检查TAQ数据最少和最多的一天.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "from dqt import DBUtils, get_fut_min, get_fut_taq\n",
    "import pandas as pd\n",
    "from time import sleep\n",
    "import numpy as np\n",
    "from time import time\n",
    "from datetime import timedelta\n",
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "first_trading_day: 1990-12-19 00:00:00\n"
     ]
    }
   ],
   "source": [
    "dbu = DBUtils()\n",
    "\n",
    "all_varieties = ['A', 'AG', 'AL', 'AU', 'AP', 'BU', 'B', 'C', 'CF', 'CJ', 'CS', 'CU', 'CY', 'EG', 'FG', 'HC', 'I', 'J',\n",
    "                'JD', 'JM', 'L', 'M', 'MA', 'NI', 'NR', 'OI', 'P', 'PB', 'PP', 'RB', 'RM', 'RU', 'SC', 'SP', 'SR', 'T',\n",
    "                'TA', 'TF', 'TS', 'UR', 'V', 'Y', 'ZC', 'ZN']\n",
    "\n",
    "all_trading_days = dbu.get_trading_day()\n",
    "first_trading_day = all_trading_days[0]\n",
    "print('first_trading_day: {}'.format(first_trading_day))\n",
    "tick_data_first_day = '2014-01-01'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "DatetimeIndex(['1990-12-19', '1990-12-20', '1990-12-21', '1990-12-24',\n",
       "               '1990-12-25', '1990-12-26', '1990-12-27', '1990-12-28',\n",
       "               '1990-12-31', '1991-01-02',\n",
       "               ...\n",
       "               '2020-02-24', '2020-02-25', '2020-02-26', '2020-02-27',\n",
       "               '2020-02-28', '2020-03-02', '2020-03-03', '2020-03-04',\n",
       "               '2020-03-05', '2020-03-06'],\n",
       "              dtype='datetime64[ns]', name='tradingDay', length=7146, freq=None)"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "all_trading_days"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "main_daily_df: \n",
      "        adj_factor       date  symbol       open       high        low  \\\n",
      "0        0.974518 2014-01-02   A1409   4312.000   4328.000   4286.000   \n",
      "17323    0.728988 2014-01-02   J1405   1456.000   1465.000   1449.000   \n",
      "13198    0.943055 2014-01-02  FG1405   1291.000   1293.000   1278.000   \n",
      "34995    0.895376 2014-01-02  RU1405  18195.000  18265.000  18010.000   \n",
      "18715    1.000000 2014-01-02  JD1405   3951.000   3978.000   3941.000   \n",
      "11619    0.991591 2014-01-02  CU1403  52290.000  52770.000  52220.000   \n",
      "39430    0.954998 2014-01-02  TA1405   7364.000   7364.000   7274.000   \n",
      "20107    0.881324 2014-01-02  JM1405   1003.000   1012.000    996.000   \n",
      "40822    0.995358 2014-01-02  TF1403     91.796     91.796     91.338   \n",
      "8977     1.001871 2014-01-02  CF1405  19360.000  19450.000  19305.000   \n",
      "33603    1.149350 2014-01-02  RM1405   2616.000   2642.000   2606.000   \n",
      "15931    1.000000 2014-01-02   I1405    912.000    912.000    899.000   \n",
      "7585     0.940223 2014-01-02   C1405   2344.000   2348.000   2342.000   \n",
      "22891    1.390456 2014-01-02   M1405   3346.000   3356.000   3325.000   \n",
      "43893    0.938997 2014-01-02   Y1405   6866.000   6936.000   6866.000   \n",
      "32211    0.788282 2014-01-02  RB1405   3562.000   3592.000   3562.000   \n",
      "4597     0.969138 2014-01-02  AU1406    241.100    244.900    241.100   \n",
      "26679    1.059971 2014-01-02  OI1405   7060.000   7100.000   7038.000   \n",
      "2784     0.869118 2014-01-02  AL1404  13965.000  14045.000  13950.000   \n",
      "46188    0.802198 2014-01-02  ZN1403  15190.000  15325.000  15175.000   \n",
      "1392     0.929860 2014-01-02  AG1406   4118.000   4226.000   4117.000   \n",
      "29463    0.877283 2014-01-02  PB1402  14235.000  14360.000  14205.000   \n",
      "28071    0.807799 2014-01-02   P1405   6080.000   6150.000   6068.000   \n",
      "42501    0.641296 2014-01-02   V1405   6410.000   6425.000   6355.000   \n",
      "36940    1.183417 2014-01-02  SR1405   4787.000   4802.000   4782.000   \n",
      "21499    0.806795 2014-01-02   L1405  11080.000  11095.000  11015.000   \n",
      "18716    1.000000 2014-01-03  JD1405   3998.000   4036.000   3980.000   \n",
      "8978     1.001871 2014-01-03  CF1405  19375.000  19380.000  19305.000   \n",
      "26680    1.059971 2014-01-03  OI1405   7038.000   7040.000   6968.000   \n",
      "22892    1.390456 2014-01-03   M1405   3322.000   3341.000   3318.000   \n",
      "...           ...        ...     ...        ...        ...        ...   \n",
      "22890    1.329675 2019-09-12   L2001   7310.000   7350.000   7255.000   \n",
      "25565    1.035752 2019-09-12  MA2001   2245.000   2253.000   2233.000   \n",
      "1391     0.788422 2019-09-12   A2001   3425.000   3433.000   3412.000   \n",
      "36386    0.376132 2019-09-12  RU2001  11985.000  12020.000  11885.000   \n",
      "46187    1.494240 2019-09-12  ZC2001    583.000    585.800    581.400   \n",
      "2783     0.759469 2019-09-12  AG1912   4475.000   4484.000   4418.000   \n",
      "45284    0.677740 2019-09-12   Y2001   6062.000   6102.000   6034.000   \n",
      "4175     0.811813 2019-09-12  AL1911  14420.000  14470.000  14390.000   \n",
      "4596     1.555326 2019-09-12  AP2001   8054.000   8085.000   7876.000   \n",
      "43892    0.817712 2019-09-12   V2001   6505.000   6520.000   6450.000   \n",
      "5988     0.854869 2019-09-12  AU1912    345.850    346.650    344.000   \n",
      "6438     0.960906 2019-09-12   B1911   3218.000   3238.000   3206.000   \n",
      "42500    1.000000 2019-09-12  UR2001   1818.000   1822.000   1811.000   \n",
      "42475    1.002600 2019-09-12  TS1912    100.295    100.315    100.270   \n",
      "42213    0.982766 2019-09-12  TF1912     99.920     99.990     99.845   \n",
      "15930    1.739978 2019-09-12  HC2001   3520.000   3568.000   3494.000   \n",
      "7584     0.655868 2019-09-12  BU1912   3100.000   3104.000   3026.000   \n",
      "40821    1.085622 2019-09-12  TA2001   5126.000   5126.000   5078.000   \n",
      "10368    0.983784 2019-09-12  CF2001  13000.000  13050.000  12840.000   \n",
      "10462    1.000000 2019-09-12  CJ1912  10450.000  10480.000  10305.000   \n",
      "39429    1.061446 2019-09-12   T1912     98.685     98.735     98.460   \n",
      "11618    1.184961 2019-09-12  CS2001   2275.000   2279.000   2258.000   \n",
      "13010    1.022514 2019-09-12  CU1911  47240.000  47500.000  47010.000   \n",
      "38331    0.938551 2019-09-12  SR2001   5516.000   5519.000   5476.000   \n",
      "28070    0.817691 2019-09-12  OI2001   7356.000   7363.000   7318.000   \n",
      "13197    0.994449 2019-09-12  EG2001   4775.000   4790.000   4724.000   \n",
      "14589    1.592249 2019-09-12  FG2001   1425.000   1481.000   1425.000   \n",
      "36939    0.984332 2019-09-12  SP2001   4712.000   4720.000   4688.000   \n",
      "8976     1.142452 2019-09-12   C2001   1874.000   1876.000   1860.000   \n",
      "47579    1.032283 2019-09-12  ZN1911  19315.000  19375.000  19155.000   \n",
      "\n",
      "           close     volume  open_interest      turnover       ...         \\\n",
      "0       4322.000    27710.0        79750.0  1.194784e+05       ...          \n",
      "17323   1454.000   413172.0       202104.0  6.021750e+06       ...          \n",
      "13198   1281.000   474004.0       291530.0  1.218232e+06       ...          \n",
      "34995  18135.000   354254.0       214686.0  6.425755e+06       ...          \n",
      "18715   3975.000    31536.0        53426.0  1.250904e+05       ...          \n",
      "11619  52670.000   203778.0       240224.0  5.353814e+06       ...          \n",
      "39430   7294.000   323978.0       403860.0  1.183148e+06       ...          \n",
      "20107    999.000   227108.0       243268.0  1.367797e+06       ...          \n",
      "40822     91.350     2350.0         3621.0  2.151063e+05       ...          \n",
      "8977   19385.000    51938.0        75032.0  5.032797e+05       ...          \n",
      "33603   2641.000  2447362.0      1106372.0  6.416177e+06       ...          \n",
      "15931    907.000    56510.0       107880.0  5.121998e+05       ...          \n",
      "7585    2342.000    26628.0       327492.0  6.242932e+04       ...          \n",
      "22891   3354.000   921104.0      1578492.0  3.076733e+06       ...          \n",
      "43893   6922.000   465014.0       845256.0  3.208060e+06       ...          \n",
      "32211   3590.000  1019050.0      1346124.0  3.650509e+06       ...          \n",
      "4597     244.450   118110.0       171802.0  2.874561e+06       ...          \n",
      "26679   7068.000   189622.0       278724.0  1.340612e+06       ...          \n",
      "2784   14040.000     4306.0        54082.0  3.014815e+04       ...          \n",
      "46188  15300.000    42604.0       112640.0  3.250951e+05       ...          \n",
      "1392    4213.000  1602996.0       668218.0  1.007724e+07       ...          \n",
      "29463  14345.000      724.0         7204.0  5.174470e+03       ...          \n",
      "28071   6148.000   629522.0       447612.0  3.851378e+06       ...          \n",
      "42501   6380.000    11698.0        29960.0  3.736774e+04       ...          \n",
      "36940   4789.000   161882.0       611476.0  7.755823e+05       ...          \n",
      "21499  11095.000   312716.0       296964.0  1.728834e+06       ...          \n",
      "18716   4015.000   102594.0        55466.0  4.118401e+05       ...          \n",
      "8978   19325.000    22286.0        72976.0  2.154038e+05       ...          \n",
      "26680   6988.000   177444.0       269678.0  1.242149e+06       ...          \n",
      "22892   3338.000   842146.0      1586902.0  2.804715e+06       ...          \n",
      "...          ...        ...            ...           ...       ...          \n",
      "22890   7290.000   509502.0       827932.0  1.860725e+06       ...          \n",
      "25565   2248.000  1141432.0      1331600.0  2.561902e+06       ...          \n",
      "1391    3420.000   104700.0       197440.0  3.584216e+05       ...          \n",
      "36386  11915.000   298646.0       354204.0  3.568449e+06       ...          \n",
      "46187    581.600    53240.0       176678.0  3.105360e+05       ...          \n",
      "2783    4460.000  2116072.0       985472.0  1.413973e+07       ...          \n",
      "45284   6054.000   597822.0       887378.0  3.624039e+06       ...          \n",
      "4175   14425.000   123576.0       283132.0  8.916114e+05       ...          \n",
      "4596    7898.000   139376.0       108572.0  1.107352e+06       ...          \n",
      "43892   6510.000   195024.0       323450.0  6.327334e+05       ...          \n",
      "5988     346.150   471986.0       498864.0  1.629433e+07       ...          \n",
      "6438    3223.000    49840.0       242150.0  1.605003e+05       ...          \n",
      "42500   1815.000    36434.0        83524.0  1.323280e+05       ...          \n",
      "42475    100.275    10478.0         6256.0  2.101810e+06       ...          \n",
      "42213     99.845    11106.0        29355.0  1.109741e+06       ...          \n",
      "15930   3568.000   441280.0       504822.0  1.554499e+06       ...          \n",
      "7584    3046.000   764144.0       658902.0  2.341306e+06       ...          \n",
      "40821   5098.000  1545602.0      1650928.0  3.944103e+06       ...          \n",
      "10368  12970.000   417132.0       514572.0  2.696846e+06       ...          \n",
      "10462  10370.000   234872.0        85296.0  1.219568e+06       ...          \n",
      "39429     98.490    42819.0        75528.0  4.222210e+06       ...          \n",
      "11618   2272.000   123608.0       239888.0  2.804224e+05       ...          \n",
      "13010  47490.000   134652.0       220198.0  3.181320e+06       ...          \n",
      "38331   5490.000   544198.0       704952.0  2.989037e+06       ...          \n",
      "28070   7336.000   200436.0       305570.0  1.470602e+06       ...          \n",
      "13197   4754.000   559912.0       429650.0  2.663140e+06       ...          \n",
      "14589   1452.000   880554.0       413334.0  2.558953e+06       ...          \n",
      "36939   4694.000   235056.0       297968.0  1.105486e+06       ...          \n",
      "8976    1872.000   679238.0      1130138.0  1.268887e+06       ...          \n",
      "47579  19245.000   269304.0       189758.0  2.593248e+06       ...          \n",
      "\n",
      "       settle_ret amplitude  left_days  interday_ret  high_ret   low_ret  \\\n",
      "0        -0.00023     0.010        256     -0.002083  0.000694 -0.000466   \n",
      "17323    -0.00614     0.011        134     -0.001372 -0.012803 -0.002066   \n",
      "13198    -0.01306     0.012        134      0.000775 -0.020455 -0.007764   \n",
      "34995    -0.00385     0.014        133      0.003032 -0.004361 -0.002769   \n",
      "18715     0.00050     0.009        134      0.000000 -0.005500  0.000508   \n",
      "11619     0.00497     0.011         74      0.000191  0.005718  0.003652   \n",
      "39430    -0.01110     0.012        134      0.000272 -0.007547 -0.011147   \n",
      "20107    -0.00791     0.016        134     -0.001990 -0.010753 -0.005988   \n",
      "40822    -0.00401     0.005         71     -0.000065 -0.000610 -0.001836   \n",
      "8977      0.00545     0.008        134      0.000775  0.003871  0.005993   \n",
      "33603     0.00153     0.014        134     -0.003049  0.003037  0.005789   \n",
      "15931    -0.00330     0.014        134      0.001098 -0.002188  0.000000   \n",
      "7585      0.00043     0.003        134     -0.000426  0.000000  0.001283   \n",
      "22891    -0.00654     0.009        134     -0.006532 -0.005040 -0.007463   \n",
      "43893     0.00466     0.010        134      0.002336  0.006092  0.003508   \n",
      "32211     0.00196     0.008        133     -0.002241  0.000000  0.000000   \n",
      "4597      0.01206     0.016        165      0.007101  0.012821  0.010478   \n",
      "26679    -0.00169     0.009        134      0.003696 -0.002809  0.000853   \n",
      "2784      0.00179     0.007        103     -0.001787  0.000356  0.000000   \n",
      "46188     0.00263     0.010         74     -0.000329  0.002617  0.000659   \n",
      "1392      0.01330     0.026        165      0.004635  0.012458  0.009316   \n",
      "29463    -0.00070     0.011         46     -0.002802  0.000697 -0.003158   \n",
      "28071     0.01292     0.014        134      0.006956  0.012846  0.008644   \n",
      "42501    -0.00623     0.011        134     -0.001558 -0.003103 -0.009353   \n",
      "36940    -0.00146     0.004        134     -0.000209 -0.004561  0.000209   \n",
      "21499    -0.00852     0.007        134     -0.001802 -0.010259 -0.007658   \n",
      "18716     0.01210     0.014        133      0.005786  0.014580  0.009896   \n",
      "8978     -0.00258     0.004        133     -0.000516 -0.003599  0.000000   \n",
      "26680    -0.00990     0.010        133     -0.004244 -0.008451 -0.009946   \n",
      "22892    -0.00299     0.007        133     -0.009541 -0.004470 -0.002105   \n",
      "...           ...       ...        ...           ...       ...       ...   \n",
      "22890     0.00069     0.013        125      0.000000  0.003413 -0.002063   \n",
      "25565    -0.00178     0.009        125      0.000000 -0.004419  0.000000   \n",
      "1391     -0.00262     0.006        125      0.000000 -0.006942 -0.000586   \n",
      "36386    -0.00292     0.011        125     -0.001250 -0.003317  0.000421   \n",
      "46187     0.00275     0.008        118      0.000343  0.004803  0.002414   \n",
      "2783     -0.00492     0.015         95     -0.002230 -0.005103  0.000680   \n",
      "45284    -0.00492     0.011        125     -0.000659 -0.007482 -0.001324   \n",
      "4175      0.00278     0.006         64      0.000347  0.003120  0.002787   \n",
      "4596     -0.01463     0.026        125     -0.000620 -0.004310 -0.013774   \n",
      "43892    -0.00460     0.011        125     -0.000768 -0.002295 -0.007692   \n",
      "5988     -0.00246     0.008         95     -0.000289 -0.003450 -0.000871   \n",
      "6438     -0.00464     0.010         63     -0.000311 -0.011600  0.001875   \n",
      "42500     0.00110     0.006        125      0.000550  0.001099  0.001659   \n",
      "42475    -0.00050     0.000         92     -0.000349 -0.000249 -0.000498   \n",
      "42213    -0.00145     0.001         92     -0.000850 -0.000700 -0.001350   \n",
      "15930     0.00171     0.021        125      0.001422  0.008764 -0.001714   \n",
      "7584     -0.02173     0.025         95      0.002587 -0.018963 -0.019443   \n",
