1.1.0 - Function - Historical Pricing.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Refinitiv Data Platform Library for Python\n",
    "## Function - Historical Pricing"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "This notebook demonstrates how to retrieve Historical Pricing data from the Refinitiv Data Platform.\n",
    "\n",
    "#### Learn more\n",
    "\n",
    "To learn more about the Refinitiv Data Platform Data Libraries just connect to the Refinitiv Developer Community. By [registering](https://developers.refinitiv.com/iam/register) and [login](https://developers.refinitiv.com/iam/login) to the Refinitiv Developer Community portal you will get free access to a number of learning materials like [Quick Start guides](https://developers.refinitiv.com/refinitiv-data-platform/refinitiv-data-platform-libraries/quick-start), [Tutorials](https://developers.refinitiv.com/refinitiv-data-platform/refinitiv-data-platform-libraries/learning), [Documentation](https://developers.refinitiv.com/refinitiv-data-platform/refinitiv-data-platform-libraries/docs) and much more.  \n",
    "\n",
    "#### Getting Help and Support\n",
    "\n",
    "If you have any questions regarding the API usage, please post them on the [Refinitiv Data Platform Q&A Forum](https://community.developers.thomsonreuters.com/spaces/321/index.html). The Refinitiv Developer Community will be very pleased to help you. \n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Import the library and load credentials\n",
    "\n",
    "Credentials used by this notebook are stored in the ./credentials.ipynb. Please edit ./credentials.ipynb to set your credentials and run the next cell to continue with this scripts"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [],
   "source": [
    "import refinitiv.dataplatform as rdp\n",
    "import datetime\n",
    "\n",
    "%run ./credentials.ipynb"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Open the session of your choice\n",
    "\n",
    "Depending on the access point your application uses to connect to the Refinitiv Data Platform, it needs to call one of the following functions to create and open a session to the platform. This session will become the default session used by all other function calls."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Either\n",
    "\n",
    "Create and open a Desktop session to connect to the Refinitiv Data Platform pvia Eikon 4 or the Refinitiv Workspace."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "<refinitiv.dataplatform.core.session.desktop_session.DesktopSession at 0xbef59e8>"
      ]
     },
     "execution_count": 18,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "rdp.open_desktop_session(APP_KEY)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### or\n",
    "\n",
    "Create and open a Platform session to connect directly to the Refinitiv Data Platform. "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "<refinitiv.dataplatform.core.session.platform_session.PlatformSession at 0xab4e208>"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "rdp.open_platform_session(\n",
    "    APP_KEY, \n",
    "    rdp.GrantPassword(\n",
    "        username = RDP_LOGIN, \n",
    "        password = RDP_PASSWORD\n",
    "    )\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### or\n",
    "\n",
    "Create and open a Deployed Platform session to connect directly to a deployed enterprise platform (a.k.a.TREP). "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "# The current implementation of the library does not allow Historical Pricing retrieval via a DeployedPlatformSession\n",
    "\n",
    "#rdp.open_deployed_platform_session(\n",
    "#    APP_KEY,\n",
    "#    DEPLOYED_PLATFORM_HOST,\n",
    "#    DEPLOYED_PLATFORM_USER_NAME\n",
    "#)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Historical Pricing - Events"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Simple call with default parameters"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [
    {
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       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
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       "      <td>None</td>\n",
       "      <td>None</td>\n",
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       "      <td>None</td>\n",
       "      <td>None</td>\n",
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       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
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       "      <td>None</td>\n",
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       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.908</th>\n",
       "      <td>quote</td>\n",
       "      <td>816</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>1890</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.815</th>\n",
       "      <td>quote</td>\n",
       "      <td>800</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>1890</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.815</th>\n",
       "      <td>quote</td>\n",
       "      <td>784</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>1890</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>20 rows × 29 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                        EVENT_TYPE   RTL SEQNUM TRDXID_1 TRDPRC_1 TRDVOL_1  \\\n",
       "2019-12-19 12:56:05.892      quote  1104   None     None     None     None   \n",
       "2019-12-19 12:56:05.892      quote  1088   None     None     None     None   \n",
       "2019-12-19 12:56:05.811      quote  1072   None     None     None     None   \n",
       "2019-12-19 12:56:05.811      quote  1056   None     None     None     None   \n",
       "2019-12-19 12:56:05.810      quote  1040   None     None     None     None   \n",
       "2019-12-19 12:56:05.810      quote  1024   None     None     None     None   \n",
       "2019-12-19 12:55:55.567      quote  1008   None     None     None     None   \n",
       "2019-12-19 12:55:50.879      trade   990   None     XLON   149.93    16017   \n",
       "2019-12-19 12:55:50.431      quote   960   None     None     None     None   \n",
       "2019-12-19 12:55:46.672      quote   944   None     None     None     None   \n",
       "2019-12-19 12:55:46.309      quote   928   None     None     None     None   \n",
       "2019-12-19 12:55:42.065      quote   912   None     None     None     None   \n",
       "2019-12-19 12:55:41.919      quote   896   None     None     None     None   \n",
       "2019-12-19 12:55:41.909      quote   880   None     None     None     None   \n",
       "2019-12-19 12:55:41.908      quote   864   None     None     None     None   \n",
       "2019-12-19 12:55:41.908      quote   848   None     None     None     None   \n",
       "2019-12-19 12:55:41.908      quote   832   None     None     None     None   \n",
       "2019-12-19 12:55:41.908      quote   816   None     None     None     None   \n",
       "2019-12-19 12:55:41.815      quote   800   None     None     None     None   \n",
       "2019-12-19 12:55:41.815      quote   784   None     None     None     None   \n",
       "\n",
       "                            VWAP     BID BIDSIZE     ASK  \\\n",
       "2019-12-19 12:56:05.892     None  149.92    8085  149.96   \n",
       "2019-12-19 12:56:05.892     None  149.92    6824  149.96   \n",
       "2019-12-19 12:56:05.811     None  149.92    5000  149.96   \n",
       "2019-12-19 12:56:05.811     None  149.92    5000  149.96   \n",
       "2019-12-19 12:56:05.810     None  149.92    5000  149.96   \n",
       "2019-12-19 12:56:05.810     None  149.92    5000  149.96   \n",
       "2019-12-19 12:55:55.567     None   149.9    4999  149.96   \n",
       "2019-12-19 12:55:50.879  150.026   149.9    8622  149.96   \n",
       "2019-12-19 12:55:50.431     None   149.9    8622  149.96   \n",
       "2019-12-19 12:55:46.672     None   149.9    8622  149.96   \n",
       "2019-12-19 12:55:46.309     None   149.9    8622  149.96   \n",
       "2019-12-19 12:55:42.065     None   149.9    8622  149.96   \n",
       "2019-12-19 12:55:41.919     None   149.9    5513  149.96   \n",
       "2019-12-19 12:55:41.909     None   149.9    8613  149.96   \n",
       "2019-12-19 12:55:41.908     None   149.9    8613  149.96   \n",
       "2019-12-19 12:55:41.908     None   149.9    8613  149.96   \n",
       "2019-12-19 12:55:41.908     None   149.9    5513  149.96   \n",
       "2019-12-19 12:55:41.908     None   149.9    1890  149.96   \n",
       "2019-12-19 12:55:41.815     None   149.9    1890  149.96   \n",
       "2019-12-19 12:55:41.815     None   149.9    1890  149.96   \n",
       "\n",
       "                                               ...                          \\\n",
       "2019-12-19 12:56:05.892                        ...                           \n",
       "2019-12-19 12:56:05.892                        ...                           \n",
       "2019-12-19 12:56:05.811                        ...                           \n",
       "2019-12-19 12:56:05.811                        ...                           \n",
       "2019-12-19 12:56:05.810                        ...                           \n",
       "2019-12-19 12:56:05.810                        ...                           \n",
       "2019-12-19 12:55:55.567                        ...                           \n",
       "2019-12-19 12:55:50.879                        ...                           \n",
       "2019-12-19 12:55:50.431                        ...                           \n",
       "2019-12-19 12:55:46.672                        ...                           \n",
       "2019-12-19 12:55:46.309                        ...                           \n",
       "2019-12-19 12:55:42.065                        ...                           \n",
       "2019-12-19 12:55:41.919                        ...                           \n",
       "2019-12-19 12:55:41.909                        ...                           \n",
       "2019-12-19 12:55:41.908                        ...                           \n",
       "2019-12-19 12:55:41.908                        ...                           \n",
       "2019-12-19 12:55:41.908                        ...                           \n",
       "2019-12-19 12:55:41.908                        ...                           \n",
       "2019-12-19 12:55:41.815                        ...                           \n",
       "2019-12-19 12:55:41.815                        ...                           \n",
       "\n",
       "                          TRNOVR_UNS NETCHNG_1       MMT_CLASS TR_TRD_FLG  \\\n",
       "2019-12-19 12:56:05.892         None      None            None       None   \n",
       "2019-12-19 12:56:05.892         None      None            None       None   \n",
       "2019-12-19 12:56:05.811         None      None            None       None   \n",
       "2019-12-19 12:56:05.811         None      None            None       None   \n",
       "2019-12-19 12:56:05.810         None      None            None       None   \n",
       "2019-12-19 12:56:05.810         None      None            None       None   \n",
       "2019-12-19 12:55:55.567         None      None            None       None   \n",
       "2019-12-19 12:55:50.879  1.67972e+09      None  45-1-----P----      RX      \n",
       "2019-12-19 12:55:50.431         None      None            None       None   \n",
       "2019-12-19 12:55:46.672         None      None            None       None   \n",
       "2019-12-19 12:55:46.309         None      None            None       None   \n",
       "2019-12-19 12:55:42.065         None      None            None       None   \n",
       "2019-12-19 12:55:41.919         None      None            None       None   \n",
       "2019-12-19 12:55:41.909         None      None            None       None   \n",
       "2019-12-19 12:55:41.908         None      None            None       None   \n",
       "2019-12-19 12:55:41.908         None      None            None       None   \n",
       "2019-12-19 12:55:41.908         None      None            None       None   \n",
       "2019-12-19 12:55:41.908         None      None            None       None   \n",
       "2019-12-19 12:55:41.815         None      None            None       None   \n",
       "2019-12-19 12:55:41.815         None      None            None       None   \n",
       "\n",
       "                        ACVOL_UNS OPEN_PRC  HIGH_1   LOW_1 MID_PRICE  \\\n",
       "2019-12-19 12:56:05.892      None     None    None    None      None   \n",
       "2019-12-19 12:56:05.892      None     None    None    None      None   \n",
       "2019-12-19 12:56:05.811      None     None    None    None      None   \n",
       "2019-12-19 12:56:05.811      None     None    None    None      None   \n",
       "2019-12-19 12:56:05.810      None     None    None    None      None   \n",
       "2019-12-19 12:56:05.810      None     None    None    None      None   \n",
       "2019-12-19 12:55:55.567      None     None    None    None      None   \n",
       "2019-12-19 12:55:50.879  11196258   150.18  150.48  149.52      None   \n",
       "2019-12-19 12:55:50.431      None     None    None    None      None   \n",
       "2019-12-19 12:55:46.672      None     None    None    None      None   \n",
       "2019-12-19 12:55:46.309      None     None    None    None      None   \n",
       "2019-12-19 12:55:42.065      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.919      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.909      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.908      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.908      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.908      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.908      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.815      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.815      None     None    None    None      None   \n",
       "\n",
       "                                                                QUALIFIERS  \n",
       "2019-12-19 12:56:05.892                                         [BID_TONE]  \n",
       "2019-12-19 12:56:05.892                                         [BID_TONE]  \n",
       "2019-12-19 12:56:05.811                                         [ASK_TONE]  \n",
       "2019-12-19 12:56:05.811                                         [ASK_TONE]  \n",
       "2019-12-19 12:56:05.810                                         [ASK_TONE]  \n",
       "2019-12-19 12:56:05.810                                         [BID_TONE]  \n",
       "2019-12-19 12:55:55.567                                         [BID_TONE]  \n",
       "2019-12-19 12:55:50.879  R[ACT_FLAG1];R[CONDCODE_1];[CONDCODE_2];TRD[PR...  \n",
       "2019-12-19 12:55:50.431                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:46.672                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:46.309                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:42.065                                         [BID_TONE]  \n",
       "2019-12-19 12:55:41.919                                         [BID_TONE]  \n",
       "2019-12-19 12:55:41.909                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:41.908                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:41.908                                         [BID_TONE]  \n",
       "2019-12-19 12:55:41.908                                         [BID_TONE]  \n",
       "2019-12-19 12:55:41.908                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:41.815                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:41.815                                         [ASK_TONE]  \n",
       "\n",
       "[20 rows x 29 columns]"
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "rdp.get_historical_price_events('VOD.L')"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Historical Pricing events with more parameters"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "    }\n",
       "\n",
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       "        text-align: right;\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\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>TRNOVR_UNS</th>\n",
       "      <th>NETCHNG_1</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>QUALIFIERS</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:56:05.892</th>\n",
       "      <td>quote</td>\n",
       "      <td>1104</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.92</td>\n",
       "      <td>8085</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:56:05.892</th>\n",
       "      <td>quote</td>\n",
       "      <td>1088</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.92</td>\n",
       "      <td>6824</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:56:05.811</th>\n",
       "      <td>quote</td>\n",
       "      <td>1072</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.92</td>\n",
       "      <td>5000</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:56:05.811</th>\n",
       "      <td>quote</td>\n",
       "      <td>1056</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.92</td>\n",
       "      <td>5000</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:56:05.810</th>\n",
       "      <td>quote</td>\n",
       "      <td>1040</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.92</td>\n",
       "      <td>5000</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:56:05.810</th>\n",
       "      <td>quote</td>\n",
       "      <td>1024</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.92</td>\n",
       "      <td>5000</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:55.567</th>\n",
       "      <td>quote</td>\n",
       "      <td>1008</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>4999</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:50.879</th>\n",
       "      <td>trade</td>\n",
       "      <td>990</td>\n",
       "      <td>None</td>\n",
       "      <td>XLON</td>\n",
       "      <td>149.93</td>\n",
       "      <td>16017</td>\n",
       "      <td>150.026</td>\n",
       "      <td>149.9</td>\n",
       "      <td>8622</td>\n",
       "      <td>149.96</td>\n",
       "      <td>...</td>\n",
       "      <td>1.67972e+09</td>\n",
       "      <td>None</td>\n",
       "      <td>45-1-----P----</td>\n",
       "      <td>RX</td>\n",
       "      <td>11196258</td>\n",
       "      <td>150.18</td>\n",
       "      <td>150.48</td>\n",
       "      <td>149.52</td>\n",
       "      <td>None</td>\n",
       "      <td>R[ACT_FLAG1];R[CONDCODE_1];[CONDCODE_2];TRD[PR...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:50.431</th>\n",
       "      <td>quote</td>\n",
       "      <td>960</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>8622</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:46.672</th>\n",
       "      <td>quote</td>\n",
       "      <td>944</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>8622</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:46.309</th>\n",
       "      <td>quote</td>\n",
       "      <td>928</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>8622</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:42.065</th>\n",
       "      <td>quote</td>\n",
       "      <td>912</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>8622</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.919</th>\n",
       "      <td>quote</td>\n",
       "      <td>896</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>5513</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.909</th>\n",
       "      <td>quote</td>\n",
       "      <td>880</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>8613</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.908</th>\n",
       "      <td>quote</td>\n",
       "      <td>864</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>8613</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.908</th>\n",
       "      <td>quote</td>\n",
       "      <td>848</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>8613</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.908</th>\n",
       "      <td>quote</td>\n",
       "      <td>832</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>5513</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.908</th>\n",
