notebooks/example.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import barchart\n",
    "from barchart import getHistory, getQuote, CONFIG"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# API key setup"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "#barchart.API_KEY = 'YOURAPIKEY'"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "You can also set an environment variable using Bash\n",
    "\n",
    "```\n",
    "export BARCHART_API_KEY=\"YOURAPIKEY\"\n",
    "```"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Cache queries\n",
    "`requests_cache` is optional\n",
    "\n",
    "use it to have a cache mechanism\n",
    "\n",
    "a session parameter can be pass to functions"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import datetime\n",
    "import requests_cache\n",
    "session = requests_cache.CachedSession(cache_name='cache',\n",
    "    backend='sqlite', expire_after=datetime.timedelta(days=1))\n",
    "#session = None # pass a None session to avoid caching queries"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# getQuote with ONE symbol"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'close': '',\n",
       " 'dayCode': 'S',\n",
       " 'exchange': 'BATS',\n",
       " 'flag': '',\n",
       " 'high': 30.82,\n",
       " 'lastPrice': 30.66,\n",
       " 'low': 30.44,\n",
       " 'mode': 'i',\n",
       " 'name': 'Eni S.P.A',\n",
       " 'netChange': 0.36,\n",
       " 'open': 30.52,\n",
       " 'percentChange': 1.19,\n",
       " 'serverTimestamp': datetime.datetime(2015, 9, 29, 14, 40, 10, tzinfo=datetime.timezone(datetime.timedelta(-1, 68400))),\n",
       " 'symbol': 'E',\n",
       " 'tradeTimestamp': datetime.datetime(2015, 9, 29, 15, 25, 10, tzinfo=datetime.timezone(datetime.timedelta(-1, 68400))),\n",
       " 'unitCode': None,\n",
       " 'volume': 12620}"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "symbol = \"^EURUSD\"\n",
    "quote = getQuote(symbol, session=session)\n",
    "quote # quote is a dict"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# getQuote with SEVERAL symbols"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>close</th>\n",
       "      <th>dayCode</th>\n",
       "      <th>exchange</th>\n",
       "      <th>flag</th>\n",
       "      <th>high</th>\n",
       "      <th>lastPrice</th>\n",
       "      <th>low</th>\n",
       "      <th>mode</th>\n",
       "      <th>name</th>\n",
       "      <th>netChange</th>\n",
       "      <th>open</th>\n",
       "      <th>percentChange</th>\n",
       "      <th>serverTimestamp</th>\n",
       "      <th>symbol</th>\n",
       "      <th>tradeTimestamp</th>\n",
       "      <th>unitCode</th>\n",
       "      <th>volume</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>389</td>\n",
       "      <td>S</td>\n",
       "      <td>CBOT</td>\n",
       "      <td>s</td>\n",
       "      <td>389.50000</td>\n",
       "      <td>389.00000</td>\n",
       "      <td>385.00000</td>\n",
       "      <td>d</td>\n",
       "      <td>Corn</td>\n",
       "      <td>2.25000</td>\n",
       "      <td>387.2500</td>\n",
       "      <td>0.58</td>\n",
       "      <td>2015-09-29 05:00:00</td>\n",
       "      <td>ZCZ15</td>\n",
       "      <td>2015-09-29 05:00:00</td>\n",
       "      <td>-1</td>\n",
       "      <td>117311</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td></td>\n",
       "      <td>S</td>\n",
       "      <td>BATS</td>\n",
       "      <td></td>\n",
       "      <td>142.54000</td>\n",
       "      <td>141.97000</td>\n",
       "      <td>141.17000</td>\n",
       "      <td>i</td>\n",
       "      <td>International Business Machines</td>\n",
       "      <td>-0.55000</td>\n",
       "      <td>142.0000</td>\n",
       "      <td>-0.39</td>\n",
       "      <td>2015-09-29 19:41:56</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-29 20:26:56</td>\n",
       "      <td>None</td>\n",
       "      <td>167005</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td></td>\n",
       "      <td>S</td>\n",
       "      <td>BATS</td>\n",
       "      <td></td>\n",
       "      <td>634.67000</td>\n",
       "      <td>619.44000</td>\n",
       "      <td>618.49000</td>\n",
       "      <td>i</td>\n",
       "      <td>Google Inc</td>\n",
       "      <td>-4.81000</td>\n",
       "      <td>625.7600</td>\n",
       "      <td>-0.77</td>\n",
       "      <td>2015-09-29 19:41:49</td>\n",
       "      <td>GOOGL</td>\n",
       "      <td>2015-09-29 20:26:49</td>\n",
       "      <td>None</td>\n",
       "      <td>129034</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td></td>\n",
       "      <td>S</td>\n",
       "      <td>FOREX</td>\n",
       "      <td></td>\n",
       "      <td>1.12806</td>\n",
       "      <td>1.12604</td>\n",
       "      <td>1.11933</td>\n",
       "      <td>i</td>\n",