      "40821    -0.00739     0.009        125      0.000781 -0.016500 -0.003141   \n",
      "10368    -0.00308     0.016        125      0.001927  0.001919 -0.005422   \n",
      "10462    -0.01517     0.017         92      0.001918 -0.027829 -0.002903   \n",
      "39429    -0.00329     0.003         92     -0.000962 -0.001719 -0.003189   \n",
      "11618    -0.00613     0.009        125     -0.000878 -0.004369 -0.007473   \n",
      "13010     0.00042     0.010         64     -0.001057  0.001898 -0.001062   \n",
      "38331    -0.00145     0.008        125     -0.001448 -0.002350  0.002747   \n",
      "28070    -0.00475     0.006        125      0.000680 -0.006075 -0.001909   \n",
      "13197     0.00232     0.014        138     -0.001046  0.001045  0.005534   \n",
      "14589     0.01893     0.039        125      0.000702  0.033496  0.003521   \n",
      "36939    -0.00381     0.007        125      0.000425 -0.005059 -0.002553   \n",
      "8976     -0.00479     0.009        125      0.000000 -0.004246 -0.006410   \n",
      "47579     0.00627     0.011         64      0.002595  0.003626  0.012153   \n",
      "\n",
      "       open_ret intraday_ret trade_symbol  projected_value  \n",
      "0      0.005597     0.002319        a1409     8.271253e+04  \n",
      "17323 -0.016880    -0.001374        j1405     1.998576e+05  \n",
      "13198 -0.016006    -0.007746        FG405     2.981755e+05  \n",
      "34995 -0.001646    -0.003298       ru1405     2.155095e+05  \n",
      "18715 -0.007536     0.006074       jd1405     5.294156e+04  \n",
      "11619  0.000383     0.007267       cu1403     2.465576e+05  \n",
      "39430 -0.007012    -0.009506        TA405     4.093211e+05  \n",
      "20107 -0.016667    -0.003988       jm1405     2.451752e+05  \n",
      "40822  0.000501    -0.004859       TF1403     3.826267e+03  \n",
      "8977   0.006237     0.001291        CF405     5.202495e+04  \n",
      "33603  0.007704     0.009557        RM405     1.162234e+06  \n",
      "15931  0.004405    -0.005482        i1405     1.077158e+05  \n",
      "7585   0.000427    -0.000853        c1405     4.749419e+04  \n",
      "22891 -0.001790     0.002391        m1405     1.177866e+06  \n",
      "43893 -0.001745     0.008156        y1405     5.142882e+05  \n",
      "32211 -0.003358     0.007861       rb1405     1.307927e+06  \n",
      "4597   0.002286     0.013895       au1406     1.712815e+05  \n",
      "26679 -0.005634     0.001133        OI405     1.793092e+05  \n",
      "2784  -0.005342     0.005371       al1404     5.563247e+04  \n",
      "46188 -0.001971     0.007242       zn1403     1.133416e+05  \n",
      "1392  -0.005314     0.023069       ag1406     6.748521e+05  \n",
      "29463 -0.007322     0.007727       pb1402     7.036058e+03  \n",
      "28071  0.008292     0.011184        p1405     6.711064e+05  \n",
      "42501 -0.003885    -0.004680        v1405     2.974038e+04  \n",
      "36940 -0.006640     0.000418        SR405     6.148815e+05  \n",
      "21499 -0.009830     0.001354        l1405     2.998919e+05  \n",
      "18716  0.011896     0.004252       jd1405     5.582304e+04  \n",
      "8978   0.000775    -0.002581        CF405     4.211197e+04  \n",
      "26680 -0.003116    -0.007104        OI405     1.786875e+05  \n",
      "22892 -0.007173     0.004816        m1405     1.065960e+06  \n",
      "...         ...          ...          ...              ...  \n",
      "22890  0.002056    -0.002736        l2001     8.082754e+05  \n",
      "25565 -0.001335     0.001336        MA001     1.286342e+06  \n",
      "1391  -0.008683    -0.001460        a2001     2.008592e+05  \n",
      "36386 -0.004981    -0.005841       ru2001     3.515245e+05  \n",
      "46187  0.002752    -0.002401        ZC001     1.775054e+05  \n",
      "2783   0.008792    -0.003352       ag1912     9.366719e+05  \n",
      "45284 -0.004598    -0.001320        y2001     7.767832e+05  \n",
      "4175   0.003479     0.000347       al1911     2.925620e+05  \n",
      "4596   0.005242    -0.019369        AP001     1.153187e+05  \n",
      "43892 -0.000768     0.000769        v2001     3.249953e+05  \n",
      "5988   0.001013     0.000867       au1912     4.878482e+05  \n",
      "6438  -0.009846     0.001554        b1911     2.467485e+05  \n",
      "42500  0.003865    -0.001650        UR001     8.108536e+04  \n",
      "42475 -0.000349    -0.000199       TS1912     6.560949e+03  \n",
      "42213 -0.000700    -0.000751       TF1912     2.949823e+04  \n",
      "15930 -0.000568     0.013636       hc2001     5.035241e+05  \n",
      "7584  -0.013995    -0.017419       bu1912     6.570977e+05  \n",
      "40821 -0.012331    -0.005462        TA001     1.664953e+06  \n",
      "10368  0.004637    -0.002308        CF001     4.964784e+05  \n",
      "10462 -0.021536    -0.007656        CJ912     8.148088e+04  \n",
      "39429 -0.001871    -0.001976        T1912     7.485773e+04  \n",
      "11618 -0.003940    -0.001319       cs2001     2.447224e+05  \n",
      "13010  0.002972     0.005292       cu1911     2.235271e+05  \n",
      "38331  0.006019    -0.004714        SR001     6.988878e+05  \n",
      "28070 -0.002982    -0.002719        OI001     2.369393e+05  \n",
      "13197  0.005687    -0.004398       eg2001     4.353752e+05  \n",
      "14589 -0.001402     0.018947        FG001     4.301109e+05  \n",
      "36939 -0.004227    -0.003820       sp2001     2.945351e+05  \n",
      "8976  -0.004251    -0.001067        c2001     5.651309e+05  \n",
      "47579  0.017650    -0.003624       zn1911     1.957312e+05  \n",
      "\n",
      "[47580 rows x 32 columns]\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "num_records_df: \n",
      "             date  symbol num taq records\n",
      "0     2014-01-02   A1409             NaN\n",
      "17323 2014-01-02   J1405             NaN\n",
      "13198 2014-01-02  FG1405             NaN\n",
      "34995 2014-01-02  RU1405             NaN\n",
      "18715 2014-01-02  JD1405             NaN\n",
      "11619 2014-01-02  CU1403             NaN\n",
      "39430 2014-01-02  TA1405             NaN\n",
      "20107 2014-01-02  JM1405             NaN\n",
      "40822 2014-01-02  TF1403             NaN\n",
      "8977  2014-01-02  CF1405             NaN\n",
      "33603 2014-01-02  RM1405             NaN\n",
      "15931 2014-01-02   I1405             NaN\n",
      "7585  2014-01-02   C1405             NaN\n",
      "22891 2014-01-02   M1405             NaN\n",
      "43893 2014-01-02   Y1405             NaN\n",
      "32211 2014-01-02  RB1405             NaN\n",
      "4597  2014-01-02  AU1406             NaN\n",
      "26679 2014-01-02  OI1405             NaN\n",
      "2784  2014-01-02  AL1404             NaN\n",
      "46188 2014-01-02  ZN1403             NaN\n",
      "1392  2014-01-02  AG1406             NaN\n",
      "29463 2014-01-02  PB1402             NaN\n",
      "28071 2014-01-02   P1405             NaN\n",
      "42501 2014-01-02   V1405             NaN\n",
      "36940 2014-01-02  SR1405             NaN\n",
      "21499 2014-01-02   L1405             NaN\n",
      "18716 2014-01-03  JD1405             NaN\n",
      "8978  2014-01-03  CF1405             NaN\n",
      "26680 2014-01-03  OI1405             NaN\n",
      "22892 2014-01-03   M1405             NaN\n",
      "...          ...     ...             ...\n",
      "22890 2019-09-12   L2001             NaN\n",
      "25565 2019-09-12  MA2001             NaN\n",
      "1391  2019-09-12   A2001             NaN\n",
      "36386 2019-09-12  RU2001             NaN\n",
      "46187 2019-09-12  ZC2001             NaN\n",
      "2783  2019-09-12  AG1912             NaN\n",
      "45284 2019-09-12   Y2001             NaN\n",
      "4175  2019-09-12  AL1911             NaN\n",
      "4596  2019-09-12  AP2001             NaN\n",
      "43892 2019-09-12   V2001             NaN\n",
      "5988  2019-09-12  AU1912             NaN\n",
      "6438  2019-09-12   B1911             NaN\n",
      "42500 2019-09-12  UR2001             NaN\n",
      "42475 2019-09-12  TS1912             NaN\n",
      "42213 2019-09-12  TF1912             NaN\n",
      "15930 2019-09-12  HC2001             NaN\n",
      "7584  2019-09-12  BU1912             NaN\n",
      "40821 2019-09-12  TA2001             NaN\n",
      "10368 2019-09-12  CF2001             NaN\n",
      "10462 2019-09-12  CJ1912             NaN\n",
      "39429 2019-09-12   T1912             NaN\n",
      "11618 2019-09-12  CS2001             NaN\n",
      "13010 2019-09-12  CU1911             NaN\n",
      "38331 2019-09-12  SR2001             NaN\n",
      "28070 2019-09-12  OI2001             NaN\n",
      "13197 2019-09-12  EG2001             NaN\n",
      "14589 2019-09-12  FG2001             NaN\n",
      "36939 2019-09-12  SP2001             NaN\n",
      "8976  2019-09-12   C2001             NaN\n",
      "47579 2019-09-12  ZN1911             NaN\n",
      "\n",
      "[47580 rows x 3 columns]\n",
      "time approximation: 0:36:15.703059\n",
      "idx:  22929\n",
      "row[date]:  2014-03-04 00:00:00\n",
      "row[symbol]:  M1409\n",
      "time approximation: 0:38:56.058124\n",
      "idx:  2858\n",
      "row[date]:  2014-04-24 00:00:00\n",
      "row[symbol]:  AL1407\n",
      "time approximation: 0:37:21.779561\n",
      "idx:  13308\n",
      "row[date]:  2014-06-18 00:00:00\n",
      "row[symbol]:  FG1409\n",
      "time approximation: 0:38:44.122694\n",
      "idx:  21643\n",
      "row[date]:  2014-08-05 00:00:00\n",
      "row[symbol]:  L1501\n",
      "time approximation: 1:07:06.719591\n",
      "idx:  2963\n",
      "row[date]:  2014-09-24 00:00:00\n",
      "row[symbol]:  AL1412\n",
      "time approximation: 1:17:11.526427\n",
      "idx:  1605\n",
      "row[date]:  2014-11-18 00:00:00\n",
      "row[symbol]:  AG1506\n",
      "time approximation: 0:40:21.660773\n",
      "idx:  33850\n",
      "row[date]:  2015-01-07 00:00:00\n",
      "row[symbol]:  RM1505\n",
      "time approximation: 0:38:56.785260\n",
      "idx:  6472\n",
      "row[date]:  2015-02-27 00:00:00\n",
      "row[symbol]:  BU1506\n",
      "time approximation: 0:39:29.084577\n",
      "idx:  21810\n",
      "row[date]:  2015-04-15 00:00:00\n",
      "row[symbol]:  L1509\n",
      "time approximation: 0:42:00.847355\n",
      "idx:  31160\n",
      "row[date]:  2015-05-28 00:00:00\n",
      "row[symbol]:  PP1509\n",
      "time approximation: 0:39:46.042895\n",
      "idx:  33974\n",
      "row[date]:  2015-07-10 00:00:00\n",
      "row[symbol]:  RM1509\n",
      "time approximation: 0:42:22.278765\n",
      "idx:  19117\n",
      "row[date]:  2015-08-24 00:00:00\n",
      "row[symbol]:  JD1601\n",
      "time approximation: 0:45:04.283673\n",
      "idx:  14971\n",
      "row[date]:  2015-10-14 00:00:00\n",
      "row[symbol]:  HC1601\n",
      "time approximation: 0:43:42.860988\n",
      "idx:  1854\n",
      "row[date]:  2015-11-25 00:00:00\n",
      "row[symbol]:  AG1606\n",
      "time approximation: 0:45:05.537600\n",
      "idx:  46680\n",
      "row[date]:  2016-01-07 00:00:00\n",
      "row[symbol]:  ZN1603\n",
      "time approximation: 0:43:46.284900\n",
      "idx:  38560\n",
      "row[date]:  2016-02-25 00:00:00\n",
      "row[symbol]:  T1606\n",
      "time approximation: 0:46:20.292477\n",
      "idx:  10778\n",
      "row[date]:  2016-04-07 00:00:00\n",
      "row[symbol]:  CS1609\n",
      "time approximation: 0:58:41.995373\n",
      "idx:  581\n",
      "row[date]:  2016-05-20 00:00:00\n",
      "row[symbol]:  A1609\n",
      "time approximation: 1:48:55.886653\n",
      "idx:  9587\n",
      "row[date]:  2016-07-04 00:00:00\n",
      "row[symbol]:  CF1701\n",
      "time approximation: 1:54:13.839748\n",
      "idx:  19354\n",
      "row[date]:  2016-08-12 00:00:00\n",
      "row[symbol]:  JD1701\n",
      "time approximation: 1:49:40.842853\n",
      "idx:  30132\n",
      "row[date]:  2016-09-27 00:00:00\n",
      "row[symbol]:  PB1611\n",
      "time approximation: 1:55:26.630159\n",
      "idx:  23589\n",
      "row[date]:  2016-11-14 00:00:00\n",
      "row[symbol]:  M1701\n",
      "time approximation: 1:09:53.434043\n",
      "idx:  16659\n",
      "row[date]:  2016-12-26 00:00:00\n",
      "row[symbol]:  I1705\n",
      "time approximation: 0:55:10.587617\n",
      "idx:  46945\n",
      "row[date]:  2017-02-13 00:00:00\n",
      "row[symbol]:  ZN1704\n",
      "time approximation: 0:55:29.667073\n",
      "idx:  31606\n",
      "row[date]:  2017-03-27 00:00:00\n",
      "row[symbol]:  PP1705\n",
      "time approximation: 0:55:37.673308\n",
      "idx:  41638\n",
      "row[date]:  2017-05-10 00:00:00\n",
      "row[symbol]:  TF1709\n",
      "time approximation: 0:54:07.062280\n",
      "idx:  23736\n",
      "row[date]:  2017-06-22 00:00:00\n",
      "row[symbol]:  M1709\n",
      "time approximation: 0:53:23.306396\n",
      "idx:  45671\n",
      "row[date]:  2017-08-03 00:00:00\n",
      "row[symbol]:  ZC1709\n",
      "time approximation: 0:55:26.102553\n",
      "idx:  26171\n",
      "row[date]:  2017-09-13 00:00:00\n",
      "row[symbol]:  NI1801\n",
      "time approximation: 0:54:15.830942\n",
      "idx:  14132\n",
      "row[date]:  2017-11-01 00:00:00\n",
      "row[symbol]:  FG1801\n",
      "time approximation: 0:52:27.679765\n",
      "idx:  31781\n",
      "row[date]:  2017-12-11 00:00:00\n",
      "row[symbol]:  PP1805\n",
      "time approximation: 0:50:32.635942\n",
      "idx:  8575\n",
      "row[date]:  2018-01-19 00:00:00\n",
      "row[symbol]:  C1805\n",
      "time approximation: 0:49:39.470439\n",
      "idx:  30481\n",
      "row[date]:  2018-03-07 00:00:00\n",
      "row[symbol]:  PB1804\n",
      "SC1809 at 2018-03-26 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-03-27 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-03-28 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-03-29 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-03-30 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-02 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-03 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-04 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-09 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-10 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-11 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-12 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-13 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-16 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-17 00:00:00 has error get_fut_taq\n",
      "time approximation: 0:50:12.520454\n",
      "idx:  14244\n",
      "row[date]:  2018-04-18 00:00:00\n",
      "row[symbol]:  FG1809\n",
      "SC1809 at 2018-04-18 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-19 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-20 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-23 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-24 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-25 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-26 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-04-27 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-02 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-03 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-04 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-07 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-08 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-09 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-10 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-11 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-14 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-15 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-16 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-17 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-18 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-21 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-22 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-23 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-24 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-25 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-28 00:00:00 has error get_fut_taq\n",
      "time approximation: 0:48:56.575221\n",
      "idx:  31892\n",
      "row[date]:  2018-05-29 00:00:00\n",
