308</td>\n",
       "      <td>1.3327</td>\n",
       "      <td>1.3333</td>\n",
       "      <td>1.3287</td>\n",
       "      <td>1.3306</td>\n",
       "      <td>1.3282</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-03</th>\n",
       "      <td>1.3231</td>\n",
       "      <td>1.3235</td>\n",
       "      <td>1.3309</td>\n",
       "      <td>1.3207</td>\n",
       "      <td>1.3306</td>\n",
       "      <td>1.3233</td>\n",
       "      <td>94973</td>\n",
       "      <td>1.321</td>\n",
       "      <td>1.3314</td>\n",
       "      <td>1.3306</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3276</td>\n",
       "      <td>1.3295</td>\n",
       "      <td>1.3309</td>\n",
       "      <td>1.3207</td>\n",
       "      <td>1.3232</td>\n",
       "      <td>1.3272</td>\n",
       "      <td>1.3309</td>\n",
       "      <td>1.3207</td>\n",
       "      <td>1.3231</td>\n",
       "      <td>1.3311</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-06</th>\n",
       "      <td>1.3264</td>\n",
       "      <td>1.3267</td>\n",
       "      <td>1.3286</td>\n",
       "      <td>1.3215</td>\n",
       "      <td>1.324</td>\n",
       "      <td>1.32655</td>\n",
       "      <td>128383</td>\n",
       "      <td>1.322</td>\n",
       "      <td>1.329</td>\n",
       "      <td>1.324</td>\n",
       "      <td>...</td>\n",
       "      <td>1.323</td>\n",
       "      <td>1.3226</td>\n",
       "      <td>1.3286</td>\n",
       "      <td>1.3218</td>\n",
       "      <td>1.3251</td>\n",
       "      <td>1.3277</td>\n",
       "      <td>1.3286</td>\n",
       "      <td>1.3228</td>\n",
       "      <td>1.3264</td>\n",
       "      <td>1.3249</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-07</th>\n",
       "      <td>1.3242</td>\n",
       "      <td>1.3246</td>\n",
       "      <td>1.3289</td>\n",
       "      <td>1.3207</td>\n",
       "      <td>1.3263</td>\n",
       "      <td>1.3244</td>\n",
       "      <td>135323</td>\n",
       "      <td>1.321</td>\n",
       "      <td>1.3294</td>\n",
       "      <td>1.3263</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3281</td>\n",
       "      <td>1.3282</td>\n",
       "      <td>1.3288</td>\n",
       "      <td>1.3207</td>\n",
       "      <td>1.3235</td>\n",
       "      <td>1.3249</td>\n",
       "      <td>1.3258</td>\n",
       "      <td>1.3207</td>\n",
       "      <td>1.3242</td>\n",
       "      <td>1.3267</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-08</th>\n",
       "      <td>1.3209</td>\n",
       "      <td>1.3213</td>\n",
       "      <td>1.3261</td>\n",
       "      <td>1.3165</td>\n",
       "      <td>1.3241</td>\n",
       "      <td>1.3211</td>\n",
       "      <td>142589</td>\n",
       "      <td>1.3168</td>\n",
       "      <td>1.3264</td>\n",
       "      <td>1.3241</td>\n",
       "      <td>...</td>\n",
       "      <td>1.324</td>\n",
       "      <td>1.3252</td>\n",
       "      <td>1.3256</td>\n",
       "      <td>1.3165</td>\n",
       "      <td>1.3233</td>\n",
       "      <td>1.3214</td>\n",
       "      <td>1.3244</td>\n",
       "      <td>1.3181</td>\n",
       "      <td>1.3209</td>\n",
       "      <td>1.3246</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-09</th>\n",
       "      <td>1.3219</td>\n",
       "      <td>1.3223</td>\n",
       "      <td>1.3222</td>\n",
       "      <td>1.3169</td>\n",
       "      <td>1.3203</td>\n",
       "      <td>1.3221</td>\n",
       "      <td>116309</td>\n",
       "      <td>1.3172</td>\n",
       "      <td>1.3226</td>\n",
       "      <td>1.3203</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3199</td>\n",
       "      <td>1.3206</td>\n",
       "      <td>1.3216</td>\n",
       "      <td>1.3169</td>\n",
