data_generator.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 35,
   "metadata": {},
   "outputs": [],
   "source": [
    "import backtrader as bt\n",
    "import alpaca_backtrader_api as api\n",
    "import alpaca_trade_api as tradeapi\n",
    "import sys\n",
    "sys.path.insert(0, '../')\n",
    "import pandas as pd\n",
    "import talib as ta\n",
    "import numpy as np\n",
    "from config import key_id, secret_key\n",
    "import datetime "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "metadata": {},
   "outputs": [],
   "source": [
    "#import cross signal generator\n",
    "from cross_signal import *"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "metadata": {},
   "outputs": [],
   "source": [
    "from datetime import date\n",
    "d0 = date.today()\n",
    "d1 = date(2008, 1, 1)\n",
    "delta = d1 - d0"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 38,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "-4482"
      ]
     },
     "execution_count": 38,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "delta.days"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 39,
   "metadata": {},
   "outputs": [],
   "source": [
    "startdate = datetime.datetime.today()\n",
    "date_list = [startdate - datetime.timedelta(days=x) for x in range(-delta.days)]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "metadata": {},
   "outputs": [],
   "source": [
    "#trading data is called in the form of JSON\n",
    "#https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2019-01-01/2019-02-01?apiKey=\n",
    "api = tradeapi.REST(key_id, secret_key)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 41,
   "metadata": {},
   "outputs": [],
   "source": [
    "#generate list of random days into list\n",
    "day_list=[]\n",
    "for i in range(len(date_list)):\n",
    "    day_list.append(date_list[i].strftime(\"%Y-%m-%d\"))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 42,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'2020-04-09'"
      ]
     },
     "execution_count": 42,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "day_list[0]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "metadata": {},
   "outputs": [],
   "source": [
    "#generate random list of symbols\n",
    "sym_list=['RDS.B']\n",
    "# ,'AAPL','TSLA','JACK'\n",
    "#for i in range(10):\n",
    "    #rand_sym=random.random(range=len(symbols.csv))\n",
    "    #symlist.append(rand_sym)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "metadata": {},
   "outputs": [],
   "source": [
    "#Generate random day data for\n",
    "df_list=[]\n",
    "for i in range(len(date_list)):\n",
    "        data_sym = api.polygon.historic_agg_v2(sym_list[0], 1, 'minute', _from=day_list[i], to=day_list[i]).df\n",
    "        df_list.append(data_sym)\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# join all days of the list of dataframes"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 47,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>open</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>close</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",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2018-03-29 07:49:00-04:00</th>\n",
       "      <td>65.2700</td>\n",
       "      <td>65.2700</td>\n",
       "      <td>65.2300</td>\n",
       "      <td>65.2300</td>\n",
       "      <td>1100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 07:50:00-04:00</th>\n",
       "      <td>65.2800</td>\n",
       "      <td>65.2800</td>\n",
       "      <td>65.2600</td>\n",
       "      <td>65.2800</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 07:53:00-04:00</th>\n",
       "      <td>65.2600</td>\n",
       "      <td>65.2600</td>\n",
       "      <td>65.2300</td>\n",
       "      <td>65.2300</td>\n",
       "      <td>1000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 07:55:00-04:00</th>\n",
       "      <td>65.3000</td>\n",
       "      <td>65.3000</td>\n",
       "      <td>65.2700</td>\n",
       "      <td>65.2700</td>\n",
       "      <td>600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 07:59:00-04:00</th>\n",
       "      <td>65.2700</td>\n",
       "      <td>65.2700</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:00:00-04:00</th>\n",
       "      <td>65.2100</td>\n",
       "      <td>65.2700</td>\n",
       "      <td>65.2100</td>\n",
       "      <td>65.2700</td>\n",
       "      <td>3400</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:01:00-04:00</th>\n",
       "      <td>65.2600</td>\n",
       "      <td>65.3500</td>\n",
       "      <td>65.2500</td>\n",
       "      <td>65.3500</td>\n",
       "      <td>2900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:04:00-04:00</th>\n",
       "      <td>65.2400</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>1000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:08:00-04:00</th>\n",
       "      <td>65.2800</td>\n",
       "      <td>65.2800</td>\n",
       "      <td>65.2800</td>\n",
       "      <td>65.2800</td>\n",
       "      <td>1000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:16:00-04:00</th>\n",
       "      <td>65.2600</td>\n",
       "      <td>65.2600</td>\n",
       "      <td>65.2600</td>\n",
       "      <td>65.2600</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:17:00-04:00</th>\n",
       "      <td>65.2700</td>\n",
       "      <td>65.2700</td>\n",
       "      <td>65.2700</td>\n",
       "      <td>65.2700</td>\n",
       "      <td>1073</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:18:00-04:00</th>\n",
       "      <td>65.3000</td>\n",
       "      <td>65.3000</td>\n",
       "      <td>65.3000</td>\n",
       "      <td>65.3000</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:19:00-04:00</th>\n",
       "      <td>65.2800</td>\n",
       "      <td>65.2800</td>\n",
       "      <td>65.2800</td>\n",
       "      <td>65.2800</td>\n",
       "      <td>400</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:20:00-04:00</th>\n",
       "      <td>65.2800</td>\n",
       "      <td>65.2800</td>\n",
       "      <td>65.2500</td>\n",
       "      <td>65.2500</td>\n",
       "      <td>437</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:21:00-04:00</th>\n",
       "      <td>65.2600</td>\n",
       "      <td>65.2600</td>\n",
       "      <td>65.2500</td>\n",
       "      <td>65.2500</td>\n",
       "      <td>200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:22:00-04:00</th>\n",
       "      <td>65.2400</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:23:00-04:00</th>\n",
       "      <td>65.2300</td>\n",
       "      <td>65.2300</td>\n",
       "      <td>65.2300</td>\n",
       "      <td>65.2300</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:26:00-04:00</th>\n",
       "      <td>65.3000</td>\n",
       "      <td>65.3000</td>\n",
       "      <td>65.2900</td>\n",
       "      <td>65.2900</td>\n",
       "      <td>600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:28:00-04:00</th>\n",
       "      <td>65.2900</td>\n",
       "      <td>65.2900</td>\n",
       "      <td>65.2900</td>\n",
       "      <td>65.2900</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:31:00-04:00</th>\n",
       "      <td>65.2900</td>\n",
       "      <td>65.2900</td>\n",
       "      <td>65.2900</td>\n",
       "      <td>65.2900</td>\n",