      "row[symbol]:  PP1809\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "SC1809 at 2018-05-29 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-30 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-05-31 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-01 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-04 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-05 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-06 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-07 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-08 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-11 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-12 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-13 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-14 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-15 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-19 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-20 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-21 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-22 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-25 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-26 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-27 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-28 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-06-29 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-02 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-03 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-04 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-05 00:00:00 has error get_fut_taq\n",
      "time approximation: 0:49:13.543964\n",
      "idx:  8685\n",
      "row[date]:  2018-07-06 00:00:00\n",
      "row[symbol]:  C1809\n",
      "SC1809 at 2018-07-06 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-09 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-10 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-11 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-12 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-13 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-16 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-17 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-18 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-19 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-20 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-23 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-24 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-25 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-26 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-27 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-30 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-07-31 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-08-01 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-08-02 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-08-03 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-08-06 00:00:00 has error get_fut_taq\n",
      "SC1809 at 2018-08-07 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-08 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-09 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-10 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-13 00:00:00 has error get_fut_taq\n",
      "time approximation: 0:48:45.705125\n",
      "idx:  27806\n",
      "row[date]:  2018-08-14 00:00:00\n",
      "row[symbol]:  OI1901\n",
      "SC1812 at 2018-08-14 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-15 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-16 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-17 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-20 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-21 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-22 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-23 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-24 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-27 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-28 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-29 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-30 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-08-31 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-03 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-04 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-05 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-06 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-07 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-10 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-11 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-12 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-13 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-14 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-17 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-18 00:00:00 has error get_fut_taq\n",
      "time approximation: 1:43:12.204819\n",
      "idx:  8738\n",
      "row[date]:  2018-09-19 00:00:00\n",
      "row[symbol]:  C1901\n",
      "SC1812 at 2018-09-19 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-20 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-21 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-25 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-26 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-27 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-09-28 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-08 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-09 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-10 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-11 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-12 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-15 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-16 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-17 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-18 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-19 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-22 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-23 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-24 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-25 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-26 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-29 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-30 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-10-31 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-11-01 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-11-02 00:00:00 has error get_fut_taq\n",
      "time approximation: 1:35:58.086779\n",
      "idx:  24070\n",
      "row[date]:  2018-11-02 00:00:00\n",
      "row[symbol]:  M1901\n",
      "SC1812 at 2018-11-05 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-11-06 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-11-07 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-11-08 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-11-09 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-11-12 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-11-13 00:00:00 has error get_fut_taq\n",
      "SC1812 at 2018-11-14 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-11-15 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-11-16 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-11-19 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-11-20 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-11-21 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-11-22 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-11-23 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-11-26 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-11-27 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-11-28 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-11-29 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-11-30 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-12-03 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-12-04 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-12-05 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-12-06 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-12-07 00:00:00 has error get_fut_taq\n",
      "time approximation: 0:48:56.500101\n",
      "idx:  17136\n",
      "row[date]:  2018-12-10 00:00:00\n",
      "row[symbol]:  I1905\n",
      "SC1901 at 2018-12-10 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-12-11 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-12-12 00:00:00 has error get_fut_taq\n",
      "SC1901 at 2018-12-13 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2018-12-14 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2018-12-17 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2018-12-18 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2018-12-19 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2018-12-20 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2018-12-21 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2018-12-24 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2018-12-25 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2018-12-26 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2018-12-27 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2018-12-28 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-02 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-03 00:00:00 has error get_fut_taq\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "SC1903 at 2019-01-04 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-07 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-08 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-09 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-10 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-11 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-14 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-15 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-16 00:00:00 has error get_fut_taq\n",
      "time approximation: 0:50:00.646406\n",
      "idx:  36225\n",
      "row[date]:  2019-01-16 00:00:00\n",
      "row[symbol]:  RU1905\n",
      "SC1903 at 2019-01-17 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-18 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-21 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-22 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-23 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-24 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-25 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-28 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-29 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-30 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-01-31 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-02-01 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-02-11 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-02-12 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-02-13 00:00:00 has error get_fut_taq\n",
      "SC1903 at 2019-02-14 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-02-15 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-02-18 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-02-19 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-02-20 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-02-21 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-02-22 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-02-25 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-02-26 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-02-27 00:00:00 has error get_fut_taq\n",
      "time approximation: 0:52:51.927062\n",
      "idx:  34858\n",
      "row[date]:  2019-02-27 00:00:00\n",
      "row[symbol]:  RM1905\n",
      "SC1904 at 2019-02-28 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-03-01 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-03-04 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-03-05 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-03-06 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-03-07 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-03-08 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-03-11 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-03-12 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-03-13 00:00:00 has error get_fut_taq\n",
      "SC1904 at 2019-03-14 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-03-15 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-03-18 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-03-19 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-03-20 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-03-21 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-03-22 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-03-25 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-03-26 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-03-27 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-03-28 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-03-29 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-04-01 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-04-02 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-04-03 00:00:00 has error get_fut_taq\n",
      "time approximation: 0:52:41.396264\n",
      "idx:  2672\n",
      "row[date]:  2019-04-03 00:00:00\n",
      "row[symbol]:  AG1906\n",
      "SC1905 at 2019-04-04 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-04-08 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-04-09 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-04-10 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-04-11 00:00:00 has error get_fut_taq\n",
      "SC1905 at 2019-04-12 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-04-15 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-04-16 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-04-17 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-04-18 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-04-19 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-04-22 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-04-23 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-04-24 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-04-25 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-04-26 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-04-29 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-04-30 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-05-06 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-05-07 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-05-08 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-05-09 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-05-10 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-05-13 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-05-14 00:00:00 has error get_fut_taq\n",
      "time approximation: 0:46:48.547992\n",
      "idx:  38245\n",
      "row[date]:  2019-05-14 00:00:00\n",
      "row[symbol]:  SR1909\n",
      "SC1906 at 2019-05-15 00:00:00 has error get_fut_taq\n",
      "SC1906 at 2019-05-16 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-05-17 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-05-20 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-05-21 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-05-22 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-05-23 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-05-24 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-05-27 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-05-28 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-05-29 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-05-30 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-05-31 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-06-03 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-06-04 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-06-05 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-06-06 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-06-10 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-06-11 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-06-12 00:00:00 has error get_fut_taq\n",
      "SC1907 at 2019-06-13 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-06-14 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-06-17 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-06-18 00:00:00 has error get_fut_taq\n",
      "time approximation: 0:50:05.053976\n",
      "idx:  4535\n",
      "row[date]:  2019-06-19 00:00:00\n",
      "row[symbol]:  AP1910\n",