       "      <td>1.3186</td>\n",
       "      <td>1.3183</td>\n",
       "      <td>1.3222</td>\n",
       "      <td>1.3169</td>\n",
       "      <td>1.3219</td>\n",
       "      <td>1.3207</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-10</th>\n",
       "      <td>1.3269</td>\n",
       "      <td>1.3275</td>\n",
       "      <td>1.3275</td>\n",
       "      <td>1.3185</td>\n",
       "      <td>1.3219</td>\n",
       "      <td>1.3272</td>\n",
       "      <td>100666</td>\n",
       "      <td>1.3188</td>\n",
       "      <td>1.3279</td>\n",
       "      <td>1.3219</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3215</td>\n",
       "      <td>1.322</td>\n",
       "      <td>1.3271</td>\n",
       "      <td>1.3185</td>\n",
       "      <td>1.326</td>\n",
       "      <td>1.3199</td>\n",
       "      <td>1.3275</td>\n",
       "      <td>1.3194</td>\n",
       "      <td>1.3269</td>\n",
       "      <td>1.3221</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-13</th>\n",
       "      <td>1.3216</td>\n",
       "      <td>1.3221</td>\n",
       "      <td>1.3268</td>\n",
       "      <td>1.3205</td>\n",
       "      <td>1.3235</td>\n",
       "      <td>1.32185</td>\n",
       "      <td>97354</td>\n",
       "      <td>1.3208</td>\n",
       "      <td>1.3272</td>\n",
       "      <td>1.3235</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3233</td>\n",
       "      <td>1.3249</td>\n",
       "      <td>1.3268</td>\n",
       "      <td>1.3218</td>\n",
       "      <td>1.3231</td>\n",
       "      <td>1.3257</td>\n",
       "      <td>1.3268</td>\n",
       "      <td>1.3205</td>\n",
       "      <td>1.3216</td>\n",
       "      <td>1.3239</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-14</th>\n",
       "      <td>1.3238</td>\n",
       "      <td>1.3242</td>\n",
       "      <td>1.3256</td>\n",
       "      <td>1.3189</td>\n",
       "      <td>1.3216</td>\n",
       "      <td>1.324</td>\n",
       "      <td>98835</td>\n",
       "      <td>1.3192</td>\n",
       "      <td>1.3259</td>\n",
       "      <td>1.3216</td>\n",
       "      <td>...</td>\n",
       "      <td>1.32</td>\n",
       "      <td>1.3202</td>\n",
       "      <td>1.3256</td>\n",
       "      <td>1.3194</td>\n",
       "      <td>1.3224</td>\n",
       "      <td>1.325</td>\n",
       "      <td>1.3256</td>\n",
       "      <td>1.3217</td>\n",
       "      <td>1.3238</td>\n",
       "      <td>1.3221</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-15</th>\n",
       "      <td>1.3263</td>\n",
       "      <td>1.3266</td>\n",
       "      <td>1.3282</td>\n",
       "      <td>1.317</td>\n",
       "      <td>1.3239</td>\n",
       "      <td>1.32645</td>\n",
       "      <td>102771</td>\n",
       "      <td>1.3173</td>\n",
       "      <td>1.3286</td>\n",
       "      <td>1.3239</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3249</td>\n",
       "      <td>1.3242</td>\n",
       "      <td>1.3282</td>\n",
       "      <td>1.3204</td>\n",
       "      <td>1.3211</td>\n",
       "      <td>1.326</td>\n",
       "      <td>1.3273</td>\n",
       "      <td>1.317</td>\n",
       "      <td>1.3263</td>\n",
       "      <td>1.3242</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16</th>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>1.3257</td>\n",
       "      <td>...</td>\n",
       "      <td>1.3262</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>20 rows × 22 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "GBP=           BID     ASK  BID_HIGH_1  BID_LOW_1  OPEN_BID  MID_PRICE  \\\n",
       "Date                                                                     \n",
       "2021-11-19  1.3452  1.3456      1.3509     1.3406     1.349     1.3454   \n",
