Sep03.ipynb

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   "source": [
    "% matplotlib inline\n",
    "import matplotlib.pyplot as plt\n",
    "import datetime\n",
    "import pandas as pd\n",
    "import pandas.tseries\n",
    "import numpy as np\n",
    "from datetime import datetime, time\n",
    "from pandas import Timestamp\n",
    "from pandas import DatetimeIndex\n",
    "#pd.set_option('display.height', 1000)\n",
    "#pd.set_option('display.max_rows',1000)\n",
    "from datetime import timedelta\n",
    "from pandas.tseries.offsets import *"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'/Users/RAFA/Documents/GIT/pandas-samples'"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "pwd"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Mar03.ipynb    March23.ipynb  Sep03.ipynb\r\n",
      "Mar19.ipynb    README.md      Sep4.html\r\n"
     ]
    }
   ],
   "source": [
    "ls"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Mar03.ipynb    Mar19.ipynb    March23.ipynb  README.md      Sep03.ipynb\r\n"
     ]
    }
   ],
   "source": [
    "ls"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "/Users/RAFA/Documents/s3backup/AAPL\n"
     ]
    }
   ],
   "source": [
    "cd /Users/RAFA/Documents/s3backup/AAPL/"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1MINBARS.csv     AAPL-2016-02-02  AAPL-2016-02-05\r\n",
      "5MINBARS.csv     AAPL-2016-02-03  AAPL-2016-02-08\r\n",
      "AAPL-2016-02-01  AAPL-2016-02-04  AAPL-2016-09-02\r\n"
     ]
    }
   ],
   "source": [
    "ls"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "4341"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df=pd.read_csv('./5MINBARS.csv',parse_dates=True)\n",
    "len(df)"
   ]
  },
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   "execution_count": 82,
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       "         DATE          TIME   TYPE     BID     ASK  BID_SIZE  ASK_SIZE  LAST  \\\n",
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       "4  2016-09-02  04:00:10.002  QUOTE  106.74  106.88         1         2   0.0   \n",
       "\n",
       "   LAST_SIZE  BIDEXCH  ASKEXCH  LASTEXCH  COND  \n",
       "0          0       80       80         0     0  \n",
       "1          0       80       80         0     0  \n",
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   "source": [
    "df.head()"
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   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
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   "outputs": [
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       "Index(['2016-09-02', '04:00:00.064', 'QUOTE', '106.74', '106.94', '1', '6',\n",
       "       '0.0', '0', '80', '80.1', '0.1', '0.2'],\n",
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     "execution_count": 10,
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    "df=pd.read_csv('AAPL-2016-09-02')\n",
    "df.columns"
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       "      <td>2016-09-02</td>\n",
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       "         DATE          TIME   TYPE     BID     ASK  BID_SIZE  ASK_SIZE  LAST  \\\n",
       "0  2016-09-02  04:00:00.064  QUOTE  106.74  106.94         1         6   0.0   \n",
       "1  2016-09-02  04:00:00.066  QUOTE  106.74  106.93         1         2   0.0   \n",
       "2  2016-09-02  04:00:10.000  QUOTE  106.74  106.92         1         2   0.0   \n",
       "3  2016-09-02  04:00:10.001  QUOTE  106.74  106.90         1         2   0.0   \n",
       "4  2016-09-02  04:00:10.002  QUOTE  106.74  106.88         1         2   0.0   \n",
       "5  2016-09-02  04:00:10.003  QUOTE  106.74  106.87         1         2   0.0   \n",
       "6  2016-09-02  04:00:10.003  QUOTE  106.74  106.86         1         2   0.0   \n",
       "7  2016-09-02  04:00:10.004  QUOTE  106.74  106.85         1         2   0.0   \n",
       "8  2016-09-02  04:00:10.004  QUOTE  106.74  106.84         1         1   0.0   \n",
       "9  2016-09-02  04:00:10.004  QUOTE  106.74  106.82         1         1   0.0   \n",
       "\n",
       "   LAST_SIZE  BIDEXCH  ASKEXCH  LASTEXCH  COND  \n",
       "0          0       80       80         0     0  \n",
       "1          0       80       80         0     0  \n",
       "2          0       80       81         0     0  \n",
       "3          0       80       81         0     0  \n",
       "4          0       80       81         0     0  \n",
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       "8          0       80       81         0     0  \n",
       "9          0       80       81         0     0  "
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     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df=pd.read_csv('AAPL-2016-09-02',sep=',' ,parse_dates=True,dayfirst=True ,names=['DATE', 'TIME', 'TYPE', 'BID', 'ASK', 'BID_SIZE',\n",
    "'ASK_SIZE','LAST','LAST_SIZE','BIDEXCH','ASKEXCH','LASTEXCH','COND'])\n",
