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wrds_test.ipynb
{
"cells": [
{
"cell_type": "code",
"execution_count": 2,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"import pandas as pd\n",
"\n",
"# Get data from database\n",
"import sqlalchemy as sa\n",
"import psycopg2 as pg\n",
"from pandas.io.sql import read_sql\n",
"\n",
"from sqlalchemy import create_engine\n",
"engine = create_engine('postgresql://iangow@wrds-pgdata.wharton.upenn.edu:9737/wrds')\n",
"\n",
"sql = \"\"\"\n",
" SELECT *\n",
" FROM crsp.msi\n",
"\"\"\"\n",
"\n",
"df = pd.read_sql(sa.text(sql), engine)"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {
"collapsed": false
},
"outputs": [
{
"data": {
"text/html": [
"<div>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>date</th>\n",
" <th>vwretd</th>\n",
" <th>vwretx</th>\n",
" <th>ewretd</th>\n",
" <th>ewretx</th>\n",
" <th>sprtrn</th>\n",
" <th>spindx</th>\n",
" <th>totval</th>\n",
" <th>totcnt</th>\n",
" <th>usdval</th>\n",
" <th>usdcnt</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>1925-12-31</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>12.46</td>\n",
" <td>2.748749e+07</td>\n",
" <td>503.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>1926-01-30</td>\n",
" <td>0.000561</td>\n",
" <td>-0.001395</td>\n",
" <td>0.023174</td>\n",
" <td>0.021395</td>\n",
" <td>0.022472</td>\n",
" <td>12.74</td>\n",
" <td>2.762424e+07</td>\n",
" <td>506.0</td>\n",
" <td>2.741292e+07</td>\n",
" <td>496.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>1926-02-27</td>\n",
" <td>-0.033046</td>\n",
" <td>-0.036587</td>\n",
" <td>-0.053510</td>\n",
" <td>-0.055547</td>\n",
" <td>-0.043956</td>\n",
" <td>12.18</td>\n",
" <td>2.675206e+07</td>\n",
" <td>514.0</td>\n",
" <td>2.760095e+07</td>\n",
" <td>500.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>1926-03-31</td>\n",
" <td>-0.064002</td>\n",
" <td>-0.070021</td>\n",
" <td>-0.096824</td>\n",
" <td>-0.101404</td>\n",
" <td>-0.059113</td>\n",
" <td>11.46</td>\n",
" <td>2.508317e+07</td>\n",
" <td>519.0</td>\n",
" <td>2.668376e+07</td>\n",
" <td>507.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>1926-04-30</td>\n",
" <td>0.037019</td>\n",
" <td>0.034031</td>\n",
" <td>0.032946</td>\n",
" <td>0.030121</td>\n",
" <td>0.022688</td>\n",
" <td>11.72</td>\n",
" <td>2.588674e+07</td>\n",
" <td>521.0</td>\n",
" <td>2.489976e+07</td>\n",
" <td>512.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5</th>\n",
" <td>1926-05-28</td>\n",
" <td>0.012095</td>\n",
" <td>0.008585</td>\n",
" <td>0.001035</td>\n",
" <td>-0.001752</td>\n",
" <td>0.007679</td>\n",
" <td>11.81</td>\n",
" <td>2.618781e+07</td>\n",
" <td>525.0</td>\n",
" <td>2.574258e+07</td>\n",
" <td>515.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>6</th>\n",
" <td>1926-06-30</td>\n",
" <td>0.053664</td>\n",
" <td>0.046189</td>\n",
" <td>0.050487</td>\n",
" <td>0.044543</td>\n",
" <td>0.043184</td>\n",
" <td>12.32</td>\n",
" <td>2.753718e+07</td>\n",
" <td>526.0</td>\n",
" <td>2.609283e+07</td>\n",
" <td>520.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>7</th>\n",
" <td>1926-07-31</td>\n",
" <td>0.031411</td>\n",
" <td>0.029225</td>\n",
" <td>0.013076</td>\n",
" <td>0.010841</td>\n",
" <td>0.045455</td>\n",
" <td>12.88</td>\n",
" <td>2.800966e+07</td>\n",
" <td>520.0</td>\n",
" <td>2.704892e+07</td>\n",
" <td>509.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>8</th>\n",
" <td>1926-08-31</td>\n",
" <td>0.028647</td>\n",
" <td>0.025358</td>\n",
" <td>0.031002</td>\n",
" <td>0.028997</td>\n",
" <td>0.017081</td>\n",
" <td>13.10</td>\n",
" <td>2.904248e+07</td>\n",
" <td>532.0</td>\n",
