2.1.2 - Content - HistoricalPricing - EventDriven.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Refinitiv Data Platform Library for Python\n",
    "## Content - Historical Pricing - With events"
   ]
  },
  {
   "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": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "import refinitiv.dataplatform as rdp\n",
    "import asyncio\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": 11,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "<refinitiv.dataplatform.core.session.desktop_session.DesktopSession at 0xaecce48>"
      ]
     },
     "execution_count": 11,
     "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": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "<refinitiv.dataplatform.core.session.platform_session.PlatformSession at 0xae85a58>"
      ]
     },
     "execution_count": 7,
     "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": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "# The current implementation of the library does not allow News retrieval via 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": [
    "## Define a response callback that displays data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [],
   "source": [
    "def display_response(response):\n",
    "    data_type = response.closure\n",
    "    current_time = datetime.datetime.now().time()\n",
    "    display('{} received at {}'.format(data_type, current_time))\n",
    "    display(response.data.df)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Get Historical Price Events + Intraday Summaries + Interday Summaries\n",
    "### With parallel calls and events"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "<Task pending coro=<HistoricalPricing.get_summaries_async() running at C:\\Anaconda3\\lib\\site-packages\\refinitiv\\dataplatform\\content\\data\\historical_pricing.py:377>>"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    },
    {
     "data": {
      "text/plain": [
       "'None received at 14:13:25.705060'"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/html": [
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       "<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]"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/plain": [
       "'None received at 14:13:25.796069'"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "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",
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       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></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>2019-12-19 13:10:00</th>\n",
       "      <td>150.04</td>\n",
       "      <td>149.93</td>\n",
       "      <td>149.989</td>\n",
       "      <td>149.96</td>\n",
       "      <td>45</td>\n",
       "      <td>96954</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>328</td>\n",
       "      <td>150.04</td>\n",
       "      <td>149.96</td>\n",
       "      <td>150</td>\n",
       "      <td>150</td>\n",
       "      <td>328</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 13:00:00</th>\n",
       "      <td>150.12</td>\n",
       "      <td>149.92</td>\n",
       "      <td>149.92</td>\n",
       "      <td>149.98</td>\n",
       "      <td>181</td>\n",
       "      <td>363773</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>846</td>\n",
       "      <td>150.14</td>\n",
       "      <td>149.92</td>\n",
       "      <td>149.98</td>\n",
       "      <td>150</td>\n",
       "      <td>846</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:50:00</th>\n",
       "      <td>150.08</td>\n",
       "      <td>149.86</td>\n",
       "      <td>150.08</td>\n",
       "      <td>149.96</td>\n",
       "      <td>105</td>\n",
       "      <td>273527</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>580</td>\n",
       "      <td>150.1</td>\n",
       "      <td>149.88</td>\n",
       "      <td>150.08</td>\n",
       "      <td>149.98</td>\n",
       "      <td>580</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:40:00</th>\n",
       "      <td>150.1</td>\n",
       "      <td>149.99</td>\n",
       "      <td>150</td>\n",
       "      <td>150.06</td>\n",
       "      <td>54</td>\n",
       "      <td>155491</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>397</td>\n",
       "      <td>150.14</td>\n",
       "      <td>150</td>\n",
       "      <td>150.04</td>\n",
       "      <td>150.1</td>\n",
       "      <td>397</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:30:00</th>\n",
       "      <td>150.14</td>\n",
       "      <td>149.98</td>\n",
       "      <td>150.051</td>\n",
       "      <td>150.04</td>\n",
       "      <td>96</td>\n",