       "      <td>200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:32:00-04:00</th>\n",
       "      <td>65.2300</td>\n",
       "      <td>65.2300</td>\n",
       "      <td>65.2200</td>\n",
       "      <td>65.2300</td>\n",
       "      <td>300</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:33:00-04:00</th>\n",
       "      <td>65.2400</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:34:00-04:00</th>\n",
       "      <td>65.2100</td>\n",
       "      <td>65.2100</td>\n",
       "      <td>65.2100</td>\n",
       "      <td>65.2100</td>\n",
       "      <td>200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:35:00-04:00</th>\n",
       "      <td>65.2400</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:36:00-04:00</th>\n",
       "      <td>65.2500</td>\n",
       "      <td>65.2500</td>\n",
       "      <td>65.2500</td>\n",
       "      <td>65.2500</td>\n",
       "      <td>1600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:37:00-04:00</th>\n",
       "      <td>65.2500</td>\n",
       "      <td>65.2500</td>\n",
       "      <td>65.2100</td>\n",
       "      <td>65.2100</td>\n",
       "      <td>300</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:38:00-04:00</th>\n",
       "      <td>65.2000</td>\n",
       "      <td>65.2000</td>\n",
       "      <td>65.2000</td>\n",
       "      <td>65.2000</td>\n",
       "      <td>900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:39:00-04:00</th>\n",
       "      <td>65.2000</td>\n",
       "      <td>65.2300</td>\n",
       "      <td>65.2000</td>\n",
       "      <td>65.2300</td>\n",
       "      <td>200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:41:00-04:00</th>\n",
       "      <td>65.2300</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>65.2300</td>\n",
       "      <td>65.2400</td>\n",
       "      <td>700</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 08:46:00-04:00</th>\n",
       "      <td>65.1900</td>\n",
       "      <td>65.1900</td>\n",
       "      <td>65.1900</td>\n",
       "      <td>65.1900</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:31:00-04:00</th>\n",
       "      <td>65.5900</td>\n",
       "      <td>65.6000</td>\n",
       "      <td>65.5900</td>\n",
       "      <td>65.5950</td>\n",
       "      <td>2959</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:32:00-04:00</th>\n",
       "      <td>65.6000</td>\n",
       "      <td>65.6050</td>\n",
       "      <td>65.5700</td>\n",
       "      <td>65.5700</td>\n",
       "      <td>10988</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:33:00-04:00</th>\n",
       "      <td>65.5600</td>\n",
       "      <td>65.5700</td>\n",
       "      <td>65.5500</td>\n",
       "      <td>65.5600</td>\n",
       "      <td>7781</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:34:00-04:00</th>\n",
       "      <td>65.5600</td>\n",
       "      <td>65.5699</td>\n",
       "      <td>65.5450</td>\n",
       "      <td>65.5500</td>\n",
       "      <td>3999</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:35:00-04:00</th>\n",
       "      <td>65.5500</td>\n",
       "      <td>65.5500</td>\n",
       "      <td>65.5200</td>\n",
       "      <td>65.5300</td>\n",
       "      <td>5752</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:36:00-04:00</th>\n",
       "      <td>65.5300</td>\n",
       "      <td>65.5400</td>\n",
       "      <td>65.5200</td>\n",
       "      <td>65.5200</td>\n",
       "      <td>3782</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:37:00-04:00</th>\n",
       "      <td>65.5300</td>\n",
       "      <td>65.5450</td>\n",
       "      <td>65.5134</td>\n",
       "      <td>65.5300</td>\n",
       "      <td>4571</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:38:00-04:00</th>\n",
       "      <td>65.5300</td>\n",
       "      <td>65.5500</td>\n",
       "      <td>65.5300</td>\n",
       "      <td>65.5500</td>\n",
       "      <td>1164</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:39:00-04:00</th>\n",
       "      <td>65.5499</td>\n",
       "      <td>65.6100</td>\n",
       "      <td>65.5450</td>\n",
       "      <td>65.5900</td>\n",
       "      <td>6578</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:40:00-04:00</th>\n",
       "      <td>65.6100</td>\n",
       "      <td>65.6450</td>\n",
       "      <td>65.6100</td>\n",
       "      <td>65.6300</td>\n",
       "      <td>1113</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:41:00-04:00</th>\n",
       "      <td>65.6200</td>\n",
       "      <td>65.6200</td>\n",
       "      <td>65.5800</td>\n",
       "      <td>65.5800</td>\n",
       "      <td>14574</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:42:00-04:00</th>\n",
       "      <td>65.5900</td>\n",
       "      <td>65.6100</td>\n",
       "      <td>65.5732</td>\n",
       "      <td>65.5732</td>\n",
       "      <td>2041</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:43:00-04:00</th>\n",
       "      <td>65.5800</td>\n",
       "      <td>65.6500</td>\n",
       "      <td>65.5800</td>\n",
       "      <td>65.6400</td>\n",
       "      <td>5777</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:44:00-04:00</th>\n",
       "      <td>65.6340</td>\n",
       "      <td>65.6340</td>\n",
       "      <td>65.5900</td>\n",
       "      <td>65.5900</td>\n",
       "      <td>5753</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:45:00-04:00</th>\n",
       "      <td>65.5900</td>\n",
       "      <td>65.6500</td>\n",
       "      <td>65.5900</td>\n",
       "      <td>65.6300</td>\n",
       "      <td>9560</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:46:00-04:00</th>\n",
       "      <td>65.6300</td>\n",
       "      <td>65.6300</td>\n",
       "      <td>65.6100</td>\n",
       "      <td>65.6200</td>\n",
       "      <td>2466</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:47:00-04:00</th>\n",
       "      <td>65.6300</td>\n",
       "      <td>65.6300</td>\n",
       "      <td>65.6000</td>\n",
       "      <td>65.6279</td>\n",
       "      <td>1894</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:48:00-04:00</th>\n",
       "      <td>65.6200</td>\n",
       "      <td>65.6800</td>\n",
       "      <td>65.6200</td>\n",
       "      <td>65.6600</td>\n",
       "      <td>5303</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:49:00-04:00</th>\n",
       "      <td>65.6600</td>\n",
       "      <td>65.6700</td>\n",
       "      <td>65.6250</td>\n",
       "      <td>65.6600</td>\n",
       "      <td>7211</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:50:00-04:00</th>\n",
       "      <td>65.6600</td>\n",
       "      <td>65.6800</td>\n",
       "      <td>65.6500</td>\n",
       "      <td>65.6700</td>\n",
       "      <td>6639</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:51:00-04:00</th>\n",
       "      <td>65.6600</td>\n",
       "      <td>65.6800</td>\n",
       "      <td>65.6500</td>\n",
       "      <td>65.6757</td>\n",
       "      <td>4209</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:52:00-04:00</th>\n",
       "      <td>65.6800</td>\n",
       "      <td>65.6900</td>\n",
       "      <td>65.6800</td>\n",
       "      <td>65.6800</td>\n",
       "      <td>1856</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:53:00-04:00</th>\n",
       "      <td>65.6800</td>\n",
