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  1. {
  2. "cells": [
  3. {
  4. "cell_type": "code",
  5. "execution_count": 2,
  6. "metadata": {
  7. "collapsed": false
  8. },
  9. "outputs": [],
  10. "source": [
  11. "import pandas as pd\n",
  12. "\n",
  13. "# Get data from database\n",
  14. "import sqlalchemy as sa\n",
  15. "import psycopg2 as pg\n",
  16. "from pandas.io.sql import read_sql\n",
  17. "\n",
  18. "from sqlalchemy import create_engine\n",
  19. "engine = create_engine('postgresql://iangow@wrds-pgdata.wharton.upenn.edu:9737/wrds')\n",
  20. "\n",
  21. "sql = \"\"\"\n",
  22. " SELECT *\n",
  23. " FROM crsp.msi\n",
  24. "\"\"\"\n",
  25. "\n",
  26. "df = pd.read_sql(sa.text(sql), engine)"
  27. ]
  28. },
  29. {
  30. "cell_type": "code",
  31. "execution_count": 3,
  32. "metadata": {
  33. "collapsed": false
  34. },
  35. "outputs": [
  36. {
  37. "data": {
  38. "text/html": [
  39. "<div>\n",
  40. "<table border=\"1\" class=\"dataframe\">\n",
  41. " <thead>\n",
  42. " <tr style=\"text-align: right;\">\n",
  43. " <th></th>\n",
  44. " <th>date</th>\n",
  45. " <th>vwretd</th>\n",
  46. " <th>vwretx</th>\n",
  47. " <th>ewretd</th>\n",
  48. " <th>ewretx</th>\n",
  49. " <th>sprtrn</th>\n",
  50. " <th>spindx</th>\n",
  51. " <th>totval</th>\n",
  52. " <th>totcnt</th>\n",
  53. " <th>usdval</th>\n",
  54. " <th>usdcnt</th>\n",
  55. " </tr>\n",
  56. " </thead>\n",
  57. " <tbody>\n",
  58. " <tr>\n",
  59. " <th>0</th>\n",
  60. " <td>1925-12-31</td>\n",
  61. " <td>NaN</td>\n",
  62. " <td>NaN</td>\n",
  63. " <td>NaN</td>\n",
  64. " <td>NaN</td>\n",
  65. " <td>NaN</td>\n",
  66. " <td>12.46</td>\n",
  67. " <td>2.748749e+07</td>\n",
  68. " <td>503.0</td>\n",
  69. " <td>NaN</td>\n",
  70. " <td>NaN</td>\n",
  71. " </tr>\n",
  72. " <tr>\n",
  73. " <th>1</th>\n",
  74. " <td>1926-01-30</td>\n",
  75. " <td>0.000561</td>\n",
  76. " <td>-0.001395</td>\n",
  77. " <td>0.023174</td>\n",
  78. " <td>0.021395</td>\n",
  79. " <td>0.022472</td>\n",
  80. " <td>12.74</td>\n",
  81. " <td>2.762424e+07</td>\n",
  82. " <td>506.0</td>\n",
  83. " <td>2.741292e+07</td>\n",
  84. " <td>496.0</td>\n",
  85. " </tr>\n",
  86. " <tr>\n",
  87. " <th>2</th>\n",
  88. " <td>1926-02-27</td>\n",
  89. " <td>-0.033046</td>\n",
  90. " <td>-0.036587</td>\n",
  91. " <td>-0.053510</td>\n",
  92. " <td>-0.055547</td>\n",
  93. " <td>-0.043956</td>\n",
  94. " <td>12.18</td>\n",
  95. " <td>2.675206e+07</td>\n",
  96. " <td>514.0</td>\n",
  97. " <td>2.760095e+07</td>\n",
  98. " <td>500.0</td>\n",
  99. " </tr>\n",
  100. " <tr>\n",
  101. " <th>3</th>\n",
  102. " <td>1926-03-31</td>\n",
  103. " <td>-0.064002</td>\n",
  104. " <td>-0.070021</td>\n",
  105. " <td>-0.096824</td>\n",
  106. " <td>-0.101404</td>\n",
  107. " <td>-0.059113</td>\n",
  108. " <td>11.46</td>\n",
  109. " <td>2.508317e+07</td>\n",
  110. " <td>519.0</td>\n",
  111. " <td>2.668376e+07</td>\n",
  112. " <td>507.0</td>\n",
  113. " </tr>\n",
  114. " <tr>\n",
  115. " <th>4</th>\n",
  116. " <td>1926-04-30</td>\n",
  117. " <td>0.037019</td>\n",
  118. " <td>0.034031</td>\n",
  119. " <td>0.032946</td>\n",
  120. " <td>0.030121</td>\n",
  121. " <td>0.022688</td>\n",
  122. " <td>11.72</td>\n",
  123. " <td>2.588674e+07</td>\n",
  124. " <td>521.0</td>\n",
  125. " <td>2.489976e+07</td>\n",
  126. " <td>512.0</td>\n",
  127. " </tr>\n",
  128. " <tr>\n",
  129. " <th>5</th>\n",
  130. " <td>1926-05-28</td>\n",
  131. " <td>0.012095</td>\n",
  132. " <td>0.008585</td>\n",
  133. " <td>0.001035</td>\n",
  134. " <td>-0.001752</td>\n",
  135. " <td>0.007679</td>\n",
  136. " <td>11.81</td>\n",
  137. " <td>2.618781e+07</td>\n",
  138. " <td>525.0</td>\n",
  139. " <td>2.574258e+07</td>\n",
  140. " <td>515.0</td>\n",
  141. " </tr>\n",
  142. " <tr>\n",
  143. " <th>6</th>\n",
  144. " <td>1926-06-30</td>\n",
  145. " <td>0.053664</td>\n",
  146. " <td>0.046189</td>\n",
  147. " <td>0.050487</td>\n",
  148. " <td>0.044543</td>\n",
  149. " <td>0.043184</td>\n",
  150. " <td>12.32</td>\n",
  151. " <td>2.753718e+07</td>\n",
  152. " <td>526.0</td>\n",
  153. " <td>2.609283e+07</td>\n",
  154. " <td>520.0</td>\n",
  155. " </tr>\n",
  156. " <tr>\n",
  157. " <th>7</th>\n",
  158. " <td>1926-07-31</td>\n",
  159. " <td>0.031411</td>\n",
  160. " <td>0.029225</td>\n",
  161. " <td>0.013076</td>\n",
  162. " <td>0.010841</td>\n",
  163. " <td>0.045455</td>\n",
  164. " <td>12.88</td>\n",
  165. " <td>2.800966e+07</td>\n",
  166. " <td>520.0</td>\n",
  167. " <td>2.704892e+07</td>\n",
  168. " <td>509.0</td>\n",
  169. " </tr>\n",
  170. " <tr>\n",