       "      <td>268232</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>706</td>\n",
       "      <td>150.16</td>\n",
       "      <td>150</td>\n",
       "      <td>150.08</td>\n",
       "      <td>150.04</td>\n",
       "      <td>706</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:20:00</th>\n",
       "      <td>150.2</td>\n",
       "      <td>150.06</td>\n",
       "      <td>150.18</td>\n",
       "      <td>150.08</td>\n",
       "      <td>54</td>\n",
       "      <td>111239</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>604</td>\n",
       "      <td>150.22</td>\n",
       "      <td>150.08</td>\n",
       "      <td>150.18</td>\n",
       "      <td>150.08</td>\n",
       "      <td>604</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:10:00</th>\n",
       "      <td>150.18</td>\n",
       "      <td>149.94</td>\n",
       "      <td>150.02</td>\n",
       "      <td>150.18</td>\n",
       "      <td>102</td>\n",
       "      <td>432274</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>785</td>\n",
       "      <td>150.2</td>\n",
       "      <td>149.94</td>\n",
       "      <td>150.04</td>\n",
       "      <td>150.18</td>\n",
       "      <td>785</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 12:00:00</th>\n",
       "      <td>150.42</td>\n",
       "      <td>149.5</td>\n",
       "      <td>150.16</td>\n",
       "      <td>150.04</td>\n",
       "      <td>355</td>\n",
       "      <td>2456213</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>732</td>\n",
       "      <td>150.34</td>\n",
       "      <td>142.68</td>\n",
       "      <td>150.24</td>\n",
       "      <td>150.06</td>\n",
       "      <td>731</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 11:50:00</th>\n",
       "      <td>150.4</td>\n",
       "      <td>149.96</td>\n",
       "      <td>150.04</td>\n",
       "      <td>150.18</td>\n",
       "      <td>109</td>\n",
       "      <td>261213</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>706</td>\n",
       "      <td>150.46</td>\n",
       "      <td>149.96</td>\n",
       "      <td>150.06</td>\n",
       "      <td>150.24</td>\n",
       "      <td>706</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 11:40:00</th>\n",
       "      <td>150.08</td>\n",
       "      <td>149.92</td>\n",
       "      <td>150</td>\n",
       "      <td>150.04</td>\n",
       "      <td>69</td>\n",
       "      <td>273723</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>573</td>\n",
       "      <td>150.12</td>\n",
       "      <td>149.94</td>\n",
       "      <td>150.04</td>\n",
       "      <td>150.06</td>\n",
       "      <td>573</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 11:30:00</th>\n",
       "      <td>150.12</td>\n",
       "      <td>150.01</td>\n",
       "      <td>150.08</td>\n",
       "      <td>150.04</td>\n",
       "      <td>66</td>\n",
       "      <td>148984</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>510</td>\n",
       "      <td>150.12</td>\n",
       "      <td>150.02</td>\n",
       "      <td>150.1</td>\n",
       "      <td>150.04</td>\n",
       "      <td>510</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 11:20:00</th>\n",
       "      <td>150.11</td>\n",
       "      <td>149.92</td>\n",
       "      <td>150.005</td>\n",
       "      <td>150.06</td>\n",
       "      <td>81</td>\n",
       "      <td>239078</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>612</td>\n",
       "      <td>150.14</td>\n",
       "      <td>149.94</td>\n",
       "      <td>150.02</td>\n",
       "      <td>150.1</td>\n",
       "      <td>612</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 11:10:00</th>\n",
       "      <td>150.12</td>\n",
       "      <td>149.96</td>\n",
       "      <td>150.04</td>\n",
       "      <td>149.98</td>\n",
       "      <td>76</td>\n",
       "      <td>209524</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>587</td>\n",
       "      <td>150.14</td>\n",
       "      <td>149.98</td>\n",
       "      <td>150.1</td>\n",
       "      <td>150.02</td>\n",
       "      <td>587</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 11:00:00</th>\n",
       "      <td>150.12</td>\n",
       "      <td>149.92</td>\n",
       "      <td>150.06</td>\n",
       "      <td>150.056</td>\n",
       "      <td>75</td>\n",
       "      <td>217952</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>470</td>\n",
       "      <td>150.14</td>\n",
       "      <td>149.94</td>\n",
       "      <td>150.1</td>\n",
       "      <td>150.1</td>\n",
       "      <td>470</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:50:00</th>\n",
       "      <td>150.14</td>\n",