       "      <td>65.6800</td>\n",
       "      <td>65.6300</td>\n",
       "      <td>65.6400</td>\n",
       "      <td>3197</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:54:00-04:00</th>\n",
       "      <td>65.6500</td>\n",
       "      <td>65.6500</td>\n",
       "      <td>65.6200</td>\n",
       "      <td>65.6200</td>\n",
       "      <td>3523</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:55:00-04:00</th>\n",
       "      <td>65.6300</td>\n",
       "      <td>65.6300</td>\n",
       "      <td>65.5700</td>\n",
       "      <td>65.5800</td>\n",
       "      <td>5659</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:56:00-04:00</th>\n",
       "      <td>65.5700</td>\n",
       "      <td>65.5700</td>\n",
       "      <td>65.5600</td>\n",
       "      <td>65.5600</td>\n",
       "      <td>6051</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:57:00-04:00</th>\n",
       "      <td>65.5700</td>\n",
       "      <td>65.6000</td>\n",
       "      <td>65.5700</td>\n",
       "      <td>65.5900</td>\n",
       "      <td>4721</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:58:00-04:00</th>\n",
       "      <td>65.5800</td>\n",
       "      <td>65.6200</td>\n",
       "      <td>65.5800</td>\n",
       "      <td>65.6000</td>\n",
       "      <td>19848</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 15:59:00-04:00</th>\n",
       "      <td>65.5900</td>\n",
       "      <td>65.5900</td>\n",
       "      <td>65.5300</td>\n",
       "      <td>65.5300</td>\n",
       "      <td>15861</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-29 16:02:00-04:00</th>\n",
       "      <td>65.5300</td>\n",
       "      <td>65.5300</td>\n",
       "      <td>65.5300</td>\n",
       "      <td>65.5300</td>\n",
       "      <td>1366</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>434 rows × 5 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                              open     high      low    close  volume\n",
       "timestamp                                                            \n",
       "2018-03-29 07:49:00-04:00  65.2700  65.2700  65.2300  65.2300    1100\n",
       "2018-03-29 07:50:00-04:00  65.2800  65.2800  65.2600  65.2800     500\n",
       "2018-03-29 07:53:00-04:00  65.2600  65.2600  65.2300  65.2300    1000\n",
       "2018-03-29 07:55:00-04:00  65.3000  65.3000  65.2700  65.2700     600\n",
       "2018-03-29 07:59:00-04:00  65.2700  65.2700  65.2400  65.2400     500\n",
       "2018-03-29 08:00:00-04:00  65.2100  65.2700  65.2100  65.2700    3400\n",
       "2018-03-29 08:01:00-04:00  65.2600  65.3500  65.2500  65.3500    2900\n",
       "2018-03-29 08:04:00-04:00  65.2400  65.2400  65.2400  65.2400    1000\n",
       "2018-03-29 08:08:00-04:00  65.2800  65.2800  65.2800  65.2800    1000\n",
       "2018-03-29 08:16:00-04:00  65.2600  65.2600  65.2600  65.2600     100\n",
       "2018-03-29 08:17:00-04:00  65.2700  65.2700  65.2700  65.2700    1073\n",
       "2018-03-29 08:18:00-04:00  65.3000  65.3000  65.3000  65.3000     100\n",
       "2018-03-29 08:19:00-04:00  65.2800  65.2800  65.2800  65.2800     400\n",
       "2018-03-29 08:20:00-04:00  65.2800  65.2800  65.2500  65.2500     437\n",
       "2018-03-29 08:21:00-04:00  65.2600  65.2600  65.2500  65.2500     200\n",
       "2018-03-29 08:22:00-04:00  65.2400  65.2400  65.2400  65.2400     100\n",
       "2018-03-29 08:23:00-04:00  65.2300  65.2300  65.2300  65.2300     100\n",
       "2018-03-29 08:26:00-04:00  65.3000  65.3000  65.2900  65.2900     600\n",
       "2018-03-29 08:28:00-04:00  65.2900  65.2900  65.2900  65.2900     100\n",
       "2018-03-29 08:31:00-04:00  65.2900  65.2900  65.2900  65.2900     200\n",
       "2018-03-29 08:32:00-04:00  65.2300  65.2300  65.2200  65.2300     300\n",
       "2018-03-29 08:33:00-04:00  65.2400  65.2400  65.2400  65.2400     100\n",
       "2018-03-29 08:34:00-04:00  65.2100  65.2100  65.2100  65.2100     200\n",
       "2018-03-29 08:35:00-04:00  65.2400  65.2400  65.2400  65.2400     200\n",
       "2018-03-29 08:36:00-04:00  65.2500  65.2500  65.2500  65.2500    1600\n",
       "2018-03-29 08:37:00-04:00  65.2500  65.2500  65.2100  65.2100     300\n",
       "2018-03-29 08:38:00-04:00  65.2000  65.2000  65.2000  65.2000     900\n",
       "2018-03-29 08:39:00-04:00  65.2000  65.2300  65.2000  65.2300     200\n",
       "2018-03-29 08:41:00-04:00  65.2300  65.2400  65.2300  65.2400     700\n",
       "2018-03-29 08:46:00-04:00  65.1900  65.1900  65.1900  65.1900     100\n",
       "...                            ...      ...      ...      ...     ...\n",
       "2018-03-29 15:31:00-04:00  65.5900  65.6000  65.5900  65.5950    2959\n",
       "2018-03-29 15:32:00-04:00  65.6000  65.6050  65.5700  65.5700   10988\n",
       "2018-03-29 15:33:00-04:00  65.5600  65.5700  65.5500  65.5600    7781\n",
       "2018-03-29 15:34:00-04:00  65.5600  65.5699  65.5450  65.5500    3999\n",
       "2018-03-29 15:35:00-04:00  65.5500  65.5500  65.5200  65.5300    5752\n",
       "2018-03-29 15:36:00-04:00  65.5300  65.5400  65.5200  65.5200    3782\n",
       "2018-03-29 15:37:00-04:00  65.5300  65.5450  65.5134  65.5300    4571\n",
       "2018-03-29 15:38:00-04:00  65.5300  65.5500  65.5300  65.5500    1164\n",
       "2018-03-29 15:39:00-04:00  65.5499  65.6100  65.5450  65.5900    6578\n",
       "2018-03-29 15:40:00-04:00  65.6100  65.6450  65.6100  65.6300    1113\n",
       "2018-03-29 15:41:00-04:00  65.6200  65.6200  65.5800  65.5800   14574\n",
       "2018-03-29 15:42:00-04:00  65.5900  65.6100  65.5732  65.5732    2041\n",
       "2018-03-29 15:43:00-04:00  65.5800  65.6500  65.5800  65.6400    5777\n",
       "2018-03-29 15:44:00-04:00  65.6340  65.6340  65.5900  65.5900    5753\n",
       "2018-03-29 15:45:00-04:00  65.5900  65.6500  65.5900  65.6300    9560\n",
       "2018-03-29 15:46:00-04:00  65.6300  65.6300  65.6100  65.6200    2466\n",
       "2018-03-29 15:47:00-04:00  65.6300  65.6300  65.6000  65.6279    1894\n",
       "2018-03-29 15:48:00-04:00  65.6200  65.6800  65.6200  65.6600    5303\n",
       "2018-03-29 15:49:00-04:00  65.6600  65.6700  65.6250  65.6600    7211\n",
       "2018-03-29 15:50:00-04:00  65.6600  65.6800  65.6500  65.6700    6639\n",
       "2018-03-29 15:51:00-04:00  65.6600  65.6800  65.6500  65.6757    4209\n",
       "2018-03-29 15:52:00-04:00  65.6800  65.6900  65.6800  65.6800    1856\n",
       "2018-03-29 15:53:00-04:00  65.6800  65.6800  65.6300  65.6400    3197\n",
       "2018-03-29 15:54:00-04:00  65.6500  65.6500  65.6200  65.6200    3523\n",
       "2018-03-29 15:55:00-04:00  65.6300  65.6300  65.5700  65.5800    5659\n",
       "2018-03-29 15:56:00-04:00  65.5700  65.5700  65.5600  65.5600    6051\n",
       "2018-03-29 15:57:00-04:00  65.5700  65.6000  65.5700  65.5900    4721\n",
       "2018-03-29 15:58:00-04:00  65.5800  65.6200  65.5800  65.6000   19848\n",
       "2018-03-29 15:59:00-04:00  65.5900  65.5900  65.5300  65.5300   15861\n",
       "2018-03-29 16:02:00-04:00  65.5300  65.5300  65.5300  65.5300    1366\n",
       "\n",
       "[434 rows x 5 columns]"
      ]
     },
     "execution_count": 47,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_list[742]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 48,
   "metadata": {},
   "outputs": [
    {
     "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>open</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>close</th>\n",