  171. " <th>8</th>\n",
  172. " <td>1926-08-31</td>\n",
  173. " <td>0.028647</td>\n",
  174. " <td>0.025358</td>\n",
  175. " <td>0.031002</td>\n",
  176. " <td>0.028997</td>\n",
  177. " <td>0.017081</td>\n",
  178. " <td>13.10</td>\n",
  179. " <td>2.904248e+07</td>\n",
  180. " <td>532.0</td>\n",
  181. " <td>2.792544e+07</td>\n",
  182. " <td>516.0</td>\n",
  183. " </tr>\n",
  184. " <tr>\n",
  185. " <th>9</th>\n",
  186. " <td>1926-09-30</td>\n",
  187. " <td>0.005787</td>\n",
  188. " <td>0.000030</td>\n",
  189. " <td>-0.006499</td>\n",
  190. " <td>-0.011239</td>\n",
  191. " <td>0.022901</td>\n",
  192. " <td>13.40</td>\n",
  193. " <td>2.891974e+07</td>\n",
  194. " <td>529.0</td>\n",
  195. " <td>2.888996e+07</td>\n",
  196. " <td>527.0</td>\n",
  197. " </tr>\n",
  198. " <tr>\n",
  199. " <th>10</th>\n",
  200. " <td>1926-10-30</td>\n",
  201. " <td>-0.028996</td>\n",
  202. " <td>-0.031069</td>\n",
  203. " <td>-0.034630</td>\n",
  204. " <td>-0.036784</td>\n",
  205. " <td>-0.031343</td>\n",
  206. " <td>12.98</td>\n",
  207. " <td>2.810052e+07</td>\n",
  208. " <td>536.0</td>\n",
  209. " <td>2.876603e+07</td>\n",
  210. " <td>525.0</td>\n",
  211. " </tr>\n",
  212. " <tr>\n",
  213. " <th>11</th>\n",
  214. " <td>1926-11-30</td>\n",
  215. " <td>0.028554</td>\n",
  216. " <td>0.022979</td>\n",
  217. " <td>0.024776</td>\n",
  218. " <td>0.022222</td>\n",
  219. " <td>0.022342</td>\n",
  220. " <td>13.27</td>\n",
  221. " <td>2.890072e+07</td>\n",
  222. " <td>535.0</td>\n",
  223. " <td>2.785359e+07</td>\n",
  224. " <td>530.0</td>\n",
  225. " </tr>\n",
  226. " <tr>\n",
  227. " <th>12</th>\n",
  228. " <td>1926-12-31</td>\n",
  229. " <td>0.029211</td>\n",
  230. " <td>0.021422</td>\n",
  231. " <td>0.025516</td>\n",
  232. " <td>0.019067</td>\n",
  233. " <td>0.016579</td>\n",
  234. " <td>13.49</td>\n",
  235. " <td>3.027339e+07</td>\n",
  236. " <td>540.0</td>\n",
  237. " <td>2.888633e+07</td>\n",
  238. " <td>533.0</td>\n",
  239. " </tr>\n",
  240. " <tr>\n",
  241. " <th>13</th>\n",
  242. " <td>1927-01-31</td>\n",
  243. " <td>0.002416</td>\n",
  244. " <td>0.000053</td>\n",
  245. " <td>0.012556</td>\n",
  246. " <td>0.010122</td>\n",
  247. " <td>-0.020756</td>\n",
  248. " <td>13.21</td>\n",
  249. " <td>3.045788e+07</td>\n",
  250. " <td>544.0</td>\n",
  251. " <td>3.026679e+07</td>\n",
  252. " <td>536.0</td>\n",
  253. " </tr>\n",
  254. " <tr>\n",
  255. " <th>14</th>\n",
  256. " <td>1927-02-28</td>\n",
  257. " <td>0.045367</td>\n",
  258. " <td>0.041170</td>\n",
  259. " <td>0.055756</td>\n",
  260. " <td>0.053376</td>\n",
  261. " <td>0.047691</td>\n",
  262. " <td>13.84</td>\n",
  263. " <td>3.195347e+07</td>\n",
  264. " <td>546.0</td>\n",
  265. " <td>3.041592e+07</td>\n",
  266. " <td>537.0</td>\n",
  267. " </tr>\n",
  268. " <tr>\n",
  269. " <th>15</th>\n",
  270. " <td>1927-03-31</td>\n",
  271. " <td>0.003756</td>\n",
  272. " <td>-0.002242</td>\n",
  273. " <td>-0.019290</td>\n",
  274. " <td>-0.024180</td>\n",
  275. " <td>0.006503</td>\n",
  276. " <td>13.93</td>\n",
  277. " <td>3.191464e+07</td>\n",
  278. " <td>548.0</td>\n",
  279. " <td>3.181995e+07</td>\n",
  280. " <td>541.0</td>\n",
  281. " </tr>\n",
  282. " <tr>\n",
  283. " <th>16</th>\n",
  284. " <td>1927-04-30</td>\n",
  285. " <td>0.007225</td>\n",
  286. " <td>0.005134</td>\n",
  287. " <td>0.007494</td>\n",
  288. " <td>0.005305</td>\n",
  289. " <td>0.017229</td>\n",
  290. " <td>14.17</td>\n",
  291. " <td>3.217394e+07</td>\n",
  292. " <td>550.0</td>\n",
  293. " <td>3.179126e+07</td>\n",
  294. " <td>542.0</td>\n",
  295. " </tr>\n",
  296. " <tr>\n",
  297. " <th>17</th>\n",
  298. " <td>1927-05-31</td>\n",
  299. " <td>0.057773</td>\n",
  300. " <td>0.053623</td>\n",
  301. " <td>0.062691</td>\n",
  302. " <td>0.059557</td>\n",
  303. " <td>0.052223</td>\n",
  304. " <td>14.91</td>\n",
  305. " <td>3.424574e+07</td>\n",
  306. " <td>555.0</td>\n",
  307. " <td>3.206919e+07</td>\n",
  308. " <td>545.0</td>\n",
  309. " </tr>\n",
  310. " <tr>\n",
  311. " <th>18</th>\n",
  312. " <td>1927-06-30</td>\n",
  313. " <td>-0.021087</td>\n",
  314. " <td>-0.027406</td>\n",
  315. " <td>-0.019708</td>\n",
  316. " <td>-0.025178</td>\n",
  317. " <td>-0.009390</td>\n",
  318. " <td>14.77</td>\n",
  319. " <td>3.352610e+07</td>\n",
  320. " <td>564.0</td>\n",
  321. " <td>3.420427e+07</td>\n",
  322. " <td>551.0</td>\n",
  323. " </tr>\n",
  324. " <tr>\n",
  325. " <th>19</th>\n",
  326. " <td>1927-07-30</td>\n",
  327. " <td>0.075279</td>\n",
  328. " <td>0.072869</td>\n",
  329. " <td>0.058080</td>\n",
  330. " <td>0.055686</td>\n",
