In [1]:
#Import the icepython library
#Make sure to read our quick start guide! Additional support can be reached by contacting [email protected]
#Jupyter notebook start up
import icepython as ice
In [2]:
#Sample simple request for quotes
#Arguments for get_quotes are Symbols, fields, and the subscription state for those requests.
#The subscription state of True will keep an active connection to our servers for update; any subsequent request is local.
data = ice.get_quotes(['ice','brn 1!-ice'],'last',True)
print(data)
(('', 'last'), ('ice', 109.0), ('brn 1!-ice', 82.76))
In [3]:
#get_deltas
#get_deltas arguments are a list of field names and optional reset boolean.
#Returns a list of subscribed symbols where one of the provided fields has changed since the last update reset
#get_deltas resets after calling get_quotes or calling get_deltas with reset argument = True
#get_deltas Reset argument = True will reset the update counter. Only newly updated symbols will be returned in subsequent calls
#get_deltas Reset argument = False will not reset the update counter.
#sample request for retrieving list of subscribed symbols that have been updated since last time get_quotes was called
symbols = ['ibm', 'eur a0-fx', 'gme', 'ice', 'HNG 1!-IUS', 'BRN 1!-ICE']
fields = ['open','high','low','close','bid']
#subscribe to a set of symbols via get_quotes
data = ice.get_quotes(symbols,fields, True)
#return a list of symbols where a provided field has updated since get_quotes was last called.
symbols = ice.get_deltas(fields, False)
print (symbols)
('ICE', 'BRN 1!-ICE', 'IBM', 'EUR A0-FX', 'HNG 1!-IUS')
In [4]:
#call get_quotes and retrieve only updated symbols using get_deltas function to filter down the symbol list
data = ice.get_quotes(ice.get_deltas(fields, False),fields, True)
print (data)
(('', 'open', 'high', 'low', 'close', 'bid'), ('ICE', 109.4, 109.532, 108.69, None, 108.98), ('BRN 1!-ICE', 81.43, 82.8, 80.41, None, 82.7), ('IBM', 148.46, 148.49, 147.3501, None, 147.95), ('EUR A0-FX', 1.0683, 1.07039, 1.06652, None, 1.0698), ('HNG 1!-IUS', 3.045, 3.217, 3.045, None, 3.14))
In [5]:
#Sample request with a set of quotes
symbols = ['ibm', 'eur a0-fx', 'gme', 'ice', 'HNG 1!-IUS', 'BRN 1!-ICE']
fields = ['open','high','low','close','description','recset','expiration']
data = ice.get_quotes(symbols,fields,True)
print(data)
#Symbols you are not entitled for will appear with the error message <NotEnt>
(('', 'open', 'high', 'low', 'close', 'description', 'recset', 'expiration'), ('<NotEnt> ibm', None, None, None, None, None, None, None), ('eur a0-fx', 1.19126, 1.19372, 1.18739, None, 'US DOLLAR/EURO', 1.19123, None), ('<NotEnt> gme', None, None, None, None, None, None, None), ('<NotEnt> ice', None, None, None, None, None, None, None), ('<NotEnt> HNG 1!-IUS', None, None, None, None, None, None, None), ('BRN 1!-ICE', 62.99, 64.6, 62.07, None, 'BRENT CRUDE OIL', 63.28, '2021-03-31'))
In [6]:
a=ice.get_timeseries('BRN 1!-ICE', 'Last',
granularity='I1',
start_date='2023-09-28',
end_date='2023-09-29',timeline='',
intradayfilter='11:11-19:00')
for l in a:
print(l)
('Time', 'BRN 1!-ICE.Last')
('2023-09-28T12:11:00', 91.81)
('2023-09-28T12:12:00', 91.86)
('2023-09-28T12:13:00', 91.92)
('2023-09-28T12:14:00', 91.93)
('2023-09-28T12:15:00', 91.93)
('2023-09-28T12:16:00', 91.91)
('2023-09-28T12:17:00', 91.92)
('2023-09-28T12:18:00', 91.91)
('2023-09-28T12:19:00', 91.87)
('2023-09-28T12:20:00', 91.84)
('2023-09-28T12:21:00', 91.84)
('2023-09-28T12:22:00', 91.86)
('2023-09-28T12:23:00', 91.78)
('2023-09-28T12:24:00', 91.77)
('2023-09-28T12:25:00', 91.83)
('2023-09-28T12:26:00', 91.68)
('2023-09-28T12:27:00', 91.72)
('2023-09-28T12:28:00', 91.7)
('2023-09-28T12:29:00', 91.74)
('2023-09-28T12:30:00', 91.69)
('2023-09-28T12:31:00', 91.67)
('2023-09-28T12:32:00', 91.57)
('2023-09-28T12:33:00', 91.62)
('2023-09-28T12:34:00', 91.62)
('2023-09-28T12:35:00', 91.67)
('2023-09-28T12:36:00', 91.6)
('2023-09-28T12:37:00', 91.59)
('2023-09-28T12:38:00', 91.61)
('2023-09-28T12:39:00', 91.63)
('2023-09-28T12:40:00', 91.7)
('2023-09-28T12:41:00', 91.73)
('2023-09-28T12:42:00', 91.68)
('2023-09-28T12:43:00', 91.61)
('2023-09-28T12:44:00', 91.62)
('2023-09-28T12:45:00', 91.61)
('2023-09-28T12:46:00', 91.6)
('2023-09-28T12:47:00', 91.62)
('2023-09-28T12:48:00', 91.61)
('2023-09-28T12:49:00', 91.59)
('2023-09-28T12:50:00', 91.58)
('2023-09-28T12:51:00', 91.57)
('2023-09-28T12:52:00', 91.64)
('2023-09-28T12:53:00', 91.62)
('2023-09-28T12:54:00', 91.56)
('2023-09-28T12:55:00', 91.55)
('2023-09-28T12:56:00', 91.64)
('2023-09-28T12:57:00', 91.62)
('2023-09-28T12:58:00', 91.59)
('2023-09-28T12:59:00', 91.57)
('2023-09-28T13:00:00', 91.55)
('2023-09-28T13:01:00', 91.5)
('2023-09-28T13:02:00', 91.55)
('2023-09-28T13:03:00', 91.51)
('2023-09-28T13:04:00', 91.5)
('2023-09-28T13:05:00', 91.52)
('2023-09-28T13:06:00', 91.52)
('2023-09-28T13:07:00', 91.48)
('2023-09-28T13:08:00', 91.51)
('2023-09-28T13:09:00', 91.49)
('2023-09-28T13:10:00', 91.49)
('2023-09-28T13:11:00', 91.4)
('2023-09-28T13:12:00', 91.39)
('2023-09-28T13:13:00', 91.3)
('2023-09-28T13:14:00', 91.26)
('2023-09-28T13:15:00', 91.24)
('2023-09-28T13:16:00', 91.22)
('2023-09-28T13:17:00', 91.23)
('2023-09-28T13:18:00', 91.11)
('2023-09-28T13:19:00', 91.05)
('2023-09-28T13:20:00', 91.17)
('2023-09-28T13:21:00', 91.21)
('2023-09-28T13:22:00', 91.21)
('2023-09-28T13:23:00', 91.2)
('2023-09-28T13:24:00', 91.17)
('2023-09-28T13:25:00', 91.08)
('2023-09-28T13:26:00', 91.13)
('2023-09-28T13:27:00', 91.07)
('2023-09-28T13:28:00', 91.06)
('2023-09-28T13:29:00', 91.14)
('2023-09-28T13:30:00', 91.12)
('2023-09-28T13:31:00', 91.1)
('2023-09-28T13:32:00', 91.14)
('2023-09-28T13:33:00', 91.13)
('2023-09-28T13:34:00', 91.16)
('2023-09-28T13:35:00', 91.3)
('2023-09-28T13:36:00', 91.25)
('2023-09-28T13:37:00', 91.2)
('2023-09-28T13:38:00', 91.26)
('2023-09-28T13:39:00', 91.26)
('2023-09-28T13:40:00', 91.22)
('2023-09-28T13:41:00', 91.29)
('2023-09-28T13:42:00', 91.25)
('2023-09-28T13:43:00', 91.19)
('2023-09-28T13:44:00', 91.12)
('2023-09-28T13:45:00', 91.11)
('2023-09-28T13:46:00', 91.12)
('2023-09-28T13:47:00', 91.15)
('2023-09-28T13:48:00', 91.12)
('2023-09-28T13:49:00', 91.13)
('2023-09-28T13:50:00', 91.12)
('2023-09-28T13:51:00', 91.12)
('2023-09-28T13:52:00', 91.08)
('2023-09-28T13:53:00', 91.14)
('2023-09-28T13:54:00', 91.18)
('2023-09-28T13:55:00', 91.16)
('2023-09-28T13:56:00', 91.13)
('2023-09-28T13:57:00', 91.1)
('2023-09-28T13:58:00', 91.12)
('2023-09-28T13:59:00', 91.1)
('2023-09-28T14:00:00', 91.18)
('2023-09-28T14:01:00', 91.2)
('2023-09-28T14:02:00', 91.18)
('2023-09-28T14:03:00', 91.19)
('2023-09-28T14:04:00', 91.22)
('2023-09-28T14:05:00', 91.16)
('2023-09-28T14:06:00', 91.15)
('2023-09-28T14:07:00', 91.19)
('2023-09-28T14:08:00', 91.26)
('2023-09-28T14:09:00', 91.26)
('2023-09-28T14:10:00', 91.23)
('2023-09-28T14:11:00', 91.28)
('2023-09-28T14:12:00', 91.21)
('2023-09-28T14:13:00', 91.27)
('2023-09-28T14:14:00', 91.21)
('2023-09-28T14:15:00', 91.18)
('2023-09-28T14:16:00', 91.23)
('2023-09-28T14:17:00', 91.22)
('2023-09-28T14:18:00', 91.26)
('2023-09-28T14:19:00', 91.19)
('2023-09-28T14:20:00', 91.16)
('2023-09-28T14:21:00', 91.05)
('2023-09-28T14:22:00', 91.07)
('2023-09-28T14:23:00', 91.01)
('2023-09-28T14:24:00', 91.08)
('2023-09-28T14:25:00', 91.16)
('2023-09-28T14:26:00', 91.12)
('2023-09-28T14:27:00', 91.19)
('2023-09-28T14:28:00', 91.16)
('2023-09-28T14:29:00', 91.2)
('2023-09-28T14:30:00', 91.18)
('2023-09-28T14:31:00', 91.16)
('2023-09-28T14:32:00', 91.15)
('2023-09-28T14:33:00', 91.16)
('2023-09-28T14:34:00', 91.13)
('2023-09-28T14:35:00', 91.19)
('2023-09-28T14:36:00', 91.19)
('2023-09-28T14:37:00', 91.21)
('2023-09-28T14:38:00', 91.21)
('2023-09-28T14:39:00', 91.24)
('2023-09-28T14:40:00', 91.22)
('2023-09-28T14:41:00', 91.22)
('2023-09-28T14:42:00', 91.25)
('2023-09-28T14:43:00', 91.2)
('2023-09-28T14:44:00', 91.18)
('2023-09-28T14:45:00', 91.18)
('2023-09-28T14:46:00', 91.19)
('2023-09-28T14:47:00', 91.19)
('2023-09-28T14:48:00', 91.19)
('2023-09-28T14:49:00', 91.17)
('2023-09-28T14:50:00', 91.17)
('2023-09-28T14:51:00', 91.16)
('2023-09-28T14:52:00', 91.16)
('2023-09-28T14:53:00', 91.15)
('2023-09-28T14:54:00', 91.14)
('2023-09-28T14:55:00', 91.12)
('2023-09-28T14:56:00', 91.14)
('2023-09-28T14:57:00', 91.16)
('2023-09-28T14:58:00', 91.18)
('2023-09-28T14:59:00', 91.2)
('2023-09-28T15:00:00', 91.26)
('2023-09-28T15:01:00', 91.3)
('2023-09-28T15:02:00', 91.32)
('2023-09-28T15:03:00', 91.33)
('2023-09-28T15:04:00', 91.36)
('2023-09-28T15:05:00', 91.3)
('2023-09-28T15:06:00', 91.29)
('2023-09-28T15:07:00', 91.29)
('2023-09-28T15:08:00', 91.28)
('2023-09-28T15:09:00', 91.25)
('2023-09-28T15:10:00', 91.23)
('2023-09-28T15:11:00', 91.2)
('2023-09-28T15:12:00', 91.22)
('2023-09-28T15:13:00', 91.2)
('2023-09-28T15:14:00', 91.21)
('2023-09-28T15:15:00', 91.23)
('2023-09-28T15:16:00', 91.2)
('2023-09-28T15:17:00', 91.23)
('2023-09-28T15:18:00', 91.28)
('2023-09-28T15:19:00', 91.28)
('2023-09-28T15:20:00', 91.28)
('2023-09-28T15:21:00', 91.3)
('2023-09-28T15:23:00', 91.3)
('2023-09-28T15:24:00', 91.29)
('2023-09-28T15:25:00', 91.28)
('2023-09-28T15:26:00', 91.3)
('2023-09-28T15:27:00', 91.32)
('2023-09-28T15:29:00', 91.33)
('2023-09-28T15:30:00', 91.28)
('2023-09-28T15:31:00', 91.29)
('2023-09-28T15:32:00', 91.3)
('2023-09-28T15:33:00', 91.29)
('2023-09-28T15:34:00', 91.31)
('2023-09-28T15:35:00', 91.29)
('2023-09-28T15:36:00', 91.24)
('2023-09-28T15:37:00', 91.25)
('2023-09-28T15:38:00', 91.23)
('2023-09-28T15:39:00', 91.26)
('2023-09-28T15:40:00', 91.25)
('2023-09-28T15:41:00', 91.27)
('2023-09-28T15:43:00', 91.27)
('2023-09-28T15:44:00', 91.29)
('2023-09-28T15:45:00', 91.3)
('2023-09-28T15:46:00', 91.3)
('2023-09-28T15:47:00', 91.3)
('2023-09-28T15:48:00', 91.32)
('2023-09-28T15:49:00', 91.32)
('2023-09-28T15:50:00', 91.32)
('2023-09-28T15:51:00', 91.31)
('2023-09-28T15:52:00', 91.33)
('2023-09-28T15:53:00', 91.31)
('2023-09-28T15:54:00', 91.31)
('2023-09-28T15:55:00', 91.28)
('2023-09-28T15:56:00', 91.29)
('2023-09-28T15:57:00', 91.32)
('2023-09-28T15:58:00', 91.3)
('2023-09-28T15:59:00', 91.29)
('2023-09-28T16:00:00', 91.28)
('2023-09-28T16:01:00', 91.24)
('2023-09-28T16:02:00', 91.23)
('2023-09-28T16:03:00', 91.19)
('2023-09-28T16:04:00', 91.21)
('2023-09-28T16:05:00', 91.24)
('2023-09-28T16:06:00', 91.27)
('2023-09-28T16:07:00', 91.27)
('2023-09-28T16:08:00', 91.26)
('2023-09-28T16:10:00', 91.25)
('2023-09-28T16:11:00', 91.26)
('2023-09-28T16:12:00', 91.27)
('2023-09-28T16:13:00', 91.27)
('2023-09-28T16:14:00', 91.26)
('2023-09-28T16:15:00', 91.26)
('2023-09-28T16:17:00', 91.27)
('2023-09-28T16:18:00', 91.29)
('2023-09-28T16:19:00', 91.3)
('2023-09-28T16:20:00', 91.29)
('2023-09-28T16:21:00', 91.28)
('2023-09-28T16:24:00', 91.3)
('2023-09-28T16:25:00', 91.28)
('2023-09-28T16:27:00', 91.28)
('2023-09-28T16:29:00', 91.28)
('2023-09-28T16:30:00', 91.28)
('2023-09-28T16:32:00', 91.28)
('2023-09-28T16:34:00', 91.29)
('2023-09-28T16:35:00', 91.3)
('2023-09-28T16:36:00', 91.29)
('2023-09-28T16:37:00', 91.29)
('2023-09-28T16:39:00', 91.3)
('2023-09-28T16:40:00', 91.3)
('2023-09-28T16:41:00', 91.31)
('2023-09-28T16:42:00', 91.29)
('2023-09-28T16:43:00', 91.31)
('2023-09-28T16:44:00', 91.31)
('2023-09-28T16:45:00', 91.31)
('2023-09-28T16:46:00', 91.3)
('2023-09-28T16:47:00', 91.31)
('2023-09-28T16:48:00', 91.3)
('2023-09-28T16:49:00', 91.29)
('2023-09-28T16:50:00', 91.29)
('2023-09-28T16:51:00', 91.27)
('2023-09-28T16:52:00', 91.27)
('2023-09-28T16:53:00', 91.29)
('2023-09-28T16:54:00', 91.29)
('2023-09-28T16:55:00', 91.3)
('2023-09-28T16:56:00', 91.29)
('2023-09-28T16:57:00', 91.28)
('2023-09-28T16:58:00', 91.29)
('2023-09-28T17:04:00', 91.37)
('2023-09-28T17:10:00', 91.34)
('2023-09-28T17:40:00', 91.29)
('2023-09-28T17:46:00', 91.29)
('2023-09-28T17:56:00', 91.34)
('2023-09-28T17:58:00', 91.29)
In [7]:
#Autolisting
#Autolisting returns the chain of tenors for a product or spread.