       "      <td>quote</td>\n",
       "      <td>816</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>1890</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.815</th>\n",
       "      <td>quote</td>\n",
       "      <td>800</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>1890</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.815</th>\n",
       "      <td>quote</td>\n",
       "      <td>784</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>1890</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.815</th>\n",
       "      <td>quote</td>\n",
       "      <td>768</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>1890</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.814</th>\n",
       "      <td>quote</td>\n",
       "      <td>752</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>1890</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.814</th>\n",
       "      <td>quote</td>\n",
       "      <td>736</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.9</td>\n",
       "      <td>1890</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.800</th>\n",
       "      <td>quote</td>\n",
       "      <td>720</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.92</td>\n",
       "      <td>3196</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.800</th>\n",
       "      <td>quote</td>\n",
       "      <td>704</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.92</td>\n",
       "      <td>3660</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.800</th>\n",
       "      <td>quote</td>\n",
       "      <td>688</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.92</td>\n",
       "      <td>3660</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:41.799</th>\n",
       "      <td>trade</td>\n",
       "      <td>670</td>\n",
       "      <td>None</td>\n",
       "      <td>XLON</td>\n",
       "      <td>149.92</td>\n",
       "      <td>3036</td>\n",
       "      <td>150.026</td>\n",
       "      <td>149.92</td>\n",
       "      <td>6696</td>\n",
       "      <td>149.96</td>\n",
       "      <td>...</td>\n",
       "      <td>1.67687e+09</td>\n",
       "      <td>-0.58</td>\n",
       "      <td>12-------PH---</td>\n",
       "      <td>OB</td>\n",
       "      <td>11177205</td>\n",
       "      <td>150.18</td>\n",
       "      <td>150.48</td>\n",
       "      <td>149.52</td>\n",
       "      <td>None</td>\n",
       "      <td>A[ACT_FLAG1];A[CONDCODE_1];[CONDCODE_2];TRD[PR...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:39.374</th>\n",
       "      <td>quote</td>\n",
       "      <td>576</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.92</td>\n",
       "      <td>6696</td>\n",
       "      <td>149.96</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:39.374</th>\n",
       "      <td>trade</td>\n",
       "      <td>638</td>\n",
       "      <td>None</td>\n",
       "      <td>SINT</td>\n",
       "      <td>149.98</td>\n",
       "      <td>1532</td>\n",
       "      <td>150.026</td>\n",
       "      <td>149.92</td>\n",
       "      <td>6696</td>\n",
       "      <td>149.96</td>\n",
       "      <td>...</td>\n",
       "      <td>1.67687e+09</td>\n",
       "      <td>None</td>\n",
       "      <td>47-------P----</td>\n",
       "      <td>SD</td>\n",
       "      <td>11177205</td>\n",
       "      <td>150.18</td>\n",
       "      <td>150.48</td>\n",
       "      <td>149.52</td>\n",
       "      <td>None</td>\n",
       "      <td>S[ACT_FLAG1];S[CONDCODE_1];[CONDCODE_2];TRD[PR...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:55:39.374</th>\n",
       "      <td>trade</td>\n",
       "      <td>606</td>\n",
       "      <td>None</td>\n",
       "      <td>SINT</td>\n",
       "      <td>149.98</td>\n",
       "      <td>3973</td>\n",
       "      <td>150.026</td>\n",
       "      <td>149.92</td>\n",
       "      <td>6696</td>\n",
       "      <td>149.96</td>\n",
       "      <td>...</td>\n",
       "      <td>1.67664e+09</td>\n",
       "      <td>None</td>\n",
       "      <td>47-------P----</td>\n",
       "      <td>SD</td>\n",
       "      <td>11175673</td>\n",
       "      <td>150.18</td>\n",
       "      <td>150.48</td>\n",
       "      <td>149.52</td>\n",
       "      <td>None</td>\n",
       "      <td>S[ACT_FLAG1];S[CONDCODE_1];[CONDCODE_2];TRD[PR...</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",
       "      <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>2019-12-19 10:32:02.844</th>\n",
       "      <td>quote</td>\n",
       "      <td>18864</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>150.02</td>\n",
       "      <td>3500</td>\n",
       "      <td>150.06</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:32:02.843</th>\n",
       "      <td>quote</td>\n",
       "      <td>18848</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>150</td>\n",
       "      <td>7232</td>\n",
       "      <td>150.06</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:32:02.843</th>\n",
       "      <td>quote</td>\n",
       "      <td>18832</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>150</td>\n",
       "      <td>3247</td>\n",
       "      <td>150.06</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:32:02.843</th>\n",
       "      <td>quote</td>\n",
       "      <td>18816</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>150</td>\n",
       "      <td>347</td>\n",
       "      <td>150.06</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:32:02.843</th>\n",
       "      <td>quote</td>\n",
       "      <td>18800</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>9037</td>\n",
       "      <td>150.06</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:32:02.843</th>\n",
       "      <td>quote</td>\n",
       "      <td>18784</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>10612</td>\n",
       "      <td>150.06</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:32:02.843</th>\n",
       "      <td>quote</td>\n",
       "      <td>18768</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>10612</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:32:02.843</th>\n",
       "      <td>quote</td>\n",
       "      <td>18720</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>10612</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:32:02.843</th>\n",
       "      <td>quote</td>\n",
       "      <td>18672</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>10612</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:32:02.843</th>\n",
       "      <td>trade</td>\n",
       "      <td>18750</td>\n",
       "      <td>None</td>\n",
       "      <td>XLON</td>\n",
       "      <td>150.04</td>\n",
       "      <td>242</td>\n",
       "      <td>150.02</td>\n",
       "      <td>149.98</td>\n",
       "      <td>10612</td>\n",
       "      <td>150.04</td>\n",
       "      <td>...</td>\n",
       "      <td>1.16707e+09</td>\n",
       "      <td>-0.46</td>\n",
       "      <td>12-------PH---</td>\n",
       "      <td>OB</td>\n",
       "      <td>7779443</td>\n",
       "      <td>150.18</td>\n",
       "      <td>150.48</td>\n",
       "      <td>149.52</td>\n",
       "      <td>None</td>\n",
       "      <td>A[ACT_FLAG1];A[CONDCODE_1];[CONDCODE_2];TRD[PR...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:32:02.843</th>\n",
       "      <td>trade</td>\n",
       "      <td>18702</td>\n",
       "      <td>None</td>\n",
       "      <td>XLON</td>\n",
       "      <td>150.04</td>\n",
       "      <td>2541</td>\n",
       "      <td>150.02</td>\n",
       "      <td>149.98</td>\n",
       "      <td>10612</td>\n",
       "      <td>150.04</td>\n",
       "      <td>...</td>\n",
       "      <td>1.16669e+09</td>\n",
       "      <td>-0.46</td>\n",
       "      <td>12-------PH---</td>\n",
       "      <td>OB</td>\n",
       "      <td>7776902</td>\n",
       "      <td>150.18</td>\n",
       "      <td>150.48</td>\n",
       "      <td>149.52</td>\n",
       "      <td>None</td>\n",
       "      <td>A[ACT_FLAG1];A[CONDCODE_1];[CONDCODE_2];TRD[PR...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:32:02.842</th>\n",
       "      <td>trade</td>\n",
       "      <td>18654</td>\n",
       "      <td>None</td>\n",
       "      <td>XLON</td>\n",
       "      <td>150.04</td>\n",
       "      <td>3500</td>\n",
       "      <td>150.02</td>\n",
       "      <td>149.98</td>\n",
       "      <td>10612</td>\n",
       "      <td>150.04</td>\n",
       "      <td>...</td>\n",
       "      <td>1.16616e+09</td>\n",
       "      <td>-0.46</td>\n",
       "      <td>12-------PH---</td>\n",
       "      <td>OB</td>\n",
       "      <td>7773402</td>\n",
       "      <td>150.18</td>\n",
       "      <td>150.48</td>\n",
       "      <td>149.52</td>\n",
       "      <td>None</td>\n",
       "      <td>A[ACT_FLAG1];A[CONDCODE_1];[CONDCODE_2];TRD[PR...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:32:02.129</th>\n",
       "      <td>quote</td>\n",
       "      <td>18624</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>10612</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:57.775</th>\n",
       "      <td>quote</td>\n",
       "      <td>18608</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>10612</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:57.548</th>\n",
       "      <td>quote</td>\n",
       "      <td>18592</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>13412</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:57.548</th>\n",
       "      <td>quote</td>\n",
       "      <td>18576</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>15729</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:57.548</th>\n",
       "      <td>quote</td>\n",
       "      <td>18560</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>13412</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:57.548</th>\n",
       "      <td>quote</td>\n",
       "      <td>18544</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>11837</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:57.548</th>\n",
       "      <td>quote</td>\n",
       "      <td>18528</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>15237</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:57.548</th>\n",
       "      <td>quote</td>\n",
       "      <td>18512</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>12437</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:57.036</th>\n",
       "      <td>quote</td>\n",
       "      <td>18496</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>10885</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:57.036</th>\n",
       "      <td>quote</td>\n",
       "      <td>18480</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>10885</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:57.036</th>\n",
       "      <td>quote</td>\n",
       "      <td>18464</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>6900</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:57.035</th>\n",
       "      <td>quote</td>\n",
       "      <td>18448</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>3500</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:55.955</th>\n",
       "      <td>quote</td>\n",
       "      <td>18432</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.96</td>\n",
       "      <td>10649</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:55.955</th>\n",
       "      <td>quote</td>\n",
       "      <td>18416</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>1228</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:55.952</th>\n",
       "      <td>quote</td>\n",
       "      <td>18400</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>4728</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:55.952</th>\n",
       "      <td>quote</td>\n",
       "      <td>18384</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>8713</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[BID_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:55.952</th>\n",
       "      <td>quote</td>\n",
       "      <td>18368</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>10201</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:31:48.066</th>\n",
       "      <td>quote</td>\n",
       "      <td>18352</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.98</td>\n",
       "      <td>10201</td>\n",
       "      <td>150.04</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>[ASK_TONE]</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>10000 rows × 29 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                        EVENT_TYPE    RTL SEQNUM TRDXID_1 TRDPRC_1 TRDVOL_1  \\\n",
       "2019-12-19 12:56:05.892      quote   1104   None     None     None     None   \n",
       "2019-12-19 12:56:05.892      quote   1088   None     None     None     None   \n",
       "2019-12-19 12:56:05.811      quote   1072   None     None     None     None   \n",
       "2019-12-19 12:56:05.811      quote   1056   None     None     None     None   \n",
       "2019-12-19 12:56:05.810      quote   1040   None     None     None     None   \n",
       "2019-12-19 12:56:05.810      quote   1024   None     None     None     None   \n",
       "2019-12-19 12:55:55.567      quote   1008   None     None     None     None   \n",
       "2019-12-19 12:55:50.879      trade    990   None     XLON   149.93    16017   \n",
       "2019-12-19 12:55:50.431      quote    960   None     None     None     None   \n",
       "2019-12-19 12:55:46.672      quote    944   None     None     None     None   \n",
       "2019-12-19 12:55:46.309      quote    928   None     None     None     None   \n",
       "2019-12-19 12:55:42.065      quote    912   None     None     None     None   \n",
       "2019-12-19 12:55:41.919      quote    896   None     None     None     None   \n",
       "2019-12-19 12:55:41.909      quote    880   None     None     None     None   \n",
       "2019-12-19 12:55:41.908      quote    864   None     None     None     None   \n",
       "2019-12-19 12:55:41.908      quote    848   None     None     None     None   \n",
       "2019-12-19 12:55:41.908      quote    832   None     None     None     None   \n",
       "2019-12-19 12:55:41.908      quote    816   None     None     None     None   \n",
       "2019-12-19 12:55:41.815      quote    800   None     None     None     None   \n",
       "2019-12-19 12:55:41.815      quote    784   None     None     None     None   \n",
       "2019-12-19 12:55:41.815      quote    768   None     None     None     None   \n",
       "2019-12-19 12:55:41.814      quote    752   None     None     None     None   \n",
       "2019-12-19 12:55:41.814      quote    736   None     None     None     None   \n",
       "2019-12-19 12:55:41.800      quote    720   None     None     None     None   \n",
       "2019-12-19 12:55:41.800      quote    704   None     None     None     None   \n",
       "2019-12-19 12:55:41.800      quote    688   None     None     None     None   \n",
       "2019-12-19 12:55:41.799      trade    670   None     XLON   149.92     3036   \n",
       "2019-12-19 12:55:39.374      quote    576   None     None     None     None   \n",
       "2019-12-19 12:55:39.374      trade    638   None     SINT   149.98     1532   \n",
       "2019-12-19 12:55:39.374      trade    606   None     SINT   149.98     3973   \n",
       "...                            ...    ...    ...      ...      ...      ...   \n",
       "2019-12-19 10:32:02.844      quote  18864   None     None     None     None   \n",
       "2019-12-19 10:32:02.843      quote  18848   None     None     None     None   \n",
       "2019-12-19 10:32:02.843      quote  18832   None     None     None     None   \n",
       "2019-12-19 10:32:02.843      quote  18816   None     None     None     None   \n",
       "2019-12-19 10:32:02.843      quote  18800   None     None     None     None   \n",
       "2019-12-19 10:32:02.843      quote  18784   None     None     None     None   \n",
       "2019-12-19 10:32:02.843      quote  18768   None     None     None     None   \n",
       "2019-12-19 10:32:02.843      quote  18720   None     None     None     None   \n",
       "2019-12-19 10:32:02.843      quote  18672   None     None     None     None   \n",
       "2019-12-19 10:32:02.843      trade  18750   None     XLON   150.04      242   \n",
       "2019-12-19 10:32:02.843      trade  18702   None     XLON   150.04     2541   \n",
       "2019-12-19 10:32:02.842      trade  18654   None     XLON   150.04     3500   \n",
       "2019-12-19 10:32:02.129      quote  18624   None     None     None     None   \n",
       "2019-12-19 10:31:57.775      quote  18608   None     None     None     None   \n",
       "2019-12-19 10:31:57.548      quote  18592   None     None     None     None   \n",
       "2019-12-19 10:31:57.548      quote  18576   None     None     None     None   \n",
       "2019-12-19 10:31:57.548      quote  18560   None     None     None     None   \n",
       "2019-12-19 10:31:57.548      quote  18544   None     None     None     None   \n",
       "2019-12-19 10:31:57.548      quote  18528   None     None     None     None   \n",
       "2019-12-19 10:31:57.548      quote  18512   None     None     None     None   \n",
       "2019-12-19 10:31:57.036      quote  18496   None     None     None     None   \n",
       "2019-12-19 10:31:57.036      quote  18480   None     None     None     None   \n",
       "2019-12-19 10:31:57.036      quote  18464   None     None     None     None   \n",
       "2019-12-19 10:31:57.035      quote  18448   None     None     None     None   \n",
       "2019-12-19 10:31:55.955      quote  18432   None     None     None     None   \n",
       "2019-12-19 10:31:55.955      quote  18416   None     None     None     None   \n",
       "2019-12-19 10:31:55.952      quote  18400   None     None     None     None   \n",
       "2019-12-19 10:31:55.952      quote  18384   None     None     None     None   \n",
       "2019-12-19 10:31:55.952      quote  18368   None     None     None     None   \n",
       "2019-12-19 10:31:48.066      quote  18352   None     None     None     None   \n",
       "\n",
       "                            VWAP     BID BIDSIZE     ASK  \\\n",
       "2019-12-19 12:56:05.892     None  149.92    8085  149.96   \n",
       "2019-12-19 12:56:05.892     None  149.92    6824  149.96   \n",
       "2019-12-19 12:56:05.811     None  149.92    5000  149.96   \n",
       "2019-12-19 12:56:05.811     None  149.92    5000  149.96   \n",
       "2019-12-19 12:56:05.810     None  149.92    5000  149.96   \n",
       "2019-12-19 12:56:05.810     None  149.92    5000  149.96   \n",
       "2019-12-19 12:55:55.567     None   149.9    4999  149.96   \n",
       "2019-12-19 12:55:50.879  150.026   149.9    8622  149.96   \n",
       "2019-12-19 12:55:50.431     None   149.9    8622  149.96   \n",
       "2019-12-19 12:55:46.672     None   149.9    8622  149.96   \n",
       "2019-12-19 12:55:46.309     None   149.9    8622  149.96   \n",
       "2019-12-19 12:55:42.065     None   149.9    8622  149.96   \n",
       "2019-12-19 12:55:41.919     None   149.9    5513  149.96   \n",
       "2019-12-19 12:55:41.909     None   149.9    8613  149.96   \n",
       "2019-12-19 12:55:41.908     None   149.9    8613  149.96   \n",
       "2019-12-19 12:55:41.908     None   149.9    8613  149.96   \n",
       "2019-12-19 12:55:41.908     None   149.9    5513  149.96   \n",
       "2019-12-19 12:55:41.908     None   149.9    1890  149.96   \n",
       "2019-12-19 12:55:41.815     None   149.9    1890  149.96   \n",
       "2019-12-19 12:55:41.815     None   149.9    1890  149.96   \n",
       "2019-12-19 12:55:41.815     None   149.9    1890  149.96   \n",
       "2019-12-19 12:55:41.814     None   149.9    1890  149.96   \n",
       "2019-12-19 12:55:41.814     None   149.9    1890  149.96   \n",
       "2019-12-19 12:55:41.800     None  149.92    3196  149.96   \n",
       "2019-12-19 12:55:41.800     None  149.92    3660  149.96   \n",
       "2019-12-19 12:55:41.800     None  149.92    3660  149.96   \n",
       "2019-12-19 12:55:41.799  150.026  149.92    6696  149.96   \n",
       "2019-12-19 12:55:39.374     None  149.92    6696  149.96   \n",
       "2019-12-19 12:55:39.374  150.026  149.92    6696  149.96   \n",