      "SC1908 at 2019-06-19 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-06-20 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-06-21 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-06-24 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-06-25 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-06-26 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-06-27 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-06-28 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-07-01 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-07-02 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-07-03 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-07-04 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-07-05 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-07-08 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-07-09 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-07-10 00:00:00 has error get_fut_taq\n",
      "SC1908 at 2019-07-11 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-07-12 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-07-15 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-07-16 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-07-17 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-07-18 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-07-19 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-07-22 00:00:00 has error get_fut_taq\n",
      "time approximation: 0:51:20.545961\n",
      "idx:  1354\n",
      "row[date]:  2019-07-23 00:00:00\n",
      "row[symbol]:  A1909\n",
      "SC1909 at 2019-07-23 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-07-24 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-07-25 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-07-26 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-07-29 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-07-30 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-07-31 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-08-01 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-08-02 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-08-05 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-08-06 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-08-07 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-08-08 00:00:00 has error get_fut_taq\n",
      "SC1909 at 2019-08-09 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-08-12 00:00:00 has error get_fut_taq\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "NR2002 at 2019-08-12 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-08-13 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-08-13 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-08-14 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-08-14 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-08-15 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-08-15 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-08-16 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-08-16 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-08-19 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-08-19 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-08-20 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-08-20 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-08-21 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-08-21 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-08-22 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-08-22 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-08-23 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-08-23 00:00:00 has error get_fut_taq\n",
      "time approximation: 0:53:12.604179\n",
      "idx:  12997\n",
      "row[date]:  2019-08-26 00:00:00\n",
      "row[symbol]:  CU1910\n",
      "SC1910 at 2019-08-26 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-08-26 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-08-27 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-08-27 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-08-28 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-08-28 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-08-29 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-08-29 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-08-30 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-08-30 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-09-02 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-09-02 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-09-03 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-09-03 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-09-04 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-09-04 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-09-05 00:00:00 has error get_fut_taq\n",
      "SC1910 at 2019-09-05 00:00:00 has error get_fut_taq\n",
      "SC1911 at 2019-09-06 00:00:00 has error get_fut_taq\n",
      "NR2002 at 2019-09-06 00:00:00 has error get_fut_taq\n",
      "#####finished checking all days#####\n",
      "num_records_df: \n",
      "             date  symbol num taq records\n",
      "0     2014-01-02   A1409            5190\n",
      "17323 2014-01-02   J1405           18668\n",
      "13198 2014-01-02  FG1405           16941\n",
      "34995 2014-01-02  RU1405           26049\n",
      "18715 2014-01-02  JD1405            6267\n",
      "11619 2014-01-02  CU1403           21903\n",
      "39430 2014-01-02  TA1405           13740\n",
      "20107 2014-01-02  JM1405           15520\n",
      "40822 2014-01-02  TF1403               0\n",
      "8977  2014-01-02  CF1405            6960\n",
      "33603 2014-01-02  RM1405           22808\n",
      "15931 2014-01-02   I1405            6669\n",
      "7585  2014-01-02   C1405            3548\n",
      "22891 2014-01-02   M1405           21350\n",
      "43893 2014-01-02   Y1405           19776\n",
      "32211 2014-01-02  RB1405           25721\n",
      "4597  2014-01-02  AU1406           19171\n",
      "26679 2014-01-02  OI1405           15712\n",
      "2784  2014-01-02  AL1404            1670\n",
      "46188 2014-01-02  ZN1403           10643\n",
      "1392  2014-01-02  AG1406           26932\n",
      "29463 2014-01-02  PB1402            1014\n",
      "28071 2014-01-02   P1405           22476\n",
      "42501 2014-01-02   V1405            2689\n",
      "36940 2014-01-02  SR1405           12051\n",
      "21499 2014-01-02   L1405           16187\n",
      "18716 2014-01-03  JD1405           11476\n",
      "8978  2014-01-03  CF1405            4207\n",
      "26680 2014-01-03  OI1405           15539\n",
      "22892 2014-01-03   M1405           21865\n",
      "...          ...     ...             ...\n",
      "22890 2019-09-12   L2001           24000\n",
      "25565 2019-09-12  MA2001           43641\n",
      "1391  2019-09-12   A2001           17196\n",
      "36386 2019-09-12  RU2001           35032\n",
      "46187 2019-09-12  ZC2001            8075\n",
      "2783  2019-09-12  AG1912           64526\n",
      "45284 2019-09-12   Y2001           28997\n",
      "4175  2019-09-12  AL1911           22671\n",
      "4596  2019-09-12  AP2001           17495\n",
      "43892 2019-09-12   V2001           14801\n",
      "5988  2019-09-12  AU1912           52137\n",
      "6438  2019-09-12   B1911           11695\n",
      "42500 2019-09-12  UR2001            5781\n",
      "42475 2019-09-12  TS1912            4964\n",
      "42213 2019-09-12  TF1912           10068\n",
      "15930 2019-09-12  HC2001           33294\n",
      "7584  2019-09-12  BU1912           39558\n",
      "40821 2019-09-12  TA2001           45669\n",
      "10368 2019-09-12  CF2001           30483\n",
      "10462 2019-09-12  CJ1912           17663\n",
      "39429 2019-09-12   T1912           18331\n",
      "11618 2019-09-12  CS2001           11202\n",
      "13010 2019-09-12  CU1911           29072\n",
      "38331 2019-09-12  SR2001           38866\n",
      "28070 2019-09-12  OI2001           21371\n",
      "13197 2019-09-12  EG2001           31986\n",
      "14589 2019-09-12  FG2001           38184\n",
      "36939 2019-09-12  SP2001           29603\n",
      "8976  2019-09-12   C2001           24969\n",
      "47579 2019-09-12  ZN1911           39040\n",
      "\n",
      "[47580 rows x 3 columns]\n"
     ]
    }
   ],
   "source": [
    "#统计每个日期主力合约taq数据的数量\n",
    "main_daily_df = dbu.get_main_daily(variety=all_varieties, start_date=tick_data_first_day)\n",
    "print('main_daily_df: \\n', main_daily_df)\n",
    "num_records_df = pd.DataFrame(data={'date':main_daily_df['date'], 'symbol':main_daily_df['symbol']}, columns=['date', 'symbol', 'num taq records'])\n",
    "print('num_records_df: \\n', num_records_df)\n",
    "\n",
    "df_size = num_records_df.shape[0]\n",
    "start_time = time()\n",
    "i=0\n",
    "for idx, row in main_daily_df.iterrows():\n",
    "    i+=1\n",
    "    if i%1000 == 0:\n",
    "        end_time = time()\n",
    "        duration = end_time - start_time\n",
    "        all_duration = duration * (df_size / 1000)\n",
    "        start_time = time()\n",
    "        print('time approximation: {}'.format(timedelta(seconds=all_duration)))\n",
    "        print('idx: ', idx)\n",
    "        print('row[date]: ', row['date'])\n",
    "        print('row[symbol]: ', row['symbol'])\n",
    "    try:\n",
    "        taq_df = get_fut_taq(row['symbol'], start_date=row['date'], end_date=row['date'])\n",
    "    except:\n",
    "        print('{} at {} has error get_fut_taq'.format(row['symbol'], row['date']))\n",
    "        continue\n",
    "    #print('taq_df: \\n', taq_df)\n",
    "    num_taq_records = taq_df.shape[0]\n",
    "    del taq_df\n",
    "\n",
    "    \n",
    "    #print('num_records_df.loc[idx, num taq records]: ', num_records_df.loc[idx, 'num taq records'])\n",
    "    num_records_df.loc[idx, 'num taq records'] = num_taq_records\n",
    "    #print('num_records_df.loc[idx, num taq records]: ', num_records_df.loc[idx, 'num taq records'])\n",
    "    \n",
    "\n",
    "print('#####finished checking all days#####')\n",
    "    \n",
    "print('num_records_df: \\n', num_records_df)\n",
    "\n",
    "    \n",
    "\n",
    "    \n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "    \n",
    "\n",
    "    "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "num_records_df = num_records_df.dropna()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [],
   "source": [
    "num_records_df.to_csv('num_records_df.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 48,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "one_pct_quantile:  1292.2799999999997\n",
      "ninety_nine_pct_quantile:  55759.98\n"
     ]
    }
   ],
   "source": [
    "one_pct_quantile = num_records_df['num taq records'].quantile(q=0.01)\n",
    "print('one_pct_quantile: ', one_pct_quantile)\n",
    "ninety_nine_pct_quantile = num_records_df['num taq records'].quantile(q=0.99)\n",
    "print('ninety_nine_pct_quantile: ', ninety_nine_pct_quantile)\n",
    "less_records_df = num_records_df[num_records_df['num taq records'] < one_pct_quantile]\n",
    "less_records_df = less_records_df.sort_values(by='num taq records')\n",
    "more_records_df = num_records_df[num_records_df['num taq records'] > ninety_nine_pct_quantile]\n",
    "more_records_df = more_records_df.sort_values(by='num taq records', ascending=False)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 54,
   "metadata": {},
   "outputs": [],
   "source": [
    "less_than_one_pct_TAQ = num_records_df[num_records_df['num taq records'] <= one_pct_quantile].sort_values(by='num taq records')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 56,
   "metadata": {},
   "outputs": [],
   "source": [
    "less_than_one_pct_TAQ.to_csv('less_than_one_pct_TAQ.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 57,
   "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>date</th>\n",
       "      <th>symbol</th>\n",
       "      <th>num taq records</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>40822</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>TF1403</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6012</th>\n",
       "      <td>2017-12-14</td>\n",
       "      <td>B1805</td>\n",
       "      <td>130</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6013</th>\n",
       "      <td>2017-12-15</td>\n",
       "      <td>B1805</td>\n",
       "      <td>137</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6017</th>\n",
       "      <td>2017-12-21</td>\n",
       "      <td>B1805</td>\n",
       "      <td>139</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42388</th>\n",
       "      <td>2019-05-13</td>\n",
       "      <td>TS1906</td>\n",
       "      <td>163</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6000</th>\n",
       "      <td>2017-11-28</td>\n",
       "      <td>B1805</td>\n",
       "      <td>173</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42387</th>\n",
       "      <td>2019-05-10</td>\n",
       "      <td>TS1906</td>\n",
       "      <td>176</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6001</th>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>B1805</td>\n",
       "      <td>179</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6011</th>\n",
       "      <td>2017-12-13</td>\n",
       "      <td>B1805</td>\n",
       "      <td>183</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6018</th>\n",
       "      <td>2017-12-22</td>\n",
       "      <td>B1805</td>\n",
       "      <td>191</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42352</th>\n",
       "      <td>2019-03-18</td>\n",
       "      <td>TS1906</td>\n",
       "      <td>200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42395</th>\n",
       "      <td>2019-05-22</td>\n",
       "      <td>TS1906</td>\n",
       "      <td>202</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42360</th>\n",
       "      <td>2019-03-28</td>\n",
       "      <td>TS1906</td>\n",
       "      <td>204</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42350</th>\n",
       "      <td>2019-03-14</td>\n",
       "      <td>TS1906</td>\n",
       "      <td>206</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6016</th>\n",
       "      <td>2017-12-20</td>\n",
       "      <td>B1805</td>\n",
       "      <td>222</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6022</th>\n",
       "      <td>2017-12-28</td>\n",
       "      <td>B1805</td>\n",
       "      <td>223</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42343</th>\n",
       "      <td>2019-03-05</td>\n",
       "      <td>TS1906</td>\n",
       "      <td>229</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6008</th>\n",
       "      <td>2017-12-08</td>\n",
       "      <td>B1805</td>\n",
       "      <td>239</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42275</th>\n",
       "      <td>2018-11-20</td>\n",
       "      <td>TS1812</td>\n",
       "      <td>243</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6002</th>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>B1805</td>\n",
       "      <td>246</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42331</th>\n",
       "      <td>2019-02-15</td>\n",
       "      <td>TS1903</td>\n",
       "      <td>250</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42372</th>\n",
       "      <td>2019-04-16</td>\n",
       "      <td>TS1906</td>\n",
       "      <td>252</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42361</th>\n",
       "      <td>2019-03-29</td>\n",
       "      <td>TS1906</td>\n",
       "      <td>257</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6009</th>\n",
       "      <td>2017-12-11</td>\n",
       "      <td>B1805</td>\n",
       "      <td>259</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42353</th>\n",
       "      <td>2019-03-19</td>\n",
       "      <td>TS1906</td>\n",
       "      <td>259</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42386</th>\n",
       "      <td>2019-05-09</td>\n",
       "      <td>TS1906</td>\n",
       "      <td>269</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6010</th>\n",
       "      <td>2017-12-12</td>\n",
       "      <td>B1805</td>\n",
       "      <td>271</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29595</th>\n",
       "      <td>2014-07-18</td>\n",
       "      <td>PB1408</td>\n",
       "      <td>275</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6019</th>\n",
       "      <td>2017-12-25</td>\n",
       "      <td>B1805</td>\n",
       "      <td>275</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5993</th>\n",
       "      <td>2017-11-17</td>\n",
       "      <td>B1805</td>\n",
       "      <td>287</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42618</th>\n",