       "      <td>Euro Fx/U.S. Dollar</td>\n",
       "      <td>0.00172</td>\n",
       "      <td>1.1242</td>\n",
       "      <td>0.15</td>\n",
       "      <td>2015-09-29 19:42:04</td>\n",
       "      <td>^EURUSD</td>\n",
       "      <td>2015-09-29 19:32:04</td>\n",
       "      <td>5</td>\n",
       "      <td>488052</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  close dayCode exchange flag       high  lastPrice        low mode  \\\n",
       "0   389       S     CBOT    s  389.50000  389.00000  385.00000    d   \n",
       "1             S     BATS       142.54000  141.97000  141.17000    i   \n",
       "2             S     BATS       634.67000  619.44000  618.49000    i   \n",
       "3             S    FOREX         1.12806    1.12604    1.11933    i   \n",
       "\n",
       "                              name  netChange      open  percentChange  \\\n",
       "0                             Corn    2.25000  387.2500           0.58   \n",
       "1  International Business Machines   -0.55000  142.0000          -0.39   \n",
       "2                       Google Inc   -4.81000  625.7600          -0.77   \n",
       "3              Euro Fx/U.S. Dollar    0.00172    1.1242           0.15   \n",
       "\n",
       "      serverTimestamp   symbol      tradeTimestamp unitCode  volume  \n",
       "0 2015-09-29 05:00:00    ZCZ15 2015-09-29 05:00:00       -1  117311  \n",
       "1 2015-09-29 19:41:56      IBM 2015-09-29 20:26:56     None  167005  \n",
       "2 2015-09-29 19:41:49    GOOGL 2015-09-29 20:26:49     None  129034  \n",
       "3 2015-09-29 19:42:04  ^EURUSD 2015-09-29 19:32:04        5  488052  "
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "symbols = [\"ZC*1\", \"IBM\", \"GOOGL\" , \"^EURUSD\"]\n",
    "quotes = getQuote(symbols, session=session)\n",
    "quotes # quotes is a Pandas DataFrame\n",
    "#print(quotes.dtypes)\n",
    "#print(type(quotes['serverTimestamp'][0])) # should be a pandas.tslib.Timestamp"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[{'name': 'Corn', 'dayCode': 'S', 'close': 389, 'high': 389.5, 'open': 387.25, 'flag': 's', 'percentChange': 0.58, 'netChange': 2.25, 'unitCode': '-1', 'lastPrice': 389, 'symbol': 'ZCZ15', 'tradeTimestamp': datetime.datetime(2015, 9, 29, 0, 0, tzinfo=datetime.timezone(datetime.timedelta(-1, 68400))), 'volume': 117311, 'low': 385, 'exchange': 'CBOT', 'mode': 'd', 'serverTimestamp': datetime.datetime(2015, 9, 29, 0, 0, tzinfo=datetime.timezone(datetime.timedelta(-1, 68400)))}, {'name': 'International Business Machines', 'dayCode': 'S', 'close': '', 'high': 142.54, 'open': 142, 'flag': '', 'percentChange': -0.39, 'netChange': -0.55, 'unitCode': None, 'lastPrice': 141.97, 'symbol': 'IBM', 'tradeTimestamp': datetime.datetime(2015, 9, 29, 15, 26, 56, tzinfo=datetime.timezone(datetime.timedelta(-1, 68400))), 'volume': 167005, 'low': 141.17, 'exchange': 'BATS', 'mode': 'i', 'serverTimestamp': datetime.datetime(2015, 9, 29, 14, 41, 56, tzinfo=datetime.timezone(datetime.timedelta(-1, 68400)))}, {'name': 'Google Inc', 'dayCode': 'S', 'close': '', 'high': 634.67, 'open': 625.76, 'flag': '', 'percentChange': -0.77, 'netChange': -4.81, 'unitCode': None, 'lastPrice': 619.44, 'symbol': 'GOOGL', 'tradeTimestamp': datetime.datetime(2015, 9, 29, 15, 26, 49, tzinfo=datetime.timezone(datetime.timedelta(-1, 68400))), 'volume': 129034, 'low': 618.49, 'exchange': 'BATS', 'mode': 'i', 'serverTimestamp': datetime.datetime(2015, 9, 29, 14, 41, 49, tzinfo=datetime.timezone(datetime.timedelta(-1, 68400)))}, {'name': 'Euro Fx/U.S. Dollar', 'dayCode': 'S', 'close': '', 'high': 1.12806, 'open': 1.1242, 'flag': '', 'percentChange': 0.15, 'netChange': 0.00172, 'unitCode': '5', 'lastPrice': 1.12604, 'symbol': '^EURUSD', 'tradeTimestamp': datetime.datetime(2015, 9, 29, 14, 32, 4, tzinfo=datetime.timezone(datetime.timedelta(-1, 68400))), 'volume': 488052, 'low': 1.11933, 'exchange': 'FOREX', 'mode': 'i', 'serverTimestamp': datetime.datetime(2015, 9, 29, 14, 42, 4, tzinfo=datetime.timezone(datetime.timedelta(-1, 68400)))}]\n"
     ]
    }
   ],
   "source": [
    "CONFIG.output_pandas = False\n",
    "quotes = getQuote(symbols, session=session)\n",
    "print(quotes) # quotes is a Pandas DataFrame\n",
    "CONFIG.output_pandas = True"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# getHistory with ONE symbol"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>close</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>open</th>\n",
       "      <th>openInterest</th>\n",
       "      <th>symbol</th>\n",
       "      <th>tradingDay</th>\n",
       "      <th>volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>timestamp</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2014-09-29 04:00:00</th>\n",
       "      <td>184.1057</td>\n",
       "      <td>184.4163</td>\n",
       "      <td>182.6300</td>\n",