       "      <td>150.036</td>\n",
       "      <td>150.14</td>\n",
       "      <td>150.08</td>\n",
       "      <td>51</td>\n",
       "      <td>171288</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>460</td>\n",
       "      <td>150.18</td>\n",
       "      <td>150.06</td>\n",
       "      <td>150.18</td>\n",
       "      <td>150.1</td>\n",
       "      <td>460</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:40:00</th>\n",
       "      <td>150.24</td>\n",
       "      <td>150</td>\n",
       "      <td>150</td>\n",
       "      <td>150.14</td>\n",
       "      <td>89</td>\n",
       "      <td>218955</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>600</td>\n",
       "      <td>150.24</td>\n",
       "      <td>150</td>\n",
       "      <td>150</td>\n",
       "      <td>150.18</td>\n",
       "      <td>600</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:30:00</th>\n",
       "      <td>150.04</td>\n",
       "      <td>149.78</td>\n",
       "      <td>150.02</td>\n",
       "      <td>149.98</td>\n",
       "      <td>114</td>\n",
       "      <td>337276</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>679</td>\n",
       "      <td>150.08</td>\n",
       "      <td>149.88</td>\n",
       "      <td>150.02</td>\n",
       "      <td>150</td>\n",
       "      <td>679</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:20:00</th>\n",
       "      <td>150.1</td>\n",
       "      <td>149.96</td>\n",
       "      <td>150.1</td>\n",
       "      <td>150</td>\n",
       "      <td>92</td>\n",
       "      <td>279656</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>730</td>\n",
       "      <td>150.14</td>\n",
       "      <td>150</td>\n",
       "      <td>150.08</td>\n",
       "      <td>150.04</td>\n",
       "      <td>730</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:10:00</th>\n",
       "      <td>150.1</td>\n",
       "      <td>149.86</td>\n",
       "      <td>149.99</td>\n",
       "      <td>150.04</td>\n",
       "      <td>160</td>\n",
       "      <td>598741</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>980</td>\n",
       "      <td>150.12</td>\n",
       "      <td>149.86</td>\n",
       "      <td>150.04</td>\n",
       "      <td>150.08</td>\n",
       "      <td>980</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-12-19 10:00:00</th>\n",
       "      <td>150.16</td>\n",
       "      <td>149.97</td>\n",
       "      <td>149.98</td>\n",
       "      <td>150.04</td>\n",
       "      <td>69</td>\n",
       "      <td>197635</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>...</td>\n",
       "      <td>657</td>\n",
       "      <td>150.16</td>\n",
       "      <td>149.98</td>\n",
       "      <td>150</td>\n",
       "      <td>150.04</td>\n",
       "      <td>657</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 13:10:00  150.04   149.93  149.989   149.96        45     96954   \n",
       "2019-12-19 13:00:00  150.12   149.92   149.92   149.98       181    363773   \n",
       "2019-12-19 12:50:00  150.08   149.86   150.08   149.96       105    273527   \n",
       "2019-12-19 12:40:00   150.1   149.99      150   150.06        54    155491   \n",
       "2019-12-19 12:30:00  150.14   149.98  150.051   150.04        96    268232   \n",
       "2019-12-19 12:20:00   150.2   150.06   150.18   150.08        54    111239   \n",
       "2019-12-19 12:10:00  150.18   149.94   150.02   150.18       102    432274   \n",
       "2019-12-19 12:00:00  150.42    149.5   150.16   150.04       355   2456213   \n",
       "2019-12-19 11:50:00   150.4   149.96   150.04   150.18       109    261213   \n",
       "2019-12-19 11:40:00  150.08   149.92      150   150.04        69    273723   \n",
       "2019-12-19 11:30:00  150.12   150.01   150.08   150.04        66    148984   \n",
       "2019-12-19 11:20:00  150.11   149.92  150.005   150.06        81    239078   \n",
       "2019-12-19 11:10:00  150.12   149.96   150.04   149.98        76    209524   \n",
       "2019-12-19 11:00:00  150.12   149.92   150.06  150.056        75    217952   \n",
       "2019-12-19 10:50:00  150.14  150.036   150.14   150.08        51    171288   \n",
       "2019-12-19 10:40:00  150.24      150      150   150.14        89    218955   \n",
       "2019-12-19 10:30:00  150.04   149.78   150.02   149.98       114    337276   \n",
       "2019-12-19 10:20:00   150.1   149.96    150.1      150        92    279656   \n",
       "2019-12-19 10:10:00   150.1   149.86   149.99   150.04       160    598741   \n",
       "2019-12-19 10:00:00  150.16   149.97   149.98   150.04        69    197635   \n",
       "\n",
       "                    HIGH_YLD LOW_YLD OPEN_YLD YIELD    ...    BID_NUMMOV  \\\n",