       "2021-11-22  1.3396  1.3398      1.3457     1.3382    1.3453     1.3397   \n",
       "2021-11-23  1.3374  1.3382      1.3409      1.334    1.3393     1.3378   \n",
       "2021-11-24  1.3325  1.3329      1.3389     1.3314    1.3374     1.3327   \n",
       "2021-11-25   1.332  1.3324      1.3353     1.3304    1.3324     1.3322   \n",
       "2021-11-26   1.334  1.3344      1.3367     1.3277    1.3318     1.3342   \n",
       "2021-11-29  1.3311  1.3319      1.3362     1.3285     1.334     1.3315   \n",
       "2021-11-30  1.3295  1.3302       1.337     1.3193    1.3312    1.32985   \n",
       "2021-12-01  1.3277  1.3281      1.3351      1.326    1.3297     1.3279   \n",
       "2021-12-02  1.3306  1.3311      1.3333      1.327    1.3278    1.33085   \n",
       "2021-12-03  1.3231  1.3235      1.3309     1.3207    1.3306     1.3233   \n",
       "2021-12-06  1.3264  1.3267      1.3286     1.3215     1.324    1.32655   \n",
       "2021-12-07  1.3242  1.3246      1.3289     1.3207    1.3263     1.3244   \n",
       "2021-12-08  1.3209  1.3213      1.3261     1.3165    1.3241     1.3211   \n",
       "2021-12-09  1.3219  1.3223      1.3222     1.3169    1.3203     1.3221   \n",
       "2021-12-10  1.3269  1.3275      1.3275     1.3185    1.3219     1.3272   \n",
       "2021-12-13  1.3216  1.3221      1.3268     1.3205    1.3235    1.32185   \n",
       "2021-12-14  1.3238  1.3242      1.3256     1.3189    1.3216      1.324   \n",
       "2021-12-15  1.3263  1.3266      1.3282      1.317    1.3239    1.32645   \n",
       "2021-12-16    <NA>    <NA>        <NA>       <NA>      <NA>       <NA>   \n",
       "\n",
       "GBP=        NUM_BIDS  ASK_LOW_1  ASK_HIGH_1  ASIAOP_BID  ...  ASIACL_BID  \\\n",
       "Date                                                     ...               \n",
       "2021-11-19     88667     1.3408      1.3512       1.349  ...      1.3489   \n",
       "2021-11-22    150094     1.3385      1.3462      1.3453  ...      1.3426   \n",
       "2021-11-23    129438     1.3343      1.3412      1.3393  ...      1.3398   \n",
       "2021-11-24    104407     1.3317      1.3392      1.3374  ...      1.3371   \n",
       "2021-11-25    111605     1.3306      1.3356      1.3324  ...      1.3349   \n",
       "2021-11-26    139727     1.3279       1.337      1.3318  ...        1.33   \n",
       "2021-11-29     97954     1.3288      1.3367       1.334  ...      1.3326   \n",
       "2021-11-30    150977     1.3196      1.3374      1.3312  ...      1.3326   \n",
       "2021-12-01    128913     1.3263      1.3355      1.3297  ...      1.3318   \n",
       "2021-12-02    103151     1.3272      1.3337      1.3278  ...      1.3283   \n",
       "2021-12-03     94973      1.321      1.3314      1.3306  ...      1.3276   \n",
       "2021-12-06    128383      1.322       1.329       1.324  ...       1.323   \n",
       "2021-12-07    135323      1.321      1.3294      1.3263  ...      1.3281   \n",
       "2021-12-08    142589     1.3168      1.3264      1.3241  ...       1.324   \n",
       "2021-12-09    116309     1.3172      1.3226      1.3203  ...      1.3199   \n",
       "2021-12-10    100666     1.3188      1.3279      1.3219  ...      1.3215   \n",
       "2021-12-13     97354     1.3208      1.3272      1.3235  ...      1.3233   \n",
       "2021-12-14     98835     1.3192      1.3259      1.3216  ...        1.32   \n",
       "2021-12-15    102771     1.3173      1.3286      1.3239  ...      1.3249   \n",
       "2021-12-16      <NA>       <NA>        <NA>      1.3257  ...      1.3262   \n",
       "\n",
       "GBP=        EUROP_BID  EURHI_BID  EURLO_BID  EURCL_BID  AMEROP_BID  \\\n",
       "Date                                                                 \n",
       "2021-11-19     1.3485     1.3509     1.3406     1.3473      1.3448   \n",