       "      <th>volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>timestamp</th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2020-04-09 04:04:00-04:00</th>\n",
       "      <td>36.8000</td>\n",
       "      <td>36.8000</td>\n",
       "      <td>36.8000</td>\n",
       "      <td>36.8000</td>\n",
       "      <td>300.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 04:09:00-04:00</th>\n",
       "      <td>36.6600</td>\n",
       "      <td>36.6600</td>\n",
       "      <td>36.6600</td>\n",
       "      <td>36.6600</td>\n",
       "      <td>300.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 04:10:00-04:00</th>\n",
       "      <td>36.5700</td>\n",
       "      <td>36.5700</td>\n",
       "      <td>36.5700</td>\n",
       "      <td>36.5700</td>\n",
       "      <td>2000.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 04:20:00-04:00</th>\n",
       "      <td>36.6200</td>\n",
       "      <td>36.6200</td>\n",
       "      <td>36.6200</td>\n",
       "      <td>36.6200</td>\n",
       "      <td>400.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 04:25:00-04:00</th>\n",
       "      <td>36.4900</td>\n",
       "      <td>36.4900</td>\n",
       "      <td>36.4800</td>\n",
       "      <td>36.4800</td>\n",
       "      <td>600.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 04:31:00-04:00</th>\n",
       "      <td>36.4400</td>\n",
       "      <td>36.4400</td>\n",
       "      <td>36.4400</td>\n",
       "      <td>36.4400</td>\n",
       "      <td>400.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 04:33:00-04:00</th>\n",
       "      <td>36.4500</td>\n",
       "      <td>36.4500</td>\n",
       "      <td>36.4500</td>\n",
       "      <td>36.4500</td>\n",
       "      <td>400.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 04:43:00-04:00</th>\n",
       "      <td>36.4000</td>\n",
       "      <td>36.4300</td>\n",
       "      <td>36.4000</td>\n",
       "      <td>36.4300</td>\n",
       "      <td>2800.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 04:48:00-04:00</th>\n",
       "      <td>36.4300</td>\n",
       "      <td>36.4300</td>\n",
       "      <td>36.4300</td>\n",
       "      <td>36.4300</td>\n",
       "      <td>800.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 04:52:00-04:00</th>\n",
       "      <td>36.4700</td>\n",
       "      <td>36.4700</td>\n",
       "      <td>36.4700</td>\n",
       "      <td>36.4700</td>\n",
       "      <td>400.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 04:55:00-04:00</th>\n",
       "      <td>36.4700</td>\n",
       "      <td>36.4700</td>\n",
       "      <td>36.4700</td>\n",
       "      <td>36.4700</td>\n",
       "      <td>200.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 05:21:00-04:00</th>\n",
       "      <td>36.3200</td>\n",
       "      <td>36.3200</td>\n",
       "      <td>36.3200</td>\n",
       "      <td>36.3200</td>\n",
       "      <td>1800.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 05:41:00-04:00</th>\n",
       "      <td>36.1900</td>\n",
       "      <td>36.1900</td>\n",
       "      <td>36.1900</td>\n",
       "      <td>36.1900</td>\n",
       "      <td>1800.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 05:51:00-04:00</th>\n",
       "      <td>36.1700</td>\n",
       "      <td>36.1700</td>\n",
       "      <td>36.1700</td>\n",
       "      <td>36.1700</td>\n",
       "      <td>1000.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 05:55:00-04:00</th>\n",
       "      <td>36.1900</td>\n",
       "      <td>36.1900</td>\n",
       "      <td>36.1900</td>\n",
       "      <td>36.1900</td>\n",
       "      <td>2000.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 05:56:00-04:00</th>\n",
       "      <td>36.1900</td>\n",
       "      <td>36.1900</td>\n",
       "      <td>36.1900</td>\n",
       "      <td>36.1900</td>\n",
       "      <td>1000.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 06:36:00-04:00</th>\n",
       "      <td>36.5400</td>\n",
       "      <td>36.5400</td>\n",
       "      <td>36.5400</td>\n",
       "      <td>36.5400</td>\n",
       "      <td>400.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 06:51:00-04:00</th>\n",
       "      <td>36.8000</td>\n",
       "      <td>36.8000</td>\n",
       "      <td>36.8000</td>\n",
       "      <td>36.8000</td>\n",
       "      <td>200.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 06:54:00-04:00</th>\n",
       "      <td>36.7700</td>\n",
       "      <td>36.7700</td>\n",
       "      <td>36.7700</td>\n",
       "      <td>36.7700</td>\n",
       "      <td>890.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 07:02:00-04:00</th>\n",
       "      <td>36.9500</td>\n",
       "      <td>36.9500</td>\n",
       "      <td>36.9500</td>\n",
       "      <td>36.9500</td>\n",
       "      <td>1852.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 07:06:00-04:00</th>\n",
       "      <td>37.0100</td>\n",
       "      <td>37.0100</td>\n",
       "      <td>37.0100</td>\n",
       "      <td>37.0100</td>\n",
       "      <td>600.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 07:09:00-04:00</th>\n",
       "      <td>37.0000</td>\n",
       "      <td>37.0000</td>\n",
       "      <td>37.0000</td>\n",
       "      <td>37.0000</td>\n",
       "      <td>222.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 07:10:00-04:00</th>\n",
       "      <td>37.0000</td>\n",
       "      <td>37.0000</td>\n",
       "      <td>37.0000</td>\n",
       "      <td>37.0000</td>\n",
       "      <td>920.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 07:19:00-04:00</th>\n",
       "      <td>37.0200</td>\n",
       "      <td>37.0200</td>\n",
       "      <td>37.0200</td>\n",
       "      <td>37.0200</td>\n",
       "      <td>200.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 07:22:00-04:00</th>\n",
       "      <td>37.0000</td>\n",
       "      <td>37.0000</td>\n",
       "      <td>37.0000</td>\n",
       "      <td>37.0000</td>\n",
       "      <td>3200.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 07:24:00-04:00</th>\n",
       "      <td>36.8000</td>\n",
       "      <td>36.8000</td>\n",
       "      <td>36.8000</td>\n",
       "      <td>36.8000</td>\n",
       "      <td>1448.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 07:29:00-04:00</th>\n",
       "      <td>36.3800</td>\n",
       "      <td>36.3800</td>\n",
       "      <td>36.3800</td>\n",
       "      <td>36.3800</td>\n",
       "      <td>604.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 07:31:00-04:00</th>\n",
       "      <td>36.2500</td>\n",
       "      <td>36.2500</td>\n",
       "      <td>36.2500</td>\n",
       "      <td>36.2500</td>\n",
       "      <td>230.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 07:33:00-04:00</th>\n",
       "      <td>36.5600</td>\n",
       "      <td>36.5600</td>\n",
       "      <td>36.5600</td>\n",
       "      <td>36.5600</td>\n",
       "      <td>1000.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-09 07:41:00-04:00</th>\n",
       "      <td>36.3500</td>\n",
       "      <td>36.3500</td>\n",
       "      <td>36.3500</td>\n",
       "      <td>36.3500</td>\n",
       "      <td>200.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:11:00-05:00</th>\n",
       "      <td>82.7500</td>\n",