  331. " <td>0.064997</td>\n",
  332. " <td>15.73</td>\n",
  333. " <td>3.580407e+07</td>\n",
  334. " <td>559.0</td>\n",
  335. " <td>3.335695e+07</td>\n",
  336. " <td>554.0</td>\n",
  337. " </tr>\n",
  338. " <tr>\n",
  339. " <th>20</th>\n",
  340. " <td>1927-08-31</td>\n",
  341. " <td>0.022490</td>\n",
  342. " <td>0.018438</td>\n",
  343. " <td>0.004247</td>\n",
  344. " <td>0.002092</td>\n",
  345. " <td>0.044501</td>\n",
  346. " <td>16.43</td>\n",
  347. " <td>3.664547e+07</td>\n",
  348. " <td>563.0</td>\n",
  349. " <td>3.554162e+07</td>\n",
  350. " <td>551.0</td>\n",
  351. " </tr>\n",
  352. " <tr>\n",
  353. " <th>21</th>\n",
  354. " <td>1927-09-30</td>\n",
  355. " <td>0.049924</td>\n",
  356. " <td>0.045003</td>\n",
  357. " <td>0.032308</td>\n",
  358. " <td>0.027563</td>\n",
  359. " <td>0.043214</td>\n",
  360. " <td>17.14</td>\n",
  361. " <td>3.995312e+07</td>\n",
  362. " <td>578.0</td>\n",
  363. " <td>3.656881e+07</td>\n",
  364. " <td>559.0</td>\n",
  365. " </tr>\n",
  366. " <tr>\n",
  367. " <th>22</th>\n",
  368. " <td>1927-10-31</td>\n",
  369. " <td>-0.040770</td>\n",
  370. " <td>-0.042594</td>\n",
  371. " <td>-0.038529</td>\n",
  372. " <td>-0.040343</td>\n",
  373. " <td>-0.053092</td>\n",
  374. " <td>16.23</td>\n",
  375. " <td>3.815072e+07</td>\n",
  376. " <td>581.0</td>\n",
  377. " <td>3.970954e+07</td>\n",
  378. " <td>572.0</td>\n",
  379. " </tr>\n",
  380. " <tr>\n",
  381. " <th>23</th>\n",
  382. " <td>1927-11-30</td>\n",
  383. " <td>0.068453</td>\n",
  384. " <td>0.063299</td>\n",
  385. " <td>0.097758</td>\n",
  386. " <td>0.095375</td>\n",
  387. " <td>0.067776</td>\n",
  388. " <td>17.33</td>\n",
  389. " <td>4.044744e+07</td>\n",
  390. " <td>583.0</td>\n",
  391. " <td>3.784837e+07</td>\n",
  392. " <td>574.0</td>\n",
  393. " </tr>\n",
  394. " <tr>\n",
  395. " <th>24</th>\n",
  396. " <td>1927-12-31</td>\n",
  397. " <td>0.023782</td>\n",
  398. " <td>0.018206</td>\n",
  399. " <td>0.029677</td>\n",
  400. " <td>0.024485</td>\n",
  401. " <td>0.019042</td>\n",
  402. " <td>17.66</td>\n",
  403. " <td>4.180690e+07</td>\n",
  404. " <td>588.0</td>\n",
  405. " <td>4.027283e+07</td>\n",
  406. " <td>579.0</td>\n",
  407. " </tr>\n",
  408. " <tr>\n",
  409. " <th>25</th>\n",
  410. " <td>1928-01-31</td>\n",
  411. " <td>-0.003340</td>\n",
  412. " <td>-0.005101</td>\n",
  413. " <td>0.032441</td>\n",
  414. " <td>0.030642</td>\n",
  415. " <td>-0.005096</td>\n",
  416. " <td>17.57</td>\n",
  417. " <td>4.115593e+07</td>\n",
  418. " <td>593.0</td>\n",
  419. " <td>4.089566e+07</td>\n",
  420. " <td>582.0</td>\n",
  421. " </tr>\n",
  422. " <tr>\n",
  423. " <th>26</th>\n",
  424. " <td>1928-02-29</td>\n",
  425. " <td>-0.014478</td>\n",
  426. " <td>-0.018119</td>\n",
  427. " <td>-0.022508</td>\n",
  428. " <td>-0.024489</td>\n",
  429. " <td>-0.017644</td>\n",
  430. " <td>17.26</td>\n",
  431. " <td>4.029868e+07</td>\n",
  432. " <td>589.0</td>\n",
  433. " <td>4.078708e+07</td>\n",
  434. " <td>584.0</td>\n",
  435. " </tr>\n",
  436. " <tr>\n",
  437. " <th>27</th>\n",
  438. " <td>1928-03-31</td>\n",
  439. " <td>0.090478</td>\n",
  440. " <td>0.085582</td>\n",
  441. " <td>0.071583</td>\n",
  442. " <td>0.067601</td>\n",
  443. " <td>0.108343</td>\n",
  444. " <td>19.13</td>\n",
  445. " <td>4.394602e+07</td>\n",
  446. " <td>587.0</td>\n",
  447. " <td>4.006704e+07</td>\n",
  448. " <td>580.0</td>\n",
  449. " </tr>\n",
  450. " <tr>\n",
  451. " <th>28</th>\n",
  452. " <td>1928-04-30</td>\n",
  453. " <td>0.043846</td>\n",
  454. " <td>0.042082</td>\n",
  455. " <td>0.087466</td>\n",
  456. " <td>0.085762</td>\n",
  457. " <td>0.032410</td>\n",
  458. " <td>19.75</td>\n",
  459. " <td>4.576104e+07</td>\n",
  460. " <td>588.0</td>\n",
  461. " <td>4.374336e+07</td>\n",
  462. " <td>580.0</td>\n",
  463. " </tr>\n",
  464. " <tr>\n",
  465. " <th>29</th>\n",
  466. " <td>1928-05-31</td>\n",
  467. " <td>0.017690</td>\n",
  468. " <td>0.013950</td>\n",
  469. " <td>0.037591</td>\n",
  470. " <td>0.035411</td>\n",
  471. " <td>0.012658</td>\n",
  472. " <td>20.00</td>\n",
  473. " <td>4.668980e+07</td>\n",
  474. " <td>597.0</td>\n",
  475. " <td>4.570488e+07</td>\n",
  476. " <td>586.0</td>\n",
  477. " </tr>\n",
  478. " <tr>\n",
  479. " <th>...</th>\n",
  480. " <td>...</td>\n",
  481. " <td>...</td>\n",
  482. " <td>...</td>\n",
  483. " <td>...</td>\n",
  484. " <td>...</td>\n",
  485. " <td>...</td>\n",
  486. " <td>...</td>\n",
  487. " <td>...</td>\n",
  488. " <td>...</td>\n",
  489. " <td>...</td>\n",
  490. " <td>...</td>\n",
  491. " </tr>\n",