       "2021-11-22     1.3445     1.3449     1.3388     1.3412      1.3442   \n",
       "2021-11-23     1.3387     1.3409      1.334     1.3385      1.3356   \n",
       "2021-11-24     1.3379     1.3389     1.3321     1.3331       1.337   \n",
       "2021-11-25     1.3344     1.3353     1.3304     1.3324      1.3323   \n",
       "2021-11-26     1.3305     1.3349     1.3277     1.3319      1.3329   \n",
       "2021-11-29     1.3338     1.3362     1.3287     1.3288      1.3339   \n",
       "2021-11-30     1.3318      1.337     1.3193      1.325      1.3337   \n",
       "2021-12-01     1.3324     1.3351     1.3274     1.3309      1.3322   \n",
       "2021-12-02     1.3286     1.3333     1.3273     1.3308      1.3327   \n",
       "2021-12-03     1.3295     1.3309     1.3207     1.3232      1.3272   \n",
       "2021-12-06     1.3226     1.3286     1.3218     1.3251      1.3277   \n",
       "2021-12-07     1.3282     1.3288     1.3207     1.3235      1.3249   \n",
       "2021-12-08     1.3252     1.3256     1.3165     1.3233      1.3214   \n",
       "2021-12-09     1.3206     1.3216     1.3169     1.3186      1.3183   \n",
       "2021-12-10      1.322     1.3271     1.3185      1.326      1.3199   \n",
       "2021-12-13     1.3249     1.3268     1.3218     1.3231      1.3257   \n",
       "2021-12-14     1.3202     1.3256     1.3194     1.3224       1.325   \n",
       "2021-12-15     1.3242     1.3282     1.3204     1.3211       1.326   \n",
       "2021-12-16       <NA>       <NA>       <NA>       <NA>        <NA>   \n",
       "\n",
       "GBP=        AMERHI_BID  AMERLO_BID  AMERCL_BID  OPEN_ASK  \n",
       "Date                                                      \n",
       "2021-11-19      1.3475      1.3412      1.3452    1.3494  \n",
       "2021-11-22      1.3449      1.3382      1.3396    1.3458  \n",
       "2021-11-23      1.3388       1.334      1.3374    1.3397  \n",
       "2021-11-24      1.3378      1.3314      1.3325    1.3382  \n",
       "2021-11-25      1.3333      1.3304       1.332    1.3332  \n",
       "2021-11-26      1.3367      1.3306       1.334    1.3322  \n",
       "2021-11-29      1.3346      1.3285      1.3311    1.3344  \n",
       "2021-11-30      1.3366      1.3193      1.3295    1.3316  \n",
       "2021-12-01      1.3351       1.326      1.3277    1.3301  \n",
       "2021-12-02      1.3333      1.3287      1.3306    1.3282  \n",
       "2021-12-03      1.3309      1.3207      1.3231    1.3311  \n",
       "2021-12-06      1.3286      1.3228      1.3264    1.3249  \n",
       "2021-12-07      1.3258      1.3207      1.3242    1.3267  \n",
       "2021-12-08      1.3244      1.3181      1.3209    1.3246  \n",
       "2021-12-09      1.3222      1.3169      1.3219    1.3207  \n",
       "2021-12-10      1.3275      1.3194      1.3269    1.3221  \n",
       "2021-12-13      1.3268      1.3205      1.3216    1.3239  \n",
       "2021-12-14      1.3256      1.3217      1.3238    1.3221  \n",
       "2021-12-15      1.3273       1.317      1.3263    1.3242  \n",
       "2021-12-16        <NA>        <NA>        <NA>      <NA>  \n",
       "\n",
       "[20 rows x 22 columns]"
      ]
     },
     "execution_count": 31,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "response = historical_pricing.summaries.Definition(\"GBP=\").get_data()\n",
    "response.data.df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Historical Price Interday Summaries with some optional parameters  \n",
    "\n",
    "Limit the response to past 20 days and also select a subset of the available fields"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 32,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th>GBP=</th>\n",
       "      <th>BID</th>\n",
       "      <th>ASK</th>\n",
       "      <th>OPEN_PRC</th>\n",