       "2019-12-19 12:55:39.374  150.026  149.92    6696  149.96   \n",
       "...                          ...     ...     ...     ...   \n",
       "2019-12-19 10:32:02.844     None  150.02    3500  150.06   \n",
       "2019-12-19 10:32:02.843     None     150    7232  150.06   \n",
       "2019-12-19 10:32:02.843     None     150    3247  150.06   \n",
       "2019-12-19 10:32:02.843     None     150     347  150.06   \n",
       "2019-12-19 10:32:02.843     None  149.98    9037  150.06   \n",
       "2019-12-19 10:32:02.843     None  149.98   10612  150.06   \n",
       "2019-12-19 10:32:02.843     None  149.98   10612  150.04   \n",
       "2019-12-19 10:32:02.843     None  149.98   10612  150.04   \n",
       "2019-12-19 10:32:02.843     None  149.98   10612  150.04   \n",
       "2019-12-19 10:32:02.843   150.02  149.98   10612  150.04   \n",
       "2019-12-19 10:32:02.843   150.02  149.98   10612  150.04   \n",
       "2019-12-19 10:32:02.842   150.02  149.98   10612  150.04   \n",
       "2019-12-19 10:32:02.129     None  149.98   10612  150.04   \n",
       "2019-12-19 10:31:57.775     None  149.98   10612  150.04   \n",
       "2019-12-19 10:31:57.548     None  149.98   13412  150.04   \n",
       "2019-12-19 10:31:57.548     None  149.98   15729  150.04   \n",
       "2019-12-19 10:31:57.548     None  149.98   13412  150.04   \n",
       "2019-12-19 10:31:57.548     None  149.98   11837  150.04   \n",
       "2019-12-19 10:31:57.548     None  149.98   15237  150.04   \n",
       "2019-12-19 10:31:57.548     None  149.98   12437  150.04   \n",
       "2019-12-19 10:31:57.036     None  149.98   10885  150.04   \n",
       "2019-12-19 10:31:57.036     None  149.98   10885  150.04   \n",
       "2019-12-19 10:31:57.036     None  149.98    6900  150.04   \n",
       "2019-12-19 10:31:57.035     None  149.98    3500  150.04   \n",
       "2019-12-19 10:31:55.955     None  149.96   10649  150.04   \n",
       "2019-12-19 10:31:55.955     None  149.98    1228  150.04   \n",
       "2019-12-19 10:31:55.952     None  149.98    4728  150.04   \n",
       "2019-12-19 10:31:55.952     None  149.98    8713  150.04   \n",
       "2019-12-19 10:31:55.952     None  149.98   10201  150.04   \n",
       "2019-12-19 10:31:48.066     None  149.98   10201  150.04   \n",
       "\n",
       "                                               ...                          \\\n",
       "2019-12-19 12:56:05.892                        ...                           \n",
       "2019-12-19 12:56:05.892                        ...                           \n",
       "2019-12-19 12:56:05.811                        ...                           \n",
       "2019-12-19 12:56:05.811                        ...                           \n",
       "2019-12-19 12:56:05.810                        ...                           \n",
       "2019-12-19 12:56:05.810                        ...                           \n",
       "2019-12-19 12:55:55.567                        ...                           \n",
       "2019-12-19 12:55:50.879                        ...                           \n",
       "2019-12-19 12:55:50.431                        ...                           \n",
       "2019-12-19 12:55:46.672                        ...                           \n",
       "2019-12-19 12:55:46.309                        ...                           \n",
       "2019-12-19 12:55:42.065                        ...                           \n",
       "2019-12-19 12:55:41.919                        ...                           \n",
       "2019-12-19 12:55:41.909                        ...                           \n",
       "2019-12-19 12:55:41.908                        ...                           \n",
       "2019-12-19 12:55:41.908                        ...                           \n",
       "2019-12-19 12:55:41.908                        ...                           \n",
       "2019-12-19 12:55:41.908                        ...                           \n",
       "2019-12-19 12:55:41.815                        ...                           \n",
       "2019-12-19 12:55:41.815                        ...                           \n",
       "2019-12-19 12:55:41.815                        ...                           \n",
       "2019-12-19 12:55:41.814                        ...                           \n",
       "2019-12-19 12:55:41.814                        ...                           \n",
       "2019-12-19 12:55:41.800                        ...                           \n",
       "2019-12-19 12:55:41.800                        ...                           \n",
       "2019-12-19 12:55:41.800                        ...                           \n",
       "2019-12-19 12:55:41.799                        ...                           \n",
       "2019-12-19 12:55:39.374                        ...                           \n",
       "2019-12-19 12:55:39.374                        ...                           \n",
       "2019-12-19 12:55:39.374                        ...                           \n",
       "...                                            ...                           \n",
       "2019-12-19 10:32:02.844                        ...                           \n",
       "2019-12-19 10:32:02.843                        ...                           \n",
       "2019-12-19 10:32:02.843                        ...                           \n",
       "2019-12-19 10:32:02.843                        ...                           \n",
       "2019-12-19 10:32:02.843                        ...                           \n",
       "2019-12-19 10:32:02.843                        ...                           \n",
       "2019-12-19 10:32:02.843                        ...                           \n",
       "2019-12-19 10:32:02.843                        ...                           \n",
       "2019-12-19 10:32:02.843                        ...                           \n",
       "2019-12-19 10:32:02.843                        ...                           \n",
       "2019-12-19 10:32:02.843                        ...                           \n",
       "2019-12-19 10:32:02.842                        ...                           \n",
       "2019-12-19 10:32:02.129                        ...                           \n",
       "2019-12-19 10:31:57.775                        ...                           \n",
       "2019-12-19 10:31:57.548                        ...                           \n",
       "2019-12-19 10:31:57.548                        ...                           \n",
       "2019-12-19 10:31:57.548                        ...                           \n",
       "2019-12-19 10:31:57.548                        ...                           \n",
       "2019-12-19 10:31:57.548                        ...                           \n",
       "2019-12-19 10:31:57.548                        ...                           \n",
       "2019-12-19 10:31:57.036                        ...                           \n",
       "2019-12-19 10:31:57.036                        ...                           \n",
       "2019-12-19 10:31:57.036                        ...                           \n",
       "2019-12-19 10:31:57.035                        ...                           \n",
       "2019-12-19 10:31:55.955                        ...                           \n",
       "2019-12-19 10:31:55.955                        ...                           \n",
       "2019-12-19 10:31:55.952                        ...                           \n",
       "2019-12-19 10:31:55.952                        ...                           \n",
       "2019-12-19 10:31:55.952                        ...                           \n",
       "2019-12-19 10:31:48.066                        ...                           \n",
       "\n",
       "                          TRNOVR_UNS NETCHNG_1       MMT_CLASS TR_TRD_FLG  \\\n",
       "2019-12-19 12:56:05.892         None      None            None       None   \n",
       "2019-12-19 12:56:05.892         None      None            None       None   \n",
       "2019-12-19 12:56:05.811         None      None            None       None   \n",
       "2019-12-19 12:56:05.811         None      None            None       None   \n",
       "2019-12-19 12:56:05.810         None      None            None       None   \n",
       "2019-12-19 12:56:05.810         None      None            None       None   \n",
       "2019-12-19 12:55:55.567         None      None            None       None   \n",
       "2019-12-19 12:55:50.879  1.67972e+09      None  45-1-----P----      RX      \n",
       "2019-12-19 12:55:50.431         None      None            None       None   \n",
       "2019-12-19 12:55:46.672         None      None            None       None   \n",
       "2019-12-19 12:55:46.309         None      None            None       None   \n",
       "2019-12-19 12:55:42.065         None      None            None       None   \n",
       "2019-12-19 12:55:41.919         None      None            None       None   \n",
       "2019-12-19 12:55:41.909         None      None            None       None   \n",
       "2019-12-19 12:55:41.908         None      None            None       None   \n",
       "2019-12-19 12:55:41.908         None      None            None       None   \n",
       "2019-12-19 12:55:41.908         None      None            None       None   \n",
       "2019-12-19 12:55:41.908         None      None            None       None   \n",
       "2019-12-19 12:55:41.815         None      None            None       None   \n",
       "2019-12-19 12:55:41.815         None      None            None       None   \n",
       "2019-12-19 12:55:41.815         None      None            None       None   \n",
       "2019-12-19 12:55:41.814         None      None            None       None   \n",
       "2019-12-19 12:55:41.814         None      None            None       None   \n",
       "2019-12-19 12:55:41.800         None      None            None       None   \n",
       "2019-12-19 12:55:41.800         None      None            None       None   \n",
       "2019-12-19 12:55:41.800         None      None            None       None   \n",
       "2019-12-19 12:55:41.799  1.67687e+09     -0.58  12-------PH---      OB      \n",
       "2019-12-19 12:55:39.374         None      None            None       None   \n",
       "2019-12-19 12:55:39.374  1.67687e+09      None  47-------P----      SD      \n",
       "2019-12-19 12:55:39.374  1.67664e+09      None  47-------P----      SD      \n",
       "...                              ...       ...             ...        ...   \n",
       "2019-12-19 10:32:02.844         None      None            None       None   \n",
       "2019-12-19 10:32:02.843         None      None            None       None   \n",
       "2019-12-19 10:32:02.843         None      None            None       None   \n",
       "2019-12-19 10:32:02.843         None      None            None       None   \n",
       "2019-12-19 10:32:02.843         None      None            None       None   \n",
       "2019-12-19 10:32:02.843         None      None            None       None   \n",
       "2019-12-19 10:32:02.843         None      None            None       None   \n",
       "2019-12-19 10:32:02.843         None      None            None       None   \n",
       "2019-12-19 10:32:02.843         None      None            None       None   \n",
       "2019-12-19 10:32:02.843  1.16707e+09     -0.46  12-------PH---      OB      \n",
       "2019-12-19 10:32:02.843  1.16669e+09     -0.46  12-------PH---      OB      \n",
       "2019-12-19 10:32:02.842  1.16616e+09     -0.46  12-------PH---      OB      \n",
       "2019-12-19 10:32:02.129         None      None            None       None   \n",
       "2019-12-19 10:31:57.775         None      None            None       None   \n",
       "2019-12-19 10:31:57.548         None      None            None       None   \n",
       "2019-12-19 10:31:57.548         None      None            None       None   \n",
       "2019-12-19 10:31:57.548         None      None            None       None   \n",
       "2019-12-19 10:31:57.548         None      None            None       None   \n",
       "2019-12-19 10:31:57.548         None      None            None       None   \n",
       "2019-12-19 10:31:57.548         None      None            None       None   \n",
       "2019-12-19 10:31:57.036         None      None            None       None   \n",
       "2019-12-19 10:31:57.036         None      None            None       None   \n",
       "2019-12-19 10:31:57.036         None      None            None       None   \n",
       "2019-12-19 10:31:57.035         None      None            None       None   \n",
       "2019-12-19 10:31:55.955         None      None            None       None   \n",
       "2019-12-19 10:31:55.955         None      None            None       None   \n",
       "2019-12-19 10:31:55.952         None      None            None       None   \n",
       "2019-12-19 10:31:55.952         None      None            None       None   \n",
       "2019-12-19 10:31:55.952         None      None            None       None   \n",
       "2019-12-19 10:31:48.066         None      None            None       None   \n",
       "\n",
       "                        ACVOL_UNS OPEN_PRC  HIGH_1   LOW_1 MID_PRICE  \\\n",
       "2019-12-19 12:56:05.892      None     None    None    None      None   \n",
       "2019-12-19 12:56:05.892      None     None    None    None      None   \n",
       "2019-12-19 12:56:05.811      None     None    None    None      None   \n",
       "2019-12-19 12:56:05.811      None     None    None    None      None   \n",
       "2019-12-19 12:56:05.810      None     None    None    None      None   \n",
       "2019-12-19 12:56:05.810      None     None    None    None      None   \n",
       "2019-12-19 12:55:55.567      None     None    None    None      None   \n",
       "2019-12-19 12:55:50.879  11196258   150.18  150.48  149.52      None   \n",
       "2019-12-19 12:55:50.431      None     None    None    None      None   \n",
       "2019-12-19 12:55:46.672      None     None    None    None      None   \n",
       "2019-12-19 12:55:46.309      None     None    None    None      None   \n",
       "2019-12-19 12:55:42.065      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.919      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.909      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.908      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.908      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.908      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.908      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.815      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.815      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.815      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.814      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.814      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.800      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.800      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.800      None     None    None    None      None   \n",
       "2019-12-19 12:55:41.799  11177205   150.18  150.48  149.52      None   \n",
       "2019-12-19 12:55:39.374      None     None    None    None      None   \n",
       "2019-12-19 12:55:39.374  11177205   150.18  150.48  149.52      None   \n",
       "2019-12-19 12:55:39.374  11175673   150.18  150.48  149.52      None   \n",
       "...                           ...      ...     ...     ...       ...   \n",
       "2019-12-19 10:32:02.844      None     None    None    None      None   \n",
       "2019-12-19 10:32:02.843      None     None    None    None      None   \n",
       "2019-12-19 10:32:02.843      None     None    None    None      None   \n",
       "2019-12-19 10:32:02.843      None     None    None    None      None   \n",
       "2019-12-19 10:32:02.843      None     None    None    None      None   \n",
       "2019-12-19 10:32:02.843      None     None    None    None      None   \n",
       "2019-12-19 10:32:02.843      None     None    None    None      None   \n",
       "2019-12-19 10:32:02.843      None     None    None    None      None   \n",
       "2019-12-19 10:32:02.843      None     None    None    None      None   \n",
       "2019-12-19 10:32:02.843   7779443   150.18  150.48  149.52      None   \n",
       "2019-12-19 10:32:02.843   7776902   150.18  150.48  149.52      None   \n",
       "2019-12-19 10:32:02.842   7773402   150.18  150.48  149.52      None   \n",
       "2019-12-19 10:32:02.129      None     None    None    None      None   \n",
       "2019-12-19 10:31:57.775      None     None    None    None      None   \n",
       "2019-12-19 10:31:57.548      None     None    None    None      None   \n",
       "2019-12-19 10:31:57.548      None     None    None    None      None   \n",
       "2019-12-19 10:31:57.548      None     None    None    None      None   \n",
       "2019-12-19 10:31:57.548      None     None    None    None      None   \n",
       "2019-12-19 10:31:57.548      None     None    None    None      None   \n",
       "2019-12-19 10:31:57.548      None     None    None    None      None   \n",
       "2019-12-19 10:31:57.036      None     None    None    None      None   \n",
       "2019-12-19 10:31:57.036      None     None    None    None      None   \n",
       "2019-12-19 10:31:57.036      None     None    None    None      None   \n",
       "2019-12-19 10:31:57.035      None     None    None    None      None   \n",
       "2019-12-19 10:31:55.955      None     None    None    None      None   \n",
       "2019-12-19 10:31:55.955      None     None    None    None      None   \n",
       "2019-12-19 10:31:55.952      None     None    None    None      None   \n",
       "2019-12-19 10:31:55.952      None     None    None    None      None   \n",
       "2019-12-19 10:31:55.952      None     None    None    None      None   \n",
       "2019-12-19 10:31:48.066      None     None    None    None      None   \n",
       "\n",
       "                                                                QUALIFIERS  \n",
       "2019-12-19 12:56:05.892                                         [BID_TONE]  \n",
       "2019-12-19 12:56:05.892                                         [BID_TONE]  \n",
       "2019-12-19 12:56:05.811                                         [ASK_TONE]  \n",
       "2019-12-19 12:56:05.811                                         [ASK_TONE]  \n",
       "2019-12-19 12:56:05.810                                         [ASK_TONE]  \n",
       "2019-12-19 12:56:05.810                                         [BID_TONE]  \n",
       "2019-12-19 12:55:55.567                                         [BID_TONE]  \n",
       "2019-12-19 12:55:50.879  R[ACT_FLAG1];R[CONDCODE_1];[CONDCODE_2];TRD[PR...  \n",
       "2019-12-19 12:55:50.431                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:46.672                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:46.309                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:42.065                                         [BID_TONE]  \n",
       "2019-12-19 12:55:41.919                                         [BID_TONE]  \n",
       "2019-12-19 12:55:41.909                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:41.908                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:41.908                                         [BID_TONE]  \n",
       "2019-12-19 12:55:41.908                                         [BID_TONE]  \n",
       "2019-12-19 12:55:41.908                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:41.815                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:41.815                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:41.815                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:41.814                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:41.814                                         [BID_TONE]  \n",
       "2019-12-19 12:55:41.800                                         [BID_TONE]  \n",
       "2019-12-19 12:55:41.800                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:41.800                                         [BID_TONE]  \n",