" <td>2.792544e+07</td>\n",
" <td>516.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>9</th>\n",
" <td>1926-09-30</td>\n",
" <td>0.005787</td>\n",
" <td>0.000030</td>\n",
" <td>-0.006499</td>\n",
" <td>-0.011239</td>\n",
" <td>0.022901</td>\n",
" <td>13.40</td>\n",
" <td>2.891974e+07</td>\n",
" <td>529.0</td>\n",
" <td>2.888996e+07</td>\n",
" <td>527.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>10</th>\n",
" <td>1926-10-30</td>\n",
" <td>-0.028996</td>\n",
" <td>-0.031069</td>\n",
" <td>-0.034630</td>\n",
" <td>-0.036784</td>\n",
" <td>-0.031343</td>\n",
" <td>12.98</td>\n",
" <td>2.810052e+07</td>\n",
" <td>536.0</td>\n",
" <td>2.876603e+07</td>\n",
" <td>525.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>11</th>\n",
" <td>1926-11-30</td>\n",
" <td>0.028554</td>\n",
" <td>0.022979</td>\n",
" <td>0.024776</td>\n",
" <td>0.022222</td>\n",
" <td>0.022342</td>\n",
" <td>13.27</td>\n",
" <td>2.890072e+07</td>\n",
" <td>535.0</td>\n",
" <td>2.785359e+07</td>\n",
" <td>530.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>12</th>\n",
" <td>1926-12-31</td>\n",
" <td>0.029211</td>\n",
" <td>0.021422</td>\n",
" <td>0.025516</td>\n",
" <td>0.019067</td>\n",
" <td>0.016579</td>\n",
" <td>13.49</td>\n",
" <td>3.027339e+07</td>\n",
" <td>540.0</td>\n",
" <td>2.888633e+07</td>\n",
" <td>533.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>13</th>\n",
" <td>1927-01-31</td>\n",
" <td>0.002416</td>\n",
" <td>0.000053</td>\n",
" <td>0.012556</td>\n",
" <td>0.010122</td>\n",
" <td>-0.020756</td>\n",
" <td>13.21</td>\n",
" <td>3.045788e+07</td>\n",
" <td>544.0</td>\n",
" <td>3.026679e+07</td>\n",
" <td>536.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>14</th>\n",
" <td>1927-02-28</td>\n",
" <td>0.045367</td>\n",
" <td>0.041170</td>\n",
" <td>0.055756</td>\n",
" <td>0.053376</td>\n",
" <td>0.047691</td>\n",
" <td>13.84</td>\n",
" <td>3.195347e+07</td>\n",
" <td>546.0</td>\n",
" <td>3.041592e+07</td>\n",
" <td>537.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15</th>\n",
" <td>1927-03-31</td>\n",
" <td>0.003756</td>\n",
" <td>-0.002242</td>\n",
" <td>-0.019290</td>\n",
" <td>-0.024180</td>\n",
" <td>0.006503</td>\n",
" <td>13.93</td>\n",
" <td>3.191464e+07</td>\n",
" <td>548.0</td>\n",
" <td>3.181995e+07</td>\n",
" <td>541.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>16</th>\n",
" <td>1927-04-30</td>\n",
" <td>0.007225</td>\n",
" <td>0.005134</td>\n",
" <td>0.007494</td>\n",
" <td>0.005305</td>\n",
" <td>0.017229</td>\n",
" <td>14.17</td>\n",
" <td>3.217394e+07</td>\n",
" <td>550.0</td>\n",
" <td>3.179126e+07</td>\n",
" <td>542.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>17</th>\n",
" <td>1927-05-31</td>\n",
" <td>0.057773</td>\n",
" <td>0.053623</td>\n",
" <td>0.062691</td>\n",
" <td>0.059557</td>\n",
" <td>0.052223</td>\n",
" <td>14.91</td>\n",
" <td>3.424574e+07</td>\n",
" <td>555.0</td>\n",
" <td>3.206919e+07</td>\n",
" <td>545.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>18</th>\n",
" <td>1927-06-30</td>\n",
" <td>-0.021087</td>\n",
" <td>-0.027406</td>\n",
" <td>-0.019708</td>\n",
" <td>-0.025178</td>\n",
" <td>-0.009390</td>\n",
" <td>14.77</td>\n",
" <td>3.352610e+07</td>\n",
" <td>564.0</td>\n",
" <td>3.420427e+07</td>\n",
" <td>551.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>19</th>\n",
" <td>1927-07-30</td>\n",
" <td>0.075279</td>\n",
" <td>0.072869</td>\n",
" <td>0.058080</td>\n",
" <td>0.055686</td>\n",
" <td>0.064997</td>\n",
" <td>15.73</td>\n",
" <td>3.580407e+07</td>\n",
" <td>559.0</td>\n",
" <td>3.335695e+07</td>\n",
" <td>554.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20</th>\n",