  492. " <tr>\n",
  493. " <th>1063</th>\n",
  494. " <td>2014-07-31</td>\n",
  495. " <td>-0.020524</td>\n",
  496. " <td>-0.021819</td>\n",
  497. " <td>-0.035223</td>\n",
  498. " <td>-0.036411</td>\n",
  499. " <td>-0.015080</td>\n",
  500. " <td>1930.67</td>\n",
  501. " <td>2.753876e+10</td>\n",
  502. " <td>6975.0</td>\n",
  503. " <td>2.807227e+10</td>\n",
  504. " <td>6913.0</td>\n",
  505. " </tr>\n",
  506. " <tr>\n",
  507. " <th>1064</th>\n",
  508. " <td>2014-08-29</td>\n",
  509. " <td>0.040186</td>\n",
  510. " <td>0.038183</td>\n",
  511. " <td>0.033697</td>\n",
  512. " <td>0.032155</td>\n",
  513. " <td>0.037655</td>\n",
  514. " <td>2003.37</td>\n",
  515. " <td>2.858288e+10</td>\n",
  516. " <td>6995.0</td>\n",
  517. " <td>2.751486e+10</td>\n",
  518. " <td>6950.0</td>\n",
  519. " </tr>\n",
  520. " <tr>\n",
  521. " <th>1065</th>\n",
  522. " <td>2014-09-30</td>\n",
  523. " <td>-0.025129</td>\n",
  524. " <td>-0.026824</td>\n",
  525. " <td>-0.044988</td>\n",
  526. " <td>-0.046891</td>\n",
  527. " <td>-0.015514</td>\n",
  528. " <td>1972.29</td>\n",
  529. " <td>2.784600e+10</td>\n",
  530. " <td>7000.0</td>\n",
  531. " <td>2.856220e+10</td>\n",
  532. " <td>6955.0</td>\n",
  533. " </tr>\n",
  534. " <tr>\n",
  535. " <th>1066</th>\n",
  536. " <td>2014-10-31</td>\n",
  537. " <td>0.021184</td>\n",
  538. " <td>0.019935</td>\n",
  539. " <td>0.014199</td>\n",
  540. " <td>0.012956</td>\n",
  541. " <td>0.023201</td>\n",
  542. " <td>2018.05</td>\n",
  543. " <td>2.843826e+10</td>\n",
  544. " <td>7028.0</td>\n",
  545. " <td>2.783660e+10</td>\n",
  546. " <td>6958.0</td>\n",
  547. " </tr>\n",
  548. " <tr>\n",
  549. " <th>1067</th>\n",
  550. " <td>2014-11-28</td>\n",
  551. " <td>0.021150</td>\n",
  552. " <td>0.018985</td>\n",
  553. " <td>-0.002457</td>\n",
  554. " <td>-0.004155</td>\n",
  555. " <td>0.024534</td>\n",
  556. " <td>2067.56</td>\n",
  557. " <td>2.903528e+10</td>\n",
  558. " <td>7051.0</td>\n",
  559. " <td>2.836389e+10</td>\n",
  560. " <td>6991.0</td>\n",
  561. " </tr>\n",
  562. " <tr>\n",
  563. " <th>1068</th>\n",
  564. " <td>2014-12-31</td>\n",
  565. " <td>-0.003616</td>\n",
  566. " <td>-0.005753</td>\n",
  567. " <td>-0.000190</td>\n",
  568. " <td>-0.003562</td>\n",
  569. " <td>-0.004189</td>\n",
  570. " <td>2058.90</td>\n",
  571. " <td>2.896411e+10</td>\n",
  572. " <td>7046.0</td>\n",
  573. " <td>2.898041e+10</td>\n",
  574. " <td>7004.0</td>\n",
  575. " </tr>\n",
  576. " <tr>\n",
  577. " <th>1069</th>\n",
  578. " <td>2015-01-30</td>\n",
  579. " <td>-0.027152</td>\n",
  580. " <td>-0.028223</td>\n",
  581. " <td>-0.019073</td>\n",
  582. " <td>-0.020095</td>\n",
  583. " <td>-0.031041</td>\n",
  584. " <td>1994.99</td>\n",
  585. " <td>2.806635e+10</td>\n",
  586. " <td>7035.0</td>\n",
  587. " <td>2.881517e+10</td>\n",
  588. " <td>6999.0</td>\n",
  589. " </tr>\n",
  590. " <tr>\n",
  591. " <th>1070</th>\n",
  592. " <td>2015-02-27</td>\n",
  593. " <td>0.055948</td>\n",
  594. " <td>0.053611</td>\n",
  595. " <td>0.054123</td>\n",
  596. " <td>0.052497</td>\n",
  597. " <td>0.054893</td>\n",
  598. " <td>2104.50</td>\n",
  599. " <td>2.955395e+10</td>\n",
  600. " <td>7043.0</td>\n",
  601. " <td>2.801316e+10</td>\n",
  602. " <td>7004.0</td>\n",
  603. " </tr>\n",
  604. " <tr>\n",
  605. " <th>1071</th>\n",
  606. " <td>2015-03-31</td>\n",
  607. " <td>-0.010439</td>\n",
  608. " <td>-0.012255</td>\n",
  609. " <td>-0.005112</td>\n",
  610. " <td>-0.007204</td>\n",
  611. " <td>-0.017396</td>\n",
  612. " <td>2067.89</td>\n",
  613. " <td>2.918475e+10</td>\n",
  614. " <td>7051.0</td>\n",
  615. " <td>2.944908e+10</td>\n",
  616. " <td>7009.0</td>\n",
  617. " </tr>\n",
  618. " <tr>\n",
  619. " <th>1072</th>\n",
  620. " <td>2015-04-30</td>\n",
  621. " <td>0.008722</td>\n",
  622. " <td>0.007573</td>\n",
  623. " <td>0.015127</td>\n",
  624. " <td>0.013989</td>\n",
  625. " <td>0.008521</td>\n",
  626. " <td>2085.51</td>\n",
  627. " <td>2.941864e+10</td>\n",
  628. " <td>7069.0</td>\n",
  629. " <td>2.914968e+10</td>\n",
  630. " <td>7023.0</td>\n",
  631. " </tr>\n",
  632. " <tr>\n",
  633. " <th>1073</th>\n",
  634. " <td>2015-05-29</td>\n",
  635. " <td>0.010326</td>\n",
  636. " <td>0.008167</td>\n",
  637. " <td>0.003962</td>\n",
  638. " <td>0.002313</td>\n",
  639. " <td>0.010491</td>\n",
  640. " <td>2107.39</td>\n",
  641. " <td>2.962311e+10</td>\n",
  642. " <td>7095.0</td>\n",
  643. " <td>2.936268e+10</td>\n",
  644. " <td>7048.0</td>\n",
  645. " </tr>\n",
  646. " <tr>\n",
  647. " <th>1074</th>\n",
  648. " <td>2015-06-30</td>\n",
  649. " <td>-0.019259</td>\n",