    "df.head(10)"
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  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "df.head(10)"
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  {
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   "execution_count": 43,
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   "source": [
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       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>1</td>\n",
       "      <td>2</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>80</td>\n",
       "      <td>80</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2016-09-02</td>\n",
       "      <td>04:00:10.000</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.92</td>\n",
       "      <td>1</td>\n",
       "      <td>2</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>80</td>\n",
       "      <td>81</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "         DATE          TIME   TYPE     BID     ASK  BID_SIZE  ASK_SIZE  LAST  \\\n",
       "0  2016-09-02  04:00:00.064  QUOTE  106.74  106.94         1         6   0.0   \n",
       "1  2016-09-02  04:00:00.066  QUOTE  106.74  106.93         1         2   0.0   \n",
       "2  2016-09-02  04:00:10.000  QUOTE  106.74  106.92         1         2   0.0   \n",
       "\n",
       "   LAST_SIZE  BIDEXCH  ASKEXCH  LASTEXCH  COND  \n",
       "0          0       80       80         0     0  \n",
       "1          0       80       80         0     0  \n",
       "2          0       80       81         0     0  "
      ]
     },
     "execution_count": 88,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df[:3]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 89,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "107.98999999999999"
      ]
     },
     "execution_count": 89,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df['BID'].max()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.0"
      ]
     },
     "execution_count": 46,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df['BID'].min()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 47,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.0"
      ]
     },
     "execution_count": 47,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df['ASK'].min()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 48,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "107.98999999999999"
      ]
     },
     "execution_count": 48,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df['BID'].max()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 86,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "108.0"
      ]
     },
     "execution_count": 86,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df['ASK'].max()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 85,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.0"
      ]
     },
     "execution_count": 85,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df['ASK'].min()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "//anaconda/lib/python3.5/site-packages/ipykernel/__main__.py:4: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy\n"
     ]
    },
    {
     "ename": "AttributeError",
     "evalue": "'DataFrame' object has no attribute 'log'",
     "output_type": "error",
     "traceback": [
      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[0;31mAttributeError\u001b[0m                            Traceback (most recent call last)",
      "\u001b[0;32m<ipython-input-29-fec03b10a547>\u001b[0m in \u001b[0;36m<module>\u001b[0;34m()\u001b[0m\n\u001b[1;32m      3\u001b[0m \u001b[0;31m#dft\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m      4\u001b[0m \u001b[0mdft\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m'spread'\u001b[0m\u001b[0;34m]\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mdft\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m'ASK'\u001b[0m\u001b[0;34m]\u001b[0m \u001b[0;34m-\u001b[0m \u001b[0mdft\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m'BID'\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m----> 5\u001b[0;31m \u001b[0mdft\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mlog\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;36m3\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m",
      "\u001b[0;32m//anaconda/lib/python3.5/site-packages/pandas/core/generic.py\u001b[0m in \u001b[0;36m__getattr__\u001b[0;34m(self, name)\u001b[0m\n\u001b[1;32m   2670\u001b[0m             \u001b[0;32mif\u001b[0m \u001b[0mname\u001b[0m \u001b[0;32min\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_info_axis\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m   2671\u001b[0m                 \u001b[0;32mreturn\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0mname\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m-> 2672\u001b[0;31m             \u001b[0;32mreturn\u001b[0m \u001b[0mobject\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m__getattribute__\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mname\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m   2673\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m   2674\u001b[0m     \u001b[0;32mdef\u001b[0m \u001b[0m__setattr__\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mname\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mvalue\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;31mAttributeError\u001b[0m: 'DataFrame' object has no attribute 'log'"