" <td>1927-08-31</td>\n",
" <td>0.022490</td>\n",
" <td>0.018438</td>\n",
" <td>0.004247</td>\n",
" <td>0.002092</td>\n",
" <td>0.044501</td>\n",
" <td>16.43</td>\n",
" <td>3.664547e+07</td>\n",
" <td>563.0</td>\n",
" <td>3.554162e+07</td>\n",
" <td>551.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>21</th>\n",
" <td>1927-09-30</td>\n",
" <td>0.049924</td>\n",
" <td>0.045003</td>\n",
" <td>0.032308</td>\n",
" <td>0.027563</td>\n",
" <td>0.043214</td>\n",
" <td>17.14</td>\n",
" <td>3.995312e+07</td>\n",
" <td>578.0</td>\n",
" <td>3.656881e+07</td>\n",
" <td>559.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>22</th>\n",
" <td>1927-10-31</td>\n",
" <td>-0.040770</td>\n",
" <td>-0.042594</td>\n",
" <td>-0.038529</td>\n",
" <td>-0.040343</td>\n",
" <td>-0.053092</td>\n",
" <td>16.23</td>\n",
" <td>3.815072e+07</td>\n",
" <td>581.0</td>\n",
" <td>3.970954e+07</td>\n",
" <td>572.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>23</th>\n",
" <td>1927-11-30</td>\n",
" <td>0.068453</td>\n",
" <td>0.063299</td>\n",
" <td>0.097758</td>\n",
" <td>0.095375</td>\n",
" <td>0.067776</td>\n",
" <td>17.33</td>\n",
" <td>4.044744e+07</td>\n",
" <td>583.0</td>\n",
" <td>3.784837e+07</td>\n",
" <td>574.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>24</th>\n",
" <td>1927-12-31</td>\n",
" <td>0.023782</td>\n",
" <td>0.018206</td>\n",
" <td>0.029677</td>\n",
" <td>0.024485</td>\n",
" <td>0.019042</td>\n",
" <td>17.66</td>\n",
" <td>4.180690e+07</td>\n",
" <td>588.0</td>\n",
" <td>4.027283e+07</td>\n",
" <td>579.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>25</th>\n",
" <td>1928-01-31</td>\n",
" <td>-0.003340</td>\n",
" <td>-0.005101</td>\n",
" <td>0.032441</td>\n",
" <td>0.030642</td>\n",
" <td>-0.005096</td>\n",
" <td>17.57</td>\n",
" <td>4.115593e+07</td>\n",
" <td>593.0</td>\n",
" <td>4.089566e+07</td>\n",
" <td>582.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>26</th>\n",
" <td>1928-02-29</td>\n",
" <td>-0.014478</td>\n",
" <td>-0.018119</td>\n",
" <td>-0.022508</td>\n",
" <td>-0.024489</td>\n",
" <td>-0.017644</td>\n",
" <td>17.26</td>\n",
" <td>4.029868e+07</td>\n",
" <td>589.0</td>\n",
" <td>4.078708e+07</td>\n",
" <td>584.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>27</th>\n",
" <td>1928-03-31</td>\n",
" <td>0.090478</td>\n",
" <td>0.085582</td>\n",
" <td>0.071583</td>\n",
" <td>0.067601</td>\n",
" <td>0.108343</td>\n",
" <td>19.13</td>\n",
" <td>4.394602e+07</td>\n",
" <td>587.0</td>\n",
" <td>4.006704e+07</td>\n",
" <td>580.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>28</th>\n",
" <td>1928-04-30</td>\n",
" <td>0.043846</td>\n",
" <td>0.042082</td>\n",
" <td>0.087466</td>\n",
" <td>0.085762</td>\n",
" <td>0.032410</td>\n",
" <td>19.75</td>\n",
" <td>4.576104e+07</td>\n",
" <td>588.0</td>\n",
" <td>4.374336e+07</td>\n",
" <td>580.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>29</th>\n",
" <td>1928-05-31</td>\n",
" <td>0.017690</td>\n",
" <td>0.013950</td>\n",
" <td>0.037591</td>\n",
" <td>0.035411</td>\n",
" <td>0.012658</td>\n",
" <td>20.00</td>\n",
" <td>4.668980e+07</td>\n",
" <td>597.0</td>\n",
" <td>4.570488e+07</td>\n",
" <td>586.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>...</th>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1063</th>\n",
" <td>2014-07-31</td>\n",
" <td>-0.020524</td>\n",
" <td>-0.021819</td>\n",
" <td>-0.035223</td>\n",
" <td>-0.036411</td>\n",
" <td>-0.015080</td>\n",
" <td>1930.67</td>\n",
" <td>2.753876e+10</td>\n",
" <td>6975.0</td>\n",
" <td>2.807227e+10</td>\n",
" <td>6913.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1064</th>\n",