       "2019-12-19 13:10:00     None    None     None  None    ...           328   \n",
       "2019-12-19 13:00:00     None    None     None  None    ...           846   \n",
       "2019-12-19 12:50:00     None    None     None  None    ...           580   \n",
       "2019-12-19 12:40:00     None    None     None  None    ...           397   \n",
       "2019-12-19 12:30:00     None    None     None  None    ...           706   \n",
       "2019-12-19 12:20:00     None    None     None  None    ...           604   \n",
       "2019-12-19 12:10:00     None    None     None  None    ...           785   \n",
       "2019-12-19 12:00:00     None    None     None  None    ...           732   \n",
       "2019-12-19 11:50:00     None    None     None  None    ...           706   \n",
       "2019-12-19 11:40:00     None    None     None  None    ...           573   \n",
       "2019-12-19 11:30:00     None    None     None  None    ...           510   \n",
       "2019-12-19 11:20:00     None    None     None  None    ...           612   \n",
       "2019-12-19 11:10:00     None    None     None  None    ...           587   \n",
       "2019-12-19 11:00:00     None    None     None  None    ...           470   \n",
       "2019-12-19 10:50:00     None    None     None  None    ...           460   \n",
       "2019-12-19 10:40:00     None    None     None  None    ...           600   \n",
       "2019-12-19 10:30:00     None    None     None  None    ...           679   \n",
       "2019-12-19 10:20:00     None    None     None  None    ...           730   \n",
       "2019-12-19 10:10:00     None    None     None  None    ...           980   \n",
       "2019-12-19 10:00:00     None    None     None  None    ...           657   \n",
       "\n",
       "                    ASK_HIGH_1 ASK_LOW_1 OPEN_ASK     ASK ASK_NUMMOV MID_HIGH  \\\n",
       "2019-12-19 13:10:00     150.04    149.96      150     150        328     None   \n",
       "2019-12-19 13:00:00     150.14    149.92   149.98     150        846     None   \n",
       "2019-12-19 12:50:00      150.1    149.88   150.08  149.98        580     None   \n",
       "2019-12-19 12:40:00     150.14       150   150.04   150.1        397     None   \n",
       "2019-12-19 12:30:00     150.16       150   150.08  150.04        706     None   \n",
       "2019-12-19 12:20:00     150.22    150.08   150.18  150.08        604     None   \n",
       "2019-12-19 12:10:00      150.2    149.94   150.04  150.18        785     None   \n",
       "2019-12-19 12:00:00     150.34    142.68   150.24  150.06        731     None   \n",
       "2019-12-19 11:50:00     150.46    149.96   150.06  150.24        706     None   \n",
       "2019-12-19 11:40:00     150.12    149.94   150.04  150.06        573     None   \n",
       "2019-12-19 11:30:00     150.12    150.02    150.1  150.04        510     None   \n",
       "2019-12-19 11:20:00     150.14    149.94   150.02   150.1        612     None   \n",
       "2019-12-19 11:10:00     150.14    149.98    150.1  150.02        587     None   \n",
       "2019-12-19 11:00:00     150.14    149.94    150.1   150.1        470     None   \n",
       "2019-12-19 10:50:00     150.18    150.06   150.18   150.1        460     None   \n",
       "2019-12-19 10:40:00     150.24       150      150  150.18        600     None   \n",
       "2019-12-19 10:30:00     150.08    149.88   150.02     150        679     None   \n",
       "2019-12-19 10:20:00     150.14       150   150.08  150.04        730     None   \n",
       "2019-12-19 10:10:00     150.12    149.86   150.04  150.08        980     None   \n",
       "2019-12-19 10:00:00     150.16    149.98      150  150.04        657     None   \n",
       "\n",
       "                    MID_LOW MID_OPEN MID_PRICE  \n",
       "2019-12-19 13:10:00    None     None      None  \n",
       "2019-12-19 13:00:00    None     None      None  \n",
       "2019-12-19 12:50:00    None     None      None  \n",
       "2019-12-19 12:40:00    None     None      None  \n",
       "2019-12-19 12:30:00    None     None      None  \n",
       "2019-12-19 12:20:00    None     None      None  \n",
       "2019-12-19 12:10:00    None     None      None  \n",
       "2019-12-19 12:00:00    None     None      None  \n",
       "2019-12-19 11:50:00    None     None      None  \n",
       "2019-12-19 11:40:00    None     None      None  \n",
       "2019-12-19 11:30:00    None     None      None  \n",
       "2019-12-19 11:20:00    None     None      None  \n",
       "2019-12-19 11:10:00    None     None      None  \n",
       "2019-12-19 11:00:00    None     None      None  \n",
       "2019-12-19 10:50:00    None     None      None  \n",
