In [2]:
#Import the icepython library
#Make sure to read our quick start guide!  Additional support can be reached by contacting [email protected]
import icepython as ice
In [12]:
#ICE Chat Quotes
import icepython as ice
symbols = ('BRN 21Z-ICE')
fields = ('IM Sent Date Bid','IM Bid','IM Ask Sender Name','IM Sent Date Ask','IM Ask','IM Ask Sender Name')
data = ice.get_quotes(symbols,fields,True)
print(data)

(('', 'IM Sent Date Bid', 'IM Bid', 'IM Ask Sender Name', 'IM Sent Date Ask', 'IM Ask', 'IM Ask Sender Name'), ('BRN 21Z-ICE', '2021-06-25T09:15:04', 72.65, 'Andrew McSween', '2021-06-25T09:15:04', 72.67, 'Andrew McSween'))
In [16]:
#ICE Chat Time Series - Daily
import icepython as ice
import pandas as pd
symbols = ('BRN 21Z-ICE')
fields = ('Last','IM Bid Close','IM Ask Close')
data = ice.get_timeseries(symbols,
                         fields,
                         granularity = 'D',
                         start_date='2021-06-25',
                         end_date='2021-06-25',
                         )
df = pd.DataFrame(list(data))
df = df.set_index(0)
print(df)

                           1                         2  \
0                                                        
Time        BRN 21Z-ICE.LAST  BRN 21Z-ICE.IM BID CLOSE   
2021-06-25              72.8                     72.65   

                                   3  
0                                     
Time        BRN 21Z-ICE.IM ASK CLOSE  
2021-06-25                     72.67
In [19]:
#ICE Chat Time Series - Intraday
import icepython as ice
import pandas as pd
symbols = ('BRN 21Z-ICE')
fields = ('Last','IM Bid Close','IM Ask Close')
data = ice.get_timeseries(symbols,
                         fields,
                         granularity = 'i60',
                         start_date='2021-06-25',
                         end_date='2021-06-26',
                         )
df = pd.DataFrame(list(data))
df = df.set_index(0)
print(df)

                                    1                         2  \
0                                                                 
Time                 BRN 21Z-ICE.LAST  BRN 21Z-ICE.IM BID CLOSE   
2021-06-25T00:00:00             72.89                      None   
2021-06-25T01:00:00             72.67                      None   
2021-06-25T02:00:00              72.9                      None   
2021-06-25T03:00:00             72.65                      None   
2021-06-25T04:00:00             72.47                      None   
2021-06-25T05:00:00             72.54                      None   
2021-06-25T06:00:00             72.59                      None   
2021-06-25T07:00:00             72.78                      None   
2021-06-25T08:00:00             72.76                      None   
2021-06-25T09:00:00             72.74                     72.65   
2021-06-25T10:00:00             72.83                      None   

                                            3  
0                                              
Time                 BRN 21Z-ICE.IM ASK CLOSE  
2021-06-25T00:00:00                      None  
2021-06-25T01:00:00                      None  
2021-06-25T02:00:00                      None  
2021-06-25T03:00:00                      None  
2021-06-25T04:00:00                      None  
2021-06-25T05:00:00                      None  
2021-06-25T06:00:00                      None  
2021-06-25T07:00:00                      None  
2021-06-25T08:00:00                      None  
2021-06-25T09:00:00                     72.67  
2021-06-25T10:00:00                      None