       "      <td>183.0086</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-09-29</td>\n",
       "      <td>2415183</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-09-30 04:00:00</th>\n",
       "      <td>184.2901</td>\n",
       "      <td>185.2803</td>\n",
       "      <td>183.6299</td>\n",
       "      <td>184.1057</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-09-30</td>\n",
       "      <td>3020653</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-01 04:00:00</th>\n",
       "      <td>181.7077</td>\n",
       "      <td>184.8435</td>\n",
       "      <td>181.3388</td>\n",
       "      <td>184.3678</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-01</td>\n",
       "      <td>3835019</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-02 04:00:00</th>\n",
       "      <td>181.4553</td>\n",
       "      <td>182.2999</td>\n",
       "      <td>180.8049</td>\n",
       "      <td>182.1834</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-02</td>\n",
       "      <td>2352246</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-03 04:00:00</th>\n",
       "      <td>183.1640</td>\n",
       "      <td>183.8435</td>\n",
       "      <td>182.0863</td>\n",
       "      <td>182.6203</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-03</td>\n",
       "      <td>3163831</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-06 04:00:00</th>\n",
       "      <td>183.5231</td>\n",
       "      <td>185.3192</td>\n",
       "      <td>183.2028</td>\n",
       "      <td>184.3387</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-06</td>\n",
       "      <td>2163230</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-07 04:00:00</th>\n",
       "      <td>180.2903</td>\n",
       "      <td>182.6300</td>\n",
       "      <td>180.1253</td>\n",
       "      <td>182.2902</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-07</td>\n",
       "      <td>3084001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-08 04:00:00</th>\n",
       "      <td>183.8338</td>\n",
       "      <td>184.0668</td>\n",
       "      <td>180.1933</td>\n",
       "      <td>180.5428</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-08</td>\n",
       "      <td>3075040</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-09 04:00:00</th>\n",
       "      <td>180.9796</td>\n",
       "      <td>183.9697</td>\n",
       "      <td>180.6593</td>\n",
       "      <td>183.6008</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-09</td>\n",
       "      <td>2704527</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-10 04:00:00</th>\n",
       "      <td>180.5039</td>\n",
       "      <td>182.2611</td>\n",
       "      <td>179.6982</td>\n",
       "      <td>180.4360</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-10</td>\n",
       "      <td>5243318</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-13 04:00:00</th>\n",
       "      <td>178.1643</td>\n",
       "      <td>181.2029</td>\n",
       "      <td>178.0672</td>\n",
       "      <td>180.0768</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-13</td>\n",
       "      <td>3708115</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-14 04:00:00</th>\n",
       "      <td>178.4361</td>\n",
       "      <td>180.3000</td>\n",
       "      <td>178.2322</td>\n",
       "      <td>179.4943</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-14</td>\n",
       "      <td>4042885</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-15 04:00:00</th>\n",
       "      <td>176.4459</td>\n",
       "      <td>178.4264</td>\n",
       "      <td>173.5335</td>\n",
       "      <td>177.3099</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-15</td>\n",
       "      <td>7104947</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-16 04:00:00</th>\n",
       "      <td>174.5916</td>\n",
       "      <td>176.1838</td>\n",
       "      <td>173.4752</td>\n",
       "      <td>174.5528</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-16</td>\n",
       "      <td>5746296</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-17 04:00:00</th>\n",
       "      <td>176.7372</td>\n",
       "      <td>177.5041</td>\n",
       "      <td>174.9606</td>\n",
       "      <td>175.9508</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-17</td>\n",
       "      <td>4485296</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-20 04:00:00</th>\n",
       "      <td>164.1651</td>\n",
       "      <td>165.3592</td>\n",
       "      <td>161.8254</td>\n",
       "      <td>161.9710</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-20</td>\n",
       "      <td>24120416</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-21 04:00:00</th>\n",
       "      <td>158.4664</td>\n",
       "      <td>161.8157</td>\n",
       "      <td>156.9616</td>\n",