  650. " <td>-0.021200</td>\n",
  651. " <td>-0.013473</td>\n",
  652. " <td>-0.015969</td>\n",
  653. " <td>-0.021012</td>\n",
  654. " <td>2063.11</td>\n",
  655. " <td>2.901789e+10</td>\n",
  656. " <td>7141.0</td>\n",
  657. " <td>2.957342e+10</td>\n",
  658. " <td>7070.0</td>\n",
  659. " </tr>\n",
  660. " <tr>\n",
  661. " <th>1075</th>\n",
  662. " <td>2015-07-31</td>\n",
  663. " <td>0.012096</td>\n",
  664. " <td>0.010882</td>\n",
  665. " <td>-0.027144</td>\n",
  666. " <td>-0.028387</td>\n",
  667. " <td>0.019742</td>\n",
  668. " <td>2103.84</td>\n",
  669. " <td>2.935526e+10</td>\n",
  670. " <td>7196.0</td>\n",
  671. " <td>2.887033e+10</td>\n",
  672. " <td>7107.0</td>\n",
  673. " </tr>\n",
  674. " <tr>\n",
  675. " <th>1076</th>\n",
  676. " <td>2015-08-31</td>\n",
  677. " <td>-0.059995</td>\n",
  678. " <td>-0.062061</td>\n",
  679. " <td>-0.047288</td>\n",
  680. " <td>-0.049301</td>\n",
  681. " <td>-0.062581</td>\n",
  682. " <td>1972.18</td>\n",
  683. " <td>2.748426e+10</td>\n",
  684. " <td>7199.0</td>\n",
  685. " <td>2.930088e+10</td>\n",
  686. " <td>7153.0</td>\n",
  687. " </tr>\n",
  688. " <tr>\n",
  689. " <th>1077</th>\n",
  690. " <td>2015-09-30</td>\n",
  691. " <td>-0.033738</td>\n",
  692. " <td>-0.035673</td>\n",
  693. " <td>-0.049915</td>\n",
  694. " <td>-0.052211</td>\n",
  695. " <td>-0.026443</td>\n",
  696. " <td>1920.03</td>\n",
  697. " <td>2.648548e+10</td>\n",
  698. " <td>7203.0</td>\n",
  699. " <td>2.746539e+10</td>\n",
  700. " <td>7162.0</td>\n",
  701. " </tr>\n",
  702. " <tr>\n",
  703. " <th>1078</th>\n",
  704. " <td>2015-10-30</td>\n",
  705. " <td>0.073961</td>\n",
  706. " <td>0.072565</td>\n",
  707. " <td>0.052866</td>\n",
  708. " <td>0.051506</td>\n",
  709. " <td>0.082983</td>\n",
  710. " <td>2079.36</td>\n",
  711. " <td>2.837569e+10</td>\n",
  712. " <td>7201.0</td>\n",
  713. " <td>2.644971e+10</td>\n",
  714. " <td>7153.0</td>\n",
  715. " </tr>\n",
  716. " <tr>\n",
  717. " <th>1079</th>\n",
  718. " <td>2015-11-30</td>\n",
  719. " <td>0.002442</td>\n",
  720. " <td>0.000176</td>\n",
  721. " <td>0.007331</td>\n",
  722. " <td>0.005434</td>\n",
  723. " <td>0.000505</td>\n",
  724. " <td>2080.41</td>\n",
  725. " <td>2.835379e+10</td>\n",
  726. " <td>7223.0</td>\n",
  727. " <td>2.834361e+10</td>\n",
  728. " <td>7176.0</td>\n",
  729. " </tr>\n",
  730. " <tr>\n",
  731. " <th>1080</th>\n",
  732. " <td>2015-12-31</td>\n",
  733. " <td>-0.022258</td>\n",
  734. " <td>-0.024499</td>\n",
  735. " <td>-0.035883</td>\n",
  736. " <td>-0.039457</td>\n",
  737. " <td>-0.017530</td>\n",
  738. " <td>2043.94</td>\n",
  739. " <td>2.765983e+10</td>\n",
  740. " <td>7208.0</td>\n",
  741. " <td>2.826926e+10</td>\n",
  742. " <td>7177.0</td>\n",
  743. " </tr>\n",
  744. " <tr>\n",
  745. " <th>1081</th>\n",
  746. " <td>2016-01-29</td>\n",
  747. " <td>-0.057036</td>\n",
  748. " <td>-0.058205</td>\n",
  749. " <td>-0.074942</td>\n",
  750. " <td>-0.076166</td>\n",
  751. " <td>-0.050735</td>\n",
  752. " <td>1940.24</td>\n",
  753. " <td>2.600840e+10</td>\n",
  754. " <td>7175.0</td>\n",
  755. " <td>2.759783e+10</td>\n",
  756. " <td>7167.0</td>\n",
  757. " </tr>\n",
  758. " <tr>\n",
  759. " <th>1082</th>\n",
  760. " <td>2016-02-29</td>\n",
  761. " <td>0.000682</td>\n",
  762. " <td>-0.001739</td>\n",
  763. " <td>0.005557</td>\n",
  764. " <td>0.003629</td>\n",
  765. " <td>-0.004128</td>\n",
  766. " <td>1932.23</td>\n",
  767. " <td>2.580752e+10</td>\n",
  768. " <td>7151.0</td>\n",
  769. " <td>2.589540e+10</td>\n",
  770. " <td>7135.0</td>\n",
  771. " </tr>\n",
  772. " <tr>\n",
  773. " <th>1083</th>\n",
  774. " <td>2016-03-31</td>\n",
  775. " <td>0.070459</td>\n",
  776. " <td>0.068088</td>\n",
  777. " <td>0.078180</td>\n",
  778. " <td>0.075537</td>\n",
  779. " <td>0.065991</td>\n",
  780. " <td>2059.74</td>\n",
  781. " <td>2.753357e+10</td>\n",
  782. " <td>7136.0</td>\n",
  783. " <td>2.576294e+10</td>\n",
  784. " <td>7108.0</td>\n",
  785. " </tr>\n",
  786. " <tr>\n",
  787. " <th>1084</th>\n",
  788. " <td>2016-04-29</td>\n",
  789. " <td>0.011798</td>\n",
  790. " <td>0.010563</td>\n",
  791. " <td>0.039826</td>\n",
  792. " <td>0.038590</td>\n",
  793. " <td>0.002699</td>\n",
  794. " <td>2065.30</td>\n",
  795. " <td>2.781648e+10</td>\n",
  796. " <td>7128.0</td>\n",
  797. " <td>2.748189e+10</td>\n",
  798. " <td>7088.0</td>\n",
  799. " </tr>\n",
  800. " <tr>\n",
  801. " <th>1085</th>\n",
  802. " <td>2016-05-31</td>\n",
  803. " <td>0.014290</td>\n",
  804. " <td>0.011880</td>\n",
  805. " <td>-0.000614</td>\n",
  806. " <td>-0.002399</td>\n",