" <td>2014-08-29</td>\n",
" <td>0.040186</td>\n",
" <td>0.038183</td>\n",
" <td>0.033697</td>\n",
" <td>0.032155</td>\n",
" <td>0.037655</td>\n",
" <td>2003.37</td>\n",
" <td>2.858288e+10</td>\n",
" <td>6995.0</td>\n",
" <td>2.751486e+10</td>\n",
" <td>6950.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1065</th>\n",
" <td>2014-09-30</td>\n",
" <td>-0.025129</td>\n",
" <td>-0.026824</td>\n",
" <td>-0.044988</td>\n",
" <td>-0.046891</td>\n",
" <td>-0.015514</td>\n",
" <td>1972.29</td>\n",
" <td>2.784600e+10</td>\n",
" <td>7000.0</td>\n",
" <td>2.856220e+10</td>\n",
" <td>6955.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1066</th>\n",
" <td>2014-10-31</td>\n",
" <td>0.021184</td>\n",
" <td>0.019935</td>\n",
" <td>0.014199</td>\n",
" <td>0.012956</td>\n",
" <td>0.023201</td>\n",
" <td>2018.05</td>\n",
" <td>2.843826e+10</td>\n",
" <td>7028.0</td>\n",
" <td>2.783660e+10</td>\n",
" <td>6958.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1067</th>\n",
" <td>2014-11-28</td>\n",
" <td>0.021150</td>\n",
" <td>0.018985</td>\n",
" <td>-0.002457</td>\n",
" <td>-0.004155</td>\n",
" <td>0.024534</td>\n",
" <td>2067.56</td>\n",
" <td>2.903528e+10</td>\n",
" <td>7051.0</td>\n",
" <td>2.836389e+10</td>\n",
" <td>6991.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1068</th>\n",
" <td>2014-12-31</td>\n",
" <td>-0.003616</td>\n",
" <td>-0.005753</td>\n",
" <td>-0.000190</td>\n",
" <td>-0.003562</td>\n",
" <td>-0.004189</td>\n",
" <td>2058.90</td>\n",
" <td>2.896411e+10</td>\n",
" <td>7046.0</td>\n",
" <td>2.898041e+10</td>\n",
" <td>7004.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1069</th>\n",
" <td>2015-01-30</td>\n",
" <td>-0.027152</td>\n",
" <td>-0.028223</td>\n",
" <td>-0.019073</td>\n",
" <td>-0.020095</td>\n",
" <td>-0.031041</td>\n",
" <td>1994.99</td>\n",
" <td>2.806635e+10</td>\n",
" <td>7035.0</td>\n",
" <td>2.881517e+10</td>\n",
" <td>6999.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1070</th>\n",
" <td>2015-02-27</td>\n",
" <td>0.055948</td>\n",
" <td>0.053611</td>\n",
" <td>0.054123</td>\n",
" <td>0.052497</td>\n",
" <td>0.054893</td>\n",
" <td>2104.50</td>\n",
" <td>2.955395e+10</td>\n",
" <td>7043.0</td>\n",
" <td>2.801316e+10</td>\n",
" <td>7004.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1071</th>\n",
" <td>2015-03-31</td>\n",
" <td>-0.010439</td>\n",
" <td>-0.012255</td>\n",
" <td>-0.005112</td>\n",
" <td>-0.007204</td>\n",
" <td>-0.017396</td>\n",
" <td>2067.89</td>\n",
" <td>2.918475e+10</td>\n",
" <td>7051.0</td>\n",
" <td>2.944908e+10</td>\n",
" <td>7009.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1072</th>\n",
" <td>2015-04-30</td>\n",
" <td>0.008722</td>\n",
" <td>0.007573</td>\n",
" <td>0.015127</td>\n",
" <td>0.013989</td>\n",
" <td>0.008521</td>\n",
" <td>2085.51</td>\n",
" <td>2.941864e+10</td>\n",
" <td>7069.0</td>\n",
" <td>2.914968e+10</td>\n",
" <td>7023.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1073</th>\n",
" <td>2015-05-29</td>\n",
" <td>0.010326</td>\n",
" <td>0.008167</td>\n",
" <td>0.003962</td>\n",
" <td>0.002313</td>\n",
" <td>0.010491</td>\n",
" <td>2107.39</td>\n",
" <td>2.962311e+10</td>\n",
" <td>7095.0</td>\n",
" <td>2.936268e+10</td>\n",
" <td>7048.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1074</th>\n",
" <td>2015-06-30</td>\n",
" <td>-0.019259</td>\n",
" <td>-0.021200</td>\n",
" <td>-0.013473</td>\n",
" <td>-0.015969</td>\n",
" <td>-0.021012</td>\n",
" <td>2063.11</td>\n",
" <td>2.901789e+10</td>\n",
" <td>7141.0</td>\n",
" <td>2.957342e+10</td>\n",
" <td>7070.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1075</th>\n",