     ]
    }
   ],
   "source": [
    "#df.query('TIME < 5:00')\n",
    "dft=df[df['TIME'] < '09:30:00.000']\n",
    "#dft\n",
    "dft['spread'] = dft['ASK'] - dft['BID']\n",
    "dft.log[3]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "df.head(100)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 66,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "#columns=['TIME', 'TYPE', 'BID', 'ASK', 'BID_SIZE','ASK_SIZE','LAST','LAST_SIZE'];\n",
    "columns=['TIME', 'TYPE', 'BID', 'ASK'];\n",
    "df=pd.read_csv('/Users/RAFA/Documents/s3backup/AAPL/AAPL-2016-09-02',sep=',' ,parse_dates=True,dayfirst=True ,names=['DATE', 'TIME', 'TYPE', 'BID', 'ASK', 'BID_SIZE',\n",
    "'ASK_SIZE','LAST','LAST_SIZE','BIDEXCH','ASKEXCH','LASTEXCH','COND'],usecols=columns)\n",
    "df.set_index('TIME', inplace = True, drop = False, append = False);\n",
    "q=df[(df.TYPE == 'QUOTE')]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 82,
   "metadata": {
    "collapsed": false,
    "scrolled": false
   },
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "//anaconda/lib/python3.5/site-packages/pandas/core/indexing.py:465: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy\n",
      "  self.obj[item] = s\n"
     ]
    },
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       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.447</th>\n",
       "      <td>04:09:34.447</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.92</td>\n",
       "      <td>0.18</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.447</th>\n",
       "      <td>04:09:34.447</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.448</th>\n",
       "      <td>04:09:34.448</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.448</th>\n",
       "      <td>04:09:34.448</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.449</th>\n",
       "      <td>04:09:34.449</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.464</th>\n",
       "      <td>04:09:34.464</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</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",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18:58:20.990</th>\n",
       "      <td>18:58:20.990</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-0.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18:59:44.549</th>\n",
       "      <td>18:59:44.549</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:02:35.236</th>\n",
       "      <td>19:02:35.236</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:07:07.757</th>\n",
       "      <td>19:07:07.757</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.74</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.03</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:08:36.847</th>\n",
       "      <td>19:08:36.847</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.74</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:08:43.858</th>\n",
       "      <td>19:08:43.858</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-0.03</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:09:38.316</th>\n",
       "      <td>19:09:38.316</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:09:38.370</th>\n",
       "      <td>19:09:38.370</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.74</td>\n",
       "      <td>0.03</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:09:38.371</th>\n",
       "      <td>19:09:38.371</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.74</td>\n",
       "      <td>0.03</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:24:59.663</th>\n",
       "      <td>19:24:59.663</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.74</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-0.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:29:42.374</th>\n",
       "      <td>19:29:42.374</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.74</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.04</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:29:42.403</th>\n",
       "      <td>19:29:42.403</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-0.04</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:29:42.430</th>\n",
       "      <td>19:29:42.430</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.74</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.04</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:29:47.643</th>\n",