       "      <td>2014-06-27</td>\n",
       "      <td>V1409</td>\n",
       "      <td>1230</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42632</th>\n",
       "      <td>2014-07-17</td>\n",
       "      <td>V1409</td>\n",
       "      <td>1230</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42683</th>\n",
       "      <td>2014-09-29</td>\n",
       "      <td>V1501</td>\n",
       "      <td>1238</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42527</th>\n",
       "      <td>2014-02-14</td>\n",
       "      <td>V1405</td>\n",
       "      <td>1243</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42531</th>\n",
       "      <td>2014-02-20</td>\n",
       "      <td>V1405</td>\n",
       "      <td>1245</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29576</th>\n",
       "      <td>2014-06-23</td>\n",
       "      <td>PB1408</td>\n",
       "      <td>1247</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42652</th>\n",
       "      <td>2014-08-14</td>\n",
       "      <td>V1501</td>\n",
       "      <td>1255</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42319</th>\n",
       "      <td>2019-01-23</td>\n",
       "      <td>TS1903</td>\n",
       "      <td>1256</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42648</th>\n",
       "      <td>2014-08-08</td>\n",
       "      <td>V1501</td>\n",
       "      <td>1256</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42535</th>\n",
       "      <td>2014-02-26</td>\n",
       "      <td>V1405</td>\n",
       "      <td>1259</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14779</th>\n",
       "      <td>2014-12-25</td>\n",
       "      <td>HC1505</td>\n",
       "      <td>1259</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6043</th>\n",
       "      <td>2018-01-29</td>\n",
       "      <td>B1809</td>\n",
       "      <td>1261</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29466</th>\n",
       "      <td>2014-01-07</td>\n",
       "      <td>PB1402</td>\n",
       "      <td>1261</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42684</th>\n",
       "      <td>2014-09-30</td>\n",
       "      <td>V1501</td>\n",
       "      <td>1262</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42441</th>\n",
       "      <td>2019-07-26</td>\n",
       "      <td>TS1909</td>\n",
       "      <td>1264</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29504</th>\n",
       "      <td>2014-03-07</td>\n",
       "      <td>PB1404</td>\n",
       "      <td>1264</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6050</th>\n",
       "      <td>2018-02-07</td>\n",
       "      <td>B1809</td>\n",
       "      <td>1264</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42373</th>\n",
       "      <td>2019-04-17</td>\n",
       "      <td>TS1906</td>\n",
       "      <td>1266</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42941</th>\n",
       "      <td>2015-10-26</td>\n",
       "      <td>V1605</td>\n",
       "      <td>1268</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42726</th>\n",
       "      <td>2014-12-04</td>\n",
       "      <td>V1505</td>\n",
       "      <td>1270</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14687</th>\n",
       "      <td>2014-08-11</td>\n",
       "      <td>HC1410</td>\n",
       "      <td>1271</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42530</th>\n",
       "      <td>2014-02-19</td>\n",
       "      <td>V1405</td>\n",
       "      <td>1274</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29495</th>\n",
       "      <td>2014-02-24</td>\n",
       "      <td>PB1404</td>\n",
       "      <td>1275</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42517</th>\n",
       "      <td>2014-01-24</td>\n",
       "      <td>V1405</td>\n",
       "      <td>1275</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42414</th>\n",
       "      <td>2019-06-19</td>\n",
       "      <td>TS1909</td>\n",
       "      <td>1276</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42880</th>\n",
       "      <td>2015-07-22</td>\n",
       "      <td>V1509</td>\n",
       "      <td>1277</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29464</th>\n",
       "      <td>2014-01-03</td>\n",
       "      <td>PB1402</td>\n",
       "      <td>1283</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14688</th>\n",
       "      <td>2014-08-12</td>\n",
       "      <td>HC1410</td>\n",
       "      <td>1287</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29508</th>\n",
       "      <td>2014-03-13</td>\n",
       "      <td>PB1404</td>\n",
       "      <td>1288</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42910</th>\n",
       "      <td>2015-09-02</td>\n",
       "      <td>V1601</td>\n",
       "      <td>1292</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>473 rows × 3 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "            date  symbol num taq records\n",
       "40822 2014-01-02  TF1403               0\n",
       "6012  2017-12-14   B1805             130\n",
       "6013  2017-12-15   B1805             137\n",
       "6017  2017-12-21   B1805             139\n",
       "42388 2019-05-13  TS1906             163\n",
       "6000  2017-11-28   B1805             173\n",
       "42387 2019-05-10  TS1906             176\n",
       "6001  2017-11-29   B1805             179\n",
       "6011  2017-12-13   B1805             183\n",
       "6018  2017-12-22   B1805             191\n",
       "42352 2019-03-18  TS1906             200\n",
       "42395 2019-05-22  TS1906             202\n",
       "42360 2019-03-28  TS1906             204\n",
       "42350 2019-03-14  TS1906             206\n",
       "6016  2017-12-20   B1805             222\n",
       "6022  2017-12-28   B1805             223\n",
       "42343 2019-03-05  TS1906             229\n",
       "6008  2017-12-08   B1805             239\n",
       "42275 2018-11-20  TS1812             243\n",
       "6002  2017-11-30   B1805             246\n",
       "42331 2019-02-15  TS1903             250\n",
       "42372 2019-04-16  TS1906             252\n",
       "42361 2019-03-29  TS1906             257\n",
       "6009  2017-12-11   B1805             259\n",
       "42353 2019-03-19  TS1906             259\n",
       "42386 2019-05-09  TS1906             269\n",
       "6010  2017-12-12   B1805             271\n",
       "29595 2014-07-18  PB1408             275\n",
       "6019  2017-12-25   B1805             275\n",
       "5993  2017-11-17   B1805             287\n",
       "...          ...     ...             ...\n",
       "42618 2014-06-27   V1409            1230\n",
       "42632 2014-07-17   V1409            1230\n",
       "42683 2014-09-29   V1501            1238\n",
       "42527 2014-02-14   V1405            1243\n",
       "42531 2014-02-20   V1405            1245\n",
       "29576 2014-06-23  PB1408            1247\n",
       "42652 2014-08-14   V1501            1255\n",
       "42319 2019-01-23  TS1903            1256\n",
       "42648 2014-08-08   V1501            1256\n",
       "42535 2014-02-26   V1405            1259\n",
       "14779 2014-12-25  HC1505            1259\n",
       "6043  2018-01-29   B1809            1261\n",
       "29466 2014-01-07  PB1402            1261\n",
       "42684 2014-09-30   V1501            1262\n",
       "42441 2019-07-26  TS1909            1264\n",
       "29504 2014-03-07  PB1404            1264\n",
       "6050  2018-02-07   B1809            1264\n",
       "42373 2019-04-17  TS1906            1266\n",
       "42941 2015-10-26   V1605            1268\n",
       "42726 2014-12-04   V1505            1270\n",
       "14687 2014-08-11  HC1410            1271\n",
       "42530 2014-02-19   V1405            1274\n",
       "29495 2014-02-24  PB1404            1275\n",
       "42517 2014-01-24   V1405            1275\n",
       "42414 2019-06-19  TS1909            1276\n",
       "42880 2015-07-22   V1509            1277\n",
       "29464 2014-01-03  PB1402            1283\n",
       "14688 2014-08-12  HC1410            1287\n",
       "29508 2014-03-13  PB1404            1288\n",
       "42910 2015-09-02   V1601            1292\n",
       "\n",
       "[473 rows x 3 columns]"
      ]
     },
     "execution_count": 57,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "less_than_one_pct_TAQ"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [],
   "source": [
    "num_records_df = pd.read_csv('num_records_df.csv', index_col=0)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>date</th>\n",
       "      <th>symbol</th>\n",
       "      <th>num taq records</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>A1409</td>\n",
       "      <td>5190</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17323</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>J1405</td>\n",
       "      <td>18668</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13198</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>FG1405</td>\n",
       "      <td>16941</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>34995</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>RU1405</td>\n",
       "      <td>26049</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18715</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>JD1405</td>\n",
       "      <td>6267</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11619</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>CU1403</td>\n",
       "      <td>21903</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>39430</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>TA1405</td>\n",
       "      <td>13740</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20107</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>JM1405</td>\n",
       "      <td>15520</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>40822</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>TF1403</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8977</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>CF1405</td>\n",
       "      <td>6960</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>33603</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>RM1405</td>\n",
       "      <td>22808</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15931</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>I1405</td>\n",
       "      <td>6669</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7585</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>C1405</td>\n",
       "      <td>3548</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>22891</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>M1405</td>\n",
       "      <td>21350</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>43893</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>Y1405</td>\n",
       "      <td>19776</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>32211</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>RB1405</td>\n",
       "      <td>25721</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4597</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>AU1406</td>\n",
       "      <td>19171</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>26679</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>OI1405</td>\n",
       "      <td>15712</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2784</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>AL1404</td>\n",
       "      <td>1670</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>46188</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>ZN1403</td>\n",
       "      <td>10643</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1392</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>AG1406</td>\n",
       "      <td>26932</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29463</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>PB1402</td>\n",
       "      <td>1014</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>28071</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>P1405</td>\n",
       "      <td>22476</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42501</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>V1405</td>\n",
       "      <td>2689</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>36940</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>SR1405</td>\n",
       "      <td>12051</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>21499</th>\n",
       "      <td>2014-01-02</td>\n",
       "      <td>L1405</td>\n",
       "      <td>16187</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18716</th>\n",
       "      <td>2014-01-03</td>\n",
       "      <td>JD1405</td>\n",
       "      <td>11476</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8978</th>\n",
       "      <td>2014-01-03</td>\n",
       "      <td>CF1405</td>\n",
       "      <td>4207</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>26680</th>\n",
       "      <td>2014-01-03</td>\n",
       "      <td>OI1405</td>\n",
       "      <td>15539</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>22892</th>\n",
       "      <td>2014-01-03</td>\n",
       "      <td>M1405</td>\n",
       "      <td>21865</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>22890</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>L2001</td>\n",
       "      <td>24000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25565</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>MA2001</td>\n",
       "      <td>43641</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1391</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>A2001</td>\n",
       "      <td>17196</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>36386</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>RU2001</td>\n",
       "      <td>35032</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>46187</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>ZC2001</td>\n",
       "      <td>8075</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2783</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>AG1912</td>\n",
       "      <td>64526</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>45284</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>Y2001</td>\n",
       "      <td>28997</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4175</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>AL1911</td>\n",
       "      <td>22671</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4596</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>AP2001</td>\n",
       "      <td>17495</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>43892</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>V2001</td>\n",
       "      <td>14801</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5988</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>AU1912</td>\n",
       "      <td>52137</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6438</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>B1911</td>\n",
       "      <td>11695</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42500</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>UR2001</td>\n",
       "      <td>5781</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42475</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>TS1912</td>\n",
       "      <td>4964</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42213</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>TF1912</td>\n",
       "      <td>10068</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15930</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>HC2001</td>\n",
       "      <td>33294</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7584</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>BU1912</td>\n",
       "      <td>39558</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>40821</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>TA2001</td>\n",
       "      <td>45669</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10368</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>CF2001</td>\n",
       "      <td>30483</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10462</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>CJ1912</td>\n",
       "      <td>17663</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>39429</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>T1912</td>\n",
       "      <td>18331</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11618</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>CS2001</td>\n",