       "2019-12-19 12:55:41.799  A[ACT_FLAG1];A[CONDCODE_1];[CONDCODE_2];TRD[PR...  \n",
       "2019-12-19 12:55:39.374                                         [ASK_TONE]  \n",
       "2019-12-19 12:55:39.374  S[ACT_FLAG1];S[CONDCODE_1];[CONDCODE_2];TRD[PR...  \n",
       "2019-12-19 12:55:39.374  S[ACT_FLAG1];S[CONDCODE_1];[CONDCODE_2];TRD[PR...  \n",
       "...                                                                    ...  \n",
       "2019-12-19 10:32:02.844                                         [BID_TONE]  \n",
       "2019-12-19 10:32:02.843                                         [BID_TONE]  \n",
       "2019-12-19 10:32:02.843                                         [BID_TONE]  \n",
       "2019-12-19 10:32:02.843                                         [BID_TONE]  \n",
       "2019-12-19 10:32:02.843                                         [BID_TONE]  \n",
       "2019-12-19 10:32:02.843                                         [ASK_TONE]  \n",
       "2019-12-19 10:32:02.843                                         [ASK_TONE]  \n",
       "2019-12-19 10:32:02.843                                         [ASK_TONE]  \n",
       "2019-12-19 10:32:02.843                                         [ASK_TONE]  \n",
       "2019-12-19 10:32:02.843  A[ACT_FLAG1];A[CONDCODE_1];[CONDCODE_2];TRD[PR...  \n",
       "2019-12-19 10:32:02.843  A[ACT_FLAG1];A[CONDCODE_1];[CONDCODE_2];TRD[PR...  \n",
       "2019-12-19 10:32:02.842  A[ACT_FLAG1];A[CONDCODE_1];[CONDCODE_2];TRD[PR...  \n",
       "2019-12-19 10:32:02.129                                         [ASK_TONE]  \n",
       "2019-12-19 10:31:57.775                                         [BID_TONE]  \n",
       "2019-12-19 10:31:57.548                                         [BID_TONE]  \n",
       "2019-12-19 10:31:57.548                                         [BID_TONE]  \n",
       "2019-12-19 10:31:57.548                                         [BID_TONE]  \n",
       "2019-12-19 10:31:57.548                                         [BID_TONE]  \n",
       "2019-12-19 10:31:57.548                                         [BID_TONE]  \n",
       "2019-12-19 10:31:57.548                                         [BID_TONE]  \n",
       "2019-12-19 10:31:57.036                                         [ASK_TONE]  \n",
       "2019-12-19 10:31:57.036                                         [BID_TONE]  \n",
       "2019-12-19 10:31:57.036                                         [BID_TONE]  \n",
       "2019-12-19 10:31:57.035                                         [BID_TONE]  \n",
       "2019-12-19 10:31:55.955                                         [BID_TONE]  \n",
       "2019-12-19 10:31:55.955                                         [BID_TONE]  \n",
       "2019-12-19 10:31:55.952                                         [BID_TONE]  \n",
       "2019-12-19 10:31:55.952                                         [BID_TONE]  \n",
       "2019-12-19 10:31:55.952                                         [ASK_TONE]  \n",
       "2019-12-19 10:31:48.066                                         [ASK_TONE]  \n",
       "\n",
       "[10000 rows x 29 columns]"
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "rdp.get_historical_price_events(\n",
    "    universe = 'VOD.L', \n",
    "    start = datetime.timedelta(-1), \n",
    "    end = datetime.timedelta(0),\n",
    "    adjustments = [\n",
    "        rdp.Adjustments.EXCHANGE_CORRECTION,\n",
    "        rdp.Adjustments.MANUAL_CORRECTION\n",
    "    ]\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Historical Pricing - Interday Summaries"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Simple call with default parameters"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "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></th>\n",
       "      <th>TRDPRC_1</th>\n",
       "      <th>MKT_HIGH</th>\n",
       "      <th>MKT_LOW</th>\n",
       "      <th>ACVOL_UNS</th>\n",
       "      <th>MKT_OPEN</th>\n",
       "      <th>BID</th>\n",
       "      <th>ASK</th>\n",
       "      <th>TRNOVR_UNS</th>\n",
       "      <th>VWAP</th>\n",
       "      <th>MID_PRICE</th>\n",
       "      <th>...</th>\n",
       "      <th>CLS_AUCVOL</th>\n",
       "      <th>OPN_AUCVOL</th>\n",
       "      <th>OPN_AUC</th>\n",
       "      <th>CLS_AUC</th>\n",
       "      <th>INT_AUC</th>\n",
       "      <th>INT_AUCVOL</th>\n",
       "      <th>EX_VOL_UNS</th>\n",
       "      <th>ALL_C_MOVE</th>\n",
       "      <th>ELG_NUMMOV</th>\n",
       "      <th>NAVALUE</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2019-12-18</th>\n",
       "      <td>150.5</td>\n",
       "      <td>150.7</td>\n",
       "      <td>147.67</td>\n",
       "      <td>6.10119e+07</td>\n",
       "      <td>148.46</td>\n",
       "      <td>150.5</td>\n",
       "      <td>150.52</td>\n",
       "      <td>9.15577e+09</td>\n",
       "      <td>150.065</td>\n",
       "      <td>150.51</td>\n",
       "      <td>...</td>\n",
       "      <td>3.28857e+07</td>\n",
       "      <td>533544</td>\n",
       "      <td>148.46</td>\n",
       "      <td>150.5</td>\n",
       "      <td>149.8</td>\n",
       "      <td>2046</td>\n",
       "      <td>8.89142e+07</td>\n",
       "      <td>7955</td>\n",
       "      <td>7176</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17</th>\n",
       "      <td>149.075</td>\n",
       "      <td>150.46</td>\n",
       "      <td>147.22</td>\n",
       "      <td>5.60202e+07</td>\n",
       "      <td>149.58</td>\n",
       "      <td>149.14</td>\n",
       "      <td>149.28</td>\n",
       "      <td>8.33917e+09</td>\n",
       "      <td>148.86</td>\n",
       "      <td>149.21</td>\n",
       "      <td>...</td>\n",
       "      <td>2.09901e+07</td>\n",
       "      <td>830595</td>\n",
       "      <td>149.58</td>\n",
       "      <td>149.28</td>\n",
       "      <td>147.32</td>\n",
       "      <td>58017</td>\n",
       "      <td>1.59514e+08</td>\n",
       "      <td>10443</td>\n",
       "      <td>9322</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-16</th>\n",
       "      <td>149.08</td>\n",
       "      <td>151.56</td>\n",
       "      <td>146.96</td>\n",
       "      <td>4.92372e+07</td>\n",
       "      <td>146.96</td>\n",
       "      <td>148.32</td>\n",
       "      <td>148.36</td>\n",
       "      <td>7.34271e+09</td>\n",
       "      <td>149.129</td>\n",
       "      <td>148.34</td>\n",
       "      <td>...</td>\n",
       "      <td>1.85822e+07</td>\n",
       "      <td>165902</td>\n",
       "      <td>146.96</td>\n",
       "      <td>148.32</td>\n",
       "      <td>149.9</td>\n",
       "      <td>13100</td>\n",
       "      <td>5.50274e+07</td>\n",
       "      <td>11609</td>\n",
       "      <td>10147</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-13</th>\n",
       "      <td>146.817</td>\n",
       "      <td>147.8</td>\n",
       "      <td>144.08</td>\n",
       "      <td>7.28268e+07</td>\n",
       "      <td>144.64</td>\n",
       "      <td>146.22</td>\n",
       "      <td>146.24</td>\n",
       "      <td>1.06529e+10</td>\n",
       "      <td>146.277</td>\n",
       "      <td>146.23</td>\n",
       "      <td>...</td>\n",
       "      <td>1.9864e+07</td>\n",
       "      <td>1.03182e+06</td>\n",
       "      <td>144.64</td>\n",
       "      <td>146.24</td>\n",
       "      <td>146.52</td>\n",
       "      <td>25836</td>\n",
       "      <td>8.50709e+07</td>\n",
       "      <td>17599</td>\n",
       "      <td>16349</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-12</th>\n",
       "      <td>144.18</td>\n",
       "      <td>145.66</td>\n",
       "      <td>143.46</td>\n",
       "      <td>5.87312e+07</td>\n",
       "      <td>144.42</td>\n",
       "      <td>144.32</td>\n",
       "      <td>144.34</td>\n",
       "      <td>8.49835e+09</td>\n",
       "      <td>144.699</td>\n",
       "      <td>144.33</td>\n",
       "      <td>...</td>\n",
       "      <td>2.50418e+07</td>\n",
       "      <td>572825</td>\n",
       "      <td>144.42</td>\n",
       "      <td>144.34</td>\n",
       "      <td>145.28</td>\n",
       "      <td>10040</td>\n",
       "      <td>6.31248e+07</td>\n",
       "      <td>12757</td>\n",
       "      <td>11980</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-11</th>\n",
       "      <td>143.58</td>\n",
       "      <td>144.8</td>\n",
       "      <td>142.62</td>\n",
       "      <td>6.14009e+07</td>\n",
       "      <td>142.72</td>\n",
       "      <td>143.58</td>\n",
       "      <td>143.6</td>\n",
       "      <td>8.81545e+09</td>\n",
       "      <td>143.572</td>\n",
       "      <td>143.59</td>\n",
       "      <td>...</td>\n",
       "      <td>2.50187e+07</td>\n",
       "      <td>677959</td>\n",
       "      <td>142.72</td>\n",
       "      <td>143.58</td>\n",
       "      <td>143.62</td>\n",
       "      <td>64161</td>\n",
       "      <td>6.42578e+07</td>\n",
       "      <td>10516</td>\n",
       "      <td>9740</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-10</th>\n",
       "      <td>142.74</td>\n",
       "      <td>143.84</td>\n",
       "      <td>141.48</td>\n",
       "      <td>5.65698e+07</td>\n",
       "      <td>143.84</td>\n",
       "      <td>142.74</td>\n",
       "      <td>142.78</td>\n",
       "      <td>8.07029e+09</td>\n",
       "      <td>142.661</td>\n",
       "      <td>142.76</td>\n",
       "      <td>...</td>\n",
       "      <td>2.7607e+07</td>\n",
       "      <td>110427</td>\n",
       "      <td>143.84</td>\n",
       "      <td>142.74</td>\n",
       "      <td>141.92</td>\n",
       "      <td>5013</td>\n",
       "      <td>6.75642e+07</td>\n",
       "      <td>10402</td>\n",
       "      <td>9508</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-09</th>\n",
       "      <td>143.86</td>\n",
       "      <td>144.1</td>\n",
       "      <td>142.7</td>\n",
       "      <td>6.00421e+07</td>\n",
       "      <td>143.9</td>\n",
       "      <td>143.84</td>\n",
       "      <td>143.86</td>\n",
       "      <td>8.61903e+09</td>\n",
       "      <td>143.484</td>\n",
       "      <td>143.85</td>\n",
       "      <td>...</td>\n",
       "      <td>1.73025e+07</td>\n",
       "      <td>246596</td>\n",
       "      <td>143.9</td>\n",
       "      <td>143.86</td>\n",
       "      <td>143</td>\n",
       "      <td>10766</td>\n",
       "      <td>1.03931e+08</td>\n",
       "      <td>7630</td>\n",
       "      <td>6720</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-06</th>\n",
       "      <td>144.38</td>\n",
       "      <td>145.3</td>\n",
       "      <td>143.8</td>\n",
       "      <td>4.41654e+07</td>\n",
       "      <td>144.3</td>\n",
       "      <td>144.36</td>\n",
       "      <td>144.38</td>\n",
       "      <td>6.40035e+09</td>\n",
       "      <td>144.435</td>\n",
       "      <td>144.37</td>\n",
       "      <td>...</td>\n",
       "      <td>1.23461e+07</td>\n",
       "      <td>125413</td>\n",
       "      <td>144.3</td>\n",
       "      <td>144.38</td>\n",
       "      <td>144.98</td>\n",
       "      <td>26687</td>\n",
       "      <td>5.01995e+07</td>\n",
       "      <td>6672</td>\n",
       "      <td>5751</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-05</th>\n",
       "      <td>144.26</td>\n",
       "      <td>146.14</td>\n",
       "      <td>143.9</td>\n",
       "      <td>6.43368e+07</td>\n",
       "      <td>146.1</td>\n",
       "      <td>144.26</td>\n",
       "      <td>144.3</td>\n",
       "      <td>9.31664e+09</td>\n",
       "      <td>144.81</td>\n",
       "      <td>144.28</td>\n",
       "      <td>...</td>\n",
       "      <td>2.08301e+07</td>\n",
       "      <td>156200</td>\n",
       "      <td>146.1</td>\n",
       "      <td>144.26</td>\n",
       "      <td>144.5</td>\n",
       "      <td>10553</td>\n",
       "      <td>7.2519e+07</td>\n",
       "      <td>10470</td>\n",
       "      <td>9565</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-04</th>\n",
       "      <td>146.08</td>\n",
       "      <td>146.1</td>\n",
       "      <td>143.352</td>\n",
       "      <td>5.55325e+07</td>\n",
       "      <td>145.18</td>\n",
       "      <td>146.06</td>\n",
       "      <td>146.08</td>\n",
       "      <td>8.06247e+09</td>\n",
       "      <td>145.185</td>\n",
       "      <td>146.07</td>\n",
       "      <td>...</td>\n",
       "      <td>1.54309e+07</td>\n",
       "      <td>329270</td>\n",
       "      <td>145.18</td>\n",
       "      <td>146.08</td>\n",
       "      <td>145.16</td>\n",
       "      <td>26809</td>\n",
       "      <td>6.25119e+07</td>\n",
       "      <td>14206</td>\n",
       "      <td>12891</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-03</th>\n",
       "      <td>145.14</td>\n",
       "      <td>148.86</td>\n",
       "      <td>144.52</td>\n",
       "      <td>1.25702e+08</td>\n",
       "      <td>148.22</td>\n",
       "      <td>145.8</td>\n",
       "      <td>145.84</td>\n",
       "      <td>1.84425e+10</td>\n",
       "      <td>146.716</td>\n",
       "      <td>145.82</td>\n",
       "      <td>...</td>\n",
       "      <td>3.23397e+07</td>\n",
       "      <td>336639</td>\n",
       "      <td>148.22</td>\n",
       "      <td>145.8</td>\n",
       "      <td>146.92</td>\n",
       "      <td>12741</td>\n",
       "      <td>1.44498e+08</td>\n",
       "      <td>18013</td>\n",
       "      <td>16282</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-02</th>\n",
       "      <td>148.38</td>\n",
       "      <td>154.3</td>\n",
       "      <td>147.92</td>\n",
       "      <td>1.78019e+08</td>\n",
       "      <td>154</td>\n",
       "      <td>148.38</td>\n",
       "      <td>148.4</td>\n",
       "      <td>2.70634e+10</td>\n",
       "      <td>152.026</td>\n",
       "      <td>148.39</td>\n",
       "      <td>...</td>\n",
       "      <td>3.01652e+07</td>\n",
       "      <td>386327</td>\n",
       "      <td>154</td>\n",
       "      <td>148.38</td>\n",
       "      <td>151.54</td>\n",
       "      <td>34139</td>\n",
       "      <td>1.957e+08</td>\n",
       "      <td>15996</td>\n",
       "      <td>13804</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-11-29</th>\n",
       "      <td>153.202</td>\n",
       "      <td>154.42</td>\n",
       "      <td>152.1</td>\n",
       "      <td>5.59332e+07</td>\n",
       "      <td>153.64</td>\n",
       "      <td>153.34</td>\n",
       "      <td>153.36</td>\n",
       "      <td>8.57474e+09</td>\n",
       "      <td>153.303</td>\n",
       "      <td>153.35</td>\n",
       "      <td>...</td>\n",
       "      <td>2.37294e+07</td>\n",
       "      <td>173648</td>\n",
       "      <td>153.64</td>\n",
       "      <td>153.36</td>\n",
       "      <td>152.72</td>\n",
       "      <td>4510</td>\n",
       "      <td>6.16688e+07</td>\n",
       "      <td>10850</td>\n",
       "      <td>9843</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-11-28</th>\n",
       "      <td>154.16</td>\n",
       "      <td>156.441</td>\n",
       "      <td>153.92</td>\n",
       "      <td>1.95079e+08</td>\n",
       "      <td>156</td>\n",
       "      <td>154.16</td>\n",
       "      <td>154.28</td>\n",
       "      <td>3.03702e+10</td>\n",
       "      <td>155.682</td>\n",
       "      <td>154.22</td>\n",
       "      <td>...</td>\n",
       "      <td>1.52889e+07</td>\n",
       "      <td>203898</td>\n",
       "      <td>156</td>\n",
       "      <td>154.16</td>\n",
       "      <td>154.74</td>\n",
       "      <td>11284</td>\n",
       "      <td>2.02365e+08</td>\n",
       "      <td>7552</td>\n",
       "      <td>6325</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-11-27</th>\n",
       "      <td>160.44</td>\n",
       "      <td>160.44</td>\n",
       "      <td>157.62</td>\n",
       "      <td>6.99513e+07</td>\n",
       "      <td>158.22</td>\n",
       "      <td>160.4</td>\n",
       "      <td>160.44</td>\n",
       "      <td>1.11711e+10</td>\n",
       "      <td>159.742</td>\n",
       "      <td>160.42</td>\n",
       "      <td>...</td>\n",
       "      <td>2.34724e+07</td>\n",
       "      <td>479793</td>\n",
       "      <td>158.22</td>\n",
       "      <td>160.44</td>\n",
       "      <td>158.3</td>\n",
       "      <td>30748</td>\n",
       "      <td>8.06268e+07</td>\n",
       "      <td>15702</td>\n",
       "      <td>14111</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-11-26</th>\n",
       "      <td>157.414</td>\n",
       "      <td>158.28</td>\n",
       "      <td>155.98</td>\n",
       "      <td>1.1262e+08</td>\n",
       "      <td>157.26</td>\n",
       "      <td>157.4</td>\n",
       "      <td>157.42</td>\n",
       "      <td>1.77235e+10</td>\n",
       "      <td>157.375</td>\n",
       "      <td>157.41</td>\n",
       "      <td>...</td>\n",
       "      <td>7.92485e+07</td>\n",
       "      <td>375473</td>\n",
       "      <td>157.26</td>\n",
       "      <td>157.4</td>\n",
       "      <td>156.9</td>\n",
       "      <td>38812</td>\n",
       "      <td>1.27277e+08</td>\n",
       "      <td>9074</td>\n",
       "      <td>8326</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-11-25</th>\n",
       "      <td>156.9</td>\n",
       "      <td>157.8</td>\n",
       "      <td>155.14</td>\n",
       "      <td>4.99355e+07</td>\n",
       "      <td>156.58</td>\n",
       "      <td>156.9</td>\n",
       "      <td>156.92</td>\n",
       "      <td>7.83334e+09</td>\n",
       "      <td>156.869</td>\n",
       "      <td>156.91</td>\n",
       "      <td>...</td>\n",
       "      <td>2.04671e+07</td>\n",
       "      <td>109752</td>\n",
       "      <td>156.58</td>\n",
       "      <td>156.9</td>\n",
       "      <td>157.5</td>\n",
       "      <td>22548</td>\n",
       "      <td>5.52008e+07</td>\n",
       "      <td>9140</td>\n",
       "      <td>8140</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-11-22</th>\n",
       "      <td>156.58</td>\n",
       "      <td>156.58</td>\n",
       "      <td>151.8</td>\n",
       "      <td>6.25946e+07</td>\n",
       "      <td>152</td>\n",
       "      <td>156.46</td>\n",
       "      <td>156.58</td>\n",
       "      <td>9.74788e+09</td>\n",
       "      <td>155.73</td>\n",
       "      <td>156.52</td>\n",
       "      <td>...</td>\n",
       "      <td>2.59946e+07</td>\n",
       "      <td>215671</td>\n",
       "      <td>152</td>\n",
       "      <td>156.58</td>\n",
       "      <td>155.26</td>\n",
       "      <td>8740</td>\n",
       "      <td>7.23017e+07</td>\n",
       "      <td>11765</td>\n",
       "      <td>10721</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-11-21</th>\n",
       "      <td>152.04</td>\n",
       "      <td>153.28</td>\n",
       "      <td>151.32</td>\n",
       "      <td>4.83107e+07</td>\n",
       "      <td>152.18</td>\n",
       "      <td>152.04</td>\n",
       "      <td>152.06</td>\n",
       "      <td>7.34575e+09</td>\n",
       "      <td>152.052</td>\n",
       "      <td>152.05</td>\n",
       "      <td>...</td>\n",
       "      <td>2.09328e+07</td>\n",
       "      <td>748754</td>\n",
       "      <td>152.18</td>\n",
       "      <td>152.04</td>\n",
       "      <td>151.44</td>\n",
       "      <td>12921</td>\n",
       "      <td>5.13219e+07</td>\n",
       "      <td>9874</td>\n",
       "      <td>9113</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>20 rows × 31 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "           TRDPRC_1 MKT_HIGH  MKT_LOW    ACVOL_UNS MKT_OPEN     BID     ASK  \\\n",
       "2019-12-18    150.5    150.7   147.67  6.10119e+07   148.46   150.5  150.52   \n",
       "2019-12-17  149.075   150.46   147.22  5.60202e+07   149.58  149.14  149.28   \n",
       "2019-12-16   149.08   151.56   146.96  4.92372e+07   146.96  148.32  148.36   \n",
       "2019-12-13  146.817    147.8   144.08  7.28268e+07   144.64  146.22  146.24   \n",
       "2019-12-12   144.18   145.66   143.46  5.87312e+07   144.42  144.32  144.34   \n",
       "2019-12-11   143.58    144.8   142.62  6.14009e+07   142.72  143.58   143.6   \n",
       "2019-12-10   142.74   143.84   141.48  5.65698e+07   143.84  142.74  142.78   \n",
       "2019-12-09   143.86    144.1    142.7  6.00421e+07    143.9  143.84  143.86   \n",