       "      <td>19:29:47.643</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-0.04</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:32:06.752</th>\n",
       "      <td>19:32:06.752</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:32:22.704</th>\n",
       "      <td>19:32:22.704</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.01</td>\n",
       "      <td>-0.05</td>\n",
       "      <td>-0.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:32:22.705</th>\n",
       "      <td>19:32:22.705</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:32:22.705</th>\n",
       "      <td>19:32:22.705</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:32:22.705</th>\n",
       "      <td>19:32:22.705</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:32:45.034</th>\n",
       "      <td>19:32:45.034</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:39:28.275</th>\n",
       "      <td>19:39:28.275</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:39:28.276</th>\n",
       "      <td>19:39:28.276</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:47:09.682</th>\n",
       "      <td>19:47:09.682</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:49:21.702</th>\n",
       "      <td>19:49:21.702</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.73</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.03</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.02</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:49:21.767</th>\n",
       "      <td>19:49:21.767</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-0.02</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:57:41.017</th>\n",
       "      <td>19:57:41.017</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.73</td>\n",
       "      <td>0.02</td>\n",
       "      <td>-0.03</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:58:35.697</th>\n",
       "      <td>19:58:35.697</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:58:59.688</th>\n",
       "      <td>19:58:59.688</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:59:41.189</th>\n",
       "      <td>19:59:41.189</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20:00:00.083</th>\n",
       "      <td>20:00:00.083</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-0.01</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>519867 rows × 7 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                      TIME   TYPE     BID     ASK  SPREAD  ASK_SPREAD  \\\n",
       "TIME                                                                    \n",
       "04:00:00.064  04:00:00.064  QUOTE  106.74  106.94    0.20         NaN   \n",
       "04:00:00.066  04:00:00.066  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:00:10.000  04:00:10.000  QUOTE  106.74  106.92    0.18       -0.01   \n",
       "04:00:10.001  04:00:10.001  QUOTE  106.74  106.90    0.16       -0.02   \n",
       "04:00:10.002  04:00:10.002  QUOTE  106.74  106.88    0.14       -0.02   \n",
       "04:00:10.003  04:00:10.003  QUOTE  106.74  106.87    0.13       -0.01   \n",
       "04:00:10.003  04:00:10.003  QUOTE  106.74  106.86    0.12       -0.01   \n",
       "04:00:10.004  04:00:10.004  QUOTE  106.74  106.85    0.11       -0.01   \n",
       "04:00:10.004  04:00:10.004  QUOTE  106.74  106.84    0.10       -0.01   \n",
       "04:00:10.004  04:00:10.004  QUOTE  106.74  106.82    0.08       -0.02   \n",
       "04:00:10.005  04:00:10.005  QUOTE  106.74  106.80    0.06       -0.02   \n",
       "04:00:15.569  04:00:15.569  QUOTE  106.74  106.80    0.06        0.00   \n",
       "04:04:17.508  04:04:17.508  QUOTE  106.74  106.85    0.11        0.05   \n",
       "04:04:34.380  04:04:34.380  QUOTE  106.74  106.85    0.11        0.00   \n",
       "04:05:01.423  04:05:01.423  QUOTE  106.75  106.85    0.10        0.00   \n",
       "04:07:14.199  04:07:14.199  QUOTE  106.74  106.85    0.11        0.00   \n",
       "04:09:34.427  04:09:34.427  QUOTE  106.74  106.94    0.20        0.09   \n",
       "04:09:34.444  04:09:34.444  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.444  04:09:34.444  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.444  04:09:34.444  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.445  04:09:34.445  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.446  04:09:34.446  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.446  04:09:34.446  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.446  04:09:34.446  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.447  04:09:34.447  QUOTE  106.74  106.92    0.18       -0.01   \n",
       "04:09:34.447  04:09:34.447  QUOTE  106.74  106.94    0.20        0.02   \n",
       "04:09:34.448  04:09:34.448  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.448  04:09:34.448  QUOTE  106.74  106.93    0.19        0.00   \n",
       "04:09:34.449  04:09:34.449  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.464  04:09:34.464  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "...                    ...    ...     ...     ...     ...         ...   \n",