       "      <td>11202</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13010</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>CU1911</td>\n",
       "      <td>29072</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>38331</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>SR2001</td>\n",
       "      <td>38866</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>28070</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>OI2001</td>\n",
       "      <td>21371</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13197</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>EG2001</td>\n",
       "      <td>31986</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14589</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>FG2001</td>\n",
       "      <td>38184</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>36939</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>SP2001</td>\n",
       "      <td>29603</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8976</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>C2001</td>\n",
       "      <td>24969</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>47579</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>ZN1911</td>\n",
       "      <td>39040</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>47203 rows × 3 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "            date  symbol num taq records\n",
       "0     2014-01-02   A1409            5190\n",
       "17323 2014-01-02   J1405           18668\n",
       "13198 2014-01-02  FG1405           16941\n",
       "34995 2014-01-02  RU1405           26049\n",
       "18715 2014-01-02  JD1405            6267\n",
       "11619 2014-01-02  CU1403           21903\n",
       "39430 2014-01-02  TA1405           13740\n",
       "20107 2014-01-02  JM1405           15520\n",
       "40822 2014-01-02  TF1403               0\n",
       "8977  2014-01-02  CF1405            6960\n",
       "33603 2014-01-02  RM1405           22808\n",
       "15931 2014-01-02   I1405            6669\n",
       "7585  2014-01-02   C1405            3548\n",
       "22891 2014-01-02   M1405           21350\n",
       "43893 2014-01-02   Y1405           19776\n",
       "32211 2014-01-02  RB1405           25721\n",
       "4597  2014-01-02  AU1406           19171\n",
       "26679 2014-01-02  OI1405           15712\n",
       "2784  2014-01-02  AL1404            1670\n",
       "46188 2014-01-02  ZN1403           10643\n",
       "1392  2014-01-02  AG1406           26932\n",
       "29463 2014-01-02  PB1402            1014\n",
       "28071 2014-01-02   P1405           22476\n",
       "42501 2014-01-02   V1405            2689\n",
       "36940 2014-01-02  SR1405           12051\n",
       "21499 2014-01-02   L1405           16187\n",
       "18716 2014-01-03  JD1405           11476\n",
       "8978  2014-01-03  CF1405            4207\n",
       "26680 2014-01-03  OI1405           15539\n",
       "22892 2014-01-03   M1405           21865\n",
       "...          ...     ...             ...\n",
       "22890 2019-09-12   L2001           24000\n",
       "25565 2019-09-12  MA2001           43641\n",
       "1391  2019-09-12   A2001           17196\n",
       "36386 2019-09-12  RU2001           35032\n",
       "46187 2019-09-12  ZC2001            8075\n",
       "2783  2019-09-12  AG1912           64526\n",
       "45284 2019-09-12   Y2001           28997\n",
       "4175  2019-09-12  AL1911           22671\n",
       "4596  2019-09-12  AP2001           17495\n",
       "43892 2019-09-12   V2001           14801\n",
       "5988  2019-09-12  AU1912           52137\n",
       "6438  2019-09-12   B1911           11695\n",
       "42500 2019-09-12  UR2001            5781\n",
       "42475 2019-09-12  TS1912            4964\n",
       "42213 2019-09-12  TF1912           10068\n",
       "15930 2019-09-12  HC2001           33294\n",
       "7584  2019-09-12  BU1912           39558\n",
       "40821 2019-09-12  TA2001           45669\n",
       "10368 2019-09-12  CF2001           30483\n",
       "10462 2019-09-12  CJ1912           17663\n",
       "39429 2019-09-12   T1912           18331\n",
       "11618 2019-09-12  CS2001           11202\n",
       "13010 2019-09-12  CU1911           29072\n",
       "38331 2019-09-12  SR2001           38866\n",
       "28070 2019-09-12  OI2001           21371\n",
       "13197 2019-09-12  EG2001           31986\n",
       "14589 2019-09-12  FG2001           38184\n",
       "36939 2019-09-12  SP2001           29603\n",
       "8976  2019-09-12   C2001           24969\n",
       "47579 2019-09-12  ZN1911           39040\n",
       "\n",
       "[47203 rows x 3 columns]"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "num_records_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 41,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "time approximation: 0:40:44.128258\n",
      "i:  1000\n",
      "idx:  22929\n",
      "row[symbol]:  M1409\n",
      "row[date]:  2014-03-04 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:44:08.221386\n",
      "i:  2000\n",
      "idx:  2858\n",
      "row[symbol]:  AL1407\n",
      "row[date]:  2014-04-24 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:41:29.012098\n",
      "i:  3000\n",
      "idx:  13308\n",
      "row[symbol]:  FG1409\n",
      "row[date]:  2014-06-18 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:43:54.135182\n",
      "i:  4000\n",
      "idx:  21643\n",
      "row[symbol]:  L1501\n",
      "row[date]:  2014-08-05 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:44:27.373893\n",
      "i:  5000\n",
      "idx:  2963\n",
      "row[symbol]:  AL1412\n",
      "row[date]:  2014-09-24 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:44:30.471880\n",
      "i:  6000\n",
      "idx:  1605\n",
      "row[symbol]:  AG1506\n",
      "row[date]:  2014-11-18 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:45:15.518645\n",
      "i:  7000\n",
      "idx:  33850\n",
      "row[symbol]:  RM1505\n",
      "row[date]:  2015-01-07 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:43:45.776839\n",
      "i:  8000\n",
      "idx:  6472\n",
      "row[symbol]:  BU1506\n",
      "row[date]:  2015-02-27 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:43:52.568795\n",
      "i:  9000\n",
      "idx:  21810\n",
      "row[symbol]:  L1509\n",
      "row[date]:  2015-04-15 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:46:40.558319\n",
      "i:  10000\n",
      "idx:  31160\n",
      "row[symbol]:  PP1509\n",
      "row[date]:  2015-05-28 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:44:19.561529\n",
      "i:  11000\n",
      "idx:  33974\n",
      "row[symbol]:  RM1509\n",
      "row[date]:  2015-07-10 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:47:31.061092\n",
      "i:  12000\n",
      "idx:  19117\n",
      "row[symbol]:  JD1601\n",
      "row[date]:  2015-08-24 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:49:25.128879\n",
      "i:  13000\n",
      "idx:  14971\n",
      "row[symbol]:  HC1601\n",
      "row[date]:  2015-10-14 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:48:24.182462\n",
      "i:  14000\n",
      "idx:  1854\n",
      "row[symbol]:  AG1606\n",
      "row[date]:  2015-11-25 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:50:27.510415\n",
      "i:  15000\n",
      "idx:  46680\n",
      "row[symbol]:  ZN1603\n",
      "row[date]:  2016-01-07 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:48:31.637317\n",
      "i:  16000\n",
      "idx:  38560\n",
      "row[symbol]:  T1606\n",
      "row[date]:  2016-02-25 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:51:53.804986\n",
      "i:  17000\n",
      "idx:  10778\n",
      "row[symbol]:  CS1609\n",
      "row[date]:  2016-04-07 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:53:32.306287\n",
      "i:  18000\n",
      "idx:  581\n",
      "row[symbol]:  A1609\n",
      "row[date]:  2016-05-20 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:55:22.954513\n",
      "i:  19000\n",
      "idx:  9587\n",
      "row[symbol]:  CF1701\n",
      "row[date]:  2016-07-04 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:58:10.848805\n",
      "i:  20000\n",
      "idx:  19354\n",
      "row[symbol]:  JD1701\n",
      "row[date]:  2016-08-12 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:55:59.857099\n",
      "i:  21000\n",
      "idx:  30132\n",
      "row[symbol]:  PB1611\n",
      "row[date]:  2016-09-27 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 1:00:02.358282\n",
      "i:  22000\n",
      "idx:  23589\n",
      "row[symbol]:  M1701\n",
      "row[date]:  2016-11-14 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 1:05:51.140819\n",
      "i:  23000\n",
      "idx:  16659\n",
      "row[symbol]:  I1705\n",
      "row[date]:  2016-12-26 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 1:00:38.075917\n",
      "i:  24000\n",
      "idx:  46945\n",
      "row[symbol]:  ZN1704\n",
      "row[date]:  2017-02-13 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 1:00:09.894966\n",
      "i:  25000\n",
      "idx:  31606\n",
      "row[symbol]:  PP1705\n",
      "row[date]:  2017-03-27 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 1:09:37.919534\n",
      "i:  26000\n",
      "idx:  41638\n",
      "row[symbol]:  TF1709\n",
      "row[date]:  2017-05-10 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 1:05:03.324652\n",
      "i:  27000\n",
      "idx:  23736\n",
      "row[symbol]:  M1709\n",
      "row[date]:  2017-06-22 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 1:00:21.223832\n",
      "i:  28000\n",
      "idx:  45671\n",
      "row[symbol]:  ZC1709\n",
      "row[date]:  2017-08-03 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 1:03:43.068442\n",
      "i:  29000\n",
      "idx:  26171\n",
      "row[symbol]:  NI1801\n",
      "row[date]:  2017-09-13 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 1:40:38.153148\n",
      "i:  30000\n",
      "idx:  14132\n",
      "row[symbol]:  FG1801\n",
      "row[date]:  2017-11-01 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 1:04:11.174790\n",
      "i:  31000\n",
      "idx:  31781\n",
      "row[symbol]:  PP1805\n",
      "row[date]:  2017-12-11 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:57:00.298219\n",
      "i:  32000\n",
      "idx:  8575\n",
      "row[symbol]:  C1805\n",
      "row[date]:  2018-01-19 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:55:48.861387\n",
      "i:  33000\n",
      "idx:  30481\n",
      "row[symbol]:  PB1804\n",
      "row[date]:  2018-03-07 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:57:46.842935\n",
      "i:  34000\n",
      "idx:  4251\n",
      "row[symbol]:  AP1810\n",
      "row[date]:  2018-04-18 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:57:17.081091\n",
      "i:  35000\n",
      "idx:  43575\n",
      "row[symbol]:  V1809\n",
      "row[date]:  2018-05-30 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:57:50.437879\n",
      "i:  36000\n",
      "idx:  23993\n",
      "row[symbol]:  M1809\n",
      "row[date]:  2018-07-10 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:56:30.399526\n",
      "i:  37000\n",
      "idx:  7322\n",
      "row[symbol]:  BU1812\n",
      "row[date]:  2018-08-16 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:57:28.186756\n",
      "i:  38000\n",
      "idx:  25330\n",
      "row[symbol]:  MA1901\n",
      "row[date]:  2018-09-25 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:56:30.975464\n",
      "i:  39000\n",
      "idx:  7376\n",
      "row[symbol]:  BU1812\n",
      "row[date]:  2018-11-08 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:56:46.021022\n",
      "i:  40000\n",
      "idx:  26477\n",
      "row[symbol]:  NI1905\n",
      "row[date]:  2018-12-17 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "time approximation: 0:58:43.268523\n",
      "i:  41000\n",
      "idx:  33446\n",
      "row[symbol]:  RB1905\n",
      "row[date]:  2019-01-23 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 1:00:50.057396\n",
      "i:  42000\n",
      "idx:  11488\n",
      "row[symbol]:  CS1905\n",
      "row[date]:  2019-03-07 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:57:50.039103\n",
      "i:  43000\n",
      "idx:  5884\n",
      "row[symbol]:  AU1906\n",
      "row[date]:  2019-04-15 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:54:53.252867\n",
      "i:  44000\n",
      "idx:  34915\n",
      "row[symbol]:  RM1909\n",
      "row[date]:  2019-05-23 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:59:27.477310\n",
      "i:  45000\n",
      "idx:  5934\n",
      "row[symbol]:  AU1912\n",
      "row[date]:  2019-06-28 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 0:58:23.187072\n",
      "i:  46000\n",
      "idx:  43863\n",
      "row[symbol]:  V1909\n",
      "row[date]:  2019-08-02 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "time approximation: 1:04:41.006251\n",
      "i:  47000\n",
      "idx:  5984\n",
      "row[symbol]:  AU1912\n",
      "row[date]:  2019-09-06 00:00:00\n",
      "type(row[date]):  <class 'pandas._libs.tslibs.timestamps.Timestamp'>\n",
      "has_duplicated_records:  False\n",
      "####finished checking all duplicated records##########\n"
     ]
    }
   ],
   "source": [
    "#查找有重复taq数据的合约\n",
    "duplicated_records_df = pd.DataFrame(columns=['date','symbol', 'num taq records'])\n",
    "df_size = num_records_df.shape[0]\n",
    "start_time = time()\n",
    "i=0\n",
    "for idx, row in num_records_df.iterrows():\n",
    "    i+=1\n",
    "\n",
    "    fut_taq = get_fut_taq(row['symbol'], start_date=row['date'], end_date=row['date'])\n",
    "    #print('fut_taq: ', fut_taq)\n",
    "    #has_duplicated_records = (fut_taq.groupby('datetime').count() >= 2).any(axis=None)\n",
    "    has_duplicated_records = fut_taq.duplicated().any()\n",
    "    if i % 1000 == 0:\n",
    "        end_time = time()\n",
    "        duration = end_time - start_time\n",
    "        all_duration = duration * (df_size / 1000)\n",
    "        start_time = time()\n",
    "        print('time approximation: {}'.format(timedelta(seconds=all_duration)))\n",
    "        print('i: ', i)\n",
    "        print('idx: ', idx)\n",
    "        #print('row: \\n', row)\n",
    "        print('row[symbol]: ', row['symbol'])\n",
    "        print('row[date]: ', row['date'])\n",
    "        print('type(row[date]): ', type(row['date']))    \n",
    "        print('has_duplicated_records: ', has_duplicated_records)\n",
    "    if has_duplicated_records:\n",
    "        duplicated_records_df = duplicated_records_df.append({'date':row['date'], 'symbol':row['symbol'], 'num taq records':row['num taq records']}, ignore_index = True)\n",
    "        \n",
    "        \n",
    "print('####finished checking all duplicated records##########')\n",
    "    \n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 42,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "\n",
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>date</th>\n",
       "      <th>symbol</th>\n",
       "      <th>num taq records</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2019-09-05</td>\n",
       "      <td>TS1912</td>\n",
       "      <td>6821</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2019-09-05</td>\n",
       "      <td>TF1912</td>\n",
       "      <td>41219</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2019-09-05</td>\n",
       "      <td>T1912</td>\n",
       "      <td>30293</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2019-09-06</td>\n",
       "      <td>TF1912</td>\n",
       "      <td>37076</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2019-09-06</td>\n",
       "      <td>T1912</td>\n",
       "      <td>32964</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>2019-09-06</td>\n",
       "      <td>TS1912</td>\n",
       "      <td>22422</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>2019-09-09</td>\n",
       "      <td>T1912</td>\n",
       "      <td>31040</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>2019-09-09</td>\n",
       "      <td>TF1912</td>\n",
       "      <td>40526</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>2019-09-09</td>\n",
       "      <td>TS1912</td>\n",
       "      <td>11568</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>RM2001</td>\n",
       "      <td>38972</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>MA2001</td>\n",
       "      <td>43641</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>ZC2001</td>\n",