       "2019-12-06   144.38    145.3    143.8  4.41654e+07    144.3  144.36  144.38   \n",
       "2019-12-05   144.26   146.14    143.9  6.43368e+07    146.1  144.26   144.3   \n",
       "2019-12-04   146.08    146.1  143.352  5.55325e+07   145.18  146.06  146.08   \n",
       "2019-12-03   145.14   148.86   144.52  1.25702e+08   148.22   145.8  145.84   \n",
       "2019-12-02   148.38    154.3   147.92  1.78019e+08      154  148.38   148.4   \n",
       "2019-11-29  153.202   154.42    152.1  5.59332e+07   153.64  153.34  153.36   \n",
       "2019-11-28   154.16  156.441   153.92  1.95079e+08      156  154.16  154.28   \n",
       "2019-11-27   160.44   160.44   157.62  6.99513e+07   158.22   160.4  160.44   \n",
       "2019-11-26  157.414   158.28   155.98   1.1262e+08   157.26   157.4  157.42   \n",
       "2019-11-25    156.9    157.8   155.14  4.99355e+07   156.58   156.9  156.92   \n",
       "2019-11-22   156.58   156.58    151.8  6.25946e+07      152  156.46  156.58   \n",
       "2019-11-21   152.04   153.28   151.32  4.83107e+07   152.18  152.04  152.06   \n",
       "\n",
       "             TRNOVR_UNS     VWAP MID_PRICE   ...     CLS_AUCVOL   OPN_AUCVOL  \\\n",
       "2019-12-18  9.15577e+09  150.065    150.51   ...    3.28857e+07       533544   \n",
       "2019-12-17  8.33917e+09   148.86    149.21   ...    2.09901e+07       830595   \n",
       "2019-12-16  7.34271e+09  149.129    148.34   ...    1.85822e+07       165902   \n",
       "2019-12-13  1.06529e+10  146.277    146.23   ...     1.9864e+07  1.03182e+06   \n",
       "2019-12-12  8.49835e+09  144.699    144.33   ...    2.50418e+07       572825   \n",
       "2019-12-11  8.81545e+09  143.572    143.59   ...    2.50187e+07       677959   \n",
       "2019-12-10  8.07029e+09  142.661    142.76   ...     2.7607e+07       110427   \n",
       "2019-12-09  8.61903e+09  143.484    143.85   ...    1.73025e+07       246596   \n",
       "2019-12-06  6.40035e+09  144.435    144.37   ...    1.23461e+07       125413   \n",
       "2019-12-05  9.31664e+09   144.81    144.28   ...    2.08301e+07       156200   \n",
       "2019-12-04  8.06247e+09  145.185    146.07   ...    1.54309e+07       329270   \n",
       "2019-12-03  1.84425e+10  146.716    145.82   ...    3.23397e+07       336639   \n",
       "2019-12-02  2.70634e+10  152.026    148.39   ...    3.01652e+07       386327   \n",
       "2019-11-29  8.57474e+09  153.303    153.35   ...    2.37294e+07       173648   \n",
       "2019-11-28  3.03702e+10  155.682    154.22   ...    1.52889e+07       203898   \n",
       "2019-11-27  1.11711e+10  159.742    160.42   ...    2.34724e+07       479793   \n",
       "2019-11-26  1.77235e+10  157.375    157.41   ...    7.92485e+07       375473   \n",
       "2019-11-25  7.83334e+09  156.869    156.91   ...    2.04671e+07       109752   \n",
       "2019-11-22  9.74788e+09   155.73    156.52   ...    2.59946e+07       215671   \n",
       "2019-11-21  7.34575e+09  152.052    152.05   ...    2.09328e+07       748754   \n",
       "\n",
       "           OPN_AUC CLS_AUC INT_AUC INT_AUCVOL   EX_VOL_UNS ALL_C_MOVE  \\\n",
       "2019-12-18  148.46   150.5   149.8       2046  8.89142e+07       7955   \n",
       "2019-12-17  149.58  149.28  147.32      58017  1.59514e+08      10443   \n",
       "2019-12-16  146.96  148.32   149.9      13100  5.50274e+07      11609   \n",
       "2019-12-13  144.64  146.24  146.52      25836  8.50709e+07      17599   \n",
       "2019-12-12  144.42  144.34  145.28      10040  6.31248e+07      12757   \n",
       "2019-12-11  142.72  143.58  143.62      64161  6.42578e+07      10516   \n",
       "2019-12-10  143.84  142.74  141.92       5013  6.75642e+07      10402   \n",
       "2019-12-09   143.9  143.86     143      10766  1.03931e+08       7630   \n",
       "2019-12-06   144.3  144.38  144.98      26687  5.01995e+07       6672   \n",
       "2019-12-05   146.1  144.26   144.5      10553   7.2519e+07      10470   \n",
       "2019-12-04  145.18  146.08  145.16      26809  6.25119e+07      14206   \n",
       "2019-12-03  148.22   145.8  146.92      12741  1.44498e+08      18013   \n",
       "2019-12-02     154  148.38  151.54      34139    1.957e+08      15996   \n",
       "2019-11-29  153.64  153.36  152.72       4510  6.16688e+07      10850   \n",
       "2019-11-28     156  154.16  154.74      11284  2.02365e+08       7552   \n",
       "2019-11-27  158.22  160.44   158.3      30748  8.06268e+07      15702   \n",
       "2019-11-26  157.26   157.4   156.9      38812  1.27277e+08       9074   \n",
       "2019-11-25  156.58   156.9   157.5      22548  5.52008e+07       9140   \n",
       "2019-11-22     152  156.58  155.26       8740  7.23017e+07      11765   \n",
       "2019-11-21  152.18  152.04  151.44      12921  5.13219e+07       9874   \n",
       "\n",
       "           ELG_NUMMOV NAVALUE  \n",
       "2019-12-18       7176    None  \n",
       "2019-12-17       9322    None  \n",
       "2019-12-16      10147    None  \n",
       "2019-12-13      16349    None  \n",
       "2019-12-12      11980    None  \n",
       "2019-12-11       9740    None  \n",
       "2019-12-10       9508    None  \n",
       "2019-12-09       6720    None  \n",
       "2019-12-06       5751    None  \n",
       "2019-12-05       9565    None  \n",
       "2019-12-04      12891    None  \n",
       "2019-12-03      16282    None  \n",
       "2019-12-02      13804    None  \n",
       "2019-11-29       9843    None  \n",
       "2019-11-28       6325    None  \n",
       "2019-11-27      14111    None  \n",
       "2019-11-26       8326    None  \n",
       "2019-11-25       8140    None  \n",
       "2019-11-22      10721    None  \n",
       "2019-11-21       9113    None  \n",
       "\n",
       "[20 rows x 31 columns]"
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "rdp.get_historical_price_summaries('VOD.L')"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Historical Pricing events with more parameters"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>BID</th>\n",
       "      <th>ASK</th>\n",
       "      <th>OPEN_PRC</th>\n",
       "      <th>HIGH_1</th>\n",
       "      <th>LOW_1</th>\n",
       "      <th>TRDPRC_1</th>\n",
       "      <th>NUM_MOVES</th>\n",
       "      <th>TRNOVR_UNS</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2019-12-18</th>\n",
       "      <td>150.5</td>\n",
       "      <td>150.52</td>\n",
       "      <td>148.46</td>\n",
       "      <td>150.7</td>\n",
       "      <td>148.46</td>\n",
       "      <td>150.5</td>\n",
       "      <td>7886.0</td>\n",
       "      <td>9155766210.79713</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17</th>\n",
       "      <td>149.14</td>\n",
       "      <td>149.28</td>\n",
       "      <td>149.58</td>\n",
       "      <td>150.46</td>\n",
       "      <td>147.22</td>\n",
       "      <td>149.075</td>\n",
       "      <td>10149.0</td>\n",
       "      <td>8339171433.5214</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-16</th>\n",
       "      <td>148.32</td>\n",
       "      <td>148.36</td>\n",
       "      <td>146.96</td>\n",
       "      <td>151.56</td>\n",
       "      <td>146.96</td>\n",
       "      <td>149.08</td>\n",
       "      <td>11448.0</td>\n",
       "      <td>7342714904.08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-13</th>\n",
       "      <td>146.22</td>\n",
       "      <td>146.24</td>\n",
       "      <td>144.64</td>\n",
       "      <td>147.76</td>\n",
       "      <td>144.08</td>\n",
       "      <td>146.8174</td>\n",
       "      <td>17494.0</td>\n",
       "      <td>10652875343.98</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-12</th>\n",
       "      <td>144.32</td>\n",
       "      <td>144.34</td>\n",
       "      <td>144.42</td>\n",
       "      <td>145.66</td>\n",
       "      <td>143.46</td>\n",
       "      <td>144.18</td>\n",
       "      <td>12631.0</td>\n",
       "      <td>8498347218.71154</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-11</th>\n",
       "      <td>143.58</td>\n",
       "      <td>143.6</td>\n",
       "      <td>142.72</td>\n",
       "      <td>144.8</td>\n",
       "      <td>142.62</td>\n",
       "      <td>143.58</td>\n",
       "      <td>10395.0</td>\n",
       "      <td>8815450412.65</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-10</th>\n",
       "      <td>142.74</td>\n",
       "      <td>142.78</td>\n",
       "      <td>143.84</td>\n",
       "      <td>143.84</td>\n",
       "      <td>141.48</td>\n",
       "      <td>142.74</td>\n",
       "      <td>10311.0</td>\n",
       "      <td>8070285210.46</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-09</th>\n",
       "      <td>143.84</td>\n",
       "      <td>143.86</td>\n",
       "      <td>143.9</td>\n",
       "      <td>144.1</td>\n",
       "      <td>142.7</td>\n",
       "      <td>143.86</td>\n",
       "      <td>7530.0</td>\n",
       "      <td>8619025836.3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-06</th>\n",
       "      <td>144.36</td>\n",
       "      <td>144.38</td>\n",
       "      <td>144.3</td>\n",
       "      <td>145.3</td>\n",
       "      <td>143.8</td>\n",
       "      <td>144.38</td>\n",
       "      <td>6437.0</td>\n",
       "      <td>6400351539.23</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-05</th>\n",
       "      <td>144.26</td>\n",
       "      <td>144.3</td>\n",
       "      <td>146.1</td>\n",
       "      <td>146.14</td>\n",
       "      <td>143.9</td>\n",
       "      <td>144.26</td>\n",
       "      <td>10312.0</td>\n",
       "      <td>9316636080.18</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-04</th>\n",
       "      <td>146.06</td>\n",
       "      <td>146.08</td>\n",
       "      <td>145.18</td>\n",
       "      <td>146.1</td>\n",
       "      <td>143.36</td>\n",
       "      <td>146.08</td>\n",
       "      <td>13825.0</td>\n",
       "      <td>8062473853.65</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-03</th>\n",
       "      <td>145.8</td>\n",
       "      <td>145.84</td>\n",
       "      <td>148.22</td>\n",
       "      <td>148.86</td>\n",
       "      <td>144.52</td>\n",
       "      <td>145.14</td>\n",
       "      <td>17574.0</td>\n",
       "      <td>18442503380.97</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-02</th>\n",
       "      <td>148.38</td>\n",
       "      <td>148.4</td>\n",
       "      <td>154.0</td>\n",
       "      <td>154.2</td>\n",
       "      <td>147.92</td>\n",
       "      <td>148.38</td>\n",
       "      <td>15711.0</td>\n",
       "      <td>27063404053.93</td>\n",
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       "    <tr>\n",
       "      <th>2019-11-29</th>\n",
       "      <td>153.34</td>\n",
       "      <td>153.36</td>\n",
       "      <td>153.64</td>\n",
       "      <td>154.42</td>\n",
       "      <td>152.1</td>\n",
       "      <td>153.20204</td>\n",
       "      <td>10650.0</td>\n",
       "      <td>8574740217.4</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-11-28</th>\n",
       "      <td>154.16</td>\n",
       "      <td>154.28</td>\n",
       "      <td>156.0</td>\n",
       "      <td>156.34</td>\n",
       "      <td>153.92</td>\n",
       "      <td>154.16</td>\n",
       "      <td>7408.0</td>\n",
       "      <td>30370152463.86</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-11-27</th>\n",
       "      <td>160.4</td>\n",
       "      <td>160.44</td>\n",
       "      <td>158.22</td>\n",
       "      <td>160.44</td>\n",
       "      <td>157.62</td>\n",
       "      <td>160.44</td>\n",
       "      <td>15400.0</td>\n",
       "      <td>11171123950.18</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-11-26</th>\n",
       "      <td>157.4</td>\n",
       "      <td>157.42</td>\n",
       "      <td>157.26</td>\n",
       "      <td>158.28</td>\n",
       "      <td>155.98</td>\n",
       "      <td>157.41352</td>\n",
       "      <td>9009.0</td>\n",
       "      <td>17723523820.75905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-11-25</th>\n",
       "      <td>156.9</td>\n",
       "      <td>156.92</td>\n",
       "      <td>156.58</td>\n",
       "      <td>157.8</td>\n",
       "      <td>155.14</td>\n",
       "      <td>156.9</td>\n",
       "      <td>9028.0</td>\n",
       "      <td>7833337438.71</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-11-22</th>\n",
       "      <td>156.46</td>\n",
       "      <td>156.58</td>\n",
       "      <td>152.0</td>\n",
       "      <td>156.58</td>\n",
       "      <td>151.8</td>\n",
       "      <td>156.58</td>\n",
       "      <td>11650.0</td>\n",
       "      <td>9747877744.45</td>\n",
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       "    <tr>\n",
       "      <th>2019-11-21</th>\n",
       "      <td>152.04</td>\n",
       "      <td>152.06</td>\n",
       "      <td>152.18</td>\n",
       "      <td>153.28</td>\n",
       "      <td>151.32</td>\n",
       "      <td>152.04</td>\n",
       "      <td>9799.0</td>\n",
       "      <td>7345750091.56</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               BID     ASK OPEN_PRC  HIGH_1   LOW_1   TRDPRC_1 NUM_MOVES  \\\n",
       "2019-12-18   150.5  150.52   148.46   150.7  148.46      150.5    7886.0   \n",
       "2019-12-17  149.14  149.28   149.58  150.46  147.22    149.075   10149.0   \n",
       "2019-12-16  148.32  148.36   146.96  151.56  146.96     149.08   11448.0   \n",
       "2019-12-13  146.22  146.24   144.64  147.76  144.08   146.8174   17494.0   \n",
       "2019-12-12  144.32  144.34   144.42  145.66  143.46     144.18   12631.0   \n",
       "2019-12-11  143.58   143.6   142.72   144.8  142.62     143.58   10395.0   \n",
       "2019-12-10  142.74  142.78   143.84  143.84  141.48     142.74   10311.0   \n",
       "2019-12-09  143.84  143.86    143.9   144.1   142.7     143.86    7530.0   \n",
       "2019-12-06  144.36  144.38    144.3   145.3   143.8     144.38    6437.0   \n",
       "2019-12-05  144.26   144.3    146.1  146.14   143.9     144.26   10312.0   \n",
       "2019-12-04  146.06  146.08   145.18   146.1  143.36     146.08   13825.0   \n",
       "2019-12-03   145.8  145.84   148.22  148.86  144.52     145.14   17574.0   \n",
       "2019-12-02  148.38   148.4    154.0   154.2  147.92     148.38   15711.0   \n",
       "2019-11-29  153.34  153.36   153.64  154.42   152.1  153.20204   10650.0   \n",
       "2019-11-28  154.16  154.28    156.0  156.34  153.92     154.16    7408.0   \n",
       "2019-11-27   160.4  160.44   158.22  160.44  157.62     160.44   15400.0   \n",
       "2019-11-26   157.4  157.42   157.26  158.28  155.98  157.41352    9009.0   \n",
       "2019-11-25   156.9  156.92   156.58   157.8  155.14      156.9    9028.0   \n",
       "2019-11-22  156.46  156.58    152.0  156.58   151.8     156.58   11650.0   \n",
       "2019-11-21  152.04  152.06   152.18  153.28  151.32     152.04    9799.0   \n",
       "\n",
       "                   TRNOVR_UNS  \n",
       "2019-12-18   9155766210.79713  \n",
       "2019-12-17    8339171433.5214  \n",
       "2019-12-16      7342714904.08  \n",
       "2019-12-13     10652875343.98  \n",
       "2019-12-12   8498347218.71154  \n",
       "2019-12-11      8815450412.65  \n",
       "2019-12-10      8070285210.46  \n",
       "2019-12-09       8619025836.3  \n",
       "2019-12-06      6400351539.23  \n",
       "2019-12-05      9316636080.18  \n",
       "2019-12-04      8062473853.65  \n",
       "2019-12-03     18442503380.97  \n",
       "2019-12-02     27063404053.93  \n",
       "2019-11-29       8574740217.4  \n",
       "2019-11-28     30370152463.86  \n",
       "2019-11-27     11171123950.18  \n",
       "2019-11-26  17723523820.75905  \n",
       "2019-11-25      7833337438.71  \n",
       "2019-11-22      9747877744.45  \n",
       "2019-11-21      7345750091.56  "
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "rdp.get_historical_price_summaries(\n",
    "    universe = 'VOD.L',\n",
    "    interval = rdp.Intervals.DAILY,          # Supported intervals: DAILY, WEEKLY, MONTHLY, QUARTERLY, YEARLY.\n",
    "    count = 20,\n",
    "    fields = ['BID','ASK','OPEN_PRC','HIGH_1','LOW_1','TRDPRC_1','NUM_MOVES','TRNOVR_UNS']\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Historical Pricing - Intraday Summaries"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Simple call with default parameters"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
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       "      <th></th>\n",
       "      <th>HIGH_1</th>\n",
       "      <th>LOW_1</th>\n",
       "      <th>OPEN_PRC</th>\n",
       "      <th>TRDPRC_1</th>\n",
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       "      <th>2019-12-19 06:21:00</th>\n",
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       "      <td>4.8211</td>\n",
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       "      <td>None</td>\n",
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       "      <td>None</td>\n",
       "      <td>None</td>\n",
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       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 05:41:00</th>\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>4.8211</td>\n",
       "      <td>4.8211</td>\n",
       "      <td>4.8211</td>\n",
       "      <td>4.8211</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 21:01:00</th>\n",
       "      <td>134.41</td>\n",
       "      <td>134.41</td>\n",
       "      <td>134.41</td>\n",
       "      <td>134.41</td>\n",
       "      <td>1</td>\n",
       "      <td>433331</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 21:00:00</th>\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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:59:00</th>\n",
       "      <td>134.57</td>\n",
       "      <td>134.43</td>\n",
       "      <td>134.525</td>\n",
       "      <td>134.45</td>\n",
       "      <td>224</td>\n",
       "      <td>34766</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>663</td>\n",
       "      <td>134.57</td>\n",
       "      <td>134.44</td>\n",
       "      <td>134.53</td>\n",
       "      <td>134.45</td>\n",
       "      <td>663</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:58:00</th>\n",
       "      <td>134.56</td>\n",
       "      <td>134.52</td>\n",
       "      <td>134.53</td>\n",
       "      <td>134.52</td>\n",
       "      <td>74</td>\n",
       "      <td>8385</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>255</td>\n",
       "      <td>134.57</td>\n",
       "      <td>134.52</td>\n",
       "      <td>134.54</td>\n",
       "      <td>134.53</td>\n",
       "      <td>255</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:57:00</th>\n",
       "      <td>134.53</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.53</td>\n",
       "      <td>35</td>\n",
       "      <td>4662</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>137</td>\n",
       "      <td>134.55</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.54</td>\n",
       "      <td>137</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:56:00</th>\n",
       "      <td>134.52</td>\n",
       "      <td>134.47</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.48</td>\n",
       "      <td>38</td>\n",
       "      <td>4039</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>263</td>\n",
       "      <td>134.54</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.49</td>\n",
       "      <td>263</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:55:00</th>\n",
       "      <td>134.53</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.51</td>\n",
       "      <td>134.48</td>\n",
       "      <td>29</td>\n",
       "      <td>3287</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>260</td>\n",
       "      <td>134.54</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.49</td>\n",
       "      <td>260</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:54:00</th>\n",
       "      <td>134.57</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.55</td>\n",
       "      <td>134.51</td>\n",
       "      <td>42</td>\n",
       "      <td>3593</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>284</td>\n",
       "      <td>134.58</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.57</td>\n",