       "      <td>161.5439</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-21</td>\n",
       "      <td>21583480</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-22 04:00:00</th>\n",
       "      <td>157.0684</td>\n",
       "      <td>160.5828</td>\n",
       "      <td>156.3986</td>\n",
       "      <td>157.6606</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-22</td>\n",
       "      <td>11424816</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-23 04:00:00</th>\n",
       "      <td>157.4470</td>\n",
       "      <td>158.0781</td>\n",
       "      <td>156.8257</td>\n",
       "      <td>157.3888</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-23</td>\n",
       "      <td>7828667</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-24 04:00:00</th>\n",
       "      <td>157.3499</td>\n",
       "      <td>157.6994</td>\n",
       "      <td>156.7383</td>\n",
       "      <td>157.3499</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-24</td>\n",
       "      <td>6852273</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-27 04:00:00</th>\n",
       "      <td>157.1461</td>\n",
       "      <td>158.1557</td>\n",
       "      <td>157.0878</td>\n",
       "      <td>157.2723</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-27</td>\n",
       "      <td>5139385</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-28 04:00:00</th>\n",
       "      <td>158.8256</td>\n",
       "      <td>158.8256</td>\n",
       "      <td>157.0781</td>\n",
       "      <td>157.2335</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-28</td>\n",
       "      <td>8134183</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-29 04:00:00</th>\n",
       "      <td>158.6897</td>\n",
       "      <td>159.8158</td>\n",
       "      <td>158.0101</td>\n",
       "      <td>159.5343</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-29</td>\n",
       "      <td>4884136</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-30 04:00:00</th>\n",
       "      <td>159.5537</td>\n",
       "      <td>159.8158</td>\n",
       "      <td>158.2625</td>\n",
       "      <td>158.7285</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-30</td>\n",
       "      <td>4013013</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-10-31 04:00:00</th>\n",
       "      <td>159.6022</td>\n",
       "      <td>160.7575</td>\n",
       "      <td>158.8450</td>\n",
       "      <td>160.5536</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-10-31</td>\n",
       "      <td>5993202</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-11-03 05:00:00</th>\n",
       "      <td>159.5634</td>\n",
       "      <td>159.7381</td>\n",
       "      <td>158.6120</td>\n",
       "      <td>159.4566</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-11-03</td>\n",
       "      <td>4833457</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-11-04 05:00:00</th>\n",
       "      <td>157.9033</td>\n",
       "      <td>159.5634</td>\n",
       "      <td>157.5053</td>\n",
       "      <td>159.5440</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-11-04</td>\n",
       "      <td>4374668</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-11-05 05:00:00</th>\n",
       "      <td>157.0975</td>\n",
       "      <td>158.7673</td>\n",
       "      <td>156.8451</td>\n",
       "      <td>158.3693</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-11-05</td>\n",
       "      <td>4228090</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-11-06 05:00:00</th>\n",
       "      <td>157.8209</td>\n",
       "      <td>157.8893</td>\n",
       "      <td>156.4426</td>\n",
       "      <td>157.6449</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-11-06</td>\n",
       "      <td>4161393</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-11-07 05:00:00</th>\n",
       "      <td>158.4171</td>\n",
       "      <td>158.5540</td>\n",
       "      <td>157.2246</td>\n",
       "      <td>157.7818</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2014-11-07</td>\n",
       "      <td>3575385</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",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-08-17 04:00:00</th>\n",
       "      <td>156.3100</td>\n",
       "      <td>156.6900</td>\n",
       "      <td>154.7000</td>\n",
       "      <td>155.2000</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-08-17</td>\n",
       "      <td>2249500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-08-18 04:00:00</th>\n",
       "      <td>156.0100</td>\n",
       "      <td>156.5200</td>\n",
       "      <td>155.2500</td>\n",
       "      <td>155.5100</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-08-18</td>\n",
       "      <td>2018300</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-08-19 04:00:00</th>\n",
       "      <td>153.9400</td>\n",