#There are three types: monthly futures, front back spreads, and all spreads.
#Chain of Monthly futures:
symbols = ice.get_autolist('*BRN-ICE')
#Chain of front-back spreads:
#symbols = ice.get_autolist('**BRN-ICE')
#Chain of all spreads
#symbols = ice.get_autolist('**BRN:BRN-ICE')
#Chain of intercommodity spreads
#symbols = ice.get_autolist('**UHU:BRN-ICE')
print(symbols)
('BRN 1!-ICE', 'BRN 2!-ICE', 'BRN 3!-ICE', 'BRN 4!-ICE', 'BRN 5!-ICE', 'BRN 6!-ICE', 'BRN 7!-ICE', 'BRN 8!-ICE', 'BRN 9!-ICE', 'BRN 10!-ICE', 'BRN 11!-ICE', 'BRN 12!-ICE', 'BRN 13!-ICE', 'BRN 14!-ICE', 'BRN 15!-ICE', 'BRN 16!-ICE', 'BRN 17!-ICE', 'BRN 18!-ICE', 'BRN 19!-ICE', 'BRN 20!-ICE', 'BRN 21!-ICE', 'BRN 22!-ICE', 'BRN 23!-ICE', 'BRN 24!-ICE', 'BRN 25!-ICE', 'BRN 26!-ICE', 'BRN 27!-ICE', 'BRN 28!-ICE', 'BRN 29!-ICE', 'BRN 30!-ICE', 'BRN 31!-ICE', 'BRN 32!-ICE', 'BRN 33!-ICE', 'BRN 34!-ICE', 'BRN 35!-ICE', 'BRN 36!-ICE', 'BRN 37!-ICE', 'BRN 38!-ICE', 'BRN 39!-ICE', 'BRN 40!-ICE', 'BRN 41!-ICE', 'BRN 42!-ICE', 'BRN 43!-ICE', 'BRN 44!-ICE', 'BRN 45!-ICE', 'BRN 46!-ICE', 'BRN 47!-ICE', 'BRN 48!-ICE', 'BRN 49!-ICE', 'BRN 50!-ICE', 'BRN 51!-ICE', 'BRN 52!-ICE', 'BRN 53!-ICE', 'BRN 54!-ICE', 'BRN 55!-ICE', 'BRN 56!-ICE', 'BRN 57!-ICE', 'BRN 58!-ICE', 'BRN 59!-ICE', 'BRN 60!-ICE', 'BRN 61!-ICE', 'BRN 62!-ICE', 'BRN 63!-ICE', 'BRN 64!-ICE', 'BRN 65!-ICE', 'BRN 66!-ICE', 'BRN 67!-ICE', 'BRN 68!-ICE', 'BRN 69!-ICE', 'BRN 70!-ICE', 'BRN 71!-ICE', 'BRN 72!-ICE', 'BRN 73!-ICE', 'BRN 74!-ICE', 'BRN 75!-ICE', 'BRN 76!-ICE', 'BRN 77!-ICE', 'BRN 78!-ICE', 'BRN 79!-ICE', 'BRN 80!-ICE', 'BRN 81!-ICE', 'BRN 82!-ICE', 'BRN 83!-ICE', 'BRN 84!-ICE', 'BRN 85!-ICE', 'BRN 86!-ICE', 'BRN 87!-ICE', 'BRN 88!-ICE', 'BRN 89!-ICE', 'BRN 90!-ICE', 'BRN 91!-ICE', 'BRN 92!-ICE', 'BRN 93!-ICE', 'BRN 94!-ICE', 'BRN 95!-ICE')
In [8]:
#Autolisting with Quotes
symbols = ice.get_autolist('*BRN-ICE')
fields = ('Last')
data = ice.get_quotes(symbols,fields,True)
print(data)
(('', 'Last'), ('BRN 1!-ICE', 63.59), ('BRN 2!-ICE', 63.42), ('BRN 3!-ICE', 62.98), ('BRN 4!-ICE', 62.65), ('BRN 5!-ICE', 62.29), ('BRN 6!-ICE', 61.86), ('BRN 7!-ICE', 61.45), ('BRN 8!-ICE', 61.06), ('BRN 9!-ICE', 60.7), ('BRN 10!-ICE', 60.0), ('BRN 11!-ICE', None), ('BRN 12!-ICE', None), ('BRN 13!-ICE', None), ('BRN 14!-ICE', 59.37), ('BRN 15!-ICE', 58.06), ('BRN 16!-ICE', None), ('BRN 17!-ICE', None), ('BRN 18!-ICE', None), ('BRN 19!-ICE', None), ('BRN 20!-ICE', 58.23), ('BRN 21!-ICE', None), ('BRN 22!-ICE', None), ('BRN 23!-ICE', None), ('BRN 24!-ICE', None), ('BRN 25!-ICE', None), ('BRN 26!-ICE', 57.51), ('BRN 27!-ICE', None), ('BRN 28!-ICE', None), ('BRN 29!-ICE', None), ('BRN 30!-ICE', None), ('BRN 31!-ICE', None), ('BRN 32!-ICE', 56.69), ('BRN 33!-ICE', None), ('BRN 34!-ICE', None), ('BRN 35!-ICE', None), ('BRN 36!-ICE', None), ('BRN 37!-ICE', None), ('BRN 38!-ICE', None), ('BRN 39!-ICE', None), ('BRN 40!-ICE', None), ('BRN 41!-ICE', None), ('BRN 42!-ICE', None), ('BRN 43!-ICE', None), ('BRN 44!-ICE', 55.7), ('BRN 45!-ICE', None), ('BRN 46!-ICE', None), ('BRN 47!-ICE', None), ('BRN 48!-ICE', None), ('BRN 49!-ICE', None), ('BRN 50!-ICE', None), ('BRN 51!-ICE', None), ('BRN 52!-ICE', None), ('BRN 53!-ICE', None), ('BRN 54!-ICE', None), ('BRN 55!-ICE', None), ('BRN 56!-ICE', 55.01), ('BRN 57!-ICE', None), ('BRN 58!-ICE', None), ('BRN 59!-ICE', None), ('BRN 60!-ICE', None), ('BRN 61!-ICE', None), ('BRN 62!-ICE', None), ('BRN 63!-ICE', None), ('BRN 64!-ICE', None), ('BRN 65!-ICE', None), ('BRN 66!-ICE', None), ('BRN 67!-ICE', None), ('BRN 68!-ICE', None), ('BRN 69!-ICE', None), ('BRN 70!-ICE', None), ('BRN 71!-ICE', None), ('BRN 72!-ICE', None), ('BRN 73!-ICE', None), ('BRN 74!-ICE', None), ('BRN 75!-ICE', None), ('BRN 76!-ICE', None), ('BRN 77!-ICE', None), ('BRN 78!-ICE', None), ('BRN 79!-ICE', None), ('BRN 80!-ICE', None), ('BRN 81!-ICE', None), ('BRN 82!-ICE', None), ('BRN 83!-ICE', None), ('BRN 84!-ICE', None), ('BRN 85!-ICE', None), ('BRN 86!-ICE', None), ('BRN 87!-ICE', None), ('BRN 88!-ICE', None), ('BRN 89!-ICE', None), ('BRN 90!-ICE', None), ('BRN 91!-ICE', None), ('BRN 92!-ICE', None), ('BRN 93!-ICE', None), ('BRN 94!-ICE', None), ('BRN 95!-ICE', None))
In [9]:
#Functions to return available fields
#Function for quotes fields - this takes no symbol argument
#fields = ice.get_quotes_fields()
#Function for timeseries fields - this takes a symbol argument
fields = ice.get_timeseries_fields('HNG.IUS #COMB-CFTC')
#Function for time and sales fields - this takes a symbol argument
#fields = ice.get_timesales_fields('BRN 1!-ICE')
print(fields)
(('Open Interest All Open', 'Open Interest All Open'), ('Open Interest All High', 'Open Interest All High'), ('Open Interest All Low', 'Open Interest All Low'), ('Open Interest All Close', 'Open Interest All Close'), ('Prod Merc Positions Long All Open', 'Prod Merc Positions Long All Open'), ('Prod Merc Positions Long All High', 'Prod Merc Positions Long All High'), ('Prod Merc Positions Long All Low', 'Prod Merc Positions Long All Low'), ('Prod Merc Positions Long All Close', 'Prod Merc Positions Long All Close'), ('Prod Merc Positions Short All Open', 'Prod Merc Positions Short All Open'), ('Prod Merc Positions Short All High', 'Prod Merc Positions Short All High'), ('Prod Merc Positions Short All Low', 'Prod Merc Positions Short All Low'), ('Prod Merc Positions Short All Close', 'Prod Merc Positions Short All Close'), ('Swap Positions Long All Open', 'Swap Positions Long All Open'), ('Swap Positions Long All High', 'Swap Positions Long All High'), ('Swap Positions Long All Low', 'Swap Positions Long All Low'), ('Swap Positions Long All Close', 'Swap Positions Long All Close'), ('Swap Positions Short All Open', 'Swap Positions Short All Open'), ('Swap Positions Short All High', 'Swap Positions Short All High'), ('Swap Positions Short All Low', 'Swap Positions Short All Low'), ('Swap Positions Short All Close', 'Swap Positions Short All Close'), ('Swap Positions Spread All Open', 'Swap Positions Spread All Open'), ('Swap Positions Spread All High', 'Swap Positions Spread All High'), ('Swap Positions Spread All Low', 'Swap Positions Spread All Low'), ('Swap Positions Spread All Close', 'Swap Positions Spread All Close'), ('M Money Positions Long All Open', 'M Money Positions Long All Open'), ('M Money Positions Long All High', 'M Money Positions Long All High'), ('M Money Positions Long All Low', 'M Money Positions Long All Low'), ('M Money Positions Long All Close', 'M Money Positions Long All Close'), ('M Money Positions Short All Open', 'M Money Positions Short All Open'), ('M Money Positions Short All High', 'M Money Positions Short All High'), ('M Money Positions Short All Low', 'M Money Positions Short All Low'), ('M Money Positions Short All Close', 'M Money Positions Short All Close'), ('M Money Positions Spread All Open', 'M Money Positions Spread All Open'), ('M Money Positions Spread All High', 'M Money Positions Spread All High'), ('M Money Positions Spread All Low', 'M Money Positions Spread All Low'), ('M Money Positions Spread All Close', 'M Money Positions Spread All Close'), ('Other Rept Positions Long All Open', 'Other Rept Positions Long All Open'), ('Other Rept Positions Long All High', 'Other Rept Positions Long All High'), ('Other Rept Positions Long All Low', 'Other Rept Positions Long All Low'), ('Other Rept Positions Long All Close', 'Other Rept Positions Long All Close'), ('Other Rept Positions Short All Open', 'Other Rept Positions Short All Open'), ('Other Rept Positions Short All High', 'Other Rept Positions Short All High'), ('Other Rept Positions Short All Low', 'Other Rept Positions Short All Low'), ('Other Rept Positions Short All Close', 'Other Rept Positions Short All Close'), ('Other Rept Positions Spread All Open', 'Other Rept Positions Spread All Open'), ('Other Rept Positions Spread All High', 'Other Rept Positions Spread All High'), ('Other Rept Positions Spread All Low', 'Other Rept Positions Spread All Low'), ('Other Rept Positions Spread All Close', 'Other Rept Positions Spread All Close'), ('Tot Rept Positions Long All Open', 'Tot Rept Positions Long All Open'), ('Tot Rept Positions Long All High', 'Tot Rept Positions Long All High'), ('Tot Rept Positions Long All Low', 'Tot Rept Positions Long All Low'), ('Tot Rept Positions Long All Close', 'Tot Rept Positions Long All Close'), ('Tot Rept Positions Short All Open', 'Tot Rept Positions Short All Open'), ('Tot Rept Positions Short All High', 'Tot Rept Positions Short All High'), ('Tot Rept Positions Short All Low', 'Tot Rept Positions Short All Low'), ('Tot Rept Positions Short All Close', 'Tot Rept Positions Short All Close'), ('Nonrept Positions Long All Open', 'Nonrept Positions Long All Open'), ('Nonrept Positions Long All High', 'Nonrept Positions Long All High'), ('Nonrept Positions Long All Low', 'Nonrept Positions Long All Low'), ('Nonrept Positions Long All Close', 'Nonrept Positions Long All Close'), ('Nonrept Positions Short All Open', 'Nonrept Positions Short All Open'), ('Nonrept Positions Short All High', 'Nonrept Positions Short All High'), ('Nonrept Positions Short All Low', 'Nonrept Positions Short All Low'), ('Nonrept Positions Short All Close', 'Nonrept Positions Short All Close'), ('Open Interest Old Open', 'Open Interest Old Open'), ('Open Interest Old High', 'Open Interest Old High'), ('Open Interest Old Low', 'Open Interest Old Low'), ('Open Interest Old Close', 'Open Interest Old Close'), ('Prod Merc Positions Long Old Open', 'Prod Merc Positions Long Old Open'), ('Prod Merc Positions Long Old High', 'Prod Merc Positions Long Old High'), ('Prod Merc Positions Long Old Low', 'Prod Merc Positions Long Old Low'), ('Prod Merc Positions Long Old Close', 'Prod Merc Positions Long Old Close'), ('Prod Merc Positions Short Old Open', 'Prod Merc Positions Short Old Open'), ('Prod Merc Positions Short Old High', 'Prod Merc Positions Short Old High'), ('Prod Merc Positions Short Old Low', 'Prod Merc Positions Short Old Low'), ('Prod Merc Positions Short Old Close', 'Prod Merc Positions Short Old Close'), ('Swap Positions Long Old Open', 'Swap Positions Long Old Open'), ('Swap Positions Long Old High', 'Swap Positions Long Old High'), ('Swap Positions Long Old Low', 'Swap Positions Long Old Low'), ('Swap Positions Long Old Close', 'Swap Positions Long Old Close'), ('Swap Positions Short Old Open', 'Swap Positions Short Old Open'), ('Swap Positions Short Old High', 'Swap Positions Short Old High'), ('Swap Positions Short Old Low', 'Swap Positions Short Old Low'), ('Swap Positions Short Old Close', 'Swap Positions Short Old Close'), ('Swap Positions Spread Old Open', 'Swap Positions Spread Old Open'), ('Swap Positions Spread Old High', 'Swap Positions Spread Old High'), ('Swap Positions Spread Old Low', 'Swap Positions Spread Old Low'), ('Swap Positions Spread Old Close', 'Swap Positions Spread Old Close'), ('M Money Positions Long Old Open', 'M Money Positions Long Old Open'), ('M Money Positions Long Old High', 'M Money Positions Long Old