" <td>2015-07-31</td>\n",
" <td>0.012096</td>\n",
" <td>0.010882</td>\n",
" <td>-0.027144</td>\n",
" <td>-0.028387</td>\n",
" <td>0.019742</td>\n",
" <td>2103.84</td>\n",
" <td>2.935526e+10</td>\n",
" <td>7196.0</td>\n",
" <td>2.887033e+10</td>\n",
" <td>7107.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1076</th>\n",
" <td>2015-08-31</td>\n",
" <td>-0.059995</td>\n",
" <td>-0.062061</td>\n",
" <td>-0.047288</td>\n",
" <td>-0.049301</td>\n",
" <td>-0.062581</td>\n",
" <td>1972.18</td>\n",
" <td>2.748426e+10</td>\n",
" <td>7199.0</td>\n",
" <td>2.930088e+10</td>\n",
" <td>7153.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1077</th>\n",
" <td>2015-09-30</td>\n",
" <td>-0.033738</td>\n",
" <td>-0.035673</td>\n",
" <td>-0.049915</td>\n",
" <td>-0.052211</td>\n",
" <td>-0.026443</td>\n",
" <td>1920.03</td>\n",
" <td>2.648548e+10</td>\n",
" <td>7203.0</td>\n",
" <td>2.746539e+10</td>\n",
" <td>7162.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1078</th>\n",
" <td>2015-10-30</td>\n",
" <td>0.073961</td>\n",
" <td>0.072565</td>\n",
" <td>0.052866</td>\n",
" <td>0.051506</td>\n",
" <td>0.082983</td>\n",
" <td>2079.36</td>\n",
" <td>2.837569e+10</td>\n",
" <td>7201.0</td>\n",
" <td>2.644971e+10</td>\n",
" <td>7153.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1079</th>\n",
" <td>2015-11-30</td>\n",
" <td>0.002442</td>\n",
" <td>0.000176</td>\n",
" <td>0.007331</td>\n",
" <td>0.005434</td>\n",
" <td>0.000505</td>\n",
" <td>2080.41</td>\n",
" <td>2.835379e+10</td>\n",
" <td>7223.0</td>\n",
" <td>2.834361e+10</td>\n",
" <td>7176.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1080</th>\n",
" <td>2015-12-31</td>\n",
" <td>-0.022258</td>\n",
" <td>-0.024499</td>\n",
" <td>-0.035883</td>\n",
" <td>-0.039457</td>\n",
" <td>-0.017530</td>\n",
" <td>2043.94</td>\n",
" <td>2.765983e+10</td>\n",
" <td>7208.0</td>\n",
" <td>2.826926e+10</td>\n",
" <td>7177.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1081</th>\n",
" <td>2016-01-29</td>\n",
" <td>-0.057036</td>\n",
" <td>-0.058205</td>\n",
" <td>-0.074942</td>\n",
" <td>-0.076166</td>\n",
" <td>-0.050735</td>\n",
" <td>1940.24</td>\n",
" <td>2.600840e+10</td>\n",
" <td>7175.0</td>\n",
" <td>2.759783e+10</td>\n",
" <td>7167.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1082</th>\n",
" <td>2016-02-29</td>\n",
" <td>0.000682</td>\n",
" <td>-0.001739</td>\n",
" <td>0.005557</td>\n",
" <td>0.003629</td>\n",
" <td>-0.004128</td>\n",
" <td>1932.23</td>\n",
" <td>2.580752e+10</td>\n",
" <td>7151.0</td>\n",
" <td>2.589540e+10</td>\n",
" <td>7135.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1083</th>\n",
" <td>2016-03-31</td>\n",
" <td>0.070459</td>\n",
" <td>0.068088</td>\n",
" <td>0.078180</td>\n",
" <td>0.075537</td>\n",
" <td>0.065991</td>\n",
" <td>2059.74</td>\n",
" <td>2.753357e+10</td>\n",
" <td>7136.0</td>\n",
" <td>2.576294e+10</td>\n",
" <td>7108.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1084</th>\n",
" <td>2016-04-29</td>\n",
" <td>0.011798</td>\n",
" <td>0.010563</td>\n",
" <td>0.039826</td>\n",
" <td>0.038590</td>\n",
" <td>0.002699</td>\n",
" <td>2065.30</td>\n",
" <td>2.781648e+10</td>\n",
" <td>7128.0</td>\n",
" <td>2.748189e+10</td>\n",
" <td>7088.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1085</th>\n",
" <td>2016-05-31</td>\n",
" <td>0.014290</td>\n",
" <td>0.011880</td>\n",
" <td>-0.000614</td>\n",
" <td>-0.002399</td>\n",
" <td>0.015329</td>\n",
" <td>2096.96</td>\n",
" <td>2.806207e+10</td>\n",
" <td>7110.0</td>\n",
" <td>2.770303e+10</td>\n",
" <td>7078.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1086</th>\n",
" <td>2016-06-30</td>\n",