  807. " <td>0.015329</td>\n",
  808. " <td>2096.96</td>\n",
  809. " <td>2.806207e+10</td>\n",
  810. " <td>7110.0</td>\n",
  811. " <td>2.770303e+10</td>\n",
  812. " <td>7078.0</td>\n",
  813. " </tr>\n",
  814. " <tr>\n",
  815. " <th>1086</th>\n",
  816. " <td>2016-06-30</td>\n",
  817. " <td>0.003130</td>\n",
  818. " <td>0.001056</td>\n",
  819. " <td>0.005837</td>\n",
  820. " <td>0.003029</td>\n",
  821. " <td>0.000906</td>\n",
  822. " <td>2098.86</td>\n",
  823. " <td>2.810626e+10</td>\n",
  824. " <td>7122.0</td>\n",
  825. " <td>2.800590e+10</td>\n",
  826. " <td>7078.0</td>\n",
  827. " </tr>\n",
  828. " <tr>\n",
  829. " <th>1087</th>\n",
  830. " <td>2016-07-29</td>\n",
  831. " <td>0.038740</td>\n",
  832. " <td>0.037492</td>\n",
  833. " <td>0.049862</td>\n",
  834. " <td>0.048735</td>\n",
  835. " <td>0.035610</td>\n",
  836. " <td>2173.60</td>\n",
  837. " <td>2.917581e+10</td>\n",
  838. " <td>7118.0</td>\n",
  839. " <td>2.805884e+10</td>\n",
  840. " <td>7076.0</td>\n",
  841. " </tr>\n",
  842. " <tr>\n",
  843. " <th>1088</th>\n",
  844. " <td>2016-08-31</td>\n",
  845. " <td>0.002788</td>\n",
  846. " <td>0.000452</td>\n",
  847. " <td>0.013066</td>\n",
  848. " <td>0.011289</td>\n",
  849. " <td>-0.001219</td>\n",
  850. " <td>2170.95</td>\n",
  851. " <td>2.919152e+10</td>\n",
  852. " <td>7078.0</td>\n",
  853. " <td>2.914952e+10</td>\n",
  854. " <td>7055.0</td>\n",
  855. " </tr>\n",
  856. " <tr>\n",
  857. " <th>1089</th>\n",
  858. " <td>2016-09-30</td>\n",
  859. " <td>0.003016</td>\n",
  860. " <td>0.001239</td>\n",
  861. " <td>0.015370</td>\n",
  862. " <td>0.013389</td>\n",
  863. " <td>-0.001234</td>\n",
  864. " <td>2168.27</td>\n",
  865. " <td>2.917606e+10</td>\n",
  866. " <td>7077.0</td>\n",
  867. " <td>2.904358e+10</td>\n",
  868. " <td>7022.0</td>\n",
  869. " </tr>\n",
  870. " <tr>\n",
  871. " <th>1090</th>\n",
  872. " <td>2016-10-31</td>\n",
  873. " <td>-0.021589</td>\n",
  874. " <td>-0.022834</td>\n",
  875. " <td>-0.039935</td>\n",
  876. " <td>-0.041018</td>\n",
  877. " <td>-0.019426</td>\n",
  878. " <td>2126.15</td>\n",
  879. " <td>2.853507e+10</td>\n",
  880. " <td>7087.0</td>\n",
  881. " <td>2.914444e+10</td>\n",
  882. " <td>7042.0</td>\n",
  883. " </tr>\n",
  884. " <tr>\n",
  885. " <th>1091</th>\n",
  886. " <td>2016-11-30</td>\n",
  887. " <td>0.040416</td>\n",
  888. " <td>0.037971</td>\n",
  889. " <td>0.050503</td>\n",
  890. " <td>0.048689</td>\n",
  891. " <td>0.034174</td>\n",
  892. " <td>2198.81</td>\n",
  893. " <td>2.963882e+10</td>\n",
  894. " <td>7078.0</td>\n",
  895. " <td>2.850242e+10</td>\n",
  896. " <td>7044.0</td>\n",
  897. " </tr>\n",
  898. " <tr>\n",
  899. " <th>1092</th>\n",
  900. " <td>2016-12-30</td>\n",
  901. " <td>0.018779</td>\n",
  902. " <td>0.016637</td>\n",
  903. " <td>0.015913</td>\n",
  904. " <td>0.012444</td>\n",
  905. " <td>0.018201</td>\n",
  906. " <td>2238.83</td>\n",
  907. " <td>3.015491e+10</td>\n",
  908. " <td>7056.0</td>\n",
  909. " <td>2.958315e+10</td>\n",
  910. " <td>7027.0</td>\n",
  911. " </tr>\n",
  912. " </tbody>\n",
  913. "</table>\n",
  914. "<p>1093 rows × 11 columns</p>\n",
  915. "</div>"
  916. ],
  917. "text/plain": [
  918. " date vwretd vwretx ewretd ewretx sprtrn spindx \\\n",
  919. "0 1925-12-31 NaN NaN NaN NaN NaN 12.46 \n",
  920. "1 1926-01-30 0.000561 -0.001395 0.023174 0.021395 0.022472 12.74 \n",
  921. "2 1926-02-27 -0.033046 -0.036587 -0.053510 -0.055547 -0.043956 12.18 \n",
  922. "3 1926-03-31 -0.064002 -0.070021 -0.096824 -0.101404 -0.059113 11.46 \n",
  923. "4 1926-04-30 0.037019 0.034031 0.032946 0.030121 0.022688 11.72 \n",
  924. "5 1926-05-28 0.012095 0.008585 0.001035 -0.001752 0.007679 11.81 \n",
  925. "6 1926-06-30 0.053664 0.046189 0.050487 0.044543 0.043184 12.32 \n",
  926. "7 1926-07-31 0.031411 0.029225 0.013076 0.010841 0.045455 12.88 \n",
  927. "8 1926-08-31 0.028647 0.025358 0.031002 0.028997 0.017081 13.10 \n",
  928. "9 1926-09-30 0.005787 0.000030 -0.006499 -0.011239 0.022901 13.40 \n",
  929. "10 1926-10-30 -0.028996 -0.031069 -0.034630 -0.036784 -0.031343 12.98 \n",
  930. "11 1926-11-30 0.028554 0.022979 0.024776 0.022222 0.022342 13.27 \n",
  931. "12 1926-12-31 0.029211 0.021422 0.025516 0.019067 0.016579 13.49 \n",
  932. "13 1927-01-31 0.002416 0.000053 0.012556 0.010122 -0.020756 13.21 \n",
  933. "14 1927-02-28 0.045367 0.041170 0.055756 0.053376 0.047691 13.84 \n",
  934. "15 1927-03-31 0.003756 -0.002242 -0.019290 -0.024180 0.006503 13.93 \n",
  935. "16 1927-04-30 0.007225 0.005134 0.007494 0.005305 0.017229 14.17 \n",