High'), ('M Money Positions Long Old Low', 'M Money Positions Long Old Low'), ('M Money Positions Long Old Close', 'M Money Positions Long Old Close'), ('M Money Positions Short Old Open', 'M Money Positions Short Old Open'), ('M Money Positions Short Old High', 'M Money Positions Short Old High'), ('M Money Positions Short Old Low', 'M Money Positions Short Old Low'), ('M Money Positions Short Old Close', 'M Money Positions Short Old Close'), ('M Money Positions Spread Old Open', 'M Money Positions Spread Old Open'), ('M Money Positions Spread Old High', 'M Money Positions Spread Old High'), ('M Money Positions Spread Old Low', 'M Money Positions Spread Old Low'), ('M Money Positions Spread Old Close', 'M Money Positions Spread Old Close'), ('Other Rept Positions Long Old Open', 'Other Rept Positions Long Old Open'), ('Other Rept Positions Long Old High', 'Other Rept Positions Long Old High'), ('Other Rept Positions Long Old Low', 'Other Rept Positions Long Old Low'), ('Other Rept Positions Long Old Close', 'Other Rept Positions Long Old Close'), ('Other Rept Positions Short Old Open', 'Other Rept Positions Short Old Open'), ('Other Rept Positions Short Old High', 'Other Rept Positions Short Old High'), ('Other Rept Positions Short Old Low', 'Other Rept Positions Short Old Low'), ('Other Rept Positions Short Old Close', 'Other Rept Positions Short Old Close'), ('Other Rept Positions Spread Old Open', 'Other Rept Positions Spread Old Open'), ('Other Rept Positions Spread Old High', 'Other Rept Positions Spread Old High'), ('Other Rept Positions Spread Old Low', 'Other Rept Positions Spread Old Low'), ('Other Rept Positions Spread Old Close', 'Other Rept Positions Spread Old Close'), ('Tot Rept Positions Long Old Open', 'Tot Rept Positions Long Old Open'), ('Tot Rept Positions Long Old High', 'Tot Rept Positions Long Old High'), ('Tot Rept Positions Long Old Low', 'Tot Rept Positions Long Old Low'), ('Tot Rept Positions Long Old Close', 'Tot Rept Positions Long Old Close'), ('Tot Rept Positions Short Old Open', 'Tot Rept Positions Short Old Open'), ('Tot Rept Positions Short Old High', 'Tot Rept Positions Short Old High'), ('Tot Rept Positions Short Old Low', 'Tot Rept Positions Short Old Low'), ('Tot Rept Positions Short Old Close', 'Tot Rept Positions Short Old Close'), ('Nonrept Positions Long Old Open', 'Nonrept Positions Long Old Open'), ('Nonrept Positions Long Old High', 'Nonrept Positions Long Old High'), ('Nonrept Positions Long Old Low', 'Nonrept Positions Long Old Low'), ('Nonrept Positions Long Old Close', 'Nonrept Positions Long Old Close'), ('Nonrept Positions Short Old Open', 'Nonrept Positions Short Old Open'), ('Nonrept Positions Short Old High', 'Nonrept Positions Short Old High'), ('Nonrept Positions Short Old Low', 'Nonrept Positions Short Old Low'), ('Nonrept Positions Short Old Close', 'Nonrept Positions Short Old Close'), ('Open Interest Other Open', 'Open Interest Other Open'), ('Open Interest Other High', 'Open Interest Other High'), ('Open Interest Other Low', 'Open Interest Other Low'), ('Open Interest Other Close', 'Open Interest Other Close'), ('Prod Merc Positions Long Other Open', 'Prod Merc Positions Long Other Open'), ('Prod Merc Positions Long Other High', 'Prod Merc Positions Long Other High'), ('Prod Merc Positions Long Other Low', 'Prod Merc Positions Long Other Low'), ('Prod Merc Positions Long Other Close', 'Prod Merc Positions Long Other Close'), ('Prod Merc Positions Short Other Open', 'Prod Merc Positions Short Other Open'), ('Prod Merc Positions Short Other High', 'Prod Merc Positions Short Other High'), ('Prod Merc Positions Short Other Low', 'Prod Merc Positions Short Other Low'), ('Prod Merc Positions Short Other Close', 'Prod Merc Positions Short Other Close'), ('Swap Positions Long Other Open', 'Swap Positions Long Other Open'), ('Swap Positions Long Other High', 'Swap Positions Long Other High'), ('Swap Positions Long Other Low', 'Swap Positions Long Other Low'), ('Swap Positions Long Other Close', 'Swap Positions Long Other Close'), ('Swap Positions Short Other Open', 'Swap Positions Short Other Open'), ('Swap Positions Short Other High', 'Swap Positions Short Other High'), ('Swap Positions Short Other Low', 'Swap Positions Short Other Low'), ('Swap Positions Short Other Close', 'Swap Positions Short Other Close'), ('Swap Positions Spread Other Open', 'Swap Positions Spread Other Open'), ('Swap Positions Spread Other High', 'Swap Positions Spread Other High'), ('Swap Positions Spread Other Low', 'Swap Positions Spread Other Low'), ('Swap Positions Spread Other Close', 'Swap Positions Spread Other Close'), ('M Money Positions Long Other Open', 'M Money Positions Long Other Open'), ('M Money Positions Long Other High', 'M Money Positions Long Other High'), ('M Money Positions Long Other Low', 'M Money Positions Long Other Low'), ('M Money Positions Long Other Close', 'M Money Positions Long Other Close'), ('M Money Positions Short Other Open', 'M Money Positions Short Other Open'), ('M Money Positions Short Other High', 'M Money Positions Short Other High'), ('M Money Positions Short Other Low', 'M Money Positions Short Other Low'), ('M Money Positions Short Other Close', 'M Money Positions Short Other Close'), ('M Money Positions Spread Other Open', 'M Money Positions Spread Other Open'), ('M Money Positions Spread Other High', 'M Money Positions Spread Other High'), ('M Money Positions Spread Other Low', 'M Money Positions Spread Other Low'), ('M Money Positions Spread Other Close', 'M Money Positions Spread Other Close'), ('Other Rept Positions Long Other Open', 'Other Rept Positions Long Other Open'), ('Other Rept Positions Long Other High', 'Other Rept Positions Long Other High'), ('Other Rept Positions Long Other Low', 'Other Rept Positions Long Other Low'), ('Other Rept Positions Long Other Close', 'Other Rept Positions Long Other Close'), ('Other Rept Positions Short Other Open', 'Other Rept Positions Short Other Open'), ('Other Rept Positions Short Other High', 'Other Rept Positions Short Other High'), ('Other Rept Positions Short Other Low', 'Other Rept Positions Short Other Low'), ('Other Rept Positions Short Other Close', 'Other Rept Positions Short Other Close'), ('Other Rept Positions Spread Other Open', 'Other Rept Positions Spread Other Open'), ('Other Rept Positions Spread Other High', 'Other Rept Positions Spread Other High'), ('Other Rept Positions Spread Other Low', 'Other Rept Positions Spread Other Low'), ('Other Rept Positions Spread Other Close', 'Other Rept Positions Spread Other Close'), ('Tot Rept Positions Long Other Open', 'Tot Rept Positions Long Other Open'), ('Tot Rept Positions Long Other High', 'Tot Rept Positions Long Other High'), ('Tot Rept Positions Long Other Low', 'Tot Rept Positions Long Other Low'), ('Tot Rept Positions Long Other Close', 'Tot Rept Positions Long Other Close'), ('Tot Rept Positions Short Other Open', 'Tot Rept Positions Short Other Open'), ('Tot Rept Positions Short Other High', 'Tot Rept Positions Short Other High'), ('Tot Rept Positions Short Other Low', 'Tot Rept Positions Short Other Low'), ('Tot Rept Positions Short Other Close', 'Tot Rept Positions Short Other Close'), ('Nonrept Positions Long Other Open', 'Nonrept Positions Long Other Open'), ('Nonrept Positions Long Other High', 'Nonrept Positions Long Other High'), ('Nonrept Positions Long Other Low', 'Nonrept Positions Long Other Low'), ('Nonrept Positions Long Other Close', 'Nonrept Positions Long Other Close'), ('Nonrept Positions Short Other Open', 'Nonrept Positions Short Other Open'), ('Nonrept Positions Short Other High', 'Nonrept Positions Short Other High'), ('Nonrept Positions Short Other Low', 'Nonrept Positions Short Other Low'), ('Nonrept Positions Short Other Close', 'Nonrept Positions Short Other Close'), ('Traders Tot All Open', 'Traders Tot All Open'), ('Traders Tot All High', 'Traders Tot All High'), ('Traders Tot All Low', 'Traders Tot All Low'), ('Traders Tot All Close', 'Traders Tot All Close'), ('Traders Prod Merc Long All Open', 'Traders Prod Merc Long All Open'), ('Traders Prod Merc Long All High', 'Traders Prod Merc Long All High'), ('Traders Prod Merc Long All Low', 'Traders Prod Merc Long All Low'), ('Traders Prod Merc Long All Close', 'Traders Prod Merc Long All Close'), ('Traders Prod Merc Short All Open', 'Traders Prod Merc Short All Open'), ('Traders Prod Merc Short All High', 'Traders Prod Merc Short All High'), ('Traders Prod Merc Short All Low', 'Traders Prod Merc Short All Low'), ('Traders Prod Merc Short All Close', 'Traders Prod Merc Short All Close'), ('Traders Swap Long All Open', 'Traders Swap Long All Open'), ('Traders Swap Long All High', 'Traders Swap Long All High'), ('Traders Swap Long All Low', 'Traders Swap Long All Low'), ('Traders Swap Long All Close', 'Traders Swap Long All Close'), ('Traders Swap Short All Open', 'Traders Swap Short All Open'), ('Traders Swap Short All High', 'Traders Swap Short All High'), ('Traders Swap Short All Low', 'Traders Swap Short All Low'), ('Traders Swap Short All Close', 'Traders Swap Short All Close'), ('Traders Swap Spread All Open', 'Traders Swap Spread All Open'), ('Traders Swap Spread All High', 'Traders Swap Spread All High'), ('Traders Swap Spread All Low', 'Traders Swap Spread All Low'), ('Traders Swap Spread All Close', 'Traders Swap Spread All Close'), ('Traders M Money Long All Open', 'Traders M Money Long All Open'), ('Traders M Money Long All High', 'Traders M Money Long All High'), ('Traders M Money Long All Low', 'Traders M Money Long All Low'), ('Traders M Money Long All Close', 'Traders M Money Long All Close'), ('Traders M Money Short All Open', 'Traders M Money Short All Open'), ('Traders M Money Short All High', 'Traders M Money Short All High'), ('Traders M Money Short All Low', 'Traders M Money Short All Low'), ('Traders M Money Short All Close', 'Traders M Money Short All Close'), ('Traders M Money Spread All Open', 'Traders M Money Spread All Open'), ('Traders M Money Spread All High', 'Traders M Money Spread All High'), ('Traders M Money Spread All Low', 'Traders M Money Spread All Low'), ('Traders M Money Spread All Close', 'Traders M Money Spread All Close'), ('Traders Other Rept Long All Open', 'Traders Other Rept Long All Open'), ('Traders Other Rept Long All High', 'Traders Other Rept Long All High'), ('Traders Other Rept Long All Low', 'Traders Other Rept Long All Low'), ('Traders Other Rept Long All Close', 'Traders Other Rept Long All Close'), ('Traders Other Rept Short All Open', 'Traders Other Rept Short All Open'), ('Traders Other Rept Short All High', 'Traders Other Rept Short All High'), ('Traders Other Rept Short All Low', 'Traders Other Rept Short All Low'), ('Traders Other Rept Short All Close', 'Traders Other Rept Short All Close'), ('Traders Other Rept Spread All Open', 'Traders Other Rept Spread All Open'), ('Traders Other Rept Spread All High', 'Traders Other Rept Spread All High'), ('Traders Other