" <td>0.003130</td>\n",
" <td>0.001056</td>\n",
" <td>0.005837</td>\n",
" <td>0.003029</td>\n",
" <td>0.000906</td>\n",
" <td>2098.86</td>\n",
" <td>2.810626e+10</td>\n",
" <td>7122.0</td>\n",
" <td>2.800590e+10</td>\n",
" <td>7078.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1087</th>\n",
" <td>2016-07-29</td>\n",
" <td>0.038740</td>\n",
" <td>0.037492</td>\n",
" <td>0.049862</td>\n",
" <td>0.048735</td>\n",
" <td>0.035610</td>\n",
" <td>2173.60</td>\n",
" <td>2.917581e+10</td>\n",
" <td>7118.0</td>\n",
" <td>2.805884e+10</td>\n",
" <td>7076.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1088</th>\n",
" <td>2016-08-31</td>\n",
" <td>0.002788</td>\n",
" <td>0.000452</td>\n",
" <td>0.013066</td>\n",
" <td>0.011289</td>\n",
" <td>-0.001219</td>\n",
" <td>2170.95</td>\n",
" <td>2.919152e+10</td>\n",
" <td>7078.0</td>\n",
" <td>2.914952e+10</td>\n",
" <td>7055.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1089</th>\n",
" <td>2016-09-30</td>\n",
" <td>0.003016</td>\n",
" <td>0.001239</td>\n",
" <td>0.015370</td>\n",
" <td>0.013389</td>\n",
" <td>-0.001234</td>\n",
" <td>2168.27</td>\n",
" <td>2.917606e+10</td>\n",
" <td>7077.0</td>\n",
" <td>2.904358e+10</td>\n",
" <td>7022.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1090</th>\n",
" <td>2016-10-31</td>\n",
" <td>-0.021589</td>\n",
" <td>-0.022834</td>\n",
" <td>-0.039935</td>\n",
" <td>-0.041018</td>\n",
" <td>-0.019426</td>\n",
" <td>2126.15</td>\n",
" <td>2.853507e+10</td>\n",
" <td>7087.0</td>\n",
" <td>2.914444e+10</td>\n",
" <td>7042.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1091</th>\n",
" <td>2016-11-30</td>\n",
" <td>0.040416</td>\n",
" <td>0.037971</td>\n",
" <td>0.050503</td>\n",
" <td>0.048689</td>\n",
" <td>0.034174</td>\n",
" <td>2198.81</td>\n",
" <td>2.963882e+10</td>\n",
" <td>7078.0</td>\n",
" <td>2.850242e+10</td>\n",
" <td>7044.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1092</th>\n",
" <td>2016-12-30</td>\n",
" <td>0.018779</td>\n",
" <td>0.016637</td>\n",
" <td>0.015913</td>\n",
" <td>0.012444</td>\n",
" <td>0.018201</td>\n",
" <td>2238.83</td>\n",
" <td>3.015491e+10</td>\n",
" <td>7056.0</td>\n",
" <td>2.958315e+10</td>\n",
" <td>7027.0</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"<p>1093 rows × 11 columns</p>\n",
"</div>"
],
"text/plain": [
" date vwretd vwretx ewretd ewretx sprtrn spindx \\\n",
"0 1925-12-31 NaN NaN NaN NaN NaN 12.46 \n",
"1 1926-01-30 0.000561 -0.001395 0.023174 0.021395 0.022472 12.74 \n",
"2 1926-02-27 -0.033046 -0.036587 -0.053510 -0.055547 -0.043956 12.18 \n",
"3 1926-03-31 -0.064002 -0.070021 -0.096824 -0.101404 -0.059113 11.46 \n",
"4 1926-04-30 0.037019 0.034031 0.032946 0.030121 0.022688 11.72 \n",
"5 1926-05-28 0.012095 0.008585 0.001035 -0.001752 0.007679 11.81 \n",
"6 1926-06-30 0.053664 0.046189 0.050487 0.044543 0.043184 12.32 \n",
"7 1926-07-31 0.031411 0.029225 0.013076 0.010841 0.045455 12.88 \n",
"8 1926-08-31 0.028647 0.025358 0.031002 0.028997 0.017081 13.10 \n",
"9 1926-09-30 0.005787 0.000030 -0.006499 -0.011239 0.022901 13.40 \n",
"10 1926-10-30 -0.028996 -0.031069 -0.034630 -0.036784 -0.031343 12.98 \n",
"11 1926-11-30 0.028554 0.022979 0.024776 0.022222 0.022342 13.27 \n",
"12 1926-12-31 0.029211 0.021422 0.025516 0.019067 0.016579 13.49 \n",
"13 1927-01-31 0.002416 0.000053 0.012556 0.010122 -0.020756 13.21 \n",
"14 1927-02-28 0.045367 0.041170 0.055756 0.053376 0.047691 13.84 \n",
"15 1927-03-31 0.003756 -0.002242 -0.019290 -0.024180 0.006503 13.93 \n",
"16 1927-04-30 0.007225 0.005134 0.007494 0.005305 0.017229 14.17 \n",
"17 1927-05-31 0.057773 0.053623 0.062691 0.059557 0.052223 14.91 \n",