       "2019-12-19 10:40:00    None     None      None  \n",
       "2019-12-19 10:30:00    None     None      None  \n",
       "2019-12-19 10:20:00    None     None      None  \n",
       "2019-12-19 10:10:00    None     None      None  \n",
       "2019-12-19 10:00:00    None     None      None  \n",
       "\n",
       "[20 rows x 24 columns]"
      ]
     },
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     "output_type": "display_data"
    },
    {
     "data": {
      "text/plain": [
       "'None received at 14:13:26.021091'"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
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       "      <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 13:13:25.082</th>\n",
       "      <td>quote</td>\n",
       "      <td>34144</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>3500</td>\n",
       "      <td>150</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 13:13:25.081</th>\n",
       "      <td>quote</td>\n",
       "      <td>34128</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>3500</td>\n",
       "      <td>149.98</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 13:13:25.081</th>\n",
       "      <td>quote</td>\n",
       "      <td>34112</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.94</td>\n",
       "      <td>9027</td>\n",
       "      <td>149.98</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 13:13:20.236</th>\n",
       "      <td>quote</td>\n",
       "      <td>34096</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.94</td>\n",
       "      <td>5827</td>\n",
       "      <td>149.98</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 13:13:20.236</th>\n",
       "      <td>quote</td>\n",
       "      <td>34080</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.94</td>\n",
       "      <td>5827</td>\n",
       "      <td>150</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 13:13:20.235</th>\n",
       "      <td>quote</td>\n",
       "      <td>34064</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>44</td>\n",
       "      <td>150</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 13:13:20.235</th>\n",
       "      <td>quote</td>\n",
       "      <td>34016</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>644</td>\n",
       "      <td>150</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 13:13:20.235</th>\n",
       "      <td>quote</td>\n",
       "      <td>33968</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>3200</td>\n",
       "      <td>150</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 13:13:20.235</th>\n",
       "      <td>trade</td>\n",
       "      <td>34046</td>\n",
       "      <td>None</td>\n",
       "      <td>XLON</td>\n",
       "      <td>149.96</td>\n",
       "      <td>600</td>\n",
       "      <td>150.024</td>\n",
       "      <td>149.96</td>\n",
       "      <td>644</td>\n",
       "      <td>150</td>\n",
       "      <td>...</td>\n",
       "      <td>1.77316e+09</td>\n",
       "      <td>-0.54</td>\n",
       "      <td>12-------PH---</td>\n",
       "      <td>OB</td>\n",
       "      <td>11819205</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 13:13:20.235</th>\n",
       "      <td>trade</td>\n",
       "      <td>33998</td>\n",
       "      <td>None</td>\n",
       "      <td>XLON</td>\n",
       "      <td>149.96</td>\n",
       "      <td>2556</td>\n",
       "      <td>150.024</td>\n",
       "      <td>149.96</td>\n",
       "      <td>3200</td>\n",
       "      <td>150</td>\n",
       "      <td>...</td>\n",
       "      <td>1.77278e+09</td>\n",
       "      <td>-0.54</td>\n",
       "      <td>12-------PH---</td>\n",
       "      <td>OB</td>\n",
       "      <td>11816649</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 13:13:20.234</th>\n",
       "      <td>trade</td>\n",
       "      <td>33950</td>\n",
       "      <td>None</td>\n",
       "      <td>XLON</td>\n",
       "      <td>149.96</td>\n",
       "      <td>3500</td>\n",
       "      <td>150.024</td>\n",
       "      <td>149.96</td>\n",
       "      <td>6700</td>\n",
       "      <td>150</td>\n",
       "      <td>...</td>\n",
       "      <td>1.77225e+09</td>\n",
       "      <td>-0.54</td>\n",
       "      <td>12-------PH---</td>\n",
       "      <td>OB</td>\n",
       "      <td>11813149</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 13:13:19.826</th>\n",
       "      <td>quote</td>\n",
       "      <td>33920</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>6700</td>\n",
       "      <td>150</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 13:13:19.627</th>\n",
       "      <td>quote</td>\n",