Rept Spread All Low', 'Traders Other Rept Spread All Low'), ('Traders Other Rept Spread All Close', 'Traders Other Rept Spread All Close'), ('Traders Tot Rept Long All Open', 'Traders Tot Rept Long All Open'), ('Traders Tot Rept Long All High', 'Traders Tot Rept Long All High'), ('Traders Tot Rept Long All Low', 'Traders Tot Rept Long All Low'), ('Traders Tot Rept Long All Close', 'Traders Tot Rept Long All Close'), ('Traders Tot Rept Short All Open', 'Traders Tot Rept Short All Open'), ('Traders Tot Rept Short All High', 'Traders Tot Rept Short All High'), ('Traders Tot Rept Short All Low', 'Traders Tot Rept Short All Low'), ('Traders Tot Rept Short All Close', 'Traders Tot Rept Short All Close'), ('Traders Tot Old Open', 'Traders Tot Old Open'), ('Traders Tot Old High', 'Traders Tot Old High'), ('Traders Tot Old Low', 'Traders Tot Old Low'), ('Traders Tot Old Close', 'Traders Tot Old Close'), ('Traders Prod Merc Long Old Open', 'Traders Prod Merc Long Old Open'), ('Traders Prod Merc Long Old High', 'Traders Prod Merc Long Old High'), ('Traders Prod Merc Long Old Low', 'Traders Prod Merc Long Old Low'), ('Traders Prod Merc Long Old Close', 'Traders Prod Merc Long Old Close'), ('Traders Prod Merc Short Old Open', 'Traders Prod Merc Short Old Open'), ('Traders Prod Merc Short Old High', 'Traders Prod Merc Short Old High'), ('Traders Prod Merc Short Old Low', 'Traders Prod Merc Short Old Low'), ('Traders Prod Merc Short Old Close', 'Traders Prod Merc Short Old Close'), ('Traders Swap Long Old Open', 'Traders Swap Long Old Open'), ('Traders Swap Long Old High', 'Traders Swap Long Old High'), ('Traders Swap Long Old Low', 'Traders Swap Long Old Low'), ('Traders Swap Long Old Close', 'Traders Swap Long Old Close'), ('Traders Swap Short Old Open', 'Traders Swap Short Old Open'), ('Traders Swap Short Old High', 'Traders Swap Short Old High'), ('Traders Swap Short Old Low', 'Traders Swap Short Old Low'), ('Traders Swap Short Old Close', 'Traders Swap Short Old Close'), ('Traders Swap Spread Old Open', 'Traders Swap Spread Old Open'), ('Traders Swap Spread Old High', 'Traders Swap Spread Old High'), ('Traders Swap Spread Old Low', 'Traders Swap Spread Old Low'), ('Traders Swap Spread Old Close', 'Traders Swap Spread Old Close'), ('Traders M Money Long Old Open', 'Traders M Money Long Old Open'), ('Traders M Money Long Old High', 'Traders M Money Long Old High'), ('Traders M Money Long Old Low', 'Traders M Money Long Old Low'), ('Traders M Money Long Old Close', 'Traders M Money Long Old Close'), ('Traders M Money Short Old Open', 'Traders M Money Short Old Open'), ('Traders M Money Short Old High', 'Traders M Money Short Old High'), ('Traders M Money Short Old Low', 'Traders M Money Short Old Low'), ('Traders M Money Short Old Close', 'Traders M Money Short Old Close'), ('Traders M Money Spread Old Open', 'Traders M Money Spread Old Open'), ('Traders M Money Spread Old High', 'Traders M Money Spread Old High'), ('Traders M Money Spread Old Low', 'Traders M Money Spread Old Low'), ('Traders M Money Spread Old Close', 'Traders M Money Spread Old Close'), ('Traders Other Rept Long Old Open', 'Traders Other Rept Long Old Open'), ('Traders Other Rept Long Old High', 'Traders Other Rept Long Old High'), ('Traders Other Rept Long Old Low', 'Traders Other Rept Long Old Low'), ('Traders Other Rept Long Old Close', 'Traders Other Rept Long Old Close'), ('Traders Other Rept Short Old Open', 'Traders Other Rept Short Old Open'), ('Traders Other Rept Short Old High', 'Traders Other Rept Short Old High'), ('Traders Other Rept Short Old Low', 'Traders Other Rept Short Old Low'), ('Traders Other Rept Short Old Close', 'Traders Other Rept Short Old Close'), ('Traders Other Rept Spread Old Open', 'Traders Other Rept Spread Old Open'), ('Traders Other Rept Spread Old High', 'Traders Other Rept Spread Old High'), ('Traders Other Rept Spread Old Low', 'Traders Other Rept Spread Old Low'), ('Traders Other Rept Spread Old Close', 'Traders Other Rept Spread Old Close'), ('Traders Tot Rept Long Old Open', 'Traders Tot Rept Long Old Open'), ('Traders Tot Rept Long Old High', 'Traders Tot Rept Long Old High'), ('Traders Tot Rept Long Old Low', 'Traders Tot Rept Long Old Low'), ('Traders Tot Rept Long Old Close', 'Traders Tot Rept Long Old Close'), ('Traders Tot Rept Short Old Open', 'Traders Tot Rept Short Old Open'), ('Traders Tot Rept Short Old High', 'Traders Tot Rept Short Old High'), ('Traders Tot Rept Short Old Low', 'Traders Tot Rept Short Old Low'), ('Traders Tot Rept Short Old Close', 'Traders Tot Rept Short Old Close'), ('Traders Tot Other Open', 'Traders Tot Other Open'), ('Traders Tot Other High', 'Traders Tot Other High'), ('Traders Tot Other Low', 'Traders Tot Other Low'), ('Traders Tot Other Close', 'Traders Tot Other Close'), ('Traders Prod Merc Long Other Open', 'Traders Prod Merc Long Other Open'), ('Traders Prod Merc Long Other High', 'Traders Prod Merc Long Other High'), ('Traders Prod Merc Long Other Low', 'Traders Prod Merc Long Other Low'), ('Traders Prod Merc Long Other Close', 'Traders Prod Merc Long Other Close'), ('Traders Prod Merc Short Other Open', 'Traders Prod Merc Short Other Open'), ('Traders Prod Merc Short Other High', 'Traders Prod Merc Short Other High'), ('Traders Prod Merc Short Other Low', 'Traders Prod Merc Short Other Low'), ('Traders Prod Merc Short Other Close', 'Traders Prod Merc Short Other Close'), ('Traders Swap Long Other Open', 'Traders Swap Long Other Open'), ('Traders Swap Long Other High', 'Traders Swap Long Other High'), ('Traders Swap Long Other Low', 'Traders Swap Long Other Low'), ('Traders Swap Long Other Close', 'Traders Swap Long Other Close'), ('Traders Swap Short Other Open', 'Traders Swap Short Other Open'), ('Traders Swap Short Other High', 'Traders Swap Short Other High'), ('Traders Swap Short Other Low', 'Traders Swap Short Other Low'), ('Traders Swap Short Other Close', 'Traders Swap Short Other Close'), ('Traders Swap Spread Other Open', 'Traders Swap Spread Other Open'), ('Traders Swap Spread Other High', 'Traders Swap Spread Other High'), ('Traders Swap Spread Other Low', 'Traders Swap Spread Other Low'), ('Traders Swap Spread Other Close', 'Traders Swap Spread Other Close'), ('Traders M Money Long Other Open', 'Traders M Money Long Other Open'), ('Traders M Money Long Other High', 'Traders M Money Long Other High'), ('Traders M Money Long Other Low', 'Traders M Money Long Other Low'), ('Traders M Money Long Other Close', 'Traders M Money Long Other Close'), ('Traders M Money Short Other Open', 'Traders M Money Short Other Open'), ('Traders M Money Short Other High', 'Traders M Money Short Other High'), ('Traders M Money Short Other Low', 'Traders M Money Short Other Low'), ('Traders M Money Short Other Close', 'Traders M Money Short Other Close'), ('Traders M Money Spread Other Open', 'Traders M Money Spread Other Open'), ('Traders M Money Spread Other High', 'Traders M Money Spread Other High'), ('Traders M Money Spread Other Low', 'Traders M Money Spread Other Low'), ('Traders M Money Spread Other Close', 'Traders M Money Spread Other Close'), ('Traders Other Rept Long Other Open', 'Traders Other Rept Long Other Open'), ('Traders Other Rept Long Other High', 'Traders Other Rept Long Other High'), ('Traders Other Rept Long Other Low', 'Traders Other Rept Long Other Low'), ('Traders Other Rept Long Other Close', 'Traders Other Rept Long Other Close'), ('Traders Other Rept Short Other Open', 'Traders Other Rept Short Other Open'), ('Traders Other Rept Short Other High', 'Traders Other Rept Short Other High'), ('Traders Other Rept Short Other Low', 'Traders Other Rept Short Other Low'), ('Traders Other Rept Short Other Close', 'Traders Other Rept Short Other Close'), ('Traders Other Rept Spread Other Open', 'Traders Other Rept Spread Other Open'), ('Traders Other Rept Spread Other High', 'Traders Other Rept Spread Other High'), ('Traders Other Rept Spread Other Low', 'Traders Other Rept Spread Other Low'), ('Traders Other Rept Spread Other Close', 'Traders Other Rept Spread Other Close'), ('Traders Tot Rept Long Other Open', 'Traders Tot Rept Long Other Open'), ('Traders Tot Rept Long Other High', 'Traders Tot Rept Long Other High'), ('Traders Tot Rept Long Other Low', 'Traders Tot Rept Long Other Low'), ('Traders Tot Rept Long Other Close', 'Traders Tot Rept Long Other Close'), ('Traders Tot Rept Short Other Open', 'Traders Tot Rept Short Other Open'), ('Traders Tot Rept Short Other High', 'Traders Tot Rept Short Other High'), ('Traders Tot Rept Short Other Low', 'Traders Tot Rept Short Other Low'), ('Traders Tot Rept Short Other Close', 'Traders Tot Rept Short Other Close'), ('Conc Gross Le 4 Tdr Long All Open', 'Conc Gross Le 4 Tdr Long All Open'), ('Conc Gross Le 4 Tdr Long All High', 'Conc Gross Le 4 Tdr Long All High'), ('Conc Gross Le 4 Tdr Long All Low', 'Conc Gross Le 4 Tdr Long All Low'), ('Conc Gross Le 4 Tdr Long All Close', 'Conc Gross Le 4 Tdr Long All Close'), ('Conc Gross Le 4 Tdr Short All Open', 'Conc Gross Le 4 Tdr Short All Open'), ('Conc Gross Le 4 Tdr Short All High', 'Conc Gross Le 4 Tdr Short All High'), ('Conc Gross Le 4 Tdr Short All Low', 'Conc Gross Le 4 Tdr Short All Low'), ('Conc Gross Le 4 Tdr Short All Close', 'Conc Gross Le 4 Tdr Short All Close'), ('Conc Gross Le 8 Tdr Long All Open', 'Conc Gross Le 8 Tdr Long All Open'), ('Conc Gross Le 8 Tdr Long All High', 'Conc Gross Le 8 Tdr Long All High'), ('Conc Gross Le 8 Tdr Long All Low', 'Conc Gross Le 8 Tdr Long All Low'), ('Conc Gross Le 8 Tdr Long All Close', 'Conc Gross Le 8 Tdr Long All Close'), ('Conc Gross Le 8 Tdr Short All Open', 'Conc Gross Le 8 Tdr Short All Open'), ('Conc Gross Le 8 Tdr Short All High', 'Conc Gross Le 8 Tdr Short All High'), ('Conc Gross Le 8 Tdr Short All Low', 'Conc Gross Le 8 Tdr Short All Low'), ('Conc Gross Le 8 Tdr Short All Close', 'Conc Gross Le 8 Tdr Short All Close'), ('Conc Net Le 4 Tdr Long All Open', 'Conc Net Le 4 Tdr Long All Open'), ('Conc Net Le 4 Tdr Long All High', 'Conc Net Le 4 Tdr Long All High'), ('Conc Net Le 4 Tdr Long All Low', 'Conc Net Le 4 Tdr Long All Low'), ('Conc Net Le 4 Tdr Long All Close', 'Conc Net Le 4 Tdr Long All Close'), ('Conc Net Le 4 Tdr Short All Open', 'Conc Net Le 4 Tdr Short All Open'), ('Conc Net Le 4 Tdr Short All High', 'Conc Net Le 4 Tdr Short All High'), ('Conc Net Le 4 Tdr Short All Low', 'Conc Net Le 4 Tdr Short All Low'), ('Conc Net Le 4 Tdr Short All Close', 'Conc Net Le 4 Tdr Short All Close'), ('Conc Net Le 8 Tdr Long All Open', 'Conc Net Le 8 Tdr Long All Open'), ('Conc Net Le 8 Tdr Long All High', 'Conc Net Le 8 Tdr Long All High'), ('Conc Net Le 8 Tdr Long All Low', 'Conc Net Le 8 Tdr Long All Low'), ('Conc Net Le 8 Tdr Long All Close', 'Conc Net Le 8 Tdr Long All Close'), ('Conc Net Le 8 Tdr Short All Open', 'Conc Net Le 8 Tdr Short All Open'), ('Conc Net Le 8 Tdr Short All High', 'Conc Net Le 8 Tdr Short All High'), ('Conc Net Le 8 Tdr Short All Low', 'Conc Net Le 8 Tdr Short All