       "      <td>82.8000</td>\n",
       "      <td>82.7500</td>\n",
       "      <td>82.8000</td>\n",
       "      <td>500.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:14:00-05:00</th>\n",
       "      <td>82.8100</td>\n",
       "      <td>82.8100</td>\n",
       "      <td>82.8100</td>\n",
       "      <td>82.8100</td>\n",
       "      <td>700.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:16:00-05:00</th>\n",
       "      <td>82.8700</td>\n",
       "      <td>82.8700</td>\n",
       "      <td>82.8700</td>\n",
       "      <td>82.8700</td>\n",
       "      <td>100.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:17:00-05:00</th>\n",
       "      <td>82.8600</td>\n",
       "      <td>82.8600</td>\n",
       "      <td>82.8600</td>\n",
       "      <td>82.8600</td>\n",
       "      <td>100.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:20:00-05:00</th>\n",
       "      <td>82.7500</td>\n",
       "      <td>82.8000</td>\n",
       "      <td>82.7500</td>\n",
       "      <td>82.8000</td>\n",
       "      <td>300.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:24:00-05:00</th>\n",
       "      <td>82.8300</td>\n",
       "      <td>82.8300</td>\n",
       "      <td>82.8300</td>\n",
       "      <td>82.8300</td>\n",
       "      <td>200.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:27:00-05:00</th>\n",
       "      <td>82.9000</td>\n",
       "      <td>82.9000</td>\n",
       "      <td>82.9000</td>\n",
       "      <td>82.9000</td>\n",
       "      <td>400.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:29:00-05:00</th>\n",
       "      <td>82.8600</td>\n",
       "      <td>82.8600</td>\n",
       "      <td>82.8600</td>\n",
       "      <td>82.8600</td>\n",
       "      <td>100.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:30:00-05:00</th>\n",
       "      <td>82.9299</td>\n",
       "      <td>82.9299</td>\n",
       "      <td>82.9299</td>\n",
       "      <td>82.9299</td>\n",
       "      <td>100.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:33:00-05:00</th>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>200.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:35:00-05:00</th>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>100.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:36:00-05:00</th>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>1100.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:37:00-05:00</th>\n",
       "      <td>83.0600</td>\n",
       "      <td>83.1000</td>\n",
       "      <td>83.0600</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>2200.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:38:00-05:00</th>\n",
       "      <td>83.1000</td>\n",
       "      <td>83.1000</td>\n",
       "      <td>83.1000</td>\n",
       "      <td>83.1000</td>\n",
       "      <td>100.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:40:00-05:00</th>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>100.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:41:00-05:00</th>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>100.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:43:00-05:00</th>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>100.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:45:00-05:00</th>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>1200.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:46:00-05:00</th>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>1000.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:47:00-05:00</th>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>100.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:48:00-05:00</th>\n",
       "      <td>83.0600</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0600</td>\n",
       "      <td>83.0600</td>\n",
       "      <td>700.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:49:00-05:00</th>\n",
       "      <td>83.0600</td>\n",
       "      <td>83.0800</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>1600.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:50:00-05:00</th>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>100.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:51:00-05:00</th>\n",
       "      <td>83.0200</td>\n",
       "      <td>83.0400</td>\n",
       "      <td>83.0200</td>\n",
       "      <td>83.0400</td>\n",
       "      <td>700.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:52:00-05:00</th>\n",
       "      <td>83.0200</td>\n",
       "      <td>83.0200</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>300.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:53:00-05:00</th>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>82.9300</td>\n",
       "      <td>82.9300</td>\n",
       "      <td>13400.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:54:00-05:00</th>\n",
       "      <td>82.9700</td>\n",
       "      <td>82.9800</td>\n",
       "      <td>82.9700</td>\n",
       "      <td>82.9800</td>\n",
       "      <td>200.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:55:00-05:00</th>\n",
       "      <td>82.9800</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>82.9800</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>500.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:56:00-05:00</th>\n",
       "      <td>82.9900</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>82.9900</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>1700.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:59:00-05:00</th>\n",
       "      <td>82.9900</td>\n",
       "      <td>82.9900</td>\n",
       "      <td>82.9900</td>\n",
       "      <td>82.9900</td>\n",
       "      <td>300.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1207645 rows × 5 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                              open     high      low    close   volume\n",
       "timestamp                                                             \n",
       "2020-04-09 04:04:00-04:00  36.8000  36.8000  36.8000  36.8000    300.0\n",
       "2020-04-09 04:09:00-04:00  36.6600  36.6600  36.6600  36.6600    300.0\n",
       "2020-04-09 04:10:00-04:00  36.5700  36.5700  36.5700  36.5700   2000.0\n",
       "2020-04-09 04:20:00-04:00  36.6200  36.6200  36.6200  36.6200    400.0\n",
       "2020-04-09 04:25:00-04:00  36.4900  36.4900  36.4800  36.4800    600.0\n",
       "2020-04-09 04:31:00-04:00  36.4400  36.4400  36.4400  36.4400    400.0\n",
       "2020-04-09 04:33:00-04:00  36.4500  36.4500  36.4500  36.4500    400.0\n",
       "2020-04-09 04:43:00-04:00  36.4000  36.4300  36.4000  36.4300   2800.0\n",
       "2020-04-09 04:48:00-04:00  36.4300  36.4300  36.4300  36.4300    800.0\n",
       "2020-04-09 04:52:00-04:00  36.4700  36.4700  36.4700  36.4700    400.0\n",
       "2020-04-09 04:55:00-04:00  36.4700  36.4700  36.4700  36.4700    200.0\n",
       "2020-04-09 05:21:00-04:00  36.3200  36.3200  36.3200  36.3200   1800.0\n",
       "2020-04-09 05:41:00-04:00  36.1900  36.1900  36.1900  36.1900   1800.0\n",
       "2020-04-09 05:51:00-04:00  36.1700  36.1700  36.1700  36.1700   1000.0\n",
       "2020-04-09 05:55:00-04:00  36.1900  36.1900  36.1900  36.1900   2000.0\n",
       "2020-04-09 05:56:00-04:00  36.1900  36.1900  36.1900  36.1900   1000.0\n",
       "2020-04-09 06:36:00-04:00  36.5400  36.5400  36.5400  36.5400    400.0\n",