       "      <td>33904</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>3500</td>\n",
       "      <td>150</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 13:13:19.616</th>\n",
       "      <td>quote</td>\n",
       "      <td>33888</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.94</td>\n",
       "      <td>9027</td>\n",
       "      <td>150</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 13:13:18.548</th>\n",
       "      <td>quote</td>\n",
       "      <td>33872</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.94</td>\n",
       "      <td>7284</td>\n",
       "      <td>150</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 13:13:18.547</th>\n",
       "      <td>quote</td>\n",
       "      <td>33856</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.94</td>\n",
       "      <td>7284</td>\n",
       "      <td>149.98</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 13:13:18.547</th>\n",
       "      <td>quote</td>\n",
       "      <td>33840</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.94</td>\n",
       "      <td>7284</td>\n",
       "      <td>150</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 13:13:18.547</th>\n",
       "      <td>quote</td>\n",
       "      <td>33824</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.94</td>\n",
       "      <td>4100</td>\n",
       "      <td>150</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 13:13:18.547</th>\n",
       "      <td>quote</td>\n",
       "      <td>33808</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.94</td>\n",
       "      <td>7800</td>\n",
       "      <td>150</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 13:13:13.564</th>\n",
       "      <td>quote</td>\n",
       "      <td>33792</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>149.94</td>\n",
       "      <td>7800</td>\n",
       "      <td>149.98</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",
       "  </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 13:13:25.082      quote  34144   None     None     None     None   \n",
       "2019-12-19 13:13:25.081      quote  34128   None     None     None     None   \n",
       "2019-12-19 13:13:25.081      quote  34112   None     None     None     None   \n",
       "2019-12-19 13:13:20.236      quote  34096   None     None     None     None   \n",
       "2019-12-19 13:13:20.236      quote  34080   None     None     None     None   \n",
       "2019-12-19 13:13:20.235      quote  34064   None     None     None     None   \n",
       "2019-12-19 13:13:20.235      quote  34016   None     None     None     None   \n",
       "2019-12-19 13:13:20.235      quote  33968   None     None     None     None   \n",
       "2019-12-19 13:13:20.235      trade  34046   None     XLON   149.96      600   \n",
       "2019-12-19 13:13:20.235      trade  33998   None     XLON   149.96     2556   \n",
       "2019-12-19 13:13:20.234      trade  33950   None     XLON   149.96     3500   \n",
       "2019-12-19 13:13:19.826      quote  33920   None     None     None     None   \n",
       "2019-12-19 13:13:19.627      quote  33904   None     None     None     None   \n",
       "2019-12-19 13:13:19.616      quote  33888   None     None     None     None   \n",
       "2019-12-19 13:13:18.548      quote  33872   None     None     None     None   \n",
       "2019-12-19 13:13:18.547      quote  33856   None     None     None     None   \n",
       "2019-12-19 13:13:18.547      quote  33840   None     None     None     None   \n",
       "2019-12-19 13:13:18.547      quote  33824   None     None     None     None   \n",
       "2019-12-19 13:13:18.547      quote  33808   None     None     None     None   \n",
       "2019-12-19 13:13:13.564      quote  33792   None     None     None     None   \n",
       "\n",
       "                            VWAP     BID BIDSIZE     ASK  \\\n",
       "2019-12-19 13:13:25.082     None  149.96    3500     150   \n",
       "2019-12-19 13:13:25.081     None  149.96    3500  149.98   \n",
       "2019-12-19 13:13:25.081     None  149.94    9027  149.98   \n",
       "2019-12-19 13:13:20.236     None  149.94    5827  149.98   \n",
       "2019-12-19 13:13:20.236     None  149.94    5827     150   \n",
       "2019-12-19 13:13:20.235     None  149.96      44     150   \n",
       "2019-12-19 13:13:20.235     None  149.96     644     150   \n",
       "2019-12-19 13:13:20.235     None  149.96    3200     150   \n",
       "2019-12-19 13:13:20.235  150.024  149.96     644     150   \n",
       "2019-12-19 13:13:20.235  150.024  149.96    3200     150   \n",
       "2019-12-19 13:13:20.234  150.024  149.96    6700     150   \n",
       "2019-12-19 13:13:19.826     None  149.96    6700     150   \n",