       "      <td>134.51</td>\n",
       "      <td>284</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:53:00</th>\n",
       "      <td>134.55</td>\n",
       "      <td>134.52</td>\n",
       "      <td>134.52</td>\n",
       "      <td>134.54</td>\n",
       "      <td>29</td>\n",
       "      <td>2695</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>241</td>\n",
       "      <td>134.57</td>\n",
       "      <td>134.53</td>\n",
       "      <td>134.55</td>\n",
       "      <td>134.57</td>\n",
       "      <td>241</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:52:00</th>\n",
       "      <td>134.53</td>\n",
       "      <td>134.485</td>\n",
       "      <td>134.485</td>\n",
       "      <td>134.53</td>\n",
       "      <td>28</td>\n",
       "      <td>3031</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>206</td>\n",
       "      <td>134.55</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.55</td>\n",
       "      <td>206</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:51:00</th>\n",
       "      <td>134.49</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.48</td>\n",
       "      <td>17</td>\n",
       "      <td>1245</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>63</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.49</td>\n",
       "      <td>63</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:50:00</th>\n",
       "      <td>134.52</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.52</td>\n",
       "      <td>134.48</td>\n",
       "      <td>25</td>\n",
       "      <td>2077</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>190</td>\n",
       "      <td>134.54</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.54</td>\n",
       "      <td>134.49</td>\n",
       "      <td>190</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:49:00</th>\n",
       "      <td>134.51</td>\n",
       "      <td>134.425</td>\n",
       "      <td>134.43</td>\n",
       "      <td>134.51</td>\n",
       "      <td>28</td>\n",
       "      <td>4265</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>173</td>\n",
       "      <td>134.54</td>\n",
       "      <td>134.43</td>\n",
       "      <td>134.44</td>\n",
       "      <td>134.54</td>\n",
       "      <td>173</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:48:00</th>\n",
       "      <td>134.435</td>\n",
       "      <td>134.425</td>\n",
       "      <td>134.425</td>\n",
       "      <td>134.43</td>\n",
       "      <td>8</td>\n",
       "      <td>1357</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>42</td>\n",
       "      <td>134.47</td>\n",
       "      <td>134.43</td>\n",
       "      <td>134.43</td>\n",
       "      <td>134.44</td>\n",
       "      <td>42</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:47:00</th>\n",
       "      <td>134.43</td>\n",
       "      <td>134.415</td>\n",
       "      <td>134.415</td>\n",
       "      <td>134.43</td>\n",
       "      <td>4</td>\n",
       "      <td>396</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>35</td>\n",
       "      <td>134.44</td>\n",
       "      <td>134.42</td>\n",
       "      <td>134.42</td>\n",
       "      <td>134.43</td>\n",
       "      <td>35</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:46:00</th>\n",
       "      <td>134.43</td>\n",
       "      <td>134.42</td>\n",
       "      <td>134.42</td>\n",
       "      <td>134.42</td>\n",
       "      <td>7</td>\n",
       "      <td>642</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>99</td>\n",
       "      <td>134.45</td>\n",
       "      <td>134.42</td>\n",
       "      <td>134.44</td>\n",
       "      <td>134.42</td>\n",
       "      <td>99</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:45:00</th>\n",
       "      <td>134.46</td>\n",
       "      <td>134.415</td>\n",
       "      <td>134.46</td>\n",
       "      <td>134.42</td>\n",
       "      <td>29</td>\n",
       "      <td>2321</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>160</td>\n",
       "      <td>134.47</td>\n",
       "      <td>134.42</td>\n",
       "      <td>134.47</td>\n",
       "      <td>134.44</td>\n",
       "      <td>160</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:44:00</th>\n",
       "      <td>134.48</td>\n",
       "      <td>134.45</td>\n",
       "      <td>134.475</td>\n",
       "      <td>134.45</td>\n",
       "      <td>13</td>\n",
       "      <td>2045</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>158</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.46</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.47</td>\n",
       "      <td>158</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>20 rows × 24 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                      HIGH_1    LOW_1 OPEN_PRC TRDPRC_1 NUM_MOVES ACVOL_UNS  \\\n",
       "2019-12-19 06:21:00     None     None     None     None      None      None   \n",
       "2019-12-19 05:41:00     None     None     None     None      None      None   \n",
       "2019-12-18 21:01:00   134.41   134.41   134.41   134.41         1    433331   \n",
       "2019-12-18 21:00:00     None     None     None     None      None      None   \n",
       "2019-12-18 20:59:00   134.57   134.43  134.525   134.45       224     34766   \n",
       "2019-12-18 20:58:00   134.56   134.52   134.53   134.52        74      8385   \n",
       "2019-12-18 20:57:00   134.53   134.48   134.48   134.53        35      4662   \n",
       "2019-12-18 20:56:00   134.52   134.47   134.49   134.48        38      4039   \n",
       "2019-12-18 20:55:00   134.53   134.48   134.51   134.48        29      3287   \n",
       "2019-12-18 20:54:00   134.57    134.5   134.55   134.51        42      3593   \n",
       "2019-12-18 20:53:00   134.55   134.52   134.52   134.54        29      2695   \n",
       "2019-12-18 20:52:00   134.53  134.485  134.485   134.53        28      3031   \n",
       "2019-12-18 20:51:00   134.49   134.48   134.48   134.48        17      1245   \n",
       "2019-12-18 20:50:00   134.52   134.48   134.52   134.48        25      2077   \n",
       "2019-12-18 20:49:00   134.51  134.425   134.43   134.51        28      4265   \n",
       "2019-12-18 20:48:00  134.435  134.425  134.425   134.43         8      1357   \n",
       "2019-12-18 20:47:00   134.43  134.415  134.415   134.43         4       396   \n",
       "2019-12-18 20:46:00   134.43   134.42   134.42   134.42         7       642   \n",
       "2019-12-18 20:45:00   134.46  134.415   134.46   134.42        29      2321   \n",
       "2019-12-18 20:44:00   134.48   134.45  134.475   134.45        13      2045   \n",
       "\n",
       "                    HIGH_YLD LOW_YLD OPEN_YLD   YIELD    ...    BID_NUMMOV  \\\n",
       "2019-12-19 06:21:00   4.8211  4.8211   4.8211  4.8211    ...          None   \n",
       "2019-12-19 05:41:00   4.8211  4.8211   4.8211  4.8211    ...          None   \n",
       "2019-12-18 21:01:00     None    None     None    None    ...          None   \n",
       "2019-12-18 21:00:00     None    None     None    None    ...             1   \n",
       "2019-12-18 20:59:00     None    None     None    None    ...           663   \n",
       "2019-12-18 20:58:00     None    None     None    None    ...           255   \n",
       "2019-12-18 20:57:00     None    None     None    None    ...           137   \n",
       "2019-12-18 20:56:00     None    None     None    None    ...           263   \n",
       "2019-12-18 20:55:00     None    None     None    None    ...           260   \n",
       "2019-12-18 20:54:00     None    None     None    None    ...           284   \n",
       "2019-12-18 20:53:00     None    None     None    None    ...           241   \n",
       "2019-12-18 20:52:00     None    None     None    None    ...           206   \n",
       "2019-12-18 20:51:00     None    None     None    None    ...            63   \n",
       "2019-12-18 20:50:00     None    None     None    None    ...           190   \n",
       "2019-12-18 20:49:00     None    None     None    None    ...           173   \n",
       "2019-12-18 20:48:00     None    None     None    None    ...            42   \n",
       "2019-12-18 20:47:00     None    None     None    None    ...            35   \n",
       "2019-12-18 20:46:00     None    None     None    None    ...            99   \n",
       "2019-12-18 20:45:00     None    None     None    None    ...           160   \n",
       "2019-12-18 20:44:00     None    None     None    None    ...           158   \n",
       "\n",
       "                    ASK_HIGH_1 ASK_LOW_1 OPEN_ASK     ASK ASK_NUMMOV MID_HIGH  \\\n",
       "2019-12-19 06:21:00       None      None     None    None       None     None   \n",
       "2019-12-19 05:41:00       None      None     None    None       None     None   \n",
       "2019-12-18 21:01:00       None      None     None    None       None     None   \n",
       "2019-12-18 21:00:00          0         0        0       0          1     None   \n",
       "2019-12-18 20:59:00     134.57    134.44   134.53  134.45        663     None   \n",
       "2019-12-18 20:58:00     134.57    134.52   134.54  134.53        255     None   \n",
       "2019-12-18 20:57:00     134.55    134.48   134.49  134.54        137     None   \n",
       "2019-12-18 20:56:00     134.54    134.48    134.5  134.49        263     None   \n",
       "2019-12-18 20:55:00     134.54    134.49    134.5  134.49        260     None   \n",
       "2019-12-18 20:54:00     134.58     134.5   134.57  134.51        284     None   \n",
       "2019-12-18 20:53:00     134.57    134.53   134.55  134.57        241     None   \n",
       "2019-12-18 20:52:00     134.55    134.49   134.49  134.55        206     None   \n",
       "2019-12-18 20:51:00      134.5    134.49   134.49  134.49         63     None   \n",
       "2019-12-18 20:50:00     134.54    134.49   134.54  134.49        190     None   \n",
       "2019-12-18 20:49:00     134.54    134.43   134.44  134.54        173     None   \n",
       "2019-12-18 20:48:00     134.47    134.43   134.43  134.44         42     None   \n",
       "2019-12-18 20:47:00     134.44    134.42   134.42  134.43         35     None   \n",
       "2019-12-18 20:46:00     134.45    134.42   134.44  134.42         99     None   \n",
       "2019-12-18 20:45:00     134.47    134.42   134.47  134.44        160     None   \n",
       "2019-12-18 20:44:00      134.5    134.46   134.48  134.47        158     None   \n",
       "\n",
       "                    MID_LOW MID_OPEN MID_PRICE  \n",
       "2019-12-19 06:21:00    None     None      None  \n",
       "2019-12-19 05:41:00    None     None      None  \n",
       "2019-12-18 21:01:00    None     None      None  \n",
       "2019-12-18 21:00:00    None     None      None  \n",
       "2019-12-18 20:59:00    None     None      None  \n",
       "2019-12-18 20:58:00    None     None      None  \n",
       "2019-12-18 20:57:00    None     None      None  \n",
       "2019-12-18 20:56:00    None     None      None  \n",
       "2019-12-18 20:55:00    None     None      None  \n",
       "2019-12-18 20:54:00    None     None      None  \n",
       "2019-12-18 20:53:00    None     None      None  \n",
       "2019-12-18 20:52:00    None     None      None  \n",
       "2019-12-18 20:51:00    None     None      None  \n",
       "2019-12-18 20:50:00    None     None      None  \n",
       "2019-12-18 20:49:00    None     None      None  \n",
       "2019-12-18 20:48:00    None     None      None  \n",
       "2019-12-18 20:47:00    None     None      None  \n",
       "2019-12-18 20:46:00    None     None      None  \n",
       "2019-12-18 20:45:00    None     None      None  \n",
       "2019-12-18 20:44:00    None     None      None  \n",
       "\n",
       "[20 rows x 24 columns]"
      ]
     },
     "execution_count": 23,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "rdp.get_historical_price_summaries('IBM.N', rdp.Intervals.ONE_MINUTE)   "
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Historical Pricing events with more parameters"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "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></th>\n",
       "      <th>HIGH_1</th>\n",
       "      <th>LOW_1</th>\n",
       "      <th>OPEN_PRC</th>\n",
       "      <th>TRDPRC_1</th>\n",
       "      <th>NUM_MOVES</th>\n",
       "      <th>ACVOL_UNS</th>\n",
       "      <th>HIGH_YLD</th>\n",
       "      <th>LOW_YLD</th>\n",
       "      <th>OPEN_YLD</th>\n",
       "      <th>YIELD</th>\n",
       "      <th>...</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",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2019-12-18 21:01:00</th>\n",
       "      <td>134.41</td>\n",
       "      <td>134.41</td>\n",
       "      <td>134.41</td>\n",
       "      <td>134.41</td>\n",
       "      <td>1</td>\n",
       "      <td>433331</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 21:00:00</th>\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>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:59:00</th>\n",
       "      <td>134.57</td>\n",
       "      <td>134.43</td>\n",
       "      <td>134.525</td>\n",
       "      <td>134.45</td>\n",
       "      <td>224</td>\n",
       "      <td>34766</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>663</td>\n",
       "      <td>134.57</td>\n",
       "      <td>134.44</td>\n",
       "      <td>134.53</td>\n",
       "      <td>134.45</td>\n",
       "      <td>663</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:58:00</th>\n",
       "      <td>134.56</td>\n",
       "      <td>134.52</td>\n",
       "      <td>134.53</td>\n",
       "      <td>134.52</td>\n",
       "      <td>74</td>\n",
       "      <td>8385</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>255</td>\n",
       "      <td>134.57</td>\n",
       "      <td>134.52</td>\n",
       "      <td>134.54</td>\n",
       "      <td>134.53</td>\n",
       "      <td>255</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:57:00</th>\n",
       "      <td>134.53</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.53</td>\n",
       "      <td>35</td>\n",
       "      <td>4662</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>137</td>\n",
       "      <td>134.55</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.54</td>\n",
       "      <td>137</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:56:00</th>\n",
       "      <td>134.52</td>\n",
       "      <td>134.47</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.48</td>\n",
       "      <td>38</td>\n",
       "      <td>4039</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>263</td>\n",
       "      <td>134.54</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.49</td>\n",
       "      <td>263</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:55:00</th>\n",
       "      <td>134.53</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.51</td>\n",
       "      <td>134.48</td>\n",
       "      <td>29</td>\n",
       "      <td>3287</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>260</td>\n",
       "      <td>134.54</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.49</td>\n",
       "      <td>260</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:54:00</th>\n",
       "      <td>134.57</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.55</td>\n",
       "      <td>134.51</td>\n",
       "      <td>42</td>\n",
       "      <td>3593</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>284</td>\n",
       "      <td>134.58</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.57</td>\n",
       "      <td>134.51</td>\n",
       "      <td>284</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:53:00</th>\n",
       "      <td>134.55</td>\n",
       "      <td>134.52</td>\n",
       "      <td>134.52</td>\n",
       "      <td>134.54</td>\n",
       "      <td>29</td>\n",
       "      <td>2695</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>241</td>\n",
       "      <td>134.57</td>\n",
       "      <td>134.53</td>\n",
       "      <td>134.55</td>\n",
       "      <td>134.57</td>\n",
       "      <td>241</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:52:00</th>\n",
       "      <td>134.53</td>\n",
       "      <td>134.485</td>\n",
       "      <td>134.485</td>\n",
       "      <td>134.53</td>\n",
       "      <td>28</td>\n",
       "      <td>3031</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>206</td>\n",
       "      <td>134.55</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.55</td>\n",
       "      <td>206</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:51:00</th>\n",
       "      <td>134.49</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.48</td>\n",
       "      <td>17</td>\n",
       "      <td>1245</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>63</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.49</td>\n",
       "      <td>63</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:50:00</th>\n",
       "      <td>134.52</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.52</td>\n",
       "      <td>134.48</td>\n",
       "      <td>25</td>\n",
       "      <td>2077</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>190</td>\n",
       "      <td>134.54</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.54</td>\n",
       "      <td>134.49</td>\n",
       "      <td>190</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:49:00</th>\n",
       "      <td>134.51</td>\n",
       "      <td>134.425</td>\n",
       "      <td>134.43</td>\n",
       "      <td>134.51</td>\n",
       "      <td>28</td>\n",
       "      <td>4265</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>173</td>\n",
       "      <td>134.54</td>\n",
       "      <td>134.43</td>\n",
       "      <td>134.44</td>\n",
       "      <td>134.54</td>\n",
       "      <td>173</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:48:00</th>\n",
       "      <td>134.435</td>\n",
       "      <td>134.425</td>\n",
       "      <td>134.425</td>\n",
       "      <td>134.43</td>\n",
       "      <td>8</td>\n",
       "      <td>1357</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>42</td>\n",
       "      <td>134.47</td>\n",
       "      <td>134.43</td>\n",
       "      <td>134.43</td>\n",
       "      <td>134.44</td>\n",
       "      <td>42</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:47:00</th>\n",
       "      <td>134.43</td>\n",
       "      <td>134.415</td>\n",
       "      <td>134.415</td>\n",
       "      <td>134.43</td>\n",
       "      <td>4</td>\n",
       "      <td>396</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>35</td>\n",
       "      <td>134.44</td>\n",
       "      <td>134.42</td>\n",
       "      <td>134.42</td>\n",
       "      <td>134.43</td>\n",
       "      <td>35</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:46:00</th>\n",
       "      <td>134.43</td>\n",
       "      <td>134.42</td>\n",
       "      <td>134.42</td>\n",
       "      <td>134.42</td>\n",
       "      <td>7</td>\n",
       "      <td>642</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>99</td>\n",
       "      <td>134.45</td>\n",
       "      <td>134.42</td>\n",
       "      <td>134.44</td>\n",
       "      <td>134.42</td>\n",
       "      <td>99</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:45:00</th>\n",
       "      <td>134.46</td>\n",
       "      <td>134.415</td>\n",
       "      <td>134.46</td>\n",
       "      <td>134.42</td>\n",
       "      <td>29</td>\n",
       "      <td>2321</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>160</td>\n",
       "      <td>134.47</td>\n",
       "      <td>134.42</td>\n",
       "      <td>134.47</td>\n",
       "      <td>134.44</td>\n",
       "      <td>160</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:44:00</th>\n",
       "      <td>134.48</td>\n",
       "      <td>134.45</td>\n",
       "      <td>134.475</td>\n",
       "      <td>134.45</td>\n",
       "      <td>13</td>\n",
       "      <td>2045</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>158</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.46</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.47</td>\n",
       "      <td>158</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:43:00</th>\n",