Low'), ('Conc Net Le 8 Tdr Short All Close', 'Conc Net Le 8 Tdr Short All Close'), ('Conc Gross Le 4 Tdr Long Old Open', 'Conc Gross Le 4 Tdr Long Old Open'), ('Conc Gross Le 4 Tdr Long Old High', 'Conc Gross Le 4 Tdr Long Old High'), ('Conc Gross Le 4 Tdr Long Old Low', 'Conc Gross Le 4 Tdr Long Old Low'), ('Conc Gross Le 4 Tdr Long Old Close', 'Conc Gross Le 4 Tdr Long Old Close'), ('Conc Gross Le 4 Tdr Short Old Open', 'Conc Gross Le 4 Tdr Short Old Open'), ('Conc Gross Le 4 Tdr Short Old High', 'Conc Gross Le 4 Tdr Short Old High'), ('Conc Gross Le 4 Tdr Short Old Low', 'Conc Gross Le 4 Tdr Short Old Low'), ('Conc Gross Le 4 Tdr Short Old Close', 'Conc Gross Le 4 Tdr Short Old Close'), ('Conc Gross Le 8 Tdr Long Old Open', 'Conc Gross Le 8 Tdr Long Old Open'), ('Conc Gross Le 8 Tdr Long Old High', 'Conc Gross Le 8 Tdr Long Old High'), ('Conc Gross Le 8 Tdr Long Old Low', 'Conc Gross Le 8 Tdr Long Old Low'), ('Conc Gross Le 8 Tdr Long Old Close', 'Conc Gross Le 8 Tdr Long Old Close'), ('Conc Gross Le 8 Tdr Short Old Open', 'Conc Gross Le 8 Tdr Short Old Open'), ('Conc Gross Le 8 Tdr Short Old High', 'Conc Gross Le 8 Tdr Short Old High'), ('Conc Gross Le 8 Tdr Short Old Low', 'Conc Gross Le 8 Tdr Short Old Low'), ('Conc Gross Le 8 Tdr Short Old Close', 'Conc Gross Le 8 Tdr Short Old Close'), ('Conc Net Le 4 Tdr Long Old Open', 'Conc Net Le 4 Tdr Long Old Open'), ('Conc Net Le 4 Tdr Long Old High', 'Conc Net Le 4 Tdr Long Old High'), ('Conc Net Le 4 Tdr Long Old Low', 'Conc Net Le 4 Tdr Long Old Low'), ('Conc Net Le 4 Tdr Long Old Close', 'Conc Net Le 4 Tdr Long Old Close'), ('Conc Net Le 4 Tdr Short Old Open', 'Conc Net Le 4 Tdr Short Old Open'), ('Conc Net Le 4 Tdr Short Old High', 'Conc Net Le 4 Tdr Short Old High'), ('Conc Net Le 4 Tdr Short Old Low', 'Conc Net Le 4 Tdr Short Old Low'), ('Conc Net Le 4 Tdr Short Old Close', 'Conc Net Le 4 Tdr Short Old Close'), ('Conc Net Le 8 Tdr Long Old Open', 'Conc Net Le 8 Tdr Long Old Open'), ('Conc Net Le 8 Tdr Long Old High', 'Conc Net Le 8 Tdr Long Old High'), ('Conc Net Le 8 Tdr Long Old Low', 'Conc Net Le 8 Tdr Long Old Low'), ('Conc Net Le 8 Tdr Long Old Close', 'Conc Net Le 8 Tdr Long Old Close'), ('Conc Net Le 8 Tdr Short Old Open', 'Conc Net Le 8 Tdr Short Old Open'), ('Conc Net Le 8 Tdr Short Old High', 'Conc Net Le 8 Tdr Short Old High'), ('Conc Net Le 8 Tdr Short Old Low', 'Conc Net Le 8 Tdr Short Old Low'), ('Conc Net Le 8 Tdr Short Old Close', 'Conc Net Le 8 Tdr Short Old Close'), ('Conc Gross Le 4 Tdr Long Other Open', 'Conc Gross Le 4 Tdr Long Other Open'), ('Conc Gross Le 4 Tdr Long Other High', 'Conc Gross Le 4 Tdr Long Other High'), ('Conc Gross Le 4 Tdr Long Other Low', 'Conc Gross Le 4 Tdr Long Other Low'), ('Conc Gross Le 4 Tdr Long Other Close', 'Conc Gross Le 4 Tdr Long Other Close'), ('Conc Gross Le 4 Tdr Short Other Open', 'Conc Gross Le 4 Tdr Short Other Open'), ('Conc Gross Le 4 Tdr Short Other High', 'Conc Gross Le 4 Tdr Short Other High'), ('Conc Gross Le 4 Tdr Short Other Low', 'Conc Gross Le 4 Tdr Short Other Low'), ('Conc Gross Le 4 Tdr Short Other Close', 'Conc Gross Le 4 Tdr Short Other Close'), ('Conc Gross Le 8 Tdr Long Other Open', 'Conc Gross Le 8 Tdr Long Other Open'), ('Conc Gross Le 8 Tdr Long Other High', 'Conc Gross Le 8 Tdr Long Other High'), ('Conc Gross Le 8 Tdr Long Other Low', 'Conc Gross Le 8 Tdr Long Other Low'), ('Conc Gross Le 8 Tdr Long Other Close', 'Conc Gross Le 8 Tdr Long Other Close'), ('Conc Gross Le 8 Tdr Short Other Open', 'Conc Gross Le 8 Tdr Short Other Open'), ('Conc Gross Le 8 Tdr Short Other High', 'Conc Gross Le 8 Tdr Short Other High'), ('Conc Gross Le 8 Tdr Short Other Low', 'Conc Gross Le 8 Tdr Short Other Low'), ('Conc Gross Le 8 Tdr Short Other Close', 'Conc Gross Le 8 Tdr Short Other Close'), ('Conc Net Le 4 Tdr Long Other Open', 'Conc Net Le 4 Tdr Long Other Open'), ('Conc Net Le 4 Tdr Long Other High', 'Conc Net Le 4 Tdr Long Other High'), ('Conc Net Le 4 Tdr Long Other Low', 'Conc Net Le 4 Tdr Long Other Low'), ('Conc Net Le 4 Tdr Long Other Close', 'Conc Net Le 4 Tdr Long Other Close'), ('Conc Net Le 4 Tdr Short Other Open', 'Conc Net Le 4 Tdr Short Other Open'), ('Conc Net Le 4 Tdr Short Other High', 'Conc Net Le 4 Tdr Short Other High'), ('Conc Net Le 4 Tdr Short Other Low', 'Conc Net Le 4 Tdr Short Other Low'), ('Conc Net Le 4 Tdr Short Other Close', 'Conc Net Le 4 Tdr Short Other Close'), ('Conc Net Le 8 Tdr Long Other Open', 'Conc Net Le 8 Tdr Long Other Open'), ('Conc Net Le 8 Tdr Long Other High', 'Conc Net Le 8 Tdr Long Other High'), ('Conc Net Le 8 Tdr Long Other Low', 'Conc Net Le 8 Tdr Long Other Low'), ('Conc Net Le 8 Tdr Long Other Close', 'Conc Net Le 8 Tdr Long Other Close'), ('Conc Net Le 8 Tdr Short Other Open', 'Conc Net Le 8 Tdr Short Other Open'), ('Conc Net Le 8 Tdr Short Other High', 'Conc Net Le 8 Tdr Short Other High'), ('Conc Net Le 8 Tdr Short Other Low', 'Conc Net Le 8 Tdr Short Other Low'), ('Conc Net Le 8 Tdr Short Other Close', 'Conc Net Le 8 Tdr Short Other Close'), ('Dealer Positions Long All Open', 'Dealer Positions Long All Open'), ('Dealer Positions Long All High', 'Dealer Positions Long All High'), ('Dealer Positions Long All Low', 'Dealer Positions Long All Low'), ('Dealer Positions Long All Close', 'Dealer Positions Long All Close'), ('Dealer Positions Short All Open', 'Dealer Positions Short All Open'), ('Dealer Positions Short All High', 'Dealer Positions Short All High'), ('Dealer Positions Short All Low', 'Dealer Positions Short All Low'), ('Dealer Positions Short All Close', 'Dealer Positions Short All Close'), ('Dealer Positions Spread All Open', 'Dealer Positions Spread All Open'), ('Dealer Positions Spread All High', 'Dealer Positions Spread All High'), ('Dealer Positions Spread All Low', 'Dealer Positions Spread All Low'), ('Dealer Positions Spread All Close', 'Dealer Positions Spread All Close'), ('Asset Mgr Positions Long All Open', 'Asset Mgr Positions Long All Open'), ('Asset Mgr Positions Long All High', 'Asset Mgr Positions Long All High'), ('Asset Mgr Positions Long All Low', 'Asset Mgr Positions Long All Low'), ('Asset Mgr Positions Long All Close', 'Asset Mgr Positions Long All Close'), ('Asset Mgr Positions Short All Open', 'Asset Mgr Positions Short All Open'), ('Asset Mgr Positions Short All High', 'Asset Mgr Positions Short All High'), ('Asset Mgr Positions Short All Low', 'Asset Mgr Positions Short All Low'), ('Asset Mgr Positions Short All Close', 'Asset Mgr Positions Short All Close'), ('Asset Mgr Positions Spread All Open', 'Asset Mgr Positions Spread All Open'), ('Asset Mgr Positions Spread All High', 'Asset Mgr Positions Spread All High'), ('Asset Mgr Positions Spread All Low', 'Asset Mgr Positions Spread All Low'), ('Asset Mgr Positions Spread All Close', 'Asset Mgr Positions Spread All Close'), ('Lev Money Positions Long All Open', 'Lev Money Positions Long All Open'), ('Lev Money Positions Long All High', 'Lev Money Positions Long All High'), ('Lev Money Positions Long All Low', 'Lev Money Positions Long All Low'), ('Lev Money Positions Long All Close', 'Lev Money Positions Long All Close'), ('Lev Money Positions Short All Open', 'Lev Money Positions Short All Open'), ('Lev Money Positions Short All High', 'Lev Money Positions Short All High'), ('Lev Money Positions Short All Low', 'Lev Money Positions Short All Low'), ('Lev Money Positions Short All Close', 'Lev Money Positions Short All Close'), ('Lev Money Positions Spread All Open', 'Lev Money Positions Spread All Open'), ('Lev Money Positions Spread All High', 'Lev Money Positions Spread All High'), ('Lev Money Positions Spread All Low', 'Lev Money Positions Spread All Low'), ('Lev Money Positions Spread All Close', 'Lev Money Positions Spread All Close'), ('Traders Dealer Long All Open', 'Traders Dealer Long All Open'), ('Traders Dealer Long All High', 'Traders Dealer Long All High'), ('Traders Dealer Long All Low', 'Traders Dealer Long All Low'), ('Traders Dealer Long All Close', 'Traders Dealer Long All Close'), ('Traders Dealer Short All Open', 'Traders Dealer Short All Open'), ('Traders Dealer Short All High', 'Traders Dealer Short All High'), ('Traders Dealer Short All Low', 'Traders Dealer Short All Low'), ('Traders Dealer Short All Close', 'Traders Dealer Short All Close'), ('Traders Dealer Spread All Open', 'Traders Dealer Spread All Open'), ('Traders Dealer Spread All High', 'Traders Dealer Spread All High'), ('Traders Dealer Spread All Low', 'Traders Dealer Spread All Low'), ('Traders Dealer Spread All Close', 'Traders Dealer Spread All Close'), ('Traders Asset Mgr Long All Open', 'Traders Asset Mgr Long All Open'), ('Traders Asset Mgr Long All High', 'Traders Asset Mgr Long All High'), ('Traders Asset Mgr Long All Low', 'Traders Asset Mgr Long All Low'), ('Traders Asset Mgr Long All Close', 'Traders Asset Mgr Long All Close'), ('Traders Asset Mgr Short All Open', 'Traders Asset Mgr Short All Open'), ('Traders Asset Mgr Short All High', 'Traders Asset Mgr Short All High'), ('Traders Asset Mgr Short All Low', 'Traders Asset Mgr Short All Low'), ('Traders Asset Mgr Short All Close', 'Traders Asset Mgr Short All Close'), ('Traders Asset Mgr Spread All Open', 'Traders Asset Mgr Spread All Open'), ('Traders Asset Mgr Spread All High', 'Traders Asset Mgr Spread All High'), ('Traders Asset Mgr Spread All Low', 'Traders Asset Mgr Spread All Low'), ('Traders Asset Mgr Spread All Close', 'Traders Asset Mgr Spread All Close'), ('Traders Lev Money Long All Open', 'Traders Lev Money Long All Open'), ('Traders Lev Money Long All High', 'Traders Lev Money Long All High'), ('Traders Lev Money Long All Low', 'Traders Lev Money Long All Low'), ('Traders Lev Money Long All Close', 'Traders Lev Money Long All Close'), ('Traders Lev Money Short All Open', 'Traders Lev Money Short All Open'), ('Traders Lev Money Short All High', 'Traders Lev Money Short All High'), ('Traders Lev Money Short All Low', 'Traders Lev Money Short All Low'), ('Traders Lev Money Short All Close', 'Traders Lev Money Short All Close'), ('Traders Lev Money Spread All Open', 'Traders Lev Money Spread All Open'), ('Traders Lev Money Spread All High', 'Traders Lev Money Spread All High'), ('Traders Lev Money Spread All Low', 'Traders Lev Money Spread All Low'), ('Traders Lev Money Spread All Close', 'Traders Lev Money Spread All Close'), ('Noncomm Positions Long All Open', 'Noncomm Positions Long All Open'), ('Noncomm Positions Long All High', 'Noncomm Positions Long All High'), ('Noncomm Positions Long All Low', 'Noncomm Positions Long All Low'), ('Noncomm Positions Long All Close', 'Noncomm Positions Long All Close'), ('Noncomm Positions Short All Open', 'Noncomm Positions Short All Open'), ('Noncomm Positions Short All High', 'Noncomm Positions Short All High'), ('Noncomm Positions Short All Low', 'Noncomm Positions Short All Low'), ('Noncomm Positions Short All Close', 'Noncomm Positions Short All Close'), ('Noncomm Positions Spread All Open', 'Noncomm Positions Spread All Open'), ('Noncomm