       "2019-12-19 13:13:19.627     None  149.96    3500     150   \n",
       "2019-12-19 13:13:19.616     None  149.94    9027     150   \n",
       "2019-12-19 13:13:18.548     None  149.94    7284     150   \n",
       "2019-12-19 13:13:18.547     None  149.94    7284  149.98   \n",
       "2019-12-19 13:13:18.547     None  149.94    7284     150   \n",
       "2019-12-19 13:13:18.547     None  149.94    4100     150   \n",
       "2019-12-19 13:13:18.547     None  149.94    7800     150   \n",
       "2019-12-19 13:13:13.564     None  149.94    7800  149.98   \n",
       "\n",
       "                                               ...                          \\\n",
       "2019-12-19 13:13:25.082                        ...                           \n",
       "2019-12-19 13:13:25.081                        ...                           \n",
       "2019-12-19 13:13:25.081                        ...                           \n",
       "2019-12-19 13:13:20.236                        ...                           \n",
       "2019-12-19 13:13:20.236                        ...                           \n",
       "2019-12-19 13:13:20.235                        ...                           \n",
       "2019-12-19 13:13:20.235                        ...                           \n",
       "2019-12-19 13:13:20.235                        ...                           \n",
       "2019-12-19 13:13:20.235                        ...                           \n",
       "2019-12-19 13:13:20.235                        ...                           \n",
       "2019-12-19 13:13:20.234                        ...                           \n",
       "2019-12-19 13:13:19.826                        ...                           \n",
       "2019-12-19 13:13:19.627                        ...                           \n",
       "2019-12-19 13:13:19.616                        ...                           \n",
       "2019-12-19 13:13:18.548                        ...                           \n",
       "2019-12-19 13:13:18.547                        ...                           \n",
       "2019-12-19 13:13:18.547                        ...                           \n",
       "2019-12-19 13:13:18.547                        ...                           \n",
       "2019-12-19 13:13:18.547                        ...                           \n",
       "2019-12-19 13:13:13.564                        ...                           \n",
       "\n",
       "                          TRNOVR_UNS NETCHNG_1       MMT_CLASS TR_TRD_FLG  \\\n",
       "2019-12-19 13:13:25.082         None      None            None       None   \n",
       "2019-12-19 13:13:25.081         None      None            None       None   \n",
       "2019-12-19 13:13:25.081         None      None            None       None   \n",
       "2019-12-19 13:13:20.236         None      None            None       None   \n",
       "2019-12-19 13:13:20.236         None      None            None       None   \n",
       "2019-12-19 13:13:20.235         None      None            None       None   \n",
       "2019-12-19 13:13:20.235         None      None            None       None   \n",
       "2019-12-19 13:13:20.235         None      None            None       None   \n",
       "2019-12-19 13:13:20.235  1.77316e+09     -0.54  12-------PH---      OB      \n",
       "2019-12-19 13:13:20.235  1.77278e+09     -0.54  12-------PH---      OB      \n",
       "2019-12-19 13:13:20.234  1.77225e+09     -0.54  12-------PH---      OB      \n",
       "2019-12-19 13:13:19.826         None      None            None       None   \n",
       "2019-12-19 13:13:19.627         None      None            None       None   \n",
       "2019-12-19 13:13:19.616         None      None            None       None   \n",
       "2019-12-19 13:13:18.548         None      None            None       None   \n",
       "2019-12-19 13:13:18.547         None      None            None       None   \n",
       "2019-12-19 13:13:18.547         None      None            None       None   \n",
       "2019-12-19 13:13:18.547         None      None            None       None   \n",
       "2019-12-19 13:13:18.547         None      None            None       None   \n",
       "2019-12-19 13:13:13.564         None      None            None       None   \n",
       "\n",
       "                        ACVOL_UNS OPEN_PRC  HIGH_1   LOW_1 MID_PRICE  \\\n",
       "2019-12-19 13:13:25.082      None     None    None    None      None   \n",
       "2019-12-19 13:13:25.081      None     None    None    None      None   \n",
       "2019-12-19 13:13:25.081      None     None    None    None      None   \n",