       "      <td>134.49</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.48</td>\n",
       "      <td>16</td>\n",
       "      <td>1446</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>53</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.48</td>\n",
       "      <td>53</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:42:00</th>\n",
       "      <td>134.49</td>\n",
       "      <td>134.47</td>\n",
       "      <td>134.47</td>\n",
       "      <td>134.49</td>\n",
       "      <td>6</td>\n",
       "      <td>701</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>76</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.5</td>\n",
       "      <td>76</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:41:00</th>\n",
       "      <td>134.47</td>\n",
       "      <td>134.45</td>\n",
       "      <td>134.45</td>\n",
       "      <td>134.47</td>\n",
       "      <td>3</td>\n",
       "      <td>271</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>58</td>\n",
       "      <td>134.5</td>\n",
       "      <td>134.46</td>\n",
       "      <td>134.48</td>\n",
       "      <td>134.5</td>\n",
       "      <td>58</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:40:00</th>\n",
       "      <td>134.45</td>\n",
       "      <td>134.41</td>\n",
       "      <td>134.41</td>\n",
       "      <td>134.45</td>\n",
       "      <td>15</td>\n",
       "      <td>822</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>108</td>\n",
       "      <td>134.49</td>\n",
       "      <td>134.41</td>\n",
       "      <td>134.42</td>\n",
       "      <td>134.48</td>\n",
       "      <td>108</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:39:00</th>\n",
       "      <td>134.415</td>\n",
       "      <td>134.395</td>\n",
       "      <td>134.395</td>\n",
       "      <td>134.415</td>\n",
       "      <td>6</td>\n",
       "      <td>599</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>43</td>\n",
       "      <td>134.43</td>\n",
       "      <td>134.4</td>\n",
       "      <td>134.41</td>\n",
       "      <td>134.42</td>\n",
       "      <td>43</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:38:00</th>\n",
       "      <td>134.4</td>\n",
       "      <td>134.37</td>\n",
       "      <td>134.37</td>\n",
       "      <td>134.4</td>\n",
       "      <td>16</td>\n",
       "      <td>971</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>120</td>\n",
       "      <td>134.45</td>\n",
       "      <td>134.37</td>\n",
       "      <td>134.37</td>\n",
       "      <td>134.41</td>\n",
       "      <td>120</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:37:00</th>\n",
       "      <td>134.37</td>\n",
       "      <td>134.33</td>\n",
       "      <td>134.33</td>\n",
       "      <td>134.37</td>\n",
       "      <td>9</td>\n",
       "      <td>439</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>67</td>\n",
       "      <td>134.41</td>\n",
       "      <td>134.35</td>\n",
       "      <td>134.36</td>\n",
       "      <td>134.38</td>\n",
       "      <td>67</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:36:00</th>\n",
       "      <td>134.35</td>\n",
       "      <td>134.345</td>\n",
       "      <td>134.345</td>\n",
       "      <td>134.35</td>\n",
       "      <td>4</td>\n",
       "      <td>318</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>70</td>\n",
       "      <td>134.41</td>\n",
       "      <td>134.35</td>\n",
       "      <td>134.38</td>\n",
       "      <td>134.36</td>\n",
       "      <td>70</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:35:00</th>\n",
       "      <td>134.37</td>\n",
       "      <td>134.335</td>\n",
       "      <td>134.355</td>\n",
       "      <td>134.35</td>\n",
       "      <td>13</td>\n",
       "      <td>1219</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>109</td>\n",
       "      <td>134.41</td>\n",
       "      <td>134.34</td>\n",
       "      <td>134.37</td>\n",
       "      <td>134.39</td>\n",
       "      <td>109</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:34:00</th>\n",
       "      <td>134.39</td>\n",
       "      <td>134.36</td>\n",
       "      <td>134.37</td>\n",
       "      <td>134.37</td>\n",
       "      <td>4</td>\n",
       "      <td>305</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>41</td>\n",
       "      <td>134.43</td>\n",
       "      <td>134.37</td>\n",
       "      <td>134.43</td>\n",
       "      <td>134.37</td>\n",
       "      <td>41</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:33:00</th>\n",
       "      <td>134.425</td>\n",
       "      <td>134.38</td>\n",
       "      <td>134.41</td>\n",
       "      <td>134.38</td>\n",
       "      <td>7</td>\n",
       "      <td>669</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>102</td>\n",
       "      <td>134.43</td>\n",
       "      <td>134.39</td>\n",
       "      <td>134.42</td>\n",
       "      <td>134.43</td>\n",
       "      <td>102</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-18 20:32:00</th>\n",
       "      <td>134.42</td>\n",
       "      <td>134.4</td>\n",
       "      <td>134.4</td>\n",
       "      <td>134.41</td>\n",
       "      <td>11</td>\n",
       "      <td>1356</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>135</td>\n",
       "      <td>134.45</td>\n",
       "      <td>134.41</td>\n",
       "      <td>134.42</td>\n",
       "      <td>134.42</td>\n",
       "      <td>135</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</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",
       "      <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>2019-12-17 19:43:00</th>\n",
       "      <td>134.18</td>\n",
       "      <td>134.16</td>\n",
       "      <td>134.18</td>\n",
       "      <td>134.16</td>\n",
       "      <td>9</td>\n",
       "      <td>343</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>36</td>\n",
       "      <td>134.19</td>\n",
       "      <td>134.18</td>\n",
       "      <td>134.18</td>\n",
       "      <td>134.18</td>\n",
       "      <td>36</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:42:00</th>\n",
       "      <td>134.18</td>\n",
       "      <td>134.14</td>\n",
       "      <td>134.14</td>\n",
       "      <td>134.18</td>\n",
       "      <td>8</td>\n",
       "      <td>416</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>55</td>\n",
       "      <td>134.2</td>\n",
       "      <td>134.15</td>\n",
       "      <td>134.15</td>\n",
       "      <td>134.18</td>\n",
       "      <td>55</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:41:00</th>\n",
       "      <td>134.13</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.13</td>\n",
       "      <td>5</td>\n",
       "      <td>402</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>20</td>\n",
       "      <td>134.14</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.14</td>\n",
       "      <td>20</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:40:00</th>\n",
       "      <td>134.14</td>\n",
       "      <td>134.1</td>\n",
       "      <td>134.1</td>\n",
       "      <td>134.12</td>\n",
       "      <td>10</td>\n",
       "      <td>509</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>36</td>\n",
       "      <td>134.16</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.13</td>\n",
       "      <td>36</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:39:00</th>\n",
       "      <td>134.1</td>\n",
       "      <td>134.1</td>\n",
       "      <td>134.1</td>\n",
       "      <td>134.1</td>\n",
       "      <td>1</td>\n",
       "      <td>15</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>47</td>\n",
       "      <td>134.14</td>\n",
       "      <td>134.1</td>\n",
       "      <td>134.14</td>\n",
       "      <td>134.12</td>\n",
       "      <td>47</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:38:00</th>\n",
       "      <td>134.1</td>\n",
       "      <td>134.09</td>\n",
       "      <td>134.09</td>\n",
       "      <td>134.1</td>\n",
       "      <td>8</td>\n",
       "      <td>734</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>92</td>\n",
       "      <td>134.16</td>\n",
       "      <td>134.09</td>\n",
       "      <td>134.1</td>\n",
       "      <td>134.14</td>\n",
       "      <td>92</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:37:00</th>\n",
       "      <td>134.09</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.08</td>\n",
       "      <td>134.08</td>\n",
       "      <td>9</td>\n",
       "      <td>753</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>60</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.08</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.1</td>\n",
       "      <td>60</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:36:00</th>\n",
       "      <td>134.1</td>\n",
       "      <td>134.09</td>\n",
       "      <td>134.09</td>\n",
       "      <td>134.09</td>\n",
       "      <td>7</td>\n",
       "      <td>244</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>59</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.09</td>\n",
       "      <td>134.1</td>\n",
       "      <td>134.12</td>\n",
       "      <td>59</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:35:00</th>\n",
       "      <td>134.1</td>\n",
       "      <td>134.08</td>\n",
       "      <td>134.09</td>\n",
       "      <td>134.09</td>\n",
       "      <td>8</td>\n",
       "      <td>505</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>68</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.08</td>\n",
       "      <td>134.1</td>\n",
       "      <td>134.1</td>\n",
       "      <td>68</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:34:00</th>\n",
       "      <td>134.1</td>\n",
       "      <td>134.08</td>\n",
       "      <td>134.1</td>\n",
       "      <td>134.08</td>\n",
       "      <td>9</td>\n",
       "      <td>816</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>49</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.08</td>\n",
       "      <td>134.11</td>\n",
       "      <td>134.1</td>\n",
       "      <td>49</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:33:00</th>\n",
       "      <td>134.095</td>\n",
       "      <td>134.09</td>\n",
       "      <td>134.09</td>\n",
       "      <td>134.095</td>\n",
       "      <td>2</td>\n",
       "      <td>92</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>16</td>\n",
       "      <td>134.11</td>\n",
       "      <td>134.11</td>\n",
       "      <td>134.11</td>\n",
       "      <td>134.11</td>\n",
       "      <td>16</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:32:00</th>\n",
       "      <td>134.09</td>\n",
       "      <td>134.06</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.09</td>\n",
       "      <td>12</td>\n",
       "      <td>822</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>60</td>\n",
       "      <td>134.14</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.11</td>\n",
       "      <td>60</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:31:00</th>\n",
       "      <td>134.07</td>\n",
       "      <td>134.055</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.06</td>\n",
       "      <td>4</td>\n",
       "      <td>141</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>24</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.07</td>\n",
       "      <td>24</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:30:00</th>\n",
       "      <td>134.07</td>\n",
       "      <td>134.04</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.04</td>\n",
       "      <td>7</td>\n",
       "      <td>522</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>65</td>\n",
       "      <td>134.09</td>\n",
       "      <td>134.06</td>\n",
       "      <td>134.08</td>\n",
       "      <td>134.07</td>\n",
       "      <td>65</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:29:00</th>\n",
       "      <td>134.06</td>\n",
       "      <td>134.05</td>\n",
       "      <td>134.05</td>\n",
       "      <td>134.06</td>\n",
       "      <td>3</td>\n",
       "      <td>17</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>20</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.06</td>\n",
       "      <td>134.06</td>\n",
       "      <td>134.07</td>\n",
       "      <td>20</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:28:00</th>\n",
       "      <td>134.07</td>\n",
       "      <td>134.03</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.04</td>\n",
       "      <td>10</td>\n",
       "      <td>953</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>72</td>\n",
       "      <td>134.08</td>\n",
       "      <td>134.04</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.06</td>\n",
       "      <td>72</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:27:00</th>\n",
       "      <td>134.07</td>\n",
       "      <td>134.05</td>\n",
       "      <td>134.06</td>\n",
       "      <td>134.05</td>\n",
       "      <td>4</td>\n",
       "      <td>453</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>60</td>\n",
       "      <td>134.1</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.07</td>\n",
       "      <td>60</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:26:00</th>\n",
       "      <td>134.07</td>\n",
       "      <td>134.06</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.06</td>\n",
       "      <td>3</td>\n",
       "      <td>107</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>25</td>\n",
       "      <td>134.09</td>\n",
       "      <td>134.06</td>\n",
       "      <td>134.08</td>\n",
       "      <td>134.06</td>\n",
       "      <td>25</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:25:00</th>\n",
       "      <td>134.07</td>\n",
       "      <td>134.05</td>\n",
       "      <td>134.05</td>\n",
       "      <td>134.07</td>\n",
       "      <td>2</td>\n",
       "      <td>307</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>58</td>\n",
       "      <td>134.08</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.08</td>\n",
       "      <td>134.08</td>\n",
       "      <td>58</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:24:00</th>\n",
       "      <td>134.08</td>\n",
       "      <td>134.04</td>\n",
       "      <td>134.08</td>\n",
       "      <td>134.07</td>\n",
       "      <td>11</td>\n",
       "      <td>597</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>90</td>\n",
       "      <td>134.09</td>\n",
       "      <td>134.06</td>\n",
       "      <td>134.09</td>\n",
       "      <td>134.08</td>\n",
       "      <td>90</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:23:00</th>\n",
       "      <td>134.12</td>\n",
       "      <td>134.07</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.07</td>\n",
       "      <td>9</td>\n",
       "      <td>914</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>96</td>\n",
       "      <td>134.14</td>\n",
       "      <td>134.09</td>\n",
       "      <td>134.14</td>\n",
       "      <td>134.09</td>\n",
       "      <td>96</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:22:00</th>\n",
       "      <td>134.14</td>\n",
       "      <td>134.11</td>\n",
       "      <td>134.11</td>\n",
       "      <td>134.14</td>\n",
       "      <td>7</td>\n",
       "      <td>568</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>78</td>\n",
       "      <td>134.17</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.14</td>\n",
       "      <td>78</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:21:00</th>\n",
       "      <td>134.13</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.13</td>\n",
       "      <td>3</td>\n",
       "      <td>249</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>36</td>\n",
       "      <td>134.17</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.17</td>\n",
       "      <td>134.13</td>\n",
       "      <td>36</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:20:00</th>\n",
       "      <td>134.14</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.14</td>\n",
       "      <td>5</td>\n",
       "      <td>741</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>43</td>\n",
       "      <td>134.17</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.17</td>\n",
       "      <td>43</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:19:00</th>\n",
       "      <td>134.15</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.15</td>\n",
       "      <td>134.12</td>\n",
       "      <td>4</td>\n",
       "      <td>176</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>44</td>\n",
       "      <td>134.16</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.16</td>\n",
       "      <td>134.13</td>\n",
       "      <td>44</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:18:00</th>\n",
       "      <td>134.16</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.16</td>\n",
       "      <td>5</td>\n",
       "      <td>501</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>34</td>\n",
       "      <td>134.19</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.16</td>\n",
       "      <td>134.16</td>\n",
       "      <td>34</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:17:00</th>\n",
       "      <td>134.15</td>\n",
       "      <td>134.11</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.15</td>\n",
       "      <td>5</td>\n",
       "      <td>366</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>98</td>\n",
       "      <td>134.18</td>\n",
       "      <td>134.11</td>\n",
       "      <td>134.12</td>\n",
       "      <td>134.16</td>\n",
       "      <td>98</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:16:00</th>\n",
       "      <td>134.14</td>\n",
       "      <td>134.105</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.11</td>\n",
       "      <td>9</td>\n",
       "      <td>874</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>66</td>\n",
       "      <td>134.15</td>\n",
       "      <td>134.11</td>\n",
       "      <td>134.14</td>\n",
       "      <td>134.12</td>\n",
       "      <td>66</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:15:00</th>\n",
       "      <td>134.16</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.16</td>\n",
       "      <td>134.13</td>\n",
       "      <td>10</td>\n",
       "      <td>726</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>57</td>\n",
       "      <td>134.18</td>\n",
       "      <td>134.14</td>\n",
       "      <td>134.18</td>\n",
       "      <td>134.14</td>\n",
       "      <td>57</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-17 19:14:00</th>\n",
       "      <td>134.15</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.15</td>\n",
       "      <td>7</td>\n",
       "      <td>423</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>55</td>\n",
       "      <td>134.18</td>\n",
       "      <td>134.13</td>\n",
       "      <td>134.14</td>\n",
       "      <td>134.18</td>\n",
       "      <td>55</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>500 rows × 24 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                      HIGH_1    LOW_1 OPEN_PRC TRDPRC_1 NUM_MOVES ACVOL_UNS  \\\n",
       "2019-12-18 21:01:00   134.41   134.41   134.41   134.41         1    433331   \n",
       "2019-12-18 21:00:00     None     None     None     None      None      None   \n",
       "2019-12-18 20:59:00   134.57   134.43  134.525   134.45       224     34766   \n",
       "2019-12-18 20:58:00   134.56   134.52   134.53   134.52        74      8385   \n",
       "2019-12-18 20:57:00   134.53   134.48   134.48   134.53        35      4662   \n",
       "2019-12-18 20:56:00   134.52   134.47   134.49   134.48        38      4039   \n",
       "2019-12-18 20:55:00   134.53   134.48   134.51   134.48        29      3287   \n",
       "2019-12-18 20:54:00   134.57    134.5   134.55   134.51        42      3593   \n",
       "2019-12-18 20:53:00   134.55   134.52   134.52   134.54        29      2695   \n",
       "2019-12-18 20:52:00   134.53  134.485  134.485   134.53        28      3031   \n",
       "2019-12-18 20:51:00   134.49   134.48   134.48   134.48        17      1245   \n",
       "2019-12-18 20:50:00   134.52   134.48   134.52   134.48        25      2077   \n",