       "18:58:20.990  18:58:20.990  QUOTE  107.70  107.75    0.05        0.00   \n",
       "18:59:44.549  18:59:44.549  QUOTE  107.71  107.75    0.04        0.00   \n",
       "19:02:35.236  19:02:35.236  QUOTE  107.71  107.75    0.04        0.00   \n",
       "19:07:07.757  19:07:07.757  QUOTE  107.74  107.75    0.01        0.00   \n",
       "19:08:36.847  19:08:36.847  QUOTE  107.74  107.75    0.01        0.00   \n",
       "19:08:43.858  19:08:43.858  QUOTE  107.71  107.75    0.04        0.00   \n",
       "19:09:38.316  19:09:38.316  QUOTE  107.71  107.76    0.05        0.01   \n",
       "19:09:38.370  19:09:38.370  QUOTE  107.71  107.74    0.03       -0.02   \n",
       "19:09:38.371  19:09:38.371  QUOTE  107.71  107.74    0.03        0.00   \n",
       "19:24:59.663  19:24:59.663  QUOTE  107.70  107.74    0.04        0.00   \n",
       "19:29:42.374  19:29:42.374  QUOTE  107.74  107.76    0.02        0.02   \n",
       "19:29:42.403  19:29:42.403  QUOTE  107.70  107.76    0.06        0.00   \n",
       "19:29:42.430  19:29:42.430  QUOTE  107.74  107.76    0.02        0.00   \n",
       "19:29:47.643  19:29:47.643  QUOTE  107.70  107.76    0.06        0.00   \n",
       "19:32:06.752  19:32:06.752  QUOTE  107.71  107.76    0.05        0.00   \n",
       "19:32:22.704  19:32:22.704  QUOTE  107.70  107.71    0.01       -0.05   \n",
       "19:32:22.705  19:32:22.705  QUOTE  107.70  107.71    0.01        0.00   \n",
       "19:32:22.705  19:32:22.705  QUOTE  107.70  107.71    0.01        0.00   \n",
       "19:32:22.705  19:32:22.705  QUOTE  107.70  107.71    0.01        0.00   \n",
       "19:32:45.034  19:32:45.034  QUOTE  107.70  107.71    0.01        0.00   \n",
       "19:39:28.275  19:39:28.275  QUOTE  107.70  107.75    0.05        0.04   \n",
       "19:39:28.276  19:39:28.276  QUOTE  107.71  107.75    0.04        0.00   \n",
       "19:47:09.682  19:47:09.682  QUOTE  107.71  107.76    0.05        0.01   \n",
       "19:49:21.702  19:49:21.702  QUOTE  107.73  107.76    0.03        0.00   \n",
       "19:49:21.767  19:49:21.767  QUOTE  107.71  107.76    0.05        0.00   \n",
       "19:57:41.017  19:57:41.017  QUOTE  107.71  107.73    0.02       -0.03   \n",
       "19:58:35.697  19:58:35.697  QUOTE  107.71  107.75    0.04        0.02   \n",
       "19:58:59.688  19:58:59.688  QUOTE  107.71  107.75    0.04        0.00   \n",
       "19:59:41.189  19:59:41.189  QUOTE  107.71  107.75    0.04        0.00   \n",
       "20:00:00.083  20:00:00.083  QUOTE  107.70  107.75    0.05        0.00   \n",
       "\n",
       "              BID_SPREAD  \n",
       "TIME                      \n",
       "04:00:00.064         NaN  \n",
       "04:00:00.066        0.00  \n",
       "04:00:10.000        0.00  \n",
       "04:00:10.001        0.00  \n",
       "04:00:10.002        0.00  \n",
       "04:00:10.003        0.00  \n",
       "04:00:10.003        0.00  \n",
       "04:00:10.004        0.00  \n",
       "04:00:10.004        0.00  \n",
       "04:00:10.004        0.00  \n",
       "04:00:10.005        0.00  \n",
       "04:00:15.569        0.00  \n",
       "04:04:17.508        0.00  \n",
       "04:04:34.380        0.00  \n",
       "04:05:01.423        0.01  \n",
       "04:07:14.199       -0.01  \n",
       "04:09:34.427        0.00  \n",
       "04:09:34.444        0.00  \n",
       "04:09:34.444        0.00  \n",
       "04:09:34.444        0.00  \n",
       "04:09:34.445        0.00  \n",
       "04:09:34.446        0.00  \n",
       "04:09:34.446        0.00  \n",
       "04:09:34.446        0.00  \n",
       "04:09:34.447        0.00  \n",
       "04:09:34.447        0.00  \n",
       "04:09:34.448        0.00  \n",
       "04:09:34.448        0.00  \n",
       "04:09:34.449        0.00  \n",
       "04:09:34.464        0.00  \n",
       "...                  ...  \n",
       "18:58:20.990       -0.01  \n",
       "18:59:44.549        0.01  \n",
       "19:02:35.236        0.00  \n",
       "19:07:07.757        0.03  \n",
       "19:08:36.847        0.00  \n",
       "19:08:43.858       -0.03  \n",
       "19:09:38.316        0.00  \n",
       "19:09:38.370        0.00  \n",
       "19:09:38.371        0.00  \n",
       "19:24:59.663       -0.01  \n",
       "19:29:42.374        0.04  \n",
       "19:29:42.403       -0.04  \n",
       "19:29:42.430        0.04  \n",
       "19:29:47.643       -0.04  \n",
       "19:32:06.752        0.01  \n",
       "19:32:22.704       -0.01  \n",
       "19:32:22.705        0.00  \n",
       "19:32:22.705        0.00  \n",
       "19:32:22.705        0.00  \n",
       "19:32:45.034        0.00  \n",
       "19:39:28.275        0.00  \n",
       "19:39:28.276        0.01  \n",
       "19:47:09.682        0.00  \n",
       "19:49:21.702        0.02  \n",
       "19:49:21.767       -0.02  \n",
       "19:57:41.017        0.00  \n",
       "19:58:35.697        0.00  \n",