  936. "17 1927-05-31 0.057773 0.053623 0.062691 0.059557 0.052223 14.91 \n",
  937. "18 1927-06-30 -0.021087 -0.027406 -0.019708 -0.025178 -0.009390 14.77 \n",
  938. "19 1927-07-30 0.075279 0.072869 0.058080 0.055686 0.064997 15.73 \n",
  939. "20 1927-08-31 0.022490 0.018438 0.004247 0.002092 0.044501 16.43 \n",
  940. "21 1927-09-30 0.049924 0.045003 0.032308 0.027563 0.043214 17.14 \n",
  941. "22 1927-10-31 -0.040770 -0.042594 -0.038529 -0.040343 -0.053092 16.23 \n",
  942. "23 1927-11-30 0.068453 0.063299 0.097758 0.095375 0.067776 17.33 \n",
  943. "24 1927-12-31 0.023782 0.018206 0.029677 0.024485 0.019042 17.66 \n",
  944. "25 1928-01-31 -0.003340 -0.005101 0.032441 0.030642 -0.005096 17.57 \n",
  945. "26 1928-02-29 -0.014478 -0.018119 -0.022508 -0.024489 -0.017644 17.26 \n",
  946. "27 1928-03-31 0.090478 0.085582 0.071583 0.067601 0.108343 19.13 \n",
  947. "28 1928-04-30 0.043846 0.042082 0.087466 0.085762 0.032410 19.75 \n",
  948. "29 1928-05-31 0.017690 0.013950 0.037591 0.035411 0.012658 20.00 \n",
  949. "... ... ... ... ... ... ... ... \n",
  950. "1063 2014-07-31 -0.020524 -0.021819 -0.035223 -0.036411 -0.015080 1930.67 \n",
  951. "1064 2014-08-29 0.040186 0.038183 0.033697 0.032155 0.037655 2003.37 \n",
  952. "1065 2014-09-30 -0.025129 -0.026824 -0.044988 -0.046891 -0.015514 1972.29 \n",
  953. "1066 2014-10-31 0.021184 0.019935 0.014199 0.012956 0.023201 2018.05 \n",
  954. "1067 2014-11-28 0.021150 0.018985 -0.002457 -0.004155 0.024534 2067.56 \n",
  955. "1068 2014-12-31 -0.003616 -0.005753 -0.000190 -0.003562 -0.004189 2058.90 \n",
  956. "1069 2015-01-30 -0.027152 -0.028223 -0.019073 -0.020095 -0.031041 1994.99 \n",
  957. "1070 2015-02-27 0.055948 0.053611 0.054123 0.052497 0.054893 2104.50 \n",
  958. "1071 2015-03-31 -0.010439 -0.012255 -0.005112 -0.007204 -0.017396 2067.89 \n",
  959. "1072 2015-04-30 0.008722 0.007573 0.015127 0.013989 0.008521 2085.51 \n",
  960. "1073 2015-05-29 0.010326 0.008167 0.003962 0.002313 0.010491 2107.39 \n",
  961. "1074 2015-06-30 -0.019259 -0.021200 -0.013473 -0.015969 -0.021012 2063.11 \n",
  962. "1075 2015-07-31 0.012096 0.010882 -0.027144 -0.028387 0.019742 2103.84 \n",
  963. "1076 2015-08-31 -0.059995 -0.062061 -0.047288 -0.049301 -0.062581 1972.18 \n",
  964. "1077 2015-09-30 -0.033738 -0.035673 -0.049915 -0.052211 -0.026443 1920.03 \n",
  965. "1078 2015-10-30 0.073961 0.072565 0.052866 0.051506 0.082983 2079.36 \n",
  966. "1079 2015-11-30 0.002442 0.000176 0.007331 0.005434 0.000505 2080.41 \n",
  967. "1080 2015-12-31 -0.022258 -0.024499 -0.035883 -0.039457 -0.017530 2043.94 \n",
  968. "1081 2016-01-29 -0.057036 -0.058205 -0.074942 -0.076166 -0.050735 1940.24 \n",
  969. "1082 2016-02-29 0.000682 -0.001739 0.005557 0.003629 -0.004128 1932.23 \n",
  970. "1083 2016-03-31 0.070459 0.068088 0.078180 0.075537 0.065991 2059.74 \n",
  971. "1084 2016-04-29 0.011798 0.010563 0.039826 0.038590 0.002699 2065.30 \n",
  972. "1085 2016-05-31 0.014290 0.011880 -0.000614 -0.002399 0.015329 2096.96 \n",
  973. "1086 2016-06-30 0.003130 0.001056 0.005837 0.003029 0.000906 2098.86 \n",
  974. "1087 2016-07-29 0.038740 0.037492 0.049862 0.048735 0.035610 2173.60 \n",
  975. "1088 2016-08-31 0.002788 0.000452 0.013066 0.011289 -0.001219 2170.95 \n",
  976. "1089 2016-09-30 0.003016 0.001239 0.015370 0.013389 -0.001234 2168.27 \n",
  977. "1090 2016-10-31 -0.021589 -0.022834 -0.039935 -0.041018 -0.019426 2126.15 \n",
  978. "1091 2016-11-30 0.040416 0.037971 0.050503 0.048689 0.034174 2198.81 \n",
  979. "1092 2016-12-30 0.018779 0.016637 0.015913 0.012444 0.018201 2238.83 \n",
  980. "\n",
  981. " totval totcnt usdval usdcnt \n",
  982. "0 2.748749e+07 503.0 NaN NaN \n",
  983. "1 2.762424e+07 506.0 2.741292e+07 496.0 \n",
  984. "2 2.675206e+07 514.0 2.760095e+07 500.0 \n",
  985. "3 2.508317e+07 519.0 2.668376e+07 507.0 \n",
  986. "4 2.588674e+07 521.0 2.489976e+07 512.0 \n",
  987. "5 2.618781e+07 525.0 2.574258e+07 515.0 \n",
  988. "6 2.753718e+07 526.0 2.609283e+07 520.0 \n",
  989. "7 2.800966e+07 520.0 2.704892e+07 509.0 \n",
  990. "8 2.904248e+07 532.0 2.792544e+07 516.0 \n",
  991. "9 2.891974e+07 529.0 2.888996e+07 527.0 \n",
  992. "10 2.810052e+07 536.0 2.876603e+07 525.0 \n",
  993. "11 2.890072e+07 535.0 2.785359e+07 530.0 \n",
  994. "12 3.027339e+07 540.0 2.888633e+07 533.0 \n",
  995. "13 3.045788e+07 544.0 3.026679e+07 536.0 \n",
  996. "14 3.195347e+07 546.0 3.041592e+07 537.0 \n",
  997. "15 3.191464e+07 548.0 3.181995e+07 541.0 \n",
  998. "16 3.217394e+07 550.0 3.179126e+07 542.0 \n",
  999. "17 3.424574e+07 555.0 3.206919e+07 545.0 \n",
  1000. "18 3.352610e+07 564.0 3.420427e+07 551.0 \n",