       "      <td>8075</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>AP2001</td>\n",
       "      <td>17495</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>UR2001</td>\n",
       "      <td>5781</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>TA2001</td>\n",
       "      <td>45669</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>CF2001</td>\n",
       "      <td>30483</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>CJ1912</td>\n",
       "      <td>17663</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>SR2001</td>\n",
       "      <td>38866</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>OI2001</td>\n",
       "      <td>21371</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>2019-09-12</td>\n",
       "      <td>FG2001</td>\n",
       "      <td>38184</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "         date  symbol num taq records\n",
       "0  2019-09-05  TS1912            6821\n",
       "1  2019-09-05  TF1912           41219\n",
       "2  2019-09-05   T1912           30293\n",
       "3  2019-09-06  TF1912           37076\n",
       "4  2019-09-06   T1912           32964\n",
       "5  2019-09-06  TS1912           22422\n",
       "6  2019-09-09   T1912           31040\n",
       "7  2019-09-09  TF1912           40526\n",
       "8  2019-09-09  TS1912           11568\n",
       "9  2019-09-12  RM2001           38972\n",
       "10 2019-09-12  MA2001           43641\n",
       "11 2019-09-12  ZC2001            8075\n",
       "12 2019-09-12  AP2001           17495\n",
       "13 2019-09-12  UR2001            5781\n",
       "14 2019-09-12  TA2001           45669\n",
       "15 2019-09-12  CF2001           30483\n",
       "16 2019-09-12  CJ1912           17663\n",
       "17 2019-09-12  SR2001           38866\n",
       "18 2019-09-12  OI2001           21371\n",
       "19 2019-09-12  FG2001           38184"
      ]
     },
     "execution_count": 42,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "duplicated_records_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 58,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>datetime</th>\n",
       "      <th>last</th>\n",
       "      <th>volume</th>\n",
       "      <th>turnover</th>\n",
       "      <th>oi</th>\n",
       "      <th>a1</th>\n",
       "      <th>a1v</th>\n",
       "      <th>b1</th>\n",
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       "      <th>symbol</th>\n",
       "    </tr>\n",
       "    <tr>\n",
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       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 08:59:00.307</td>\n",
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       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:00.420</td>\n",
       "      <td>2284.0</td>\n",
       "      <td>1388</td>\n",
       "      <td>31716000</td>\n",
       "      <td>194770</td>\n",
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       "      <td>21</td>\n",
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       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:00.923</td>\n",
       "      <td>2282.0</td>\n",
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       "      <td>41302700</td>\n",
       "      <td>195084</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>8</td>\n",
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       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:01.420</td>\n",
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       "      <td>2200</td>\n",
       "      <td>50247360</td>\n",
       "      <td>195180</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>171</td>\n",
       "      <td>2281.0</td>\n",
       "      <td>9</td>\n",
       "      <td>CS1905</td>\n",
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       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:01.920</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>2598</td>\n",
       "      <td>59326920</td>\n",
       "      <td>195344</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>130</td>\n",
       "      <td>2281.0</td>\n",
       "      <td>3</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:02.413</td>\n",
       "      <td>2280.0</td>\n",
       "      <td>2872</td>\n",
       "      <td>65577780</td>\n",
       "      <td>195310</td>\n",
       "      <td>2281.0</td>\n",
       "      <td>32</td>\n",
       "      <td>2280.0</td>\n",
       "      <td>923</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:02.897</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>2988</td>\n",
       "      <td>68223780</td>\n",
       "      <td>195320</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>48</td>\n",
       "      <td>2280.0</td>\n",
       "      <td>921</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:03.400</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>3146</td>\n",
       "      <td>71828740</td>\n",
       "      <td>195328</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>38</td>\n",
       "      <td>2280.0</td>\n",
       "      <td>923</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:03.917</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>3328</td>\n",
       "      <td>75982400</td>\n",
       "      <td>195300</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>302</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>233</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:04.410</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>3330</td>\n",
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       "      <td>195302</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>320</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>249</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:04.917</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>3832</td>\n",
       "      <td>87488000</td>\n",
       "      <td>195322</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>104</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>12</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:05.417</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>3938</td>\n",
       "      <td>89907240</td>\n",
       "      <td>195396</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>137</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>92</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:05.923</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>3976</td>\n",
       "      <td>90774400</td>\n",
       "      <td>195400</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>153</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>85</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:06.360</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>4012</td>\n",
       "      <td>91595980</td>\n",
       "      <td>195376</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>137</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>70</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:06.877</td>\n",
       "      <td>2281.0</td>\n",
       "      <td>4172</td>\n",
       "      <td>95247340</td>\n",
       "      <td>195392</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>31</td>\n",
       "      <td>2281.0</td>\n",
       "      <td>108</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:07.420</td>\n",
       "      <td>2281.0</td>\n",
       "      <td>4262</td>\n",
       "      <td>97300240</td>\n",
       "      <td>195438</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>35</td>\n",
       "      <td>2281.0</td>\n",
       "      <td>63</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:07.913</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>4364</td>\n",
       "      <td>99627840</td>\n",
       "      <td>195418</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>126</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>50</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:08.377</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>4444</td>\n",
       "      <td>101453440</td>\n",
       "      <td>195444</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>122</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>23</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:08.920</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>4446</td>\n",
       "      <td>101499080</td>\n",
       "      <td>195446</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>123</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>66</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:09.387</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>4660</td>\n",
       "      <td>106382540</td>\n",
       "      <td>195574</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>34</td>\n",
       "      <td>2281.0</td>\n",
       "      <td>158</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:09.913</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>4664</td>\n",
       "      <td>106473820</td>\n",
       "      <td>195578</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>99</td>\n",
       "      <td>2281.0</td>\n",
       "      <td>169</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:10.407</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>4974</td>\n",
       "      <td>113547300</td>\n",
       "      <td>195744</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>7</td>\n",
       "      <td>2281.0</td>\n",
       "      <td>131</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:10.893</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>4998</td>\n",
       "      <td>114094940</td>\n",
       "      <td>195748</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>87</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>18</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:11.413</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>5026</td>\n",
       "      <td>114733980</td>\n",
       "      <td>195760</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>100</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>22</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:11.873</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>5042</td>\n",
       "      <td>115099100</td>\n",
       "      <td>195760</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>71</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>25</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:12.367</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>5072</td>\n",
       "      <td>115783760</td>\n",
       "      <td>195786</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>68</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>45</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:12.910</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>5078</td>\n",
       "      <td>115920700</td>\n",
       "      <td>195786</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>68</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>44</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:13.363</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>5202</td>\n",
       "      <td>118750620</td>\n",
       "      <td>195844</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>56</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>41</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:13.920</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>5218</td>\n",
       "      <td>119115740</td>\n",
       "      <td>195842</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>55</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>41</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:00:14.380</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>5218</td>\n",
       "      <td>119115740</td>\n",
       "      <td>195842</td>\n",
       "      <td>2283.0</td>\n",
       "      <td>55</td>\n",
       "      <td>2282.0</td>\n",
       "      <td>62</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:43.890</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>36724</td>\n",
       "      <td>835401060</td>\n",
       "      <td>198354</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>156</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>120</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:44.367</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>36732</td>\n",
       "      <td>835582740</td>\n",
       "      <td>198358</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>157</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>117</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:44.740</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>36734</td>\n",
       "      <td>835628180</td>\n",
       "      <td>198356</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>156</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>118</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:45.303</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>36922</td>\n",
       "      <td>839899520</td>\n",
       "      <td>198374</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>132</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>131</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:45.857</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>36922</td>\n",
       "      <td>839899520</td>\n",
       "      <td>198374</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>133</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>131</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:46.283</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>36938</td>\n",
       "      <td>840262980</td>\n",
       "      <td>198380</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>129</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>128</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:46.890</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>37124</td>\n",
       "      <td>844488900</td>\n",
       "      <td>198394</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>38</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>167</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:47.343</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>37128</td>\n",
       "      <td>844579740</td>\n",
       "      <td>198398</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>47</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>167</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:48.307</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>37132</td>\n",
       "      <td>844670580</td>\n",
       "      <td>198402</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>28</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>260</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:48.897</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>37140</td>\n",
       "      <td>844852340</td>\n",
       "      <td>198400</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>29</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>260</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:49.247</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>37142</td>\n",
       "      <td>844897760</td>\n",
       "      <td>198402</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>30</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>259</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:49.817</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>37142</td>\n",
       "      <td>844897760</td>\n",
       "      <td>198402</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>35</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>259</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:50.257</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>37144</td>\n",
       "      <td>844943180</td>\n",
       "      <td>198404</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>57</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>258</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:50.743</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>37144</td>\n",
       "      <td>844943180</td>\n",
       "      <td>198404</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>65</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>258</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:51.720</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>37144</td>\n",
       "      <td>844943180</td>\n",
       "      <td>198404</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>65</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>257</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:52.397</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>37164</td>\n",