       "      <th>LOW_1</th>\n",
       "      <th>HIGH_1</th>\n",
       "      <th>TRNOVR_UNS</th>\n",
       "      <th>TRDPRC_1</th>\n",
       "      <th>NUM_MOVES</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2021-12-02</th>\n",
       "      <td>1.3306</td>\n",
       "      <td>1.3311</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-03</th>\n",
       "      <td>1.3231</td>\n",
       "      <td>1.3235</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-06</th>\n",
       "      <td>1.3264</td>\n",
       "      <td>1.3267</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-07</th>\n",
       "      <td>1.3242</td>\n",
       "      <td>1.3246</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-08</th>\n",
       "      <td>1.3209</td>\n",
       "      <td>1.3213</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-09</th>\n",
       "      <td>1.3219</td>\n",
       "      <td>1.3223</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-10</th>\n",
       "      <td>1.3269</td>\n",
       "      <td>1.3275</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-13</th>\n",
       "      <td>1.3216</td>\n",
       "      <td>1.3221</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-14</th>\n",
       "      <td>1.3238</td>\n",
       "      <td>1.3242</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-15</th>\n",
       "      <td>1.3263</td>\n",
       "      <td>1.3266</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "GBP=           BID     ASK  OPEN_PRC  LOW_1  HIGH_1  TRNOVR_UNS  TRDPRC_1  \\\n",
       "Date                                                                        \n",
       "2021-12-02  1.3306  1.3311       NaN    NaN     NaN         NaN       NaN   \n",
       "2021-12-03  1.3231  1.3235       NaN    NaN     NaN         NaN       NaN   \n",
       "2021-12-06  1.3264  1.3267       NaN    NaN     NaN         NaN       NaN   \n",
       "2021-12-07  1.3242  1.3246       NaN    NaN     NaN         NaN       NaN   \n",
       "2021-12-08  1.3209  1.3213       NaN    NaN     NaN         NaN       NaN   \n",
       "2021-12-09  1.3219  1.3223       NaN    NaN     NaN         NaN       NaN   \n",
       "2021-12-10  1.3269  1.3275       NaN    NaN     NaN         NaN       NaN   \n",
       "2021-12-13  1.3216  1.3221       NaN    NaN     NaN         NaN       NaN   \n",
       "2021-12-14  1.3238  1.3242       NaN    NaN     NaN         NaN       NaN   \n",
       "2021-12-15  1.3263  1.3266       NaN    NaN     NaN         NaN       NaN   \n",
       "\n",
       "GBP=        NUM_MOVES  \n",
       "Date                   \n",
       "2021-12-02        NaN  \n",
       "2021-12-03        NaN  \n",
       "2021-12-06        NaN  \n",
       "2021-12-07        NaN  \n",
       "2021-12-08        NaN  \n",
       "2021-12-09        NaN  \n",
       "2021-12-10        NaN  \n",
       "2021-12-13        NaN  \n",
       "2021-12-14        NaN  \n",
       "2021-12-15        NaN  "
      ]
     },
     "execution_count": 32,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "response = historical_pricing.summaries.Definition(\n",
    "    universe = \"GBP=\",\n",
    "    interval = Intervals.DAILY,          # Supported intervals: DAILY, WEEKLY, MONTHLY, QUARTERLY, YEARLY.\n",
    "    count = 10,\n",
    "    fields = [\"BID\", \"ASK\", \"OPEN_PRC\", \"HIGH_1\", \"LOW_1\", \"TRDPRC_1\", \"NUM_MOVES\", \"TRNOVR_UNS\"]\n",
    ").get_data()\n",
    "response.data.df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Close the session"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 33,
   "metadata": {},
   "outputs": [],
   "source": [
    "rd.close_session()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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