"18 1927-06-30 -0.021087 -0.027406 -0.019708 -0.025178 -0.009390 14.77 \n",
"19 1927-07-30 0.075279 0.072869 0.058080 0.055686 0.064997 15.73 \n",
"20 1927-08-31 0.022490 0.018438 0.004247 0.002092 0.044501 16.43 \n",
"21 1927-09-30 0.049924 0.045003 0.032308 0.027563 0.043214 17.14 \n",
"22 1927-10-31 -0.040770 -0.042594 -0.038529 -0.040343 -0.053092 16.23 \n",
"23 1927-11-30 0.068453 0.063299 0.097758 0.095375 0.067776 17.33 \n",
"24 1927-12-31 0.023782 0.018206 0.029677 0.024485 0.019042 17.66 \n",
"25 1928-01-31 -0.003340 -0.005101 0.032441 0.030642 -0.005096 17.57 \n",
"26 1928-02-29 -0.014478 -0.018119 -0.022508 -0.024489 -0.017644 17.26 \n",
"27 1928-03-31 0.090478 0.085582 0.071583 0.067601 0.108343 19.13 \n",
"28 1928-04-30 0.043846 0.042082 0.087466 0.085762 0.032410 19.75 \n",
"29 1928-05-31 0.017690 0.013950 0.037591 0.035411 0.012658 20.00 \n",
"... ... ... ... ... ... ... ... \n",
"1063 2014-07-31 -0.020524 -0.021819 -0.035223 -0.036411 -0.015080 1930.67 \n",
"1064 2014-08-29 0.040186 0.038183 0.033697 0.032155 0.037655 2003.37 \n",
"1065 2014-09-30 -0.025129 -0.026824 -0.044988 -0.046891 -0.015514 1972.29 \n",
"1066 2014-10-31 0.021184 0.019935 0.014199 0.012956 0.023201 2018.05 \n",
"1067 2014-11-28 0.021150 0.018985 -0.002457 -0.004155 0.024534 2067.56 \n",
"1068 2014-12-31 -0.003616 -0.005753 -0.000190 -0.003562 -0.004189 2058.90 \n",
"1069 2015-01-30 -0.027152 -0.028223 -0.019073 -0.020095 -0.031041 1994.99 \n",
"1070 2015-02-27 0.055948 0.053611 0.054123 0.052497 0.054893 2104.50 \n",
"1071 2015-03-31 -0.010439 -0.012255 -0.005112 -0.007204 -0.017396 2067.89 \n",
"1072 2015-04-30 0.008722 0.007573 0.015127 0.013989 0.008521 2085.51 \n",
"1073 2015-05-29 0.010326 0.008167 0.003962 0.002313 0.010491 2107.39 \n",
"1074 2015-06-30 -0.019259 -0.021200 -0.013473 -0.015969 -0.021012 2063.11 \n",
"1075 2015-07-31 0.012096 0.010882 -0.027144 -0.028387 0.019742 2103.84 \n",
"1076 2015-08-31 -0.059995 -0.062061 -0.047288 -0.049301 -0.062581 1972.18 \n",
"1077 2015-09-30 -0.033738 -0.035673 -0.049915 -0.052211 -0.026443 1920.03 \n",
"1078 2015-10-30 0.073961 0.072565 0.052866 0.051506 0.082983 2079.36 \n",
"1079 2015-11-30 0.002442 0.000176 0.007331 0.005434 0.000505 2080.41 \n",
"1080 2015-12-31 -0.022258 -0.024499 -0.035883 -0.039457 -0.017530 2043.94 \n",
"1081 2016-01-29 -0.057036 -0.058205 -0.074942 -0.076166 -0.050735 1940.24 \n",
"1082 2016-02-29 0.000682 -0.001739 0.005557 0.003629 -0.004128 1932.23 \n",
"1083 2016-03-31 0.070459 0.068088 0.078180 0.075537 0.065991 2059.74 \n",
"1084 2016-04-29 0.011798 0.010563 0.039826 0.038590 0.002699 2065.30 \n",
"1085 2016-05-31 0.014290 0.011880 -0.000614 -0.002399 0.015329 2096.96 \n",
"1086 2016-06-30 0.003130 0.001056 0.005837 0.003029 0.000906 2098.86 \n",
"1087 2016-07-29 0.038740 0.037492 0.049862 0.048735 0.035610 2173.60 \n",
"1088 2016-08-31 0.002788 0.000452 0.013066 0.011289 -0.001219 2170.95 \n",
"1089 2016-09-30 0.003016 0.001239 0.015370 0.013389 -0.001234 2168.27 \n",
"1090 2016-10-31 -0.021589 -0.022834 -0.039935 -0.041018 -0.019426 2126.15 \n",
"1091 2016-11-30 0.040416 0.037971 0.050503 0.048689 0.034174 2198.81 \n",
"1092 2016-12-30 0.018779 0.016637 0.015913 0.012444 0.018201 2238.83 \n",
"\n",
" totval totcnt usdval usdcnt \n",
"0 2.748749e+07 503.0 NaN NaN \n",
"1 2.762424e+07 506.0 2.741292e+07 496.0 \n",
"2 2.675206e+07 514.0 2.760095e+07 500.0 \n",
"3 2.508317e+07 519.0 2.668376e+07 507.0 \n",
"4 2.588674e+07 521.0 2.489976e+07 512.0 \n",
"5 2.618781e+07 525.0 2.574258e+07 515.0 \n",
"6 2.753718e+07 526.0 2.609283e+07 520.0 \n",
"7 2.800966e+07 520.0 2.704892e+07 509.0 \n",