       "      <td>155.6700</td>\n",
       "      <td>153.4100</td>\n",
       "      <td>155.1500</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-08-19</td>\n",
       "      <td>4206300</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-08-20 04:00:00</th>\n",
       "      <td>152.6600</td>\n",
       "      <td>153.9100</td>\n",
       "      <td>152.5000</td>\n",
       "      <td>152.7400</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-08-20</td>\n",
       "      <td>4011500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-08-21 04:00:00</th>\n",
       "      <td>148.8500</td>\n",
       "      <td>153.1900</td>\n",
       "      <td>148.7000</td>\n",
       "      <td>151.5000</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-08-21</td>\n",
       "      <td>7362100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-08-24 04:00:00</th>\n",
       "      <td>143.4700</td>\n",
       "      <td>147.7600</td>\n",
       "      <td>142.3200</td>\n",
       "      <td>143.4700</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-08-24</td>\n",
       "      <td>10189600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-08-25 04:00:00</th>\n",
       "      <td>140.9600</td>\n",
       "      <td>147.1100</td>\n",
       "      <td>140.6200</td>\n",
       "      <td>146.9400</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-08-25</td>\n",
       "      <td>7073200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-08-26 04:00:00</th>\n",
       "      <td>146.7000</td>\n",
       "      <td>146.9800</td>\n",
       "      <td>142.1400</td>\n",
       "      <td>144.0900</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-08-26</td>\n",
       "      <td>6221700</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-08-27 04:00:00</th>\n",
       "      <td>148.5400</td>\n",
       "      <td>148.9700</td>\n",
       "      <td>145.6600</td>\n",
       "      <td>148.5000</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-08-27</td>\n",
       "      <td>4976600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-08-28 04:00:00</th>\n",
       "      <td>147.9800</td>\n",
       "      <td>148.2000</td>\n",
       "      <td>147.1800</td>\n",
       "      <td>147.7500</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-08-28</td>\n",
       "      <td>4076200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-08-31 04:00:00</th>\n",
       "      <td>147.8900</td>\n",
       "      <td>148.4000</td>\n",
       "      <td>146.2600</td>\n",
       "      <td>147.3800</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-08-31</td>\n",
       "      <td>4093000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-01 04:00:00</th>\n",
       "      <td>142.6800</td>\n",
       "      <td>144.9800</td>\n",
       "      <td>141.8500</td>\n",
       "      <td>144.9100</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-01</td>\n",
       "      <td>5272000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-02 04:00:00</th>\n",
       "      <td>145.0500</td>\n",
       "      <td>145.0800</td>\n",
       "      <td>143.1800</td>\n",
       "      <td>144.7400</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-02</td>\n",
       "      <td>4252000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-03 04:00:00</th>\n",
       "      <td>146.7800</td>\n",
       "      <td>148.0300</td>\n",
       "      <td>145.7700</td>\n",
       "      <td>146.0500</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-03</td>\n",
       "      <td>3603500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-04 04:00:00</th>\n",
       "      <td>143.7000</td>\n",
       "      <td>145.4000</td>\n",
       "      <td>143.3200</td>\n",
       "      <td>144.5700</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-04</td>\n",
       "      <td>4201000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-08 04:00:00</th>\n",
       "      <td>147.2300</td>\n",
       "      <td>147.3400</td>\n",
       "      <td>145.6600</td>\n",
       "      <td>145.8600</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-08</td>\n",
       "      <td>3933200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-09 04:00:00</th>\n",
       "      <td>145.0500</td>\n",
       "      <td>149.0400</td>\n",
       "      <td>144.8500</td>\n",
       "      <td>148.7400</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-09</td>\n",
       "      <td>3407700</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-10 04:00:00</th>\n",
       "      <td>146.2000</td>\n",
       "      <td>147.1600</td>\n",
       "      <td>144.5100</td>\n",
       "      <td>145.8500</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-10</td>\n",
       "      <td>3461600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-11 04:00:00</th>\n",
       "      <td>147.3700</td>\n",