       "2020-04-09 06:51:00-04:00  36.8000  36.8000  36.8000  36.8000    200.0\n",
       "2020-04-09 06:54:00-04:00  36.7700  36.7700  36.7700  36.7700    890.0\n",
       "2020-04-09 07:02:00-04:00  36.9500  36.9500  36.9500  36.9500   1852.0\n",
       "2020-04-09 07:06:00-04:00  37.0100  37.0100  37.0100  37.0100    600.0\n",
       "2020-04-09 07:09:00-04:00  37.0000  37.0000  37.0000  37.0000    222.0\n",
       "2020-04-09 07:10:00-04:00  37.0000  37.0000  37.0000  37.0000    920.0\n",
       "2020-04-09 07:19:00-04:00  37.0200  37.0200  37.0200  37.0200    200.0\n",
       "2020-04-09 07:22:00-04:00  37.0000  37.0000  37.0000  37.0000   3200.0\n",
       "2020-04-09 07:24:00-04:00  36.8000  36.8000  36.8000  36.8000   1448.0\n",
       "2020-04-09 07:29:00-04:00  36.3800  36.3800  36.3800  36.3800    604.0\n",
       "2020-04-09 07:31:00-04:00  36.2500  36.2500  36.2500  36.2500    230.0\n",
       "2020-04-09 07:33:00-04:00  36.5600  36.5600  36.5600  36.5600   1000.0\n",
       "2020-04-09 07:41:00-04:00  36.3500  36.3500  36.3500  36.3500    200.0\n",
       "...                            ...      ...      ...      ...      ...\n",
       "2008-01-02 15:11:00-05:00  82.7500  82.8000  82.7500  82.8000    500.0\n",
       "2008-01-02 15:14:00-05:00  82.8100  82.8100  82.8100  82.8100    700.0\n",
       "2008-01-02 15:16:00-05:00  82.8700  82.8700  82.8700  82.8700    100.0\n",
       "2008-01-02 15:17:00-05:00  82.8600  82.8600  82.8600  82.8600    100.0\n",
       "2008-01-02 15:20:00-05:00  82.7500  82.8000  82.7500  82.8000    300.0\n",
       "2008-01-02 15:24:00-05:00  82.8300  82.8300  82.8300  82.8300    200.0\n",
       "2008-01-02 15:27:00-05:00  82.9000  82.9000  82.9000  82.9000    400.0\n",
       "2008-01-02 15:29:00-05:00  82.8600  82.8600  82.8600  82.8600    100.0\n",
       "2008-01-02 15:30:00-05:00  82.9299  82.9299  82.9299  82.9299    100.0\n",
       "2008-01-02 15:33:00-05:00  83.0000  83.0000  83.0000  83.0000    200.0\n",
       "2008-01-02 15:35:00-05:00  83.0000  83.0000  83.0000  83.0000    100.0\n",
       "2008-01-02 15:36:00-05:00  83.0000  83.0000  83.0000  83.0000   1100.0\n",
       "2008-01-02 15:37:00-05:00  83.0600  83.1000  83.0600  83.0700   2200.0\n",
       "2008-01-02 15:38:00-05:00  83.1000  83.1000  83.1000  83.1000    100.0\n",
       "2008-01-02 15:40:00-05:00  83.0700  83.0700  83.0700  83.0700    100.0\n",
       "2008-01-02 15:41:00-05:00  83.0700  83.0700  83.0700  83.0700    100.0\n",
       "2008-01-02 15:43:00-05:00  83.0700  83.0700  83.0700  83.0700    100.0\n",
       "2008-01-02 15:45:00-05:00  83.0700  83.0700  83.0700  83.0700   1200.0\n",
       "2008-01-02 15:46:00-05:00  83.0300  83.0300  83.0300  83.0300   1000.0\n",
       "2008-01-02 15:47:00-05:00  83.0300  83.0300  83.0300  83.0300    100.0\n",
       "2008-01-02 15:48:00-05:00  83.0600  83.0700  83.0600  83.0600    700.0\n",
       "2008-01-02 15:49:00-05:00  83.0600  83.0800  83.0300  83.0300   1600.0\n",
       "2008-01-02 15:50:00-05:00  83.0300  83.0300  83.0300  83.0300    100.0\n",
       "2008-01-02 15:51:00-05:00  83.0200  83.0400  83.0200  83.0400    700.0\n",
       "2008-01-02 15:52:00-05:00  83.0200  83.0200  83.0000  83.0000    300.0\n",
       "2008-01-02 15:53:00-05:00  83.0000  83.0000  82.9300  82.9300  13400.0\n",
       "2008-01-02 15:54:00-05:00  82.9700  82.9800  82.9700  82.9800    200.0\n",
       "2008-01-02 15:55:00-05:00  82.9800  83.0300  82.9800  83.0300    500.0\n",
       "2008-01-02 15:56:00-05:00  82.9900  83.0700  82.9900  83.0700   1700.0\n",
       "2008-01-02 15:59:00-05:00  82.9900  82.9900  82.9900  82.9900    300.0\n",
       "\n",
       "[1207645 rows x 5 columns]"
      ]
     },
     "execution_count": 48,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df = pd.concat(df_list)\n",
    "df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 49,
   "metadata": {},
   "outputs": [],
   "source": [
    "df2=data_sym.sort_index()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 50,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>open</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>close</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",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:32:00-05:00</th>\n",
       "      <td>83.6300</td>\n",
       "      <td>83.6300</td>\n",
       "      <td>83.5900</td>\n",
       "      <td>83.6200</td>\n",
       "      <td>8600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:33:00-05:00</th>\n",
       "      <td>83.5800</td>\n",
       "      <td>83.5900</td>\n",
       "      <td>83.5600</td>\n",
       "      <td>83.5900</td>\n",
       "      <td>1700</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:34:00-05:00</th>\n",
       "      <td>83.5800</td>\n",
       "      <td>83.7000</td>\n",
       "      <td>83.5800</td>\n",
       "      <td>83.7000</td>\n",
       "      <td>3400</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:35:00-05:00</th>\n",
       "      <td>83.7000</td>\n",
       "      <td>83.7000</td>\n",
       "      <td>83.6600</td>\n",
       "      <td>83.6700</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:36:00-05:00</th>\n",
       "      <td>83.6600</td>\n",
       "      <td>83.6600</td>\n",
       "      <td>83.5500</td>\n",
       "      <td>83.5500</td>\n",
       "      <td>4000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:37:00-05:00</th>\n",
       "      <td>83.5500</td>\n",
       "      <td>83.5500</td>\n",
       "      <td>83.5500</td>\n",
       "      <td>83.5500</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:38:00-05:00</th>\n",
       "      <td>83.6000</td>\n",
       "      <td>83.6000</td>\n",
       "      <td>83.5600</td>\n",
       "      <td>83.5600</td>\n",
       "      <td>300</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:39:00-05:00</th>\n",
       "      <td>83.6499</td>\n",
       "      <td>83.6500</td>\n",
       "      <td>83.6499</td>\n",
       "      <td>83.6500</td>\n",
       "      <td>700</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:40:00-05:00</th>\n",
       "      <td>83.6100</td>\n",
       "      <td>83.6500</td>\n",
       "      <td>83.6000</td>\n",
       "      <td>83.6500</td>\n",
       "      <td>1900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:41:00-05:00</th>\n",
       "      <td>83.6500</td>\n",
       "      <td>83.6500</td>\n",
       "      <td>83.6500</td>\n",
       "      <td>83.6500</td>\n",
       "      <td>1100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:42:00-05:00</th>\n",
       "      <td>83.6660</td>\n",
       "      <td>83.6900</td>\n",
       "      <td>83.6660</td>\n",
       "      <td>83.6900</td>\n",
       "      <td>4200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:43:00-05:00</th>\n",
       "      <td>83.7000</td>\n",
       "      <td>83.7000</td>\n",
       "      <td>83.6900</td>\n",
       "      <td>83.7000</td>\n",
       "      <td>1100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:44:00-05:00</th>\n",
       "      <td>83.7000</td>\n",
       "      <td>83.7000</td>\n",
       "      <td>83.6800</td>\n",
       "      <td>83.6800</td>\n",
       "      <td>900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:45:00-05:00</th>\n",
       "      <td>83.7100</td>\n",
       "      <td>83.7199</td>\n",
       "      <td>83.7100</td>\n",
       "      <td>83.7199</td>\n",
