get_pricing() date?

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get_pricing() date?

posted Jan 4, 2017

I'm experimenting with the research notebooks and am currently working with the get_pricing() function. If I do this:

day_pricing = get_pricing("MSFT", start_date='2002-10-15', end_date='2016-12-07')  
print day_pricing

It outputs:
open_price high low close_price \
2002-10-15 00:00:00+00:00 25.633 26.1750 25.3250 26.153
2002-10-16 00:00:00+00:00 25.195 25.6300 25.1400 25.205
2002-10-17 00:00:00+00:00 26.140 26.2500 25.0300 25.385
2002-10-18 00:00:00+00:00 26.300 26.6000 25.5700 26.575

If I loop over the day_pricing with:

for day in day_pricing:  
  print day

It outputs the columns: open_price, high, low, close_price, volume, price. But it doesn't contain the date of the price.

I can loop over the number or rows and output a single price or the volume, but how do I get that date value at a specific row?

Something like: day_pricing['date'][1] = 2002-10-16 00:00:00+00:00

Steve

2 responses

Are you just trying to view the data? Forget prints and loops. Python objects generally know how to display themselves. The prices get returned in a pandas dataframe object which has a nice display rendering. Just type:

day_pricing

The date is the index of the dataframe and not actually one of the columns. In order to reference an index value you need to do something like:

day_pricing.index.values[3]

This would return the 4th index (remember python uses zero based indexing).
See attached notebook.

Perfection. Thank you Dan. That's exactly what I was looking for.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.