       "      <td>147.5000</td>\n",
       "      <td>145.6700</td>\n",
       "      <td>145.7100</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-11</td>\n",
       "      <td>3115000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-14 04:00:00</th>\n",
       "      <td>145.6500</td>\n",
       "      <td>147.3700</td>\n",
       "      <td>145.4100</td>\n",
       "      <td>147.3700</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-14</td>\n",
       "      <td>3226700</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-15 04:00:00</th>\n",
       "      <td>147.5300</td>\n",
       "      <td>147.9300</td>\n",
       "      <td>145.7600</td>\n",
       "      <td>146.6000</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-15</td>\n",
       "      <td>2717000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-16 04:00:00</th>\n",
       "      <td>148.4100</td>\n",
       "      <td>148.8900</td>\n",
       "      <td>147.5400</td>\n",
       "      <td>147.8400</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-16</td>\n",
       "      <td>2799200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-17 04:00:00</th>\n",
       "      <td>148.1400</td>\n",
       "      <td>149.6800</td>\n",
       "      <td>147.3000</td>\n",
       "      <td>148.1000</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-17</td>\n",
       "      <td>4002900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-18 04:00:00</th>\n",
       "      <td>144.5100</td>\n",
       "      <td>146.3800</td>\n",
       "      <td>143.9800</td>\n",
       "      <td>146.0500</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-18</td>\n",
       "      <td>7975800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-21 04:00:00</th>\n",
       "      <td>146.4800</td>\n",
       "      <td>146.9800</td>\n",
       "      <td>144.9200</td>\n",
       "      <td>145.3900</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-21</td>\n",
       "      <td>3825000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-22 04:00:00</th>\n",
       "      <td>144.4300</td>\n",
       "      <td>145.0600</td>\n",
       "      <td>143.7700</td>\n",
       "      <td>144.6200</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-22</td>\n",
       "      <td>3564000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-23 04:00:00</th>\n",
       "      <td>143.6600</td>\n",
       "      <td>144.5700</td>\n",
       "      <td>142.7500</td>\n",
       "      <td>144.2100</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-23</td>\n",
       "      <td>2674200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-24 04:00:00</th>\n",
       "      <td>144.4100</td>\n",
       "      <td>145.0700</td>\n",
       "      <td>141.9500</td>\n",
       "      <td>142.6000</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-24</td>\n",
       "      <td>3280200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-25 04:00:00</th>\n",
       "      <td>145.4200</td>\n",
       "      <td>146.2700</td>\n",
       "      <td>144.5300</td>\n",
       "      <td>145.5500</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-25</td>\n",
       "      <td>3474400</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-09-28 04:00:00</th>\n",
       "      <td>142.5200</td>\n",
       "      <td>145.3800</td>\n",
       "      <td>142.4700</td>\n",
       "      <td>144.4200</td>\n",
       "      <td>None</td>\n",
       "      <td>IBM</td>\n",
       "      <td>2015-09-28</td>\n",
       "      <td>4317300</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>252 rows × 8 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                        close      high       low      open openInterest  \\\n",
       "timestamp                                                                  \n",
       "2014-09-29 04:00:00  184.1057  184.4163  182.6300  183.0086         None   \n",
       "2014-09-30 04:00:00  184.2901  185.2803  183.6299  184.1057         None   \n",
       "2014-10-01 04:00:00  181.7077  184.8435  181.3388  184.3678         None   \n",
       "2014-10-02 04:00:00  181.4553  182.2999  180.8049  182.1834         None   \n",
       "2014-10-03 04:00:00  183.1640  183.8435  182.0863  182.6203         None   \n",
       "2014-10-06 04:00:00  183.5231  185.3192  183.2028  184.3387         None   \n",
       "2014-10-07 04:00:00  180.2903  182.6300  180.1253  182.2902         None   \n",
       "2014-10-08 04:00:00  183.8338  184.0668  180.1933  180.5428         None   \n",
       "2014-10-09 04:00:00  180.9796  183.9697  180.6593  183.6008         None   \n",
       "2014-10-10 04:00:00  180.5039  182.2611  179.6982  180.4360         None   \n",
       "2014-10-13 04:00:00  178.1643  181.2029  178.0672  180.0768         None   \n",
       "2014-10-14 04:00:00  178.4361  180.3000  178.2322  179.4943         None   \n",