  1001. "19 3.580407e+07 559.0 3.335695e+07 554.0 \n",
  1002. "20 3.664547e+07 563.0 3.554162e+07 551.0 \n",
  1003. "21 3.995312e+07 578.0 3.656881e+07 559.0 \n",
  1004. "22 3.815072e+07 581.0 3.970954e+07 572.0 \n",
  1005. "23 4.044744e+07 583.0 3.784837e+07 574.0 \n",
  1006. "24 4.180690e+07 588.0 4.027283e+07 579.0 \n",
  1007. "25 4.115593e+07 593.0 4.089566e+07 582.0 \n",
  1008. "26 4.029868e+07 589.0 4.078708e+07 584.0 \n",
  1009. "27 4.394602e+07 587.0 4.006704e+07 580.0 \n",
  1010. "28 4.576104e+07 588.0 4.374336e+07 580.0 \n",
  1011. "29 4.668980e+07 597.0 4.570488e+07 586.0 \n",
  1012. "... ... ... ... ... \n",
  1013. "1063 2.753876e+10 6975.0 2.807227e+10 6913.0 \n",
  1014. "1064 2.858288e+10 6995.0 2.751486e+10 6950.0 \n",
  1015. "1065 2.784600e+10 7000.0 2.856220e+10 6955.0 \n",
  1016. "1066 2.843826e+10 7028.0 2.783660e+10 6958.0 \n",
  1017. "1067 2.903528e+10 7051.0 2.836389e+10 6991.0 \n",
  1018. "1068 2.896411e+10 7046.0 2.898041e+10 7004.0 \n",
  1019. "1069 2.806635e+10 7035.0 2.881517e+10 6999.0 \n",
  1020. "1070 2.955395e+10 7043.0 2.801316e+10 7004.0 \n",
  1021. "1071 2.918475e+10 7051.0 2.944908e+10 7009.0 \n",
  1022. "1072 2.941864e+10 7069.0 2.914968e+10 7023.0 \n",
  1023. "1073 2.962311e+10 7095.0 2.936268e+10 7048.0 \n",
  1024. "1074 2.901789e+10 7141.0 2.957342e+10 7070.0 \n",
  1025. "1075 2.935526e+10 7196.0 2.887033e+10 7107.0 \n",
  1026. "1076 2.748426e+10 7199.0 2.930088e+10 7153.0 \n",
  1027. "1077 2.648548e+10 7203.0 2.746539e+10 7162.0 \n",
  1028. "1078 2.837569e+10 7201.0 2.644971e+10 7153.0 \n",
  1029. "1079 2.835379e+10 7223.0 2.834361e+10 7176.0 \n",
  1030. "1080 2.765983e+10 7208.0 2.826926e+10 7177.0 \n",
  1031. "1081 2.600840e+10 7175.0 2.759783e+10 7167.0 \n",
  1032. "1082 2.580752e+10 7151.0 2.589540e+10 7135.0 \n",
  1033. "1083 2.753357e+10 7136.0 2.576294e+10 7108.0 \n",
  1034. "1084 2.781648e+10 7128.0 2.748189e+10 7088.0 \n",
  1035. "1085 2.806207e+10 7110.0 2.770303e+10 7078.0 \n",
  1036. "1086 2.810626e+10 7122.0 2.800590e+10 7078.0 \n",
  1037. "1087 2.917581e+10 7118.0 2.805884e+10 7076.0 \n",
  1038. "1088 2.919152e+10 7078.0 2.914952e+10 7055.0 \n",
  1039. "1089 2.917606e+10 7077.0 2.904358e+10 7022.0 \n",
  1040. "1090 2.853507e+10 7087.0 2.914444e+10 7042.0 \n",
  1041. "1091 2.963882e+10 7078.0 2.850242e+10 7044.0 \n",
  1042. "1092 3.015491e+10 7056.0 2.958315e+10 7027.0 \n",
  1043. "\n",
  1044. "[1093 rows x 11 columns]"
  1045. ]
  1046. },
  1047. "execution_count": 3,
  1048. "metadata": {},
  1049. "output_type": "execute_result"
  1050. }
  1051. ],
  1052. "source": [
  1053. "df"
  1054. ]
  1055. },
  1056. {
  1057. "cell_type": "code",
  1058. "execution_count": 4,
  1059. "metadata": {
  1060. "collapsed": false
  1061. },
  1062. "outputs": [
  1063. {
  1064. "data": {
  1065. "text/plain": [
  1066. "date object\n",
  1067. "vwretd float64\n",
  1068. "vwretx float64\n",
  1069. "ewretd float64\n",
  1070. "ewretx float64\n",
  1071. "sprtrn float64\n",
  1072. "spindx float64\n",
  1073. "totval float64\n",
  1074. "totcnt float64\n",
  1075. "usdval float64\n",
  1076. "usdcnt float64\n",
  1077. "dtype: object"
  1078. ]
  1079. },
  1080. "execution_count": 4,
  1081. "metadata": {},
  1082. "output_type": "execute_result"
  1083. }
  1084. ],
  1085. "source": [
  1086. "df.dtypes"
  1087. ]
  1088. },
  1089. {
  1090. "cell_type": "code",
  1091. "execution_count": 5,
  1092. "metadata": {
  1093. "collapsed": false
  1094. },
  1095. "outputs": [
  1096. {
  1097. "data": {
  1098. "text/plain": [
  1099. "datetime.date(1925, 12, 31)"
  1100. ]
  1101. },
  1102. "execution_count": 5,
  1103. "metadata": {},
  1104. "output_type": "execute_result"
  1105. }
  1106. ],
  1107. "source": [
  1108. "df.date[0]"
  1109. ]
  1110. },
  1111. {
  1112. "cell_type": "code",
  1113. "execution_count": null,
  1114. "metadata": {
  1115. "collapsed": true
  1116. },
  1117. "outputs": [],
  1118. "source": []
  1119. }
  1120. ],
  1121. "metadata": {
  1122. "kernelspec": {
  1123. "display_name": "Python 3",
  1124. "language": "python",
  1125. "name": "python3"
  1126. },
  1127. "language_info": {
  1128. "codemirror_mode": {
  1129. "name": "ipython",
  1130. "version": 3
  1131. },
  1132. "file_extension": ".py",
  1133. "mimetype": "text/x-python",
  1134. "name": "python",
  1135. "nbconvert_exporter": "python",
  1136. "pygments_lexer": "ipython3",
  1137. "version": "3.5.3"
  1138. }
  1139. },
  1140. "nbformat": 4,
  1141. "nbformat_minor": 2
  1142. }
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