Positions Spread All High', 'Noncomm Positions Spread All High'), ('Noncomm Positions Spread All Low', 'Noncomm Positions Spread All Low'), ('Noncomm Positions Spread All Close', 'Noncomm Positions Spread All Close'), ('Comm Positions Long All Open', 'Comm Positions Long All Open'), ('Comm Positions Long All High', 'Comm Positions Long All High'), ('Comm Positions Long All Low', 'Comm Positions Long All Low'), ('Comm Positions Long All Close', 'Comm Positions Long All Close'), ('Comm Positions Short All Open', 'Comm Positions Short All Open'), ('Comm Positions Short All High', 'Comm Positions Short All High'), ('Comm Positions Short All Low', 'Comm Positions Short All Low'), ('Comm Positions Short All Close', 'Comm Positions Short All Close'), ('Noncomm Positions Long Old Open', 'Noncomm Positions Long Old Open'), ('Noncomm Positions Long Old High', 'Noncomm Positions Long Old High'), ('Noncomm Positions Long Old Low', 'Noncomm Positions Long Old Low'), ('Noncomm Positions Long Old Close', 'Noncomm Positions Long Old Close'), ('Noncomm Positions Short Old Open', 'Noncomm Positions Short Old Open'), ('Noncomm Positions Short Old High', 'Noncomm Positions Short Old High'), ('Noncomm Positions Short Old Low', 'Noncomm Positions Short Old Low'), ('Noncomm Positions Short Old Close', 'Noncomm Positions Short Old Close'), ('Noncomm Positions Spread Old Open', 'Noncomm Positions Spread Old Open'), ('Noncomm Positions Spread Old High', 'Noncomm Positions Spread Old High'), ('Noncomm Positions Spread Old Low', 'Noncomm Positions Spread Old Low'), ('Noncomm Positions Spread Old Close', 'Noncomm Positions Spread Old Close'), ('Comm Positions Long Old Open', 'Comm Positions Long Old Open'), ('Comm Positions Long Old High', 'Comm Positions Long Old High'), ('Comm Positions Long Old Low', 'Comm Positions Long Old Low'), ('Comm Positions Long Old Close', 'Comm Positions Long Old Close'), ('Comm Positions Short Old Open', 'Comm Positions Short Old Open'), ('Comm Positions Short Old High', 'Comm Positions Short Old High'), ('Comm Positions Short Old Low', 'Comm Positions Short Old Low'), ('Comm Positions Short Old Close', 'Comm Positions Short Old Close'), ('Noncomm Positions Long Other Open', 'Noncomm Positions Long Other Open'), ('Noncomm Positions Long Other High', 'Noncomm Positions Long Other High'), ('Noncomm Positions Long Other Low', 'Noncomm Positions Long Other Low'), ('Noncomm Positions Long Other Close', 'Noncomm Positions Long Other Close'), ('Noncomm Positions Short Other Open', 'Noncomm Positions Short Other Open'), ('Noncomm Positions Short Other High', 'Noncomm Positions Short Other High'), ('Noncomm Positions Short Other Low', 'Noncomm Positions Short Other Low'), ('Noncomm Positions Short Other Close', 'Noncomm Positions Short Other Close'), ('Noncomm Positions Spread Other Open', 'Noncomm Positions Spread Other Open'), ('Noncomm Positions Spread Other High', 'Noncomm Positions Spread Other High'), ('Noncomm Positions Spread Other Low', 'Noncomm Positions Spread Other Low'), ('Noncomm Positions Spread Other Close', 'Noncomm Positions Spread Other Close'), ('Comm Positions Long Other Open', 'Comm Positions Long Other Open'), ('Comm Positions Long Other High', 'Comm Positions Long Other High'), ('Comm Positions Long Other Low', 'Comm Positions Long Other Low'), ('Comm Positions Long Other Close', 'Comm Positions Long Other Close'), ('Comm Positions Short Other Open', 'Comm Positions Short Other Open'), ('Comm Positions Short Other High', 'Comm Positions Short Other High'), ('Comm Positions Short Other Low', 'Comm Positions Short Other Low'), ('Comm Positions Short Other Close', 'Comm Positions Short Other Close'), ('Traders Noncomm Long All Open', 'Traders Noncomm Long All Open'), ('Traders Noncomm Long All High', 'Traders Noncomm Long All High'), ('Traders Noncomm Long All Low', 'Traders Noncomm Long All Low'), ('Traders Noncomm Long All Close', 'Traders Noncomm Long All Close'), ('Traders Noncomm Short All Open', 'Traders Noncomm Short All Open'), ('Traders Noncomm Short All High', 'Traders Noncomm Short All High'), ('Traders Noncomm Short All Low', 'Traders Noncomm Short All Low'), ('Traders Noncomm Short All Close', 'Traders Noncomm Short All Close'), ('Traders Noncomm Spread All Open', 'Traders Noncomm Spread All Open'), ('Traders Noncomm Spread All High', 'Traders Noncomm Spread All High'), ('Traders Noncomm Spread All Low', 'Traders Noncomm Spread All Low'), ('Traders Noncomm Spread All Close', 'Traders Noncomm Spread All Close'), ('Traders Comm Long All Open', 'Traders Comm Long All Open'), ('Traders Comm Long All High', 'Traders Comm Long All High'), ('Traders Comm Long All Low', 'Traders Comm Long All Low'), ('Traders Comm Long All Close', 'Traders Comm Long All Close'), ('Traders Comm Short All Open', 'Traders Comm Short All Open'), ('Traders Comm Short All High', 'Traders Comm Short All High'), ('Traders Comm Short All Low', 'Traders Comm Short All Low'), ('Traders Comm Short All Close', 'Traders Comm Short All Close'), ('Traders Noncomm Long Old Open', 'Traders Noncomm Long Old Open'), ('Traders Noncomm Long Old High', 'Traders Noncomm Long Old High'), ('Traders Noncomm Long Old Low', 'Traders Noncomm Long Old Low'), ('Traders Noncomm Long Old Close', 'Traders Noncomm Long Old Close'), ('Traders Noncomm Short Old Open', 'Traders Noncomm Short Old Open'), ('Traders Noncomm Short Old High', 'Traders Noncomm Short Old High'), ('Traders Noncomm Short Old Low', 'Traders Noncomm Short Old Low'), ('Traders Noncomm Short Old Close', 'Traders Noncomm Short Old Close'), ('Traders Noncomm Spread Old Open', 'Traders Noncomm Spread Old Open'), ('Traders Noncomm Spread Old High', 'Traders Noncomm Spread Old High'), ('Traders Noncomm Spread Old Low', 'Traders Noncomm Spread Old Low'), ('Traders Noncomm Spread Old Close', 'Traders Noncomm Spread Old Close'), ('Traders Comm Long Old Open', 'Traders Comm Long Old Open'), ('Traders Comm Long Old High', 'Traders Comm Long Old High'), ('Traders Comm Long Old Low', 'Traders Comm Long Old Low'), ('Traders Comm Long Old Close', 'Traders Comm Long Old Close'), ('Traders Comm Short Old Open', 'Traders Comm Short Old Open'), ('Traders Comm Short Old High', 'Traders Comm Short Old High'), ('Traders Comm Short Old Low', 'Traders Comm Short Old Low'), ('Traders Comm Short Old Close', 'Traders Comm Short Old Close'), ('Traders Noncomm Long Other Open', 'Traders Noncomm Long Other Open'), ('Traders Noncomm Long Other High', 'Traders Noncomm Long Other High'), ('Traders Noncomm Long Other Low', 'Traders Noncomm Long Other Low'), ('Traders Noncomm Long Other Close', 'Traders Noncomm Long Other Close'), ('Traders Noncomm Short Other Open', 'Traders Noncomm Short Other Open'), ('Traders Noncomm Short Other High', 'Traders Noncomm Short Other High'), ('Traders Noncomm Short Other Low', 'Traders Noncomm Short Other Low'), ('Traders Noncomm Short Other Close', 'Traders Noncomm Short Other Close'), ('Traders Noncomm Spread Other Open', 'Traders Noncomm Spread Other Open'), ('Traders Noncomm Spread Other High', 'Traders Noncomm Spread Other High'), ('Traders Noncomm Spread Other Low', 'Traders Noncomm Spread Other Low'), ('Traders Noncomm Spread Other Close', 'Traders Noncomm Spread Other Close'), ('Traders Comm Long Other Open', 'Traders Comm Long Other Open'), ('Traders Comm Long Other High', 'Traders Comm Long Other High'), ('Traders Comm Long Other Low', 'Traders Comm Long Other Low'), ('Traders Comm Long Other Close', 'Traders Comm Long Other Close'), ('Traders Comm Short Other Open', 'Traders Comm Short Other Open'), ('Traders Comm Short Other High', 'Traders Comm Short Other High'), ('Traders Comm Short Other Low', 'Traders Comm Short Other Low'), ('Traders Comm Short Other Close', 'Traders Comm Short Other Close'), ('Ncomm Positions Long All Nocit Open', 'Ncomm Positions Long All Nocit Open'), ('Ncomm Positions Long All Nocit High', 'Ncomm Positions Long All Nocit High'), ('Ncomm Positions Long All Nocit Low', 'Ncomm Positions Long All Nocit Low'), ('Ncomm Positions Long All Nocit Close', 'Ncomm Positions Long All Nocit Close'), ('Ncomm Positions Short All Nocit Open', 'Ncomm Positions Short All Nocit Open'), ('Ncomm Positions Short All Nocit High', 'Ncomm Positions Short All Nocit High'), ('Ncomm Positions Short All Nocit Low', 'Ncomm Positions Short All Nocit Low'), ('Ncomm Positions Short All Nocit Close', 'Ncomm Positions Short All Nocit Close'), ('Ncomm Positions Spread All Nocit Open', 'Ncomm Positions Spread All Nocit Open'), ('Ncomm Positions Spread All Nocit High', 'Ncomm Positions Spread All Nocit High'), ('Ncomm Positions Spread All Nocit Low', 'Ncomm Positions Spread All Nocit Low'), ('Ncomm Positions Spread All Nocit Close', 'Ncomm Positions Spread All Nocit Close'), ('Comm Positions Long All Nocit Open', 'Comm Positions Long All Nocit Open'), ('Comm Positions Long All Nocit High', 'Comm Positions Long All Nocit High'), ('Comm Positions Long All Nocit Low', 'Comm Positions Long All Nocit Low'), ('Comm Positions Long All Nocit Close', 'Comm Positions Long All Nocit Close'), ('Comm Positions Short All Nocit Open', 'Comm Positions Short All Nocit Open'), ('Comm Positions Short All Nocit High', 'Comm Positions Short All Nocit High'), ('Comm Positions Short All Nocit Low', 'Comm Positions Short All Nocit Low'), ('Comm Positions Short All Nocit Close', 'Comm Positions Short All Nocit Close'), ('Cit Positions Long All Open', 'Cit Positions Long All Open'), ('Cit Positions Long All High', 'Cit Positions Long All High'), ('Cit Positions Long All Low', 'Cit Positions Long All Low'), ('Cit Positions Long All Close', 'Cit Positions Long All Close'), ('Cit Positions Short All Open', 'Cit Positions Short All Open'), ('Cit Positions Short All High', 'Cit Positions Short All High'), ('Cit Positions Short All Low', 'Cit Positions Short All Low'), ('Cit Positions Short All Close', 'Cit Positions Short All Close'), ('Traders Noncomm Long All Nocit Open', 'Traders Noncomm Long All Nocit Open'), ('Traders Noncomm Long All Nocit High', 'Traders Noncomm Long All Nocit High'), ('Traders Noncomm Long All Nocit Low', 'Traders Noncomm Long All Nocit Low'), ('Traders Noncomm Long All Nocit Close', 'Traders Noncomm Long All Nocit Close'), ('Traders Noncomm Short All Nocit Open', 'Traders Noncomm Short All Nocit Open'), ('Traders Noncomm Short All Nocit High', 'Traders Noncomm Short All Nocit High'), ('Traders Noncomm Short All Nocit Low', 'Traders Noncomm Short All Nocit Low'), ('Traders Noncomm Short All Nocit Close', 'Traders Noncomm Short All Nocit Close'), ('Traders Noncomm Spread All Nocit Open', 'Traders Noncomm Spread All Nocit Open'), ('Traders Noncomm Spread All Nocit High', 'Traders Noncomm Spread All Nocit High'), ('Traders Noncomm Spread All Nocit Low', 'Traders Noncomm Spread All Nocit Low'), ('Traders Noncomm Spread All Nocit Close', 'Traders Noncomm Spread All Nocit Close'), ('Traders Comm Long All Nocit Open', 'Traders Comm Long All Nocit Open'), ('Traders