       "      <td>200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:46:00-05:00</th>\n",
       "      <td>83.7099</td>\n",
       "      <td>83.7099</td>\n",
       "      <td>83.7099</td>\n",
       "      <td>83.7099</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:47:00-05:00</th>\n",
       "      <td>83.6800</td>\n",
       "      <td>83.6900</td>\n",
       "      <td>83.6800</td>\n",
       "      <td>83.6900</td>\n",
       "      <td>800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:48:00-05:00</th>\n",
       "      <td>83.6800</td>\n",
       "      <td>83.6800</td>\n",
       "      <td>83.6800</td>\n",
       "      <td>83.6800</td>\n",
       "      <td>1100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:50:00-05:00</th>\n",
       "      <td>83.7100</td>\n",
       "      <td>83.7400</td>\n",
       "      <td>83.7100</td>\n",
       "      <td>83.7400</td>\n",
       "      <td>3300</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:51:00-05:00</th>\n",
       "      <td>83.7200</td>\n",
       "      <td>83.7200</td>\n",
       "      <td>83.7200</td>\n",
       "      <td>83.7200</td>\n",
       "      <td>200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:52:00-05:00</th>\n",
       "      <td>83.7200</td>\n",
       "      <td>83.7400</td>\n",
       "      <td>83.7200</td>\n",
       "      <td>83.7200</td>\n",
       "      <td>3200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:53:00-05:00</th>\n",
       "      <td>83.7200</td>\n",
       "      <td>83.7200</td>\n",
       "      <td>83.7200</td>\n",
       "      <td>83.7200</td>\n",
       "      <td>1500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:54:00-05:00</th>\n",
       "      <td>83.7500</td>\n",
       "      <td>83.7500</td>\n",
       "      <td>83.7500</td>\n",
       "      <td>83.7500</td>\n",
       "      <td>1800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:55:00-05:00</th>\n",
       "      <td>83.8000</td>\n",
       "      <td>83.8300</td>\n",
       "      <td>83.8000</td>\n",
       "      <td>83.8300</td>\n",
       "      <td>1200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:56:00-05:00</th>\n",
       "      <td>83.7900</td>\n",
       "      <td>83.7900</td>\n",
       "      <td>83.7900</td>\n",
       "      <td>83.7900</td>\n",
       "      <td>1100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:57:00-05:00</th>\n",
       "      <td>83.7600</td>\n",
       "      <td>83.7600</td>\n",
       "      <td>83.7600</td>\n",
       "      <td>83.7600</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:58:00-05:00</th>\n",
       "      <td>83.7600</td>\n",
       "      <td>83.7900</td>\n",
       "      <td>83.7600</td>\n",
       "      <td>83.7900</td>\n",
       "      <td>3100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 09:59:00-05:00</th>\n",
       "      <td>83.8600</td>\n",
       "      <td>83.8600</td>\n",
       "      <td>83.8600</td>\n",
       "      <td>83.8600</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 10:00:00-05:00</th>\n",
       "      <td>83.8400</td>\n",
       "      <td>83.8400</td>\n",
       "      <td>83.7500</td>\n",
       "      <td>83.7600</td>\n",
       "      <td>8200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 10:01:00-05:00</th>\n",
       "      <td>83.8000</td>\n",
       "      <td>83.8000</td>\n",
       "      <td>83.5700</td>\n",
       "      <td>83.5700</td>\n",
       "      <td>1600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 10:02:00-05:00</th>\n",
       "      <td>83.6300</td>\n",
       "      <td>83.7000</td>\n",
       "      <td>83.6200</td>\n",
       "      <td>83.6200</td>\n",
       "      <td>3900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:11:00-05:00</th>\n",
       "      <td>82.7500</td>\n",
       "      <td>82.8000</td>\n",
       "      <td>82.7500</td>\n",
       "      <td>82.8000</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:14:00-05:00</th>\n",
       "      <td>82.8100</td>\n",
       "      <td>82.8100</td>\n",
       "      <td>82.8100</td>\n",
       "      <td>82.8100</td>\n",
       "      <td>700</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:16:00-05:00</th>\n",
       "      <td>82.8700</td>\n",
       "      <td>82.8700</td>\n",
       "      <td>82.8700</td>\n",
       "      <td>82.8700</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:17:00-05:00</th>\n",
       "      <td>82.8600</td>\n",
       "      <td>82.8600</td>\n",
       "      <td>82.8600</td>\n",
       "      <td>82.8600</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:20:00-05:00</th>\n",
       "      <td>82.7500</td>\n",
       "      <td>82.8000</td>\n",
       "      <td>82.7500</td>\n",
       "      <td>82.8000</td>\n",
       "      <td>300</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:24:00-05:00</th>\n",
       "      <td>82.8300</td>\n",
       "      <td>82.8300</td>\n",
       "      <td>82.8300</td>\n",
       "      <td>82.8300</td>\n",
       "      <td>200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:27:00-05:00</th>\n",
       "      <td>82.9000</td>\n",
       "      <td>82.9000</td>\n",
       "      <td>82.9000</td>\n",
       "      <td>82.9000</td>\n",
       "      <td>400</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:29:00-05:00</th>\n",
       "      <td>82.8600</td>\n",
       "      <td>82.8600</td>\n",
       "      <td>82.8600</td>\n",
       "      <td>82.8600</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:30:00-05:00</th>\n",
       "      <td>82.9299</td>\n",
       "      <td>82.9299</td>\n",
       "      <td>82.9299</td>\n",
       "      <td>82.9299</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:33:00-05:00</th>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:35:00-05:00</th>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:36:00-05:00</th>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>1100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:37:00-05:00</th>\n",
       "      <td>83.0600</td>\n",
       "      <td>83.1000</td>\n",
       "      <td>83.0600</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>2200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:38:00-05:00</th>\n",
       "      <td>83.1000</td>\n",
       "      <td>83.1000</td>\n",
       "      <td>83.1000</td>\n",
       "      <td>83.1000</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:40:00-05:00</th>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:41:00-05:00</th>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:43:00-05:00</th>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:45:00-05:00</th>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>1200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:46:00-05:00</th>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>1000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:47:00-05:00</th>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:48:00-05:00</th>\n",
       "      <td>83.0600</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>83.0600</td>\n",
       "      <td>83.0600</td>\n",
       "      <td>700</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:49:00-05:00</th>\n",
       "      <td>83.0600</td>\n",
       "      <td>83.0800</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>1600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:50:00-05:00</th>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:51:00-05:00</th>\n",