       "2014-10-15 04:00:00  176.4459  178.4264  173.5335  177.3099         None   \n",
       "2014-10-16 04:00:00  174.5916  176.1838  173.4752  174.5528         None   \n",
       "2014-10-17 04:00:00  176.7372  177.5041  174.9606  175.9508         None   \n",
       "2014-10-20 04:00:00  164.1651  165.3592  161.8254  161.9710         None   \n",
       "2014-10-21 04:00:00  158.4664  161.8157  156.9616  161.5439         None   \n",
       "2014-10-22 04:00:00  157.0684  160.5828  156.3986  157.6606         None   \n",
       "2014-10-23 04:00:00  157.4470  158.0781  156.8257  157.3888         None   \n",
       "2014-10-24 04:00:00  157.3499  157.6994  156.7383  157.3499         None   \n",
       "2014-10-27 04:00:00  157.1461  158.1557  157.0878  157.2723         None   \n",
       "2014-10-28 04:00:00  158.8256  158.8256  157.0781  157.2335         None   \n",
       "2014-10-29 04:00:00  158.6897  159.8158  158.0101  159.5343         None   \n",
       "2014-10-30 04:00:00  159.5537  159.8158  158.2625  158.7285         None   \n",
       "2014-10-31 04:00:00  159.6022  160.7575  158.8450  160.5536         None   \n",
       "2014-11-03 05:00:00  159.5634  159.7381  158.6120  159.4566         None   \n",
       "2014-11-04 05:00:00  157.9033  159.5634  157.5053  159.5440         None   \n",
       "2014-11-05 05:00:00  157.0975  158.7673  156.8451  158.3693         None   \n",
       "2014-11-06 05:00:00  157.8209  157.8893  156.4426  157.6449         None   \n",
       "2014-11-07 05:00:00  158.4171  158.5540  157.2246  157.7818         None   \n",
       "...                       ...       ...       ...       ...          ...   \n",
       "2015-08-17 04:00:00  156.3100  156.6900  154.7000  155.2000         None   \n",
       "2015-08-18 04:00:00  156.0100  156.5200  155.2500  155.5100         None   \n",
       "2015-08-19 04:00:00  153.9400  155.6700  153.4100  155.1500         None   \n",
       "2015-08-20 04:00:00  152.6600  153.9100  152.5000  152.7400         None   \n",
       "2015-08-21 04:00:00  148.8500  153.1900  148.7000  151.5000         None   \n",
       "2015-08-24 04:00:00  143.4700  147.7600  142.3200  143.4700         None   \n",
       "2015-08-25 04:00:00  140.9600  147.1100  140.6200  146.9400         None   \n",
       "2015-08-26 04:00:00  146.7000  146.9800  142.1400  144.0900         None   \n",
       "2015-08-27 04:00:00  148.5400  148.9700  145.6600  148.5000         None   \n",
       "2015-08-28 04:00:00  147.9800  148.2000  147.1800  147.7500         None   \n",
       "2015-08-31 04:00:00  147.8900  148.4000  146.2600  147.3800         None   \n",
       "2015-09-01 04:00:00  142.6800  144.9800  141.8500  144.9100         None   \n",
       "2015-09-02 04:00:00  145.0500  145.0800  143.1800  144.7400         None   \n",
       "2015-09-03 04:00:00  146.7800  148.0300  145.7700  146.0500         None   \n",
       "2015-09-04 04:00:00  143.7000  145.4000  143.3200  144.5700         None   \n",
       "2015-09-08 04:00:00  147.2300  147.3400  145.6600  145.8600         None   \n",
       "2015-09-09 04:00:00  145.0500  149.0400  144.8500  148.7400         None   \n",
       "2015-09-10 04:00:00  146.2000  147.1600  144.5100  145.8500         None   \n",
       "2015-09-11 04:00:00  147.3700  147.5000  145.6700  145.7100         None   \n",
       "2015-09-14 04:00:00  145.6500  147.3700  145.4100  147.3700         None   \n",
       "2015-09-15 04:00:00  147.5300  147.9300  145.7600  146.6000         None   \n",
       "2015-09-16 04:00:00  148.4100  148.8900  147.5400  147.8400         None   \n",
       "2015-09-17 04:00:00  148.1400  149.6800  147.3000  148.1000         None   \n",
       "2015-09-18 04:00:00  144.5100  146.3800  143.9800  146.0500         None   \n",
       "2015-09-21 04:00:00  146.4800  146.9800  144.9200  145.3900         None   \n",
       "2015-09-22 04:00:00  144.4300  145.0600  143.7700  144.6200         None   \n",
       "2015-09-23 04:00:00  143.6600  144.5700  142.7500  144.2100         None   \n",
       "2015-09-24 04:00:00  144.4100  145.0700  141.9500  142.6000         None   \n",
       "2015-09-25 04:00:00  145.4200  146.2700  144.5300  145.5500         None   \n",
       "2015-09-28 04:00:00  142.5200  145.3800  142.4700  144.4200         None   \n",
       "\n",
       "                    symbol tradingDay    volume  \n",
       "timestamp                                        \n",
       "2014-09-29 04:00:00    IBM 2014-09-29   2415183  \n",
       "2014-09-30 04:00:00    IBM 2014-09-30   3020653  \n",
       "2014-10-01 04:00:00    IBM 2014-10-01   3835019  \n",
       "2014-10-02 04:00:00    IBM 2014-10-02   2352246  \n",
       "2014-10-03 04:00:00    IBM 2014-10-03   3163831  \n",
       "2014-10-06 04:00:00    IBM 2014-10-06   2163230  \n",
       "2014-10-07 04:00:00    IBM 2014-10-07   3084001  \n",