Comm Long All Nocit High', 'Traders Comm Long All Nocit High'), ('Traders Comm Long All Nocit Low', 'Traders Comm Long All Nocit Low'), ('Traders Comm Long All Nocit Close', 'Traders Comm Long All Nocit Close'), ('Traders Comm Short All Nocit Open', 'Traders Comm Short All Nocit Open'), ('Traders Comm Short All Nocit High', 'Traders Comm Short All Nocit High'), ('Traders Comm Short All Nocit Low', 'Traders Comm Short All Nocit Low'), ('Traders Comm Short All Nocit Close', 'Traders Comm Short All Nocit Close'), ('Traders Tot Rept Long All Nocit Open', 'Traders Tot Rept Long All Nocit Open'), ('Traders Tot Rept Long All Nocit High', 'Traders Tot Rept Long All Nocit High'), ('Traders Tot Rept Long All Nocit Low', 'Traders Tot Rept Long All Nocit Low'), ('Traders Tot Rept Long All Nocit Close', 'Traders Tot Rept Long All Nocit Close'), ('Traders Tot Rept Short All Nocit Open', 'Traders Tot Rept Short All Nocit Open'), ('Traders Tot Rept Short All Nocit High', 'Traders Tot Rept Short All Nocit High'), ('Traders Tot Rept Short All Nocit Low', 'Traders Tot Rept Short All Nocit Low'), ('Traders Tot Rept Short All Nocit Close', 'Traders Tot Rept Short All Nocit Close'), ('Traders Cit Long All Open', 'Traders Cit Long All Open'), ('Traders Cit Long All High', 'Traders Cit Long All High'), ('Traders Cit Long All Low', 'Traders Cit Long All Low'), ('Traders Cit Long All Close', 'Traders Cit Long All Close'), ('Traders Cit Short All Open', 'Traders Cit Short All Open'), ('Traders Cit Short All High', 'Traders Cit Short All High'), ('Traders Cit Short All Low', 'Traders Cit Short All Low'), ('Traders Cit Short All Close', 'Traders Cit Short All Close'), ('IM BID OPEN', 'IM Bid Open'), ('IM BID HIGH', 'IM Bid High'), ('IM BID LOW', 'IM Bid Low'), ('IM BID CLOSE', 'IM Bid Close'), ('IM ASK OPEN', 'IM Ask Open'), ('IM ASK HIGH', 'IM Ask High'), ('IM ASK LOW', 'IM Ask Low'), ('IM ASK CLOSE', 'IM Ask Close'), ('IM TRADE OPEN', 'IM Trade Open'), ('IM TRADE HIGH', 'IM Trade High'), ('IM TRADE LOW', 'IM Trade Low'), ('IM TRADE CLOSE', 'IM Trade Close'))
In [10]:
#Quotes in a dataframe
import pandas as pd
symbols = ice.get_autolist('**UHU:BRN-ICE')
fields = ['symbol','expiration','Ask','ICE Theoretical Price','Last']
data = ice.get_quotes(symbols,fields,True)
df = pd.DataFrame(list(data))
df = df.set_index(1)
print(df)
0 2 3 4 \
1
symbol expiration Ask ICE Theoretical Price
UHU 21K:BRN21K-ICE UHU:BRN 1!-ICE 2021-03-31 17.51 17.473
UHU 21M:BRN21M-ICE UHU:BRN 2!-ICE 2021-04-30 17.28 17.256
UHU 21N:BRN21N-ICE UHU:BRN 3!-ICE 2021-05-28 17.03 17.002
UHU 21Q:BRN21Q-ICE UHU:BRN 4!-ICE 2021-06-30 16.56 16.509
UHU 21U:BRN21U-ICE UHU:BRN 5!-ICE 2021-07-30 15.95 15.796
UHU 21V:BRN21V-ICE UHU:BRN 6!-ICE 2021-08-31 10.97 10.911
UHU 21X:BRN21X-ICE UHU:BRN 7!-ICE 2021-09-30 10.15 9.985
UHU 21Z:BRN21Z-ICE UHU:BRN 8!-ICE 2021-10-29 9.46 9.407
UHU 22F:BRN22F-ICE UHU:BRN 9!-ICE 2021-11-30 9.55 9.427
UHU 22G:BRN22G-ICE UHU:BRN 10!-ICE 2021-12-30 10.1 9.889
UHU 22H:BRN22H-ICE UHU:BRN 11!-ICE 2022-01-31 11 10.717
UHU 22J:BRN22J-ICE UHU:BRN 12!-ICE 2022-02-28 17.2 16.8
UHU 22K:BRN22K-ICE UHU:BRN 13!-ICE 2022-03-31 None 17.243
UHU 22M:BRN22M-ICE UHU:BRN 14!-ICE 2022-04-29 None 17.314
UHU 22N:BRN22N-ICE UHU:BRN 15!-ICE 2022-05-31 None 16.983
UHU 22Q:BRN22Q-ICE UHU:BRN 16!-ICE 2022-06-30 None 16.404
UHU 22U:BRN22U-ICE UHU:BRN 17!-ICE 2022-07-29 None 15.439
UHU 22V:BRN22V-ICE UHU:BRN 18!-ICE 2022-08-31 None 10.69
UHU 22X:BRN22X-ICE UHU:BRN 19!-ICE 2022-09-30 None 9.557
UHU 22Z:BRN22Z-ICE UHU:BRN 20!-ICE 2022-10-31 None 8.871
UHU 23F:BRN23F-ICE UHU:BRN 21!-ICE 2022-11-30 None 8.817
UHU 23G:BRN23G-ICE UHU:BRN 22!-ICE 2022-12-29 None 9.336
UHU 23H:BRN23H-ICE UHU:BRN 23!-ICE 2023-01-31 None 10.071
UHU 23J:BRN23J-ICE UHU:BRN 24!-ICE 2023-02-28 None 17.53
UHU 23K:BRN23K-ICE UHU:BRN 25!-ICE 2023-03-31 None 18.437
UHU 23M:BRN23M-ICE UHU:BRN 26!-ICE 2023-04-28 None 18.113
UHU 23N:BRN23N-ICE UHU:BRN 27!-ICE 2023-05-31 None 17.743
UHU 23Q:BRN23Q-ICE UHU:BRN 28!-ICE 2023-06-30 None 17.034
UHU 23U:BRN23U-ICE UHU:BRN 29!-ICE 2023-07-31 None 15.519
UHU 23V:BRN23V-ICE UHU:BRN 30!-ICE 2023-08-31 None 10.149
UHU 23X:BRN23X-ICE UHU:BRN 31!-ICE 2023-09-29 None 8.824
UHU 23Z:BRN23Z-ICE UHU:BRN 32!-ICE 2023-10-31 None 8.406
UHU 24F:BRN24F-ICE UHU:BRN 33!-ICE 2023-11-30 None 8.484
UHU 24G:BRN24G-ICE UHU:BRN 34!-ICE 2023-12-28 None 9.07
5
1
symbol Last
UHU 21K:BRN21K-ICE 17.48
UHU 21M:BRN21M-ICE 17.27
UHU 21N:BRN21N-ICE 17
UHU 21Q:BRN21Q-ICE 16.59
UHU 21U:BRN21U-ICE 15.87
UHU 21V:BRN21V-ICE 11.15
UHU 21X:BRN21X-ICE None
UHU 21Z:BRN21Z-ICE 9.4
UHU 22F:BRN22F-ICE None
UHU 22G:BRN22G-ICE None
UHU 22H:BRN22H-ICE None
UHU 22J:BRN22J-ICE None
UHU 22K:BRN22K-ICE None
UHU 22M:BRN22M-ICE None
UHU 22N:BRN22N-ICE None
UHU 22Q:BRN22Q-ICE None
UHU 22U:BRN22U-ICE None
UHU 22V:BRN22V-ICE None
UHU 22X:BRN22X-ICE None
UHU 22Z:BRN22Z-ICE None
UHU 23F:BRN23F-ICE None
UHU 23G:BRN23G-ICE None
UHU 23H:BRN23H-ICE None
UHU 23J:BRN23J-ICE None
UHU 23K:BRN23K-ICE None
UHU 23M:BRN23M-ICE None
UHU 23N:BRN23N-ICE None
UHU 23Q:BRN23Q-ICE None
UHU 23U:BRN23U-ICE None
UHU 23V:BRN23V-ICE None
UHU 23X:BRN23X-ICE None
UHU 23Z:BRN23Z-ICE None
UHU 24F:BRN24F-ICE None
UHU 24G:BRN24G-ICE None
In [11]:
#Sample time series
symbols = ice.get_autolist('**UHU:BRN-ICE')
fields = 'Last'
data = ice.get_timeseries(symbols,
fields,
granularity = 'D',
start_date='2020-12-01',
end_date='2020-12-31',
)
print(data)
(('Time', 'UHU:BRN 1!-ICE.LAST', 'UHU:BRN 2!-ICE.LAST', 'UHU:BRN 3!-ICE.LAST', 'UHU:BRN 4!-ICE.LAST', 'UHU:BRN 5!-ICE.LAST', 'UHU:BRN 6!-ICE.LAST', 'UHU:BRN 7!-ICE.LAST', 'UHU:BRN 8!-ICE.LAST', 'UHU:BRN 9!-ICE.LAST', 'UHU:BRN 10!-ICE.LAST', 'UHU:BRN 11!-ICE.LAST', 'UHU:BRN 12!-ICE.LAST', 'UHU:BRN 13!-ICE.LAST', 'UHU:BRN 14!-ICE.LAST', 'UHU:BRN 15!-ICE.LAST', 'UHU:BRN 16!-ICE.LAST', 'UHU:BRN 17!-ICE.LAST', 'UHU:BRN 18!-ICE.LAST', 'UHU:BRN 19!-ICE.LAST', 'UHU:BRN 20!-ICE.LAST', 'UHU:BRN 21!-ICE.LAST', 'UHU:BRN 22!-ICE.LAST', 'UHU:BRN 23!-ICE.LAST', 'UHU:BRN 24!-ICE.LAST', 'UHU:BRN 25!-ICE.LAST', 'UHU:BRN 26!-ICE.LAST', 'UHU:BRN 27!-ICE.LAST', 'UHU:BRN 28!-ICE.LAST', 'UHU:BRN 29!-ICE.LAST', 'UHU:BRN 30!-ICE.LAST', 'UHU:BRN 31!-ICE.LAST', 'UHU:BRN 32!-ICE.LAST', 'UHU:BRN 33!-ICE.LAST', 'UHU:BRN 34!-ICE.LAST'), ('2020-12-01', 11.01, 11.14, 11.0, 10.61, 9.94, 6.38, 5.45, 4.9, 5.01, 5.39, 5.94, 11.74, 12.3, 12.48, 12.2, 12.01, 11.28, 6.55, 5.28, 4.64, 4.74, 5.24, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-02', 11.12, 11.29, 11.2, 10.84, 10.2, 6.68, 5.81, 5.3, 5.39, 5.76, 6.3, 11.97, 12.5, 12.56, 12.34, 12.15, 11.41, 6.7, 5.45, 4.73, 4.84, 5.36, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-03', 11.4, 11.55, 11.42, 11.02, 10.32, 6.75, 5.88, 5.38, 5.48, 5.85, 6.36, 12.0, 12.48, 12.49, 12.35, 12.17, 11.4, 6.76, 5.59, 4.91, 5.03, 5.59, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-04', 11.15, 11.32, 11.2, 10.79, 10.09, 6.51, 5.63, 5.15, 5.18, 5.55, 6.03, 11.67, 12.15, 12.16, 12.01, 11.83, 11.05, 6.51, 5.36, 4.69, 4.81, 5.36, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-07', 11.17, 11.34, 11.22, 10.83, 10.14, 6.58, 5.7, 5.21, 5.24, 5.59, 6.04, 11.68, 12.16, 12.16, 12.01, 11.82, 11.05, 6.53, 5.37, 4.75, 4.87, 5.42, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-08', 11.17, 11.35, 11.2, 10.76, 10.05, 6.51, 5.64, 5.2, 5.21, 5.56, 6.03, 11.66, 12.13, 12.14, 12.0, 11.8, 11.02, 6.49, 5.34, 4.71, 4.84, 5.39, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-09', 11.49, 11.64, 11.48, 11.03, 10.29, 6.78, 5.87, 5.37, 5.38, 5.71, 6.2, 11.83, 12.3, 12.3, 12.16, 11.97, 11.2, 6.67, 5.5, 4.88, 5.02, 5.56, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-10', 11.68, 11.82, 11.68, 11.25, 10.53, 7.02, 6.11, 5.57, 5.57, 5.9, 6.4, 12.04, 12.53, 12.55, 12.41, 12.05, 11.32, 6.84, 5.71, 5.11, 5.27, 5.84, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-11', 11.58, 11.72, 11.56, 11.12, 10.37, 6.86, 5.95, 5.4, 5.39, 5.73, 6.24, 11.88, 12.37, 12.38, 12.24, 11.89, 11.16, 6.67, 5.53, 4.94, 5.09, 5.66, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-14', 11.54, 11.68, 11.52, 11.06, 10.3, 6.74, 5.8, 5.21, 5.17, 5.51, 6.04, 11.68, 12.18, 12.21, 12.05, 11.72, 10.99, 6.51, 5.37, 4.79, 4.94, 5.51, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-15', 11.55, 11.72, 11.58, 11.12, 10.34, 6.75, 5.81, 5.24, 5.21, 5.54, 6.08, 11.72, 12.21, 12.23, 12.06, 11.72, 11.02, 6.54, 5.39, 4.8, 4.95, 5.51, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-16', 11.81, 11.93, 11.76, 11.3, 10.51, 6.9, 5.94, 5.37, 5.36, 5.69, 6.25, 11.9, 12.39, 12.42, 12.25, 11.91, 11.21, 6.74, 5.61, 5.02, 5.17, 5.74, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-17', 12.21, 12.29, 12.09, 11.6, 10.8, 7.18, 6.21, 5.58, 5.58, 5.92, 6.48, 12.09, 12.51, 12.49, 12.32, 11.98, 11.29, 6.81, 5.68, 5.09, 5.24, 5.81, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-18', 12.09, 12.2, 12.02, 11.55, 10.77, 7.1, 6.11, 5.47, 5.46, 5.83, 6.42, 12.04, 12.47, 12.46, 12.3, 11.97, 11.28, 6.8, 5.67, 5.09, 5.24, 5.82, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-21', 11.96, 12.09, 11.91, 11.44, 10.65, 7.04, 6.06, 5.44, 5.42, 5.77, 6.34, 12.03, 12.44, 12.42, 12.25, 11.91, 11.21, 6.73, 5.62, 5.05, 5.19, 5.75, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-22', 11.95, 12.08, 11.93, 11.46, 10.67, 7.06, 6.05, 5.4, 5.34, 5.69, 6.27, 11.94, 12.36, 12.35, 12.16, 11.83, 11.13, 6.66, 5.54, 4.95, 5.09, 5.64, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-23', 12.21, 12.31, 12.13, 11.65, 10.84, 7.21, 6.19, 5.51, 5.45, 5.82, 6.41, 12.07, 12.47, 12.45, 12.27, 11.89, 11.21, 6.74, 5.64, 5.06, 5.22, 5.79, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-24', 12.1, 12.1, 11.97, 11.5, 10.69, 7.08, 6.07, 5.39, 5.36, 5.72, 6.32, 11.97, 12.38, 12.35, 12.14, 11.74, 11.07, 6.62, 5.52, 4.96, 5.12, 5.69, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-28', 11.97, 12.07, 11.89, 11.41, 10.59, 6.95, 5.94, 5.32, 5.26, 5.61, 6.18, 11.85, 12.26, 12.24, 12.04, 11.63, 10.98, 6.54, 5.43, 4.89, 5.05, 5.61, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-29', 12.24, 12.33, 12.14, 11.64, 10.8, 7.16, 6.14, 5.5, 5.44, 5.8, 6.4, 12.05, 12.47, 12.46, 12.23, 11.83, 11.16, 6.73, 5.63, 5.09, 5.25, 5.81, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-30', 12.51, 12.58, 12.38, 11.87, 11.01, 7.36, 6.33, 5.7, 5.77, 6.32, 6.98, 12.62, 12.96, 12.91, 12.63, 12.24, 11.57, 7.14, 6.06, 5.52, 5.67, 6.23, None, None, None, None, None, None, None, None, None, None, None, None), ('2020-12-31', 12.67, 12.73, 12.56, 12.05, 11.04, 7.5, 6.45, 5.83, 5.85, 6.38, 7.08, 12.73, 13.08, 13.04, 12.78, 12.38, 11.73, 7.3, 6.21, 5.67, 5.83, 6.39, None, None, None, None, None, None, None, None, None, None, None, None))
In [12]:
#Time series as a dataframe
import pandas as pd
import matplotlib.pyplot as plt
symbols = ['%Brn 1!-ICE','%BRN 2!-ICE','%BRN 3!-ICE']
fields = 'Last'
data = ice.get_timeseries(symbols,
fields,
granularity = 'D',
start_date='2020-12-01',
end_date='2020-12-31',
)
df = pd.DataFrame(list(data))
df = df.set_index(0)
print(df)