       "      <td>83.0200</td>\n",
       "      <td>83.0400</td>\n",
       "      <td>83.0200</td>\n",
       "      <td>83.0400</td>\n",
       "      <td>700</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:52:00-05:00</th>\n",
       "      <td>83.0200</td>\n",
       "      <td>83.0200</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>300</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:53:00-05:00</th>\n",
       "      <td>83.0000</td>\n",
       "      <td>83.0000</td>\n",
       "      <td>82.9300</td>\n",
       "      <td>82.9300</td>\n",
       "      <td>13400</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:54:00-05:00</th>\n",
       "      <td>82.9700</td>\n",
       "      <td>82.9800</td>\n",
       "      <td>82.9700</td>\n",
       "      <td>82.9800</td>\n",
       "      <td>200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:55:00-05:00</th>\n",
       "      <td>82.9800</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>82.9800</td>\n",
       "      <td>83.0300</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:56:00-05:00</th>\n",
       "      <td>82.9900</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>82.9900</td>\n",
       "      <td>83.0700</td>\n",
       "      <td>1700</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-02 15:59:00-05:00</th>\n",
       "      <td>82.9900</td>\n",
       "      <td>82.9900</td>\n",
       "      <td>82.9900</td>\n",
       "      <td>82.9900</td>\n",
       "      <td>300</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>238 rows × 5 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                              open     high      low    close  volume\n",
       "timestamp                                                            \n",
       "2008-01-02 09:32:00-05:00  83.6300  83.6300  83.5900  83.6200    8600\n",
       "2008-01-02 09:33:00-05:00  83.5800  83.5900  83.5600  83.5900    1700\n",
       "2008-01-02 09:34:00-05:00  83.5800  83.7000  83.5800  83.7000    3400\n",
       "2008-01-02 09:35:00-05:00  83.7000  83.7000  83.6600  83.6700     500\n",
       "2008-01-02 09:36:00-05:00  83.6600  83.6600  83.5500  83.5500    4000\n",
       "2008-01-02 09:37:00-05:00  83.5500  83.5500  83.5500  83.5500     100\n",
       "2008-01-02 09:38:00-05:00  83.6000  83.6000  83.5600  83.5600     300\n",
       "2008-01-02 09:39:00-05:00  83.6499  83.6500  83.6499  83.6500     700\n",
       "2008-01-02 09:40:00-05:00  83.6100  83.6500  83.6000  83.6500    1900\n",
       "2008-01-02 09:41:00-05:00  83.6500  83.6500  83.6500  83.6500    1100\n",
       "2008-01-02 09:42:00-05:00  83.6660  83.6900  83.6660  83.6900    4200\n",
       "2008-01-02 09:43:00-05:00  83.7000  83.7000  83.6900  83.7000    1100\n",
       "2008-01-02 09:44:00-05:00  83.7000  83.7000  83.6800  83.6800     900\n",
       "2008-01-02 09:45:00-05:00  83.7100  83.7199  83.7100  83.7199     200\n",
       "2008-01-02 09:46:00-05:00  83.7099  83.7099  83.7099  83.7099     100\n",
       "2008-01-02 09:47:00-05:00  83.6800  83.6900  83.6800  83.6900     800\n",
       "2008-01-02 09:48:00-05:00  83.6800  83.6800  83.6800  83.6800    1100\n",
       "2008-01-02 09:50:00-05:00  83.7100  83.7400  83.7100  83.7400    3300\n",
       "2008-01-02 09:51:00-05:00  83.7200  83.7200  83.7200  83.7200     200\n",
       "2008-01-02 09:52:00-05:00  83.7200  83.7400  83.7200  83.7200    3200\n",
       "2008-01-02 09:53:00-05:00  83.7200  83.7200  83.7200  83.7200    1500\n",
       "2008-01-02 09:54:00-05:00  83.7500  83.7500  83.7500  83.7500    1800\n",
       "2008-01-02 09:55:00-05:00  83.8000  83.8300  83.8000  83.8300    1200\n",
       "2008-01-02 09:56:00-05:00  83.7900  83.7900  83.7900  83.7900    1100\n",
       "2008-01-02 09:57:00-05:00  83.7600  83.7600  83.7600  83.7600     100\n",
       "2008-01-02 09:58:00-05:00  83.7600  83.7900  83.7600  83.7900    3100\n",
       "2008-01-02 09:59:00-05:00  83.8600  83.8600  83.8600  83.8600     100\n",
       "2008-01-02 10:00:00-05:00  83.8400  83.8400  83.7500  83.7600    8200\n",
       "2008-01-02 10:01:00-05:00  83.8000  83.8000  83.5700  83.5700    1600\n",
       "2008-01-02 10:02:00-05:00  83.6300  83.7000  83.6200  83.6200    3900\n",
       "...                            ...      ...      ...      ...     ...\n",
       "2008-01-02 15:11:00-05:00  82.7500  82.8000  82.7500  82.8000     500\n",
       "2008-01-02 15:14:00-05:00  82.8100  82.8100  82.8100  82.8100     700\n",
       "2008-01-02 15:16:00-05:00  82.8700  82.8700  82.8700  82.8700     100\n",
       "2008-01-02 15:17:00-05:00  82.8600  82.8600  82.8600  82.8600     100\n",
       "2008-01-02 15:20:00-05:00  82.7500  82.8000  82.7500  82.8000     300\n",
       "2008-01-02 15:24:00-05:00  82.8300  82.8300  82.8300  82.8300     200\n",
       "2008-01-02 15:27:00-05:00  82.9000  82.9000  82.9000  82.9000     400\n",
       "2008-01-02 15:29:00-05:00  82.8600  82.8600  82.8600  82.8600     100\n",
       "2008-01-02 15:30:00-05:00  82.9299  82.9299  82.9299  82.9299     100\n",
       "2008-01-02 15:33:00-05:00  83.0000  83.0000  83.0000  83.0000     200\n",
       "2008-01-02 15:35:00-05:00  83.0000  83.0000  83.0000  83.0000     100\n",
       "2008-01-02 15:36:00-05:00  83.0000  83.0000  83.0000  83.0000    1100\n",
       "2008-01-02 15:37:00-05:00  83.0600  83.1000  83.0600  83.0700    2200\n",
       "2008-01-02 15:38:00-05:00  83.1000  83.1000  83.1000  83.1000     100\n",
       "2008-01-02 15:40:00-05:00  83.0700  83.0700  83.0700  83.0700     100\n",
       "2008-01-02 15:41:00-05:00  83.0700  83.0700  83.0700  83.0700     100\n",
       "2008-01-02 15:43:00-05:00  83.0700  83.0700  83.0700  83.0700     100\n",
       "2008-01-02 15:45:00-05:00  83.0700  83.0700  83.0700  83.0700    1200\n",
       "2008-01-02 15:46:00-05:00  83.0300  83.0300  83.0300  83.0300    1000\n",
       "2008-01-02 15:47:00-05:00  83.0300  83.0300  83.0300  83.0300     100\n",
       "2008-01-02 15:48:00-05:00  83.0600  83.0700  83.0600  83.0600     700\n",
       "2008-01-02 15:49:00-05:00  83.0600  83.0800  83.0300  83.0300    1600\n",
       "2008-01-02 15:50:00-05:00  83.0300  83.0300  83.0300  83.0300     100\n",
       "2008-01-02 15:51:00-05:00  83.0200  83.0400  83.0200  83.0400     700\n",
       "2008-01-02 15:52:00-05:00  83.0200  83.0200  83.0000  83.0000     300\n",
       "2008-01-02 15:53:00-05:00  83.0000  83.0000  82.9300  82.9300   13400\n",
       "2008-01-02 15:54:00-05:00  82.9700  82.9800  82.9700  82.9800     200\n",
       "2008-01-02 15:55:00-05:00  82.9800  83.0300  82.9800  83.0300     500\n",
       "2008-01-02 15:56:00-05:00  82.9900  83.0700  82.9900  83.0700    1700\n",
       "2008-01-02 15:59:00-05:00  82.9900  82.9900  82.9900  82.9900     300\n",
       "\n",
       "[238 rows x 5 columns]"
      ]
     },
     "execution_count": 50,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df2"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 51,
   "metadata": {},
   "outputs": [],
   "source": [
    "df.to_csv('RDSB.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 52,
   "metadata": {},
   "outputs": [],
   "source": [
    "data_sym = api.polygon.historic_agg_v2(\"RDS.A\", 1, 'minute', _from='2010-04-09', to='2010-04-09').df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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