       "2019-12-18 20:49:00   134.51  134.425   134.43   134.51        28      4265   \n",
       "2019-12-18 20:48:00  134.435  134.425  134.425   134.43         8      1357   \n",
       "2019-12-18 20:47:00   134.43  134.415  134.415   134.43         4       396   \n",
       "2019-12-18 20:46:00   134.43   134.42   134.42   134.42         7       642   \n",
       "2019-12-18 20:45:00   134.46  134.415   134.46   134.42        29      2321   \n",
       "2019-12-18 20:44:00   134.48   134.45  134.475   134.45        13      2045   \n",
       "2019-12-18 20:43:00   134.49   134.48   134.49   134.48        16      1446   \n",
       "2019-12-18 20:42:00   134.49   134.47   134.47   134.49         6       701   \n",
       "2019-12-18 20:41:00   134.47   134.45   134.45   134.47         3       271   \n",
       "2019-12-18 20:40:00   134.45   134.41   134.41   134.45        15       822   \n",
       "2019-12-18 20:39:00  134.415  134.395  134.395  134.415         6       599   \n",
       "2019-12-18 20:38:00    134.4   134.37   134.37    134.4        16       971   \n",
       "2019-12-18 20:37:00   134.37   134.33   134.33   134.37         9       439   \n",
       "2019-12-18 20:36:00   134.35  134.345  134.345   134.35         4       318   \n",
       "2019-12-18 20:35:00   134.37  134.335  134.355   134.35        13      1219   \n",
       "2019-12-18 20:34:00   134.39   134.36   134.37   134.37         4       305   \n",
       "2019-12-18 20:33:00  134.425   134.38   134.41   134.38         7       669   \n",
       "2019-12-18 20:32:00   134.42    134.4    134.4   134.41        11      1356   \n",
       "...                      ...      ...      ...      ...       ...       ...   \n",
       "2019-12-17 19:43:00   134.18   134.16   134.18   134.16         9       343   \n",
       "2019-12-17 19:42:00   134.18   134.14   134.14   134.18         8       416   \n",
       "2019-12-17 19:41:00   134.13   134.12   134.13   134.13         5       402   \n",
       "2019-12-17 19:40:00   134.14    134.1    134.1   134.12        10       509   \n",
       "2019-12-17 19:39:00    134.1    134.1    134.1    134.1         1        15   \n",
       "2019-12-17 19:38:00    134.1   134.09   134.09    134.1         8       734   \n",
       "2019-12-17 19:37:00   134.09   134.07   134.08   134.08         9       753   \n",
       "2019-12-17 19:36:00    134.1   134.09   134.09   134.09         7       244   \n",
       "2019-12-17 19:35:00    134.1   134.08   134.09   134.09         8       505   \n",
       "2019-12-17 19:34:00    134.1   134.08    134.1   134.08         9       816   \n",
       "2019-12-17 19:33:00  134.095   134.09   134.09  134.095         2        92   \n",
       "2019-12-17 19:32:00   134.09   134.06   134.07   134.09        12       822   \n",
       "2019-12-17 19:31:00   134.07  134.055   134.07   134.06         4       141   \n",
       "2019-12-17 19:30:00   134.07   134.04   134.07   134.04         7       522   \n",
       "2019-12-17 19:29:00   134.06   134.05   134.05   134.06         3        17   \n",
       "2019-12-17 19:28:00   134.07   134.03   134.07   134.04        10       953   \n",
       "2019-12-17 19:27:00   134.07   134.05   134.06   134.05         4       453   \n",
       "2019-12-17 19:26:00   134.07   134.06   134.07   134.06         3       107   \n",
       "2019-12-17 19:25:00   134.07   134.05   134.05   134.07         2       307   \n",
       "2019-12-17 19:24:00   134.08   134.04   134.08   134.07        11       597   \n",
       "2019-12-17 19:23:00   134.12   134.07   134.12   134.07         9       914   \n",
       "2019-12-17 19:22:00   134.14   134.11   134.11   134.14         7       568   \n",
       "2019-12-17 19:21:00   134.13   134.13   134.13   134.13         3       249   \n",
       "2019-12-17 19:20:00   134.14   134.12   134.12   134.14         5       741   \n",
       "2019-12-17 19:19:00   134.15   134.12   134.15   134.12         4       176   \n",
       "2019-12-17 19:18:00   134.16   134.12   134.13   134.16         5       501   \n",
       "2019-12-17 19:17:00   134.15   134.11   134.12   134.15         5       366   \n",
       "2019-12-17 19:16:00   134.14  134.105   134.13   134.11         9       874   \n",
       "2019-12-17 19:15:00   134.16   134.13   134.16   134.13        10       726   \n",
       "2019-12-17 19:14:00   134.15   134.13   134.13   134.15         7       423   \n",
       "\n",
       "                    HIGH_YLD LOW_YLD OPEN_YLD YIELD    ...    BID_NUMMOV  \\\n",
       "2019-12-18 21:01:00     None    None     None  None    ...          None   \n",
       "2019-12-18 21:00:00     None    None     None  None    ...             1   \n",
       "2019-12-18 20:59:00     None    None     None  None    ...           663   \n",
       "2019-12-18 20:58:00     None    None     None  None    ...           255   \n",
       "2019-12-18 20:57:00     None    None     None  None    ...           137   \n",
       "2019-12-18 20:56:00     None    None     None  None    ...           263   \n",
       "2019-12-18 20:55:00     None    None     None  None    ...           260   \n",
       "2019-12-18 20:54:00     None    None     None  None    ...           284   \n",
       "2019-12-18 20:53:00     None    None     None  None    ...           241   \n",
       "2019-12-18 20:52:00     None    None     None  None    ...           206   \n",
       "2019-12-18 20:51:00     None    None     None  None    ...            63   \n",
       "2019-12-18 20:50:00     None    None     None  None    ...           190   \n",
       "2019-12-18 20:49:00     None    None     None  None    ...           173   \n",
       "2019-12-18 20:48:00     None    None     None  None    ...            42   \n",
       "2019-12-18 20:47:00     None    None     None  None    ...            35   \n",
       "2019-12-18 20:46:00     None    None     None  None    ...            99   \n",
       "2019-12-18 20:45:00     None    None     None  None    ...           160   \n",
       "2019-12-18 20:44:00     None    None     None  None    ...           158   \n",
       "2019-12-18 20:43:00     None    None     None  None    ...            53   \n",
       "2019-12-18 20:42:00     None    None     None  None    ...            76   \n",
       "2019-12-18 20:41:00     None    None     None  None    ...            58   \n",
       "2019-12-18 20:40:00     None    None     None  None    ...           108   \n",
       "2019-12-18 20:39:00     None    None     None  None    ...            43   \n",
       "2019-12-18 20:38:00     None    None     None  None    ...           120   \n",
       "2019-12-18 20:37:00     None    None     None  None    ...            67   \n",
       "2019-12-18 20:36:00     None    None     None  None    ...            70   \n",
       "2019-12-18 20:35:00     None    None     None  None    ...           109   \n",
       "2019-12-18 20:34:00     None    None     None  None    ...            41   \n",
       "2019-12-18 20:33:00     None    None     None  None    ...           102   \n",
       "2019-12-18 20:32:00     None    None     None  None    ...           135   \n",
       "...                      ...     ...      ...   ...    ...           ...   \n",
       "2019-12-17 19:43:00     None    None     None  None    ...            36   \n",
       "2019-12-17 19:42:00     None    None     None  None    ...            55   \n",
       "2019-12-17 19:41:00     None    None     None  None    ...            20   \n",
       "2019-12-17 19:40:00     None    None     None  None    ...            36   \n",
       "2019-12-17 19:39:00     None    None     None  None    ...            47   \n",
       "2019-12-17 19:38:00     None    None     None  None    ...            92   \n",
       "2019-12-17 19:37:00     None    None     None  None    ...            60   \n",
       "2019-12-17 19:36:00     None    None     None  None    ...            59   \n",
       "2019-12-17 19:35:00     None    None     None  None    ...            68   \n",
       "2019-12-17 19:34:00     None    None     None  None    ...            49   \n",
       "2019-12-17 19:33:00     None    None     None  None    ...            16   \n",
       "2019-12-17 19:32:00     None    None     None  None    ...            60   \n",
       "2019-12-17 19:31:00     None    None     None  None    ...            24   \n",
       "2019-12-17 19:30:00     None    None     None  None    ...            65   \n",
       "2019-12-17 19:29:00     None    None     None  None    ...            20   \n",
       "2019-12-17 19:28:00     None    None     None  None    ...            72   \n",
       "2019-12-17 19:27:00     None    None     None  None    ...            60   \n",
       "2019-12-17 19:26:00     None    None     None  None    ...            25   \n",
       "2019-12-17 19:25:00     None    None     None  None    ...            58   \n",
       "2019-12-17 19:24:00     None    None     None  None    ...            90   \n",
       "2019-12-17 19:23:00     None    None     None  None    ...            96   \n",
       "2019-12-17 19:22:00     None    None     None  None    ...            78   \n",
       "2019-12-17 19:21:00     None    None     None  None    ...            36   \n",
       "2019-12-17 19:20:00     None    None     None  None    ...            43   \n",
       "2019-12-17 19:19:00     None    None     None  None    ...            44   \n",
       "2019-12-17 19:18:00     None    None     None  None    ...            34   \n",
       "2019-12-17 19:17:00     None    None     None  None    ...            98   \n",
       "2019-12-17 19:16:00     None    None     None  None    ...            66   \n",
       "2019-12-17 19:15:00     None    None     None  None    ...            57   \n",
       "2019-12-17 19:14:00     None    None     None  None    ...            55   \n",
       "\n",
       "                    ASK_HIGH_1 ASK_LOW_1 OPEN_ASK     ASK ASK_NUMMOV MID_HIGH  \\\n",
       "2019-12-18 21:01:00       None      None     None    None       None     None   \n",
       "2019-12-18 21:00:00          0         0        0       0          1     None   \n",
       "2019-12-18 20:59:00     134.57    134.44   134.53  134.45        663     None   \n",
       "2019-12-18 20:58:00     134.57    134.52   134.54  134.53        255     None   \n",
       "2019-12-18 20:57:00     134.55    134.48   134.49  134.54        137     None   \n",
       "2019-12-18 20:56:00     134.54    134.48    134.5  134.49        263     None   \n",
       "2019-12-18 20:55:00     134.54    134.49    134.5  134.49        260     None   \n",
       "2019-12-18 20:54:00     134.58     134.5   134.57  134.51        284     None   \n",
       "2019-12-18 20:53:00     134.57    134.53   134.55  134.57        241     None   \n",
       "2019-12-18 20:52:00     134.55    134.49   134.49  134.55        206     None   \n",
       "2019-12-18 20:51:00      134.5    134.49   134.49  134.49         63     None   \n",
       "2019-12-18 20:50:00     134.54    134.49   134.54  134.49        190     None   \n",
       "2019-12-18 20:49:00     134.54    134.43   134.44  134.54        173     None   \n",
       "2019-12-18 20:48:00     134.47    134.43   134.43  134.44         42     None   \n",
       "2019-12-18 20:47:00     134.44    134.42   134.42  134.43         35     None   \n",
       "2019-12-18 20:46:00     134.45    134.42   134.44  134.42         99     None   \n",
       "2019-12-18 20:45:00     134.47    134.42   134.47  134.44        160     None   \n",
       "2019-12-18 20:44:00      134.5    134.46   134.48  134.47        158     None   \n",
       "2019-12-18 20:43:00      134.5    134.48    134.5  134.48         53     None   \n",
       "2019-12-18 20:42:00      134.5    134.48    134.5   134.5         76     None   \n",
       "2019-12-18 20:41:00      134.5    134.46   134.48   134.5         58     None   \n",
       "2019-12-18 20:40:00     134.49    134.41   134.42  134.48        108     None   \n",
       "2019-12-18 20:39:00     134.43     134.4   134.41  134.42         43     None   \n",
       "2019-12-18 20:38:00     134.45    134.37   134.37  134.41        120     None   \n",
       "2019-12-18 20:37:00     134.41    134.35   134.36  134.38         67     None   \n",
       "2019-12-18 20:36:00     134.41    134.35   134.38  134.36         70     None   \n",
       "2019-12-18 20:35:00     134.41    134.34   134.37  134.39        109     None   \n",
       "2019-12-18 20:34:00     134.43    134.37   134.43  134.37         41     None   \n",
       "2019-12-18 20:33:00     134.43    134.39   134.42  134.43        102     None   \n",
       "2019-12-18 20:32:00     134.45    134.41   134.42  134.42        135     None   \n",
       "...                        ...       ...      ...     ...        ...      ...   \n",
       "2019-12-17 19:43:00     134.19    134.18   134.18  134.18         36     None   \n",
       "2019-12-17 19:42:00      134.2    134.15   134.15  134.18         55     None   \n",
       "2019-12-17 19:41:00     134.14    134.13   134.13  134.14         20     None   \n",
       "2019-12-17 19:40:00     134.16    134.12   134.12  134.13         36     None   \n",
       "2019-12-17 19:39:00     134.14     134.1   134.14  134.12         47     None   \n",
       "2019-12-17 19:38:00     134.16    134.09    134.1  134.14         92     None   \n",
       "2019-12-17 19:37:00     134.12    134.08   134.12   134.1         60     None   \n",
       "2019-12-17 19:36:00     134.13    134.09    134.1  134.12         59     None   \n",
       "2019-12-17 19:35:00     134.13    134.08    134.1   134.1         68     None   \n",
       "2019-12-17 19:34:00     134.12    134.08   134.11   134.1         49     None   \n",
       "2019-12-17 19:33:00     134.11    134.11   134.11  134.11         16     None   \n",
       "2019-12-17 19:32:00     134.14    134.07   134.07  134.11         60     None   \n",
       "2019-12-17 19:31:00     134.07    134.07   134.07  134.07         24     None   \n",
       "2019-12-17 19:30:00     134.09    134.06   134.08  134.07         65     None   \n",
       "2019-12-17 19:29:00     134.07    134.06   134.06  134.07         20     None   \n",
       "2019-12-17 19:28:00     134.08    134.04   134.07  134.06         72     None   \n",
       "2019-12-17 19:27:00      134.1    134.07   134.07  134.07         60     None   \n",
       "2019-12-17 19:26:00     134.09    134.06   134.08  134.06         25     None   \n",
       "2019-12-17 19:25:00     134.08    134.07   134.08  134.08         58     None   \n",
       "2019-12-17 19:24:00     134.09    134.06   134.09  134.08         90     None   \n",
       "2019-12-17 19:23:00     134.14    134.09   134.14  134.09         96     None   \n",
       "2019-12-17 19:22:00     134.17    134.12   134.13  134.14         78     None   \n",
       "2019-12-17 19:21:00     134.17    134.13   134.17  134.13         36     None   \n",
       "2019-12-17 19:20:00     134.17    134.12   134.12  134.17         43     None   \n",
       "2019-12-17 19:19:00     134.16    134.12   134.16  134.13         44     None   \n",
       "2019-12-17 19:18:00     134.19    134.13   134.16  134.16         34     None   \n",
       "2019-12-17 19:17:00     134.18    134.11   134.12  134.16         98     None   \n",
       "2019-12-17 19:16:00     134.15    134.11   134.14  134.12         66     None   \n",
       "2019-12-17 19:15:00     134.18    134.14   134.18  134.14         57     None   \n",
       "2019-12-17 19:14:00     134.18    134.13   134.14  134.18         55     None   \n",
       "\n",
       "                    MID_LOW MID_OPEN MID_PRICE  \n",
       "2019-12-18 21:01:00    None     None      None  \n",
       "2019-12-18 21:00:00    None     None      None  \n",
       "2019-12-18 20:59:00    None     None      None  \n",
       "2019-12-18 20:58:00    None     None      None  \n",
       "2019-12-18 20:57:00    None     None      None  \n",
       "2019-12-18 20:56:00    None     None      None  \n",
       "2019-12-18 20:55:00    None     None      None  \n",
       "2019-12-18 20:54:00    None     None      None  \n",
       "2019-12-18 20:53:00    None     None      None  \n",
       "2019-12-18 20:52:00    None     None      None  \n",
       "2019-12-18 20:51:00    None     None      None  \n",
       "2019-12-18 20:50:00    None     None      None  \n",
       "2019-12-18 20:49:00    None     None      None  \n",
       "2019-12-18 20:48:00    None     None      None  \n",
       "2019-12-18 20:47:00    None     None      None  \n",
       "2019-12-18 20:46:00    None     None      None  \n",
       "2019-12-18 20:45:00    None     None      None  \n",
       "2019-12-18 20:44:00    None     None      None  \n",
       "2019-12-18 20:43:00    None     None      None  \n",
       "2019-12-18 20:42:00    None     None      None  \n",
       "2019-12-18 20:41:00    None     None      None  \n",
       "2019-12-18 20:40:00    None     None      None  \n",
       "2019-12-18 20:39:00    None     None      None  \n",
       "2019-12-18 20:38:00    None     None      None  \n",
       "2019-12-18 20:37:00    None     None      None  \n",
       "2019-12-18 20:36:00    None     None      None  \n",
       "2019-12-18 20:35:00    None     None      None  \n",
       "2019-12-18 20:34:00    None     None      None  \n",
       "2019-12-18 20:33:00    None     None      None  \n",
       "2019-12-18 20:32:00    None     None      None  \n",
       "...                     ...      ...       ...  \n",
       "2019-12-17 19:43:00    None     None      None  \n",
       "2019-12-17 19:42:00    None     None      None  \n",
       "2019-12-17 19:41:00    None     None      None  \n",
       "2019-12-17 19:40:00    None     None      None  \n",
       "2019-12-17 19:39:00    None     None      None  \n",
       "2019-12-17 19:38:00    None     None      None  \n",
       "2019-12-17 19:37:00    None     None      None  \n",
       "2019-12-17 19:36:00    None     None      None  \n",
       "2019-12-17 19:35:00    None     None      None  \n",
       "2019-12-17 19:34:00    None     None      None  \n",
       "2019-12-17 19:33:00    None     None      None  \n",
       "2019-12-17 19:32:00    None     None      None  \n",
       "2019-12-17 19:31:00    None     None      None  \n",
       "2019-12-17 19:30:00    None     None      None  \n",
       "2019-12-17 19:29:00    None     None      None  \n",
       "2019-12-17 19:28:00    None     None      None  \n",
       "2019-12-17 19:27:00    None     None      None  \n",
       "2019-12-17 19:26:00    None     None      None  \n",
       "2019-12-17 19:25:00    None     None      None  \n",
       "2019-12-17 19:24:00    None     None      None  \n",
       "2019-12-17 19:23:00    None     None      None  \n",
       "2019-12-17 19:22:00    None     None      None  \n",
       "2019-12-17 19:21:00    None     None      None  \n",
       "2019-12-17 19:20:00    None     None      None  \n",
       "2019-12-17 19:19:00    None     None      None  \n",
       "2019-12-17 19:18:00    None     None      None  \n",
       "2019-12-17 19:17:00    None     None      None  \n",
       "2019-12-17 19:16:00    None     None      None  \n",
       "2019-12-17 19:15:00    None     None      None  \n",
       "2019-12-17 19:14:00    None     None      None  \n",
       "\n",
       "[500 rows x 24 columns]"
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "rdp.get_historical_price_summaries(\n",
    "    universe = 'IBM.N', \n",
    "    interval = rdp.Intervals.ONE_MINUTE,     # Supported intervals: ONE_MINUTE, FIVE_MINUTES, TEN_MINUTES, THIRTY_MINUTES, ONE_HOUR\n",
    "    count = 500,\n",
    "    sessions = [\n",
    "        rdp.MarketSession.PRE, \n",
    "        rdp.MarketSession.NORMAL, \n",
    "        rdp.MarketSession.POST\n",
    "    ]\n",
    ")   "
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Close the default session when done"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {},
   "outputs": [],
   "source": [
    "rdp.close_session()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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    "name": "ipython",
    "version": 3
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   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
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