1 2 3 0 Time %BRN 1!-ICE.LAST %BRN 2!-ICE.LAST %BRN 3!-ICE.LAST 2020-12-01 47.42 47.4 47.41 2020-12-02 48.25 48.19 48.16 2020-12-03 48.71 48.6 48.54 2020-12-04 49.25 49.19 49.16 2020-12-07 48.79 48.8 48.82 2020-12-08 48.84 48.81 48.83 2020-12-09 48.86 48.77 48.74 2020-12-10 50.25 50.12 50.04 2020-12-11 49.97 49.9 49.84 2020-12-14 50.29 50.25 50.22 2020-12-15 50.76 50.71 50.66 2020-12-16 51.08 51.06 51.04 2020-12-17 51.5 51.56 51.58 2020-12-18 52.26 52.26 52.25 2020-12-21 50.91 50.98 51.02 2020-12-22 50.08 50.16 50.23 2020-12-23 51.2 51.24 51.3 2020-12-24 51.29 51.34 51.42 2020-12-28 50.86 50.9 50.99 2020-12-29 51.09 51.23 51.32 2020-12-30 51.34 51.63 51.68 2020-12-31 51.8 51.82 51.78
In [13]:
#Time series intraday request for 60 minute bars
import pandas as pd
import matplotlib.pyplot as plt
symbols = ['%Brn 1!-ICE','%BRN 2!-ICE','%BRN 3!-ICE']
fields = 'Last'
data = ice.get_timeseries(symbols,
fields,
granularity = 'i60',
start_date='2020-12-01',
end_date='2020-12-2',
)
df = pd.DataFrame(list(data))
df = df.set_index(0)
print(df)
1 2 3 0 Time %BRN 1!-ICE.LAST %BRN 2!-ICE.LAST %BRN 3!-ICE.LAST 2020-12-01T00:00:00 47.53 47.6 47.65 2020-12-01T01:00:00 47.57 47.65 47.73 2020-12-01T02:00:00 48.25 48.3 48.35 2020-12-01T03:00:00 47.8 47.88 47.97 2020-12-01T04:00:00 47.91 47.96 48.02 2020-12-01T05:00:00 47.88 47.91 47.97 2020-12-01T06:00:00 47.8 47.83 47.89 2020-12-01T07:00:00 47.78 47.82 47.87 2020-12-01T08:00:00 47.68 47.7 47.76 2020-12-01T09:00:00 47.18 47.2 47.25 2020-12-01T10:00:00 47.46 47.45 47.47 2020-12-01T11:00:00 47.44 47.42 47.44 2020-12-01T12:00:00 47.28 47.26 47.26 2020-12-01T13:00:00 47.43 47.4 47.44 2020-12-01T14:00:00 47.38 47.35 47.37 2020-12-01T15:00:00 47.21 47.18 47.21 2020-12-01T16:00:00 47.25 47.25 47.27 2020-12-01T19:00:00 47.08 47.06 47.08 2020-12-01T20:00:00 46.92 46.94 46.94 2020-12-01T21:00:00 47.01 47 47.03 2020-12-01T22:00:00 47.06 47.03 47.05 2020-12-01T23:00:00 47.07 47.05 47.09 2020-12-02T00:00:00 47.18 47.14 47.16
In [14]:
#Time series intraday request for 1 minute bars
import pandas as pd
import matplotlib.pyplot as plt
symbols = ['%Brn 1!-ICE','%BRN 2!-ICE','%BRN 3!-ICE']
fields = 'Last'
data = ice.get_timeseries(symbols,
fields,
granularity = 'i1',
start_date='2020-12-01T07:00:00',
end_date='2020-12-01T15:00:00',
)
df = pd.DataFrame(list(data))
df = df.set_index(0)
print(df)
1 2 3 0 Time %BRN 1!-ICE.LAST %BRN 2!-ICE.LAST %BRN 3!-ICE.LAST 2020-12-01T07:00:00 47.78 47.81 47.9 2020-12-01T07:01:00 47.77 47.8 47.83 2020-12-01T07:02:00 47.74 47.78 47.83 2020-12-01T07:03:00 47.76 47.77 47.83 2020-12-01T07:04:00 47.76 47.78 47.84 2020-12-01T07:05:00 47.75 47.78 47.84 2020-12-01T07:06:00 47.74 47.78 47.83 2020-12-01T07:07:00 47.75 47.77 None 2020-12-01T07:08:00 47.73 47.75 47.81 2020-12-01T07:09:00 47.73 47.76 47.8 2020-12-01T07:10:00 47.69 47.71 47.77 2020-12-01T07:11:00 47.71 47.74 47.78 2020-12-01T07:12:00 47.73 47.75 47.8 2020-12-01T07:13:00 47.76 47.79 47.84 2020-12-01T07:14:00 47.77 47.79 47.84 2020-12-01T07:15:00 47.77 47.78 47.84 2020-12-01T07:16:00 47.78 47.81 47.86 2020-12-01T07:17:00 47.79 47.83 None 2020-12-01T07:18:00 47.82 47.84 None 2020-12-01T07:19:00 47.83 47.86 47.9 2020-12-01T07:20:00 47.83 47.85 None 2020-12-01T07:21:00 47.82 47.85 47.91 2020-12-01T07:22:00 47.84 47.86 None 2020-12-01T07:23:00 47.85 47.87 None 2020-12-01T07:24:00 47.83 47.86 None 2020-12-01T07:25:00 47.83 47.86 None 2020-12-01T07:26:00 47.83 47.86 None 2020-12-01T07:27:00 47.8 47.83 47.89 2020-12-01T07:28:00 47.84 47.86 47.86 ... ... ... ... 2020-12-01T14:31:00 47.41 47.38 None 2020-12-01T14:32:00 47.41 None None 2020-12-01T14:33:00 47.4 47.37 47.39 2020-12-01T14:34:00 47.38 47.36 47.38 2020-12-01T14:35:00 47.37 47.34 47.36 2020-12-01T14:36:00 47.37 47.34 47.36 2020-12-01T14:37:00 47.37 47.34 47.36 2020-12-01T14:38:00 47.36 47.34 None 2020-12-01T14:39:00 47.37 47.34 None 2020-12-01T14:40:00 47.36 47.34 None 2020-12-01T14:41:00 47.37 47.34 None 2020-12-01T14:42:00 47.36 47.33 None 2020-12-01T14:43:00 47.37 None None 2020-12-01T14:44:00 47.37 None None 2020-12-01T14:45:00 47.36 47.34 47.36 2020-12-01T14:46:00 47.36 47.33 47.34 2020-12-01T14:47:00 47.38 47.36 47.37 2020-12-01T14:48:00 47.37 47.36 None 2020-12-01T14:49:00 47.38 47.36 None 2020-12-01T14:50:00 47.36 47.36 None 2020-12-01T14:51:00 47.39 47.35 47.37 2020-12-01T14:52:00 47.4 47.36 47.37 2020-12-01T14:53:00 47.39 47.37 47.39 2020-12-01T14:54:00 47.4 None 47.39 2020-12-01T14:55:00 47.38 47.37 47.36 2020-12-01T14:56:00 47.39 47.37 47.38 2020-12-01T14:57:00 47.4 47.37 None 2020-12-01T14:58:00 47.37 47.36 47.36 2020-12-01T14:59:00 47.38 47.35 47.37 2020-12-01T15:00:00 47.38 47.36 47.37 [482 rows x 3 columns]
In [15]:
#Sample weather request
import pandas as pd
import matplotlib.pyplot as plt
symbols = 'KATL-CFSR'
fields = '2M Hourly Temp Average'
data = ice.get_timeseries(symbols,
fields,
granularity = 'D',
start_date='1990-01-01',
end_date='2020-12-31',
)
df = pd.DataFrame(list(data))
df = df.drop([0])
df[0] = pd.to_datetime(df[0])
df[1] = pd.to_numeric(df[1])
df = df.set_index(0)
print(df)
1 0 1990-01-01 1.8175 1990-01-02 2.4396 1990-01-03 5.5183 1990-01-04 11.1275 1990-01-05 11.8575 1990-01-06 9.4754 1990-01-07 7.5433 1990-01-08 5.9550 1990-01-09 6.4733 1990-01-10 8.2092 1990-01-11 9.5988 1990-01-12 2.2533 1990-01-13 0.5408 1990-01-14 3.6404 1990-01-15 6.1337 1990-01-16 9.8196 1990-01-17 13.8938 1990-01-18 14.8650 1990-01-19 12.5988 1990-01-20 14.2596 1990-01-21 9.1150 1990-01-22 5.5525 1990-01-23 8.5650 1990-01-24 9.5483 1990-01-25 10.0558 1990-01-26 1.8429 1990-01-27 4.0225 1990-01-28 7.5775 1990-01-29 9.1958 1990-01-30 4.6846 ... ... 2020-12-02 1.7879 2020-12-03 5.2908 2020-12-04 7.7337 2020-12-05 6.1683 2020-12-06 7.8804 2020-12-07 4.5692 2020-12-08 1.8417 2020-12-09 6.3417 2020-12-10 10.2992 2020-12-11 10.8796 2020-12-12 13.5617 2020-12-13 13.3088 2020-12-14 8.8779 2020-12-15 5.1971 2020-12-16 4.5371 2020-12-17 2.2437 2020-12-18 1.9642 2020-12-19 3.7538 2020-12-20 7.4171 2020-12-21 8.4971 2020-12-22 7.9142 2020-12-23 9.0388 2020-12-24 7.3658 2020-12-25 -2.4308 2020-12-26 -0.8388 2020-12-27 3.2604 2020-12-28 6.1442 2020-12-29 9.2083 2020-12-30 8.1838 2020-12-31 9.6408 [11315 rows x 1 columns]
In [16]:
#Weather sample for seasonality, and trend
import statsmodels.api as sm
import pandas as pd
import matplotlib.pyplot as plt
decomp = sm.tsa.seasonal_decompose(df, model = 'additive', freq = 365)
fig = decomp.plot()
plt.rcParams['figure.figsize'] = [9.0,5.0]
plt.show()
trend = decomp.trend.index
import warnings
warnings.filterwarnings("ignore", category=FutureWarning)
In [17]:
#Plotting the Trend and underlying data
plt.plot(df)
plt.plot(decomp.trend.index, decomp.trend)
#plt.plot(decomp.seasonal.index, decomp.seasonal)
plt.show()
In [18]:
#Sample Time and Sales for Bid/Ask
data = ice.get_timesales('BRN 21M-ICE',['Bid','Ask'],1000,'2021-3-07')
df = pd.DataFrame(list(data))
print(df)
0 1 2 0 Time BRN 21M-ICE.BID BRN 21M-ICE.ASK 1 2021-03-05T15:49:35 68.93 None 2 2021-03-05T15:49:36 None 68.95 3 2021-03-05T15:49:36 None 68.95 4 2021-03-05T15:49:36 68.94 None 5 2021-03-05T15:49:36 68.93 None 6 2021-03-05T15:49:36 68.93 None 7 2021-03-05T15:49:36 68.93 None 8 2021-03-05T15:49:36 68.93 None 9 2021-03-05T15:49:36 68.93 None 10 2021-03-05T15:49:36 68.93 None 11 2021-03-05T15:49:37 68.93 None 12 2021-03-05T15:49:37 68.93 None 13 2021-03-05T15:49:37 68.93 None 14 2021-03-05T15:49:38 68.93 None 15 2021-03-05T15:49:38 68.93 None 16 2021-03-05T15:49:38 68.93 None 17 2021-03-05T15:49:38 68.93 None 18 2021-03-05T15:49:39 68.93 None 19 2021-03-05T15:49:39 None 68.95 20 2021-03-05T15:49:39 None 68.95 21 2021-03-05T15:49:39 None 68.95 22 2021-03-05T15:49:39 68.93 None 23 2021-03-05T15:49:40 68.93 None 24 2021-03-05T15:49:40 68.93 None 25 2021-03-05T15:49:40 68.93 None 26 2021-03-05T15:49:40 68.93 None 27 2021-03-05T15:49:40 68.93 None 28 2021-03-05T15:49:40 68.93 None 29 2021-03-05T15:49:40 68.94 None ... ... ... ... 971 2021-03-05T16:55:40 None 68.98 972 2021-03-05T16:56:50 None 68.98 973 2021-03-05T16:56:50 None 68.98 974 2021-03-05T16:58:00 None 68.98 975 2021-03-05T16:58:00 None 68.98 976 2021-03-05T16:58:36 68.97 None 977 2021-03-05T16:58:36 None 68.99 978 2021-03-05T16:58:36 None 68.99 979 2021-03-05T16:58:44 None 69 980 2021-03-05T16:58:48 None 68.99 981 2021-03-05T16:58:49 None 68.99 982 2021-03-05T16:58:51 None 68.99 983 2021-03-05T16:58:52 None 68.99 984 2021-03-05T16:58:53 None 68.99 985 2021-03-05T16:58:58 68.96 None 986 2021-03-05T17:00:00 None 69.08 987 2021-03-05T17:00:00 68.83 None 988 2021-03-05T17:00:00 68.55 None 989 2021-03-05T17:00:00 68 None 990 2021-03-05T17:00:00 None 87.44 991 2021-03-05T17:00:00 65.09 None 992 2021-03-05T17:00:00 68.22 None 993 2021-03-05T17:00:00 None 69.01 994 2021-03-05T17:00:00 68.2 None 995 2021-03-05T17:00:00 68.19 None 996 2021-03-05T17:00:00 66.54 None 997 2021-03-05T17:00:00 65.5 None 998 2021-03-05T17:00:00 61.83 None 999 2021-03-05T17:00:00 60.57 None 1000 2021-03-05T17:00:00 56.68 None [1001 rows x 3 columns]
In [19]:
#Sample Time and Sales for Trades and Conditions
data = ice.get_timesales('brn 1!-ice',['Price','Conditions'],1000,'2021-3-17')
df = pd.DataFrame(list(data))
print(df)
0 1 2 0 Time BRN 1!-ICE.PRICE BRN 1!-ICE.CONDITIONS 1 2021-03-16T21:33:01 68.24 2 2021-03-16T21:33:14 68.26 3 2021-03-16T21:33:14 68.25 4 2021-03-16T21:33:14 68.25 5 2021-03-16T21:33:14 68.25 6 2021-03-16T21:33:14 68.25 7 2021-03-16T21:33:14 68.25 Leg 8 2021-03-16T21:33:15 68.25 9 2021-03-16T21:33:25 68.24 10 2021-03-16T21:33:26 68.24 11 2021-03-16T21:33:32 68.23 12 2021-03-16T21:33:32 68.23 13 2021-03-16T21:33:32 68.23 14 2021-03-16T21:33:32 68.23 15 2021-03-16T21:33:32 68.23 16 2021-03-16T21:33:32 68.23 17 2021-03-16T21:33:32 68.22 18 2021-03-16T21:33:32 68.22 19 2021-03-16T21:33:32 68.22 20 2021-03-16T21:33:32 68.22 21 2021-03-16T21:33:32 68.22 22 2021-03-16T21:33:32 68.22 23 2021-03-16T21:33:32 68.22 24 2021-03-16T21:33:32 68.22 25 2021-03-16T21:33:32 68.22 26 2021-03-16T21:33:32 68.22 27 2021-03-16T21:33:32 68.22 28 2021-03-16T21:33:32 68.22 29 2021-03-16T21:33:32 68.22 ... ... ... ... 971 2021-03-16T23:58:21 68.34 972 2021-03-16T23:58:45 68.36 973 2021-03-16T23:58:52 68.35 974 2021-03-16T23:58:52 68.35 975 2021-03-16T23:59:03 68.35 976 2021-03-16T23:59:03 68.35 977 2021-03-16T23:59:04 68.35 Leg 978 2021-03-16T23:59:14 68.36 979 2021-03-16T23:59:14 68.36 980 2021-03-16T23:59:14 68.35 Leg 981 2021-03-16T23:59:14 68.35 Leg 982 2021-03-16T23:59:20 68.36 Leg 983 2021-03-16T23:59:20 68.36 Leg 984 2021-03-16T23:59:20 68.36 Leg 985 2021-03-16T23:59:20 68.36 986 2021-03-16T23:59:20 68.36 987 2021-03-16T23:59:25 68.37 988 2021-03-16T23:59:25 68.37 989 2021-03-16T23:59:29 68.36 990 2021-03-16T23:59:35 68.36 991 2021-03-16T23:59:36 68.37 992 2021-03-16T23:59:36 68.37 993 2021-03-16T23:59:37 68.38 994 2021-03-16T23:59:40 68.37 995 2021-03-16T23:59:50 68.38 996 2021-03-16T23:59:50 68.37 997 2021-03-16T23:59:50 68.37 998 2021-03-16T23:59:50 68.38 999 2021-03-16T23:59:51 68.37 Leg 1000 2021-03-16T23:59:59 68.37 [1001 rows x 3 columns]