       "2014-10-08 04:00:00    IBM 2014-10-08   3075040  \n",
       "2014-10-09 04:00:00    IBM 2014-10-09   2704527  \n",
       "2014-10-10 04:00:00    IBM 2014-10-10   5243318  \n",
       "2014-10-13 04:00:00    IBM 2014-10-13   3708115  \n",
       "2014-10-14 04:00:00    IBM 2014-10-14   4042885  \n",
       "2014-10-15 04:00:00    IBM 2014-10-15   7104947  \n",
       "2014-10-16 04:00:00    IBM 2014-10-16   5746296  \n",
       "2014-10-17 04:00:00    IBM 2014-10-17   4485296  \n",
       "2014-10-20 04:00:00    IBM 2014-10-20  24120416  \n",
       "2014-10-21 04:00:00    IBM 2014-10-21  21583480  \n",
       "2014-10-22 04:00:00    IBM 2014-10-22  11424816  \n",
       "2014-10-23 04:00:00    IBM 2014-10-23   7828667  \n",
       "2014-10-24 04:00:00    IBM 2014-10-24   6852273  \n",
       "2014-10-27 04:00:00    IBM 2014-10-27   5139385  \n",
       "2014-10-28 04:00:00    IBM 2014-10-28   8134183  \n",
       "2014-10-29 04:00:00    IBM 2014-10-29   4884136  \n",
       "2014-10-30 04:00:00    IBM 2014-10-30   4013013  \n",
       "2014-10-31 04:00:00    IBM 2014-10-31   5993202  \n",
       "2014-11-03 05:00:00    IBM 2014-11-03   4833457  \n",
       "2014-11-04 05:00:00    IBM 2014-11-04   4374668  \n",
       "2014-11-05 05:00:00    IBM 2014-11-05   4228090  \n",
       "2014-11-06 05:00:00    IBM 2014-11-06   4161393  \n",
       "2014-11-07 05:00:00    IBM 2014-11-07   3575385  \n",
       "...                    ...        ...       ...  \n",
       "2015-08-17 04:00:00    IBM 2015-08-17   2249500  \n",
       "2015-08-18 04:00:00    IBM 2015-08-18   2018300  \n",
       "2015-08-19 04:00:00    IBM 2015-08-19   4206300  \n",
       "2015-08-20 04:00:00    IBM 2015-08-20   4011500  \n",
       "2015-08-21 04:00:00    IBM 2015-08-21   7362100  \n",
       "2015-08-24 04:00:00    IBM 2015-08-24  10189600  \n",
       "2015-08-25 04:00:00    IBM 2015-08-25   7073200  \n",
       "2015-08-26 04:00:00    IBM 2015-08-26   6221700  \n",
       "2015-08-27 04:00:00    IBM 2015-08-27   4976600  \n",
       "2015-08-28 04:00:00    IBM 2015-08-28   4076200  \n",
       "2015-08-31 04:00:00    IBM 2015-08-31   4093000  \n",
       "2015-09-01 04:00:00    IBM 2015-09-01   5272000  \n",
       "2015-09-02 04:00:00    IBM 2015-09-02   4252000  \n",
       "2015-09-03 04:00:00    IBM 2015-09-03   3603500  \n",
       "2015-09-04 04:00:00    IBM 2015-09-04   4201000  \n",
       "2015-09-08 04:00:00    IBM 2015-09-08   3933200  \n",
       "2015-09-09 04:00:00    IBM 2015-09-09   3407700  \n",
       "2015-09-10 04:00:00    IBM 2015-09-10   3461600  \n",
       "2015-09-11 04:00:00    IBM 2015-09-11   3115000  \n",
       "2015-09-14 04:00:00    IBM 2015-09-14   3226700  \n",
       "2015-09-15 04:00:00    IBM 2015-09-15   2717000  \n",
       "2015-09-16 04:00:00    IBM 2015-09-16   2799200  \n",
       "2015-09-17 04:00:00    IBM 2015-09-17   4002900  \n",
       "2015-09-18 04:00:00    IBM 2015-09-18   7975800  \n",
       "2015-09-21 04:00:00    IBM 2015-09-21   3825000  \n",
       "2015-09-22 04:00:00    IBM 2015-09-22   3564000  \n",
       "2015-09-23 04:00:00    IBM 2015-09-23   2674200  \n",
       "2015-09-24 04:00:00    IBM 2015-09-24   3280200  \n",
       "2015-09-25 04:00:00    IBM 2015-09-25   3474400  \n",
       "2015-09-28 04:00:00    IBM 2015-09-28   4317300  \n",
       "\n",
       "[252 rows x 8 columns]"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "symbol = 'IBM'\n",
    "startDate = datetime.date(year=2014, month=9, day=28)\n",
    "history = getHistory(symbol, typ='daily', startDate=startDate, session=session)\n",
    "history\n",
    "#print(history.dtypes)\n",
    "#print(type(history['timestamp'][0])) # should be a pandas.tslib.Timestamp\n",
    "#print(type(history.index[0])) # should be a pandas.tslib.Timestamp\n",
    "#print(type(history['tradingDay'][0])) # should be a pandas.tslib.Timestamp"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# getHistory with SEVERAL symbols"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "<class 'pandas.core.panel.Panel'>\n",
       "Dimensions: 8 (items) x 511 (major_axis) x 4 (minor_axis)\n",
       "Items axis: close to volume\n",
       "Major_axis axis: 2014-09-29 04:00:00 to 2015-09-29 05:00:00\n",
       "Minor_axis axis: ZC*1 to ^EURUSD"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "symbols = [\"ZC*1\", \"IBM\", \"GOOGL\" , \"^EURUSD\"]\n",
    "histories = getHistory(symbols, typ='daily', startDate=startDate, session=session)\n",
    "histories\n",
    "#print(histories.dtypes)\n",
    "#print(type(histories.index[0])) # should be a pandas.tslib.Timestamp\n",
    "#print(type(histories['timestamp'][0])) # should be a pandas.tslib.Timestamp"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "#histories.loc[:, :, \"IBM\"] #??"
   ]
  }
 ],
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