       "2019-12-19 13:13:20.236      None     None    None    None      None   \n",
       "2019-12-19 13:13:20.236      None     None    None    None      None   \n",
       "2019-12-19 13:13:20.235      None     None    None    None      None   \n",
       "2019-12-19 13:13:20.235      None     None    None    None      None   \n",
       "2019-12-19 13:13:20.235      None     None    None    None      None   \n",
       "2019-12-19 13:13:20.235  11819205   150.18  150.48  149.52      None   \n",
       "2019-12-19 13:13:20.235  11816649   150.18  150.48  149.52      None   \n",
       "2019-12-19 13:13:20.234  11813149   150.18  150.48  149.52      None   \n",
       "2019-12-19 13:13:19.826      None     None    None    None      None   \n",
       "2019-12-19 13:13:19.627      None     None    None    None      None   \n",
       "2019-12-19 13:13:19.616      None     None    None    None      None   \n",
       "2019-12-19 13:13:18.548      None     None    None    None      None   \n",
       "2019-12-19 13:13:18.547      None     None    None    None      None   \n",
       "2019-12-19 13:13:18.547      None     None    None    None      None   \n",
       "2019-12-19 13:13:18.547      None     None    None    None      None   \n",
       "2019-12-19 13:13:18.547      None     None    None    None      None   \n",
       "2019-12-19 13:13:13.564      None     None    None    None      None   \n",
       "\n",
       "                                                                QUALIFIERS  \n",
       "2019-12-19 13:13:25.082                                         [ASK_TONE]  \n",
       "2019-12-19 13:13:25.081                                         [BID_TONE]  \n",
       "2019-12-19 13:13:25.081                                         [BID_TONE]  \n",
       "2019-12-19 13:13:20.236                                         [ASK_TONE]  \n",
       "2019-12-19 13:13:20.236                                         [BID_TONE]  \n",
       "2019-12-19 13:13:20.235                                         [BID_TONE]  \n",
       "2019-12-19 13:13:20.235                                         [BID_TONE]  \n",
       "2019-12-19 13:13:20.235                                         [BID_TONE]  \n",
       "2019-12-19 13:13:20.235  A[ACT_FLAG1];A[CONDCODE_1];[CONDCODE_2];TRD[PR...  \n",
       "2019-12-19 13:13:20.235  A[ACT_FLAG1];A[CONDCODE_1];[CONDCODE_2];TRD[PR...  \n",
       "2019-12-19 13:13:20.234  A[ACT_FLAG1];A[CONDCODE_1];[CONDCODE_2];TRD[PR...  \n",
       "2019-12-19 13:13:19.826                                         [BID_TONE]  \n",
       "2019-12-19 13:13:19.627                                         [BID_TONE]  \n",
       "2019-12-19 13:13:19.616                                         [BID_TONE]  \n",
       "2019-12-19 13:13:18.548                                         [ASK_TONE]  \n",
       "2019-12-19 13:13:18.547                                         [ASK_TONE]  \n",
       "2019-12-19 13:13:18.547                                         [BID_TONE]  \n",
       "2019-12-19 13:13:18.547                                         [BID_TONE]  \n",
       "2019-12-19 13:13:18.547                                         [ASK_TONE]  \n",
       "2019-12-19 13:13:13.564                                         [BID_TONE]  \n",
       "\n",
       "[20 rows x 29 columns]"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "my_adjustments = [\n",
    "    rdp.Adjustments.EXCHANGE_CORRECTION, \n",
    "    rdp.Adjustments.MANUAL_CORRECTION,\n",
    "    rdp.Adjustments.CCH,\n",
    "    rdp.Adjustments.CRE,\n",
    "    rdp.Adjustments.RPO,\n",
    "    rdp.Adjustments.RTS,\n",
    "]\n",
    "\n",
    "asyncio.get_event_loop().create_task(\n",
    "    rdp.HistoricalPricing.get_events_async(\n",
    "        universe = 'VOD.L', \n",
    "        on_response = lambda params, response : display_response(response))\n",
    ")\n",
    "\n",
    "asyncio.get_event_loop().create_task(\n",
    "    rdp.HistoricalPricing.get_summaries_async(\n",
    "        universe = 'VOD.L', \n",
    "        interval = rdp.Intervals.TEN_MINUTES, \n",
    "        on_response = lambda params, response : display_response(response))\n",
    ")\n",
    "\n",
    "asyncio.get_event_loop().create_task(\n",
    "    rdp.HistoricalPricing.get_summaries_async(\n",
    "        universe = 'VOD.L', \n",
    "        interval = rdp.Intervals.DAILY, \n",
    "        on_response = lambda params, response : display_response(response))\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Close the session"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [],
   "source": [
    "rdp.close_session()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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