"8 2.904248e+07 532.0 2.792544e+07 516.0 \n",
"9 2.891974e+07 529.0 2.888996e+07 527.0 \n",
"10 2.810052e+07 536.0 2.876603e+07 525.0 \n",
"11 2.890072e+07 535.0 2.785359e+07 530.0 \n",
"12 3.027339e+07 540.0 2.888633e+07 533.0 \n",
"13 3.045788e+07 544.0 3.026679e+07 536.0 \n",
"14 3.195347e+07 546.0 3.041592e+07 537.0 \n",
"15 3.191464e+07 548.0 3.181995e+07 541.0 \n",
"16 3.217394e+07 550.0 3.179126e+07 542.0 \n",
"17 3.424574e+07 555.0 3.206919e+07 545.0 \n",
"18 3.352610e+07 564.0 3.420427e+07 551.0 \n",
"19 3.580407e+07 559.0 3.335695e+07 554.0 \n",
"20 3.664547e+07 563.0 3.554162e+07 551.0 \n",
"21 3.995312e+07 578.0 3.656881e+07 559.0 \n",
"22 3.815072e+07 581.0 3.970954e+07 572.0 \n",
"23 4.044744e+07 583.0 3.784837e+07 574.0 \n",
"24 4.180690e+07 588.0 4.027283e+07 579.0 \n",
"25 4.115593e+07 593.0 4.089566e+07 582.0 \n",
"26 4.029868e+07 589.0 4.078708e+07 584.0 \n",
"27 4.394602e+07 587.0 4.006704e+07 580.0 \n",
"28 4.576104e+07 588.0 4.374336e+07 580.0 \n",
"29 4.668980e+07 597.0 4.570488e+07 586.0 \n",
"... ... ... ... ... \n",
"1063 2.753876e+10 6975.0 2.807227e+10 6913.0 \n",
"1064 2.858288e+10 6995.0 2.751486e+10 6950.0 \n",
"1065 2.784600e+10 7000.0 2.856220e+10 6955.0 \n",
"1066 2.843826e+10 7028.0 2.783660e+10 6958.0 \n",
"1067 2.903528e+10 7051.0 2.836389e+10 6991.0 \n",
"1068 2.896411e+10 7046.0 2.898041e+10 7004.0 \n",
"1069 2.806635e+10 7035.0 2.881517e+10 6999.0 \n",
"1070 2.955395e+10 7043.0 2.801316e+10 7004.0 \n",
"1071 2.918475e+10 7051.0 2.944908e+10 7009.0 \n",
"1072 2.941864e+10 7069.0 2.914968e+10 7023.0 \n",
"1073 2.962311e+10 7095.0 2.936268e+10 7048.0 \n",
"1074 2.901789e+10 7141.0 2.957342e+10 7070.0 \n",
"1075 2.935526e+10 7196.0 2.887033e+10 7107.0 \n",
"1076 2.748426e+10 7199.0 2.930088e+10 7153.0 \n",
"1077 2.648548e+10 7203.0 2.746539e+10 7162.0 \n",
"1078 2.837569e+10 7201.0 2.644971e+10 7153.0 \n",
"1079 2.835379e+10 7223.0 2.834361e+10 7176.0 \n",
"1080 2.765983e+10 7208.0 2.826926e+10 7177.0 \n",
"1081 2.600840e+10 7175.0 2.759783e+10 7167.0 \n",
"1082 2.580752e+10 7151.0 2.589540e+10 7135.0 \n",
"1083 2.753357e+10 7136.0 2.576294e+10 7108.0 \n",
"1084 2.781648e+10 7128.0 2.748189e+10 7088.0 \n",
"1085 2.806207e+10 7110.0 2.770303e+10 7078.0 \n",
"1086 2.810626e+10 7122.0 2.800590e+10 7078.0 \n",
"1087 2.917581e+10 7118.0 2.805884e+10 7076.0 \n",
"1088 2.919152e+10 7078.0 2.914952e+10 7055.0 \n",
"1089 2.917606e+10 7077.0 2.904358e+10 7022.0 \n",
"1090 2.853507e+10 7087.0 2.914444e+10 7042.0 \n",
"1091 2.963882e+10 7078.0 2.850242e+10 7044.0 \n",
"1092 3.015491e+10 7056.0 2.958315e+10 7027.0 \n",
"\n",
"[1093 rows x 11 columns]"
]
},
"execution_count": 3,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df"
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {
"collapsed": false
},
"outputs": [
{
"data": {
"text/plain": [
"date object\n",
"vwretd float64\n",
"vwretx float64\n",
"ewretd float64\n",
"ewretx float64\n",
"sprtrn float64\n",
"spindx float64\n",
"totval float64\n",
"totcnt float64\n",
"usdval float64\n",
"usdcnt float64\n",
"dtype: object"
]
},
"execution_count": 4,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.dtypes"
]
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {
"collapsed": false
},
"outputs": [
{
"data": {
"text/plain": [
"datetime.date(1925, 12, 31)"
]
},
"execution_count": 5,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.date[0]"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"outputs": [],
"source": []
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.5.3"
}
},
"nbformat": 4,
"nbformat_minor": 2
}
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