       "      <td>845397380</td>\n",
       "      <td>198414</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>66</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>247</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:52.843</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>37166</td>\n",
       "      <td>845442820</td>\n",
       "      <td>198414</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>65</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>248</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:53.407</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>37172</td>\n",
       "      <td>845579080</td>\n",
       "      <td>198418</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>67</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>246</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:53.717</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>37176</td>\n",
       "      <td>845669960</td>\n",
       "      <td>198418</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>65</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>246</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:54.370</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>37176</td>\n",
       "      <td>845669960</td>\n",
       "      <td>198418</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>64</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>246</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:54.693</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>37176</td>\n",
       "      <td>845669960</td>\n",
       "      <td>198418</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>65</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>246</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:55.257</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>37178</td>\n",
       "      <td>845715380</td>\n",
       "      <td>198420</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>66</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>245</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:55.880</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>37310</td>\n",
       "      <td>848714420</td>\n",
       "      <td>198430</td>\n",
       "      <td>2273.0</td>\n",
       "      <td>399</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>28</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:56.377</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>37326</td>\n",
       "      <td>849077940</td>\n",
       "      <td>198446</td>\n",
       "      <td>2273.0</td>\n",
       "      <td>408</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>33</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:56.857</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>37392</td>\n",
       "      <td>850577460</td>\n",
       "      <td>198440</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>267</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>263</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:57.403</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>37442</td>\n",
       "      <td>851713420</td>\n",
       "      <td>198442</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>245</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>242</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:57.430</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>37442</td>\n",
       "      <td>851713420</td>\n",
       "      <td>198442</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>270</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>242</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:58.737</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>37452</td>\n",
       "      <td>851940580</td>\n",
       "      <td>198442</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>267</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>240</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:59.313</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>37648</td>\n",
       "      <td>856393660</td>\n",
       "      <td>198444</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>171</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>238</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-02-18</th>\n",
       "      <td>2019-02-18 09:09:59.833</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>37648</td>\n",
       "      <td>856393660</td>\n",
       "      <td>198444</td>\n",
       "      <td>2272.0</td>\n",
       "      <td>176</td>\n",
       "      <td>2271.0</td>\n",
       "      <td>238</td>\n",
       "      <td>CS1905</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1088 rows × 10 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                            datetime    last  volume   turnover      oi  \\\n",
       "trading_date                                                              \n",
       "2019-02-18   2019-02-18 08:59:00.307  2285.0     692   15812200  194134   \n",
       "2019-02-18   2019-02-18 09:00:00.420  2284.0    1388   31716000  194770   \n",
       "2019-02-18   2019-02-18 09:00:00.923  2282.0    1808   41302700  195084   \n",
       "2019-02-18   2019-02-18 09:00:01.420  2281.0    2200   50247360  195180   \n",
       "2019-02-18   2019-02-18 09:00:01.920  2282.0    2598   59326920  195344   \n",
       "2019-02-18   2019-02-18 09:00:02.413  2280.0    2872   65577780  195310   \n",
       "2019-02-18   2019-02-18 09:00:02.897  2282.0    2988   68223780  195320   \n",
       "2019-02-18   2019-02-18 09:00:03.400  2282.0    3146   71828740  195328   \n",
       "2019-02-18   2019-02-18 09:00:03.917  2283.0    3328   75982400  195300   \n",
       "2019-02-18   2019-02-18 09:00:04.410  2283.0    3330   76028060  195302   \n",
       "2019-02-18   2019-02-18 09:00:04.917  2283.0    3832   87488000  195322   \n",
       "2019-02-18   2019-02-18 09:00:05.417  2282.0    3938   89907240  195396   \n",
       "2019-02-18   2019-02-18 09:00:05.923  2282.0    3976   90774400  195400   \n",
       "2019-02-18   2019-02-18 09:00:06.360  2282.0    4012   91595980  195376   \n",
       "2019-02-18   2019-02-18 09:00:06.877  2281.0    4172   95247340  195392   \n",
       "2019-02-18   2019-02-18 09:00:07.420  2281.0    4262   97300240  195438   \n",
       "2019-02-18   2019-02-18 09:00:07.913  2282.0    4364   99627840  195418   \n",
       "2019-02-18   2019-02-18 09:00:08.377  2282.0    4444  101453440  195444   \n",
       "2019-02-18   2019-02-18 09:00:08.920  2282.0    4446  101499080  195446   \n",
       "2019-02-18   2019-02-18 09:00:09.387  2282.0    4660  106382540  195574   \n",
       "2019-02-18   2019-02-18 09:00:09.913  2282.0    4664  106473820  195578   \n",
       "2019-02-18   2019-02-18 09:00:10.407  2282.0    4974  113547300  195744   \n",
       "2019-02-18   2019-02-18 09:00:10.893  2282.0    4998  114094940  195748   \n",
       "2019-02-18   2019-02-18 09:00:11.413  2282.0    5026  114733980  195760   \n",
       "2019-02-18   2019-02-18 09:00:11.873  2282.0    5042  115099100  195760   \n",
       "2019-02-18   2019-02-18 09:00:12.367  2283.0    5072  115783760  195786   \n",
       "2019-02-18   2019-02-18 09:00:12.910  2282.0    5078  115920700  195786   \n",
       "2019-02-18   2019-02-18 09:00:13.363  2283.0    5202  118750620  195844   \n",
       "2019-02-18   2019-02-18 09:00:13.920  2282.0    5218  119115740  195842   \n",
       "2019-02-18   2019-02-18 09:00:14.380  2282.0    5218  119115740  195842   \n",
       "...                              ...     ...     ...        ...     ...   \n",
       "2019-02-18   2019-02-18 09:09:43.890  2271.0   36724  835401060  198354   \n",
       "2019-02-18   2019-02-18 09:09:44.367  2271.0   36732  835582740  198358   \n",
       "2019-02-18   2019-02-18 09:09:44.740  2272.0   36734  835628180  198356   \n",
       "2019-02-18   2019-02-18 09:09:45.303  2271.0   36922  839899520  198374   \n",
       "2019-02-18   2019-02-18 09:09:45.857  2271.0   36922  839899520  198374   \n",
       "2019-02-18   2019-02-18 09:09:46.283  2271.0   36938  840262980  198380   \n",
       "2019-02-18   2019-02-18 09:09:46.890  2272.0   37124  844488900  198394   \n",
       "2019-02-18   2019-02-18 09:09:47.343  2271.0   37128  844579740  198398   \n",
       "2019-02-18   2019-02-18 09:09:48.307  2271.0   37132  844670580  198402   \n",
       "2019-02-18   2019-02-18 09:09:48.897  2272.0   37140  844852340  198400   \n",
       "2019-02-18   2019-02-18 09:09:49.247  2271.0   37142  844897760  198402   \n",
       "2019-02-18   2019-02-18 09:09:49.817  2271.0   37142  844897760  198402   \n",
       "2019-02-18   2019-02-18 09:09:50.257  2271.0   37144  844943180  198404   \n",
       "2019-02-18   2019-02-18 09:09:50.743  2271.0   37144  844943180  198404   \n",
       "2019-02-18   2019-02-18 09:09:51.720  2271.0   37144  844943180  198404   \n",
       "2019-02-18   2019-02-18 09:09:52.397  2271.0   37164  845397380  198414   \n",
       "2019-02-18   2019-02-18 09:09:52.843  2272.0   37166  845442820  198414   \n",
       "2019-02-18   2019-02-18 09:09:53.407  2271.0   37172  845579080  198418   \n",
       "2019-02-18   2019-02-18 09:09:53.717  2272.0   37176  845669960  198418   \n",
       "2019-02-18   2019-02-18 09:09:54.370  2272.0   37176  845669960  198418   \n",
       "2019-02-18   2019-02-18 09:09:54.693  2272.0   37176  845669960  198418   \n",
       "2019-02-18   2019-02-18 09:09:55.257  2271.0   37178  845715380  198420   \n",
       "2019-02-18   2019-02-18 09:09:55.880  2272.0   37310  848714420  198430   \n",
       "2019-02-18   2019-02-18 09:09:56.377  2272.0   37326  849077940  198446   \n",
       "2019-02-18   2019-02-18 09:09:56.857  2272.0   37392  850577460  198440   \n",
       "2019-02-18   2019-02-18 09:09:57.403  2271.0   37442  851713420  198442   \n",
       "2019-02-18   2019-02-18 09:09:57.430  2271.0   37442  851713420  198442   \n",
       "2019-02-18   2019-02-18 09:09:58.737  2272.0   37452  851940580  198442   \n",
       "2019-02-18   2019-02-18 09:09:59.313  2271.0   37648  856393660  198444   \n",
       "2019-02-18   2019-02-18 09:09:59.833  2271.0   37648  856393660  198444   \n",
       "\n",
       "                  a1  a1v      b1  b1v  symbol  \n",
       "trading_date                                    \n",
       "2019-02-18    2286.0    3  2285.0  314  CS1905  \n",
       "2019-02-18    2285.0   21  2284.0   12  CS1905  \n",
       "2019-02-18    2282.0    8  2281.0   35  CS1905  \n",
       "2019-02-18    2282.0  171  2281.0    9  CS1905  \n",
       "2019-02-18    2282.0  130  2281.0    3  CS1905  \n",
       "2019-02-18    2281.0   32  2280.0  923  CS1905  \n",
       "2019-02-18    2282.0   48  2280.0  921  CS1905  \n",
       "2019-02-18    2282.0   38  2280.0  923  CS1905  \n",
       "2019-02-18    2283.0  302  2282.0  233  CS1905  \n",
       "2019-02-18    2283.0  320  2282.0  249  CS1905  \n",
       "2019-02-18    2283.0  104  2282.0   12  CS1905  \n",
       "2019-02-18    2283.0  137  2282.0   92  CS1905  \n",
       "2019-02-18    2283.0  153  2282.0   85  CS1905  \n",
       "2019-02-18    2283.0  137  2282.0   70  CS1905  \n",
       "2019-02-18    2282.0   31  2281.0  108  CS1905  \n",
       "2019-02-18    2282.0   35  2281.0   63  CS1905  \n",
       "2019-02-18    2283.0  126  2282.0   50  CS1905  \n",
       "2019-02-18    2283.0  122  2282.0   23  CS1905  \n",
       "2019-02-18    2283.0  123  2282.0   66  CS1905  \n",
       "2019-02-18    2282.0   34  2281.0  158  CS1905  \n",
       "2019-02-18    2282.0   99  2281.0  169  CS1905  \n",
       "2019-02-18    2282.0    7  2281.0  131  CS1905  \n",
       "2019-02-18    2283.0   87  2282.0   18  CS1905  \n",
       "2019-02-18    2283.0  100  2282.0   22  CS1905  \n",
       "2019-02-18    2283.0   71  2282.0   25  CS1905  \n",
       "2019-02-18    2283.0   68  2282.0   45  CS1905  \n",
       "2019-02-18    2283.0   68  2282.0   44  CS1905  \n",
       "2019-02-18    2283.0   56  2282.0   41  CS1905  \n",
       "2019-02-18    2283.0   55  2282.0   41  CS1905  \n",
       "2019-02-18    2283.0   55  2282.0   62  CS1905  \n",
       "...              ...  ...     ...  ...     ...  \n",
       "2019-02-18    2272.0  156  2271.0  120  CS1905  \n",
       "2019-02-18    2272.0  157  2271.0  117  CS1905  \n",
       "2019-02-18    2272.0  156  2271.0  118  CS1905  \n",
       "2019-02-18    2272.0  132  2271.0  131  CS1905  \n",
       "2019-02-18    2272.0  133  2271.0  131  CS1905  \n",
       "2019-02-18    2272.0  129  2271.0  128  CS1905  \n",
       "2019-02-18    2272.0   38  2271.0  167  CS1905  \n",
       "2019-02-18    2272.0   47  2271.0  167  CS1905  \n",
       "2019-02-18    2272.0   28  2271.0  260  CS1905  \n",
       "2019-02-18    2272.0   29  2271.0  260  CS1905  \n",
       "2019-02-18    2272.0   30  2271.0  259  CS1905  \n",
       "2019-02-18    2272.0   35  2271.0  259  CS1905  \n",
       "2019-02-18    2272.0   57  2271.0  258  CS1905  \n",
       "2019-02-18    2272.0   65  2271.0  258  CS1905  \n",
       "2019-02-18    2272.0   65  2271.0  257  CS1905  \n",
       "2019-02-18    2272.0   66  2271.0  247  CS1905  \n",
       "2019-02-18    2272.0   65  2271.0  248  CS1905  \n",
       "2019-02-18    2272.0   67  2271.0  246  CS1905  \n",
       "2019-02-18    2272.0   65  2271.0  246  CS1905  \n",
       "2019-02-18    2272.0   64  2271.0  246  CS1905  \n",
       "2019-02-18    2272.0   65  2271.0  246  CS1905  \n",
       "2019-02-18    2272.0   66  2271.0  245  CS1905  \n",
       "2019-02-18    2273.0  399  2272.0   28  CS1905  \n",
       "2019-02-18    2273.0  408  2272.0   33  CS1905  \n",
       "2019-02-18    2272.0  267  2271.0  263  CS1905  \n",
       "2019-02-18    2272.0  245  2271.0  242  CS1905  \n",
       "2019-02-18    2272.0  270  2271.0  242  CS1905  \n",
       "2019-02-18    2272.0  267  2271.0  240  CS1905  \n",
       "2019-02-18    2272.0  171  2271.0  238  CS1905  \n",
       "2019-02-18    2272.0  176  2271.0  238  CS1905  \n",
       "\n",
       "[1088 rows x 10 columns]"
      ]
     },
     "execution_count": 58,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "get_fut_taq('CS1905', start_date='2019-02-18', end_date='2019-02-18').sort_values(by='datetime')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 33,
   "metadata": {},
   "outputs": [
    {
     "ename": "AttributeError",
     "evalue": "'DataFrame' object has no attribute 'unique'",
     "output_type": "error",
     "traceback": [
      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[0;31mAttributeError\u001b[0m                            Traceback (most recent call last)",
      "\u001b[0;32m<ipython-input-33-ebf53a2e667a>\u001b[0m in \u001b[0;36m<module>\u001b[0;34m()\u001b[0m\n\u001b[0;32m----> 1\u001b[0;31m \u001b[0mtaq\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0munique\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m",
      "\u001b[0;32m/opt/anaconda3/lib/python3.6/site-packages/pandas/core/generic.py\u001b[0m in \u001b[0;36m__getattr__\u001b[0;34m(self, name)\u001b[0m\n\u001b[1;32m   4374\u001b[0m             \u001b[0;32mif\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_info_axis\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_can_hold_identifiers_and_holds_name\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mname\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m   4375\u001b[0m                 \u001b[0;32mreturn\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0mname\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m-> 4376\u001b[0;31m             \u001b[0;32mreturn\u001b[0m \u001b[0mobject\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m__getattribute__\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mname\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m   4377\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m   4378\u001b[0m     \u001b[0;32mdef\u001b[0m \u001b[0m__setattr__\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mname\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mvalue\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;31mAttributeError\u001b[0m: 'DataFrame' object has no attribute 'unique'"
     ]
    }
   ],
   "source": [
    "taq.unique()\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 47,
   "metadata": {},
   "outputs": [],
   "source": [
    "duplicated_records_df.to_csv('duplicated_records.csv')"
   ]
  }
 ],
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