       "19:58:59.688        0.00  \n",
       "19:59:41.189        0.00  \n",
       "20:00:00.083       -0.01  \n",
       "\n",
       "[519867 rows x 7 columns]"
      ]
     },
     "execution_count": 82,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "#q['SPREAD']=q['ASK'] - q['BID']\n",
    "q.loc[:,'SPREAD']=(q['ASK']-q['BID']).round(2)\n",
    "q.loc[:,'ASK_SPREAD']=(q['ASK'].diff()).round(2)\n",
    "q.loc[:,'BID_SPREAD']=(q['BID'].diff()).round(2)\n",
    "q"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 83,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "q.to_csv('/Users/RAFA/Documents/s3backup/AAPL/AAPL-2016-09-02_modified_2.csv', sep='\\t')\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 78,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Mar03.ipynb    March23.ipynb  Sep03.ipynb\r\n",
      "Mar19.ipynb    README.md      Sep4.html\r\n"
     ]
    }
   ],
   "source": [
    "ls"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 79,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
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       "      <td>QUOTE</td>\n",
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       "    <tr>\n",
       "      <th>04:09:34.447</th>\n",
       "      <td>04:09:34.447</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
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       "    <tr>\n",
       "      <th>04:09:34.448</th>\n",
       "      <td>04:09:34.448</td>\n",
       "      <td>QUOTE</td>\n",
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       "      <td>106.93</td>\n",
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       "      <td>-0.01</td>\n",
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       "    <tr>\n",
       "      <th>04:09:34.448</th>\n",
       "      <td>04:09:34.448</td>\n",
       "      <td>QUOTE</td>\n",
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       "    <tr>\n",
       "      <th>04:09:34.449</th>\n",
       "      <td>04:09:34.449</td>\n",
       "      <td>QUOTE</td>\n",
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       "    <tr>\n",
       "      <th>04:09:34.464</th>\n",
       "      <td>04:09:34.464</td>\n",
       "      <td>QUOTE</td>\n",
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       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
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       "    <tr>\n",
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       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
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       "    <tr>\n",
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       "    <tr>\n",
       "      <th>19:02:35.236</th>\n",
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       "    <tr>\n",
       "      <th>19:07:07.757</th>\n",
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       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:09:38.370</th>\n",
       "      <td>19:09:38.370</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.74</td>\n",
       "      <td>0.03</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:09:38.371</th>\n",
       "      <td>19:09:38.371</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.74</td>\n",
       "      <td>0.03</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:24:59.663</th>\n",
       "      <td>19:24:59.663</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.74</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-0.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:29:42.374</th>\n",
       "      <td>19:29:42.374</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.74</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.04</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:29:42.403</th>\n",
       "      <td>19:29:42.403</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-0.04</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:29:42.430</th>\n",
       "      <td>19:29:42.430</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.74</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.04</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:29:47.643</th>\n",
       "      <td>19:29:47.643</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-0.04</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:32:06.752</th>\n",
       "      <td>19:32:06.752</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:32:22.704</th>\n",
       "      <td>19:32:22.704</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.01</td>\n",
       "      <td>-0.05</td>\n",
       "      <td>-0.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:32:22.705</th>\n",
       "      <td>19:32:22.705</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:32:22.705</th>\n",
       "      <td>19:32:22.705</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:32:22.705</th>\n",
       "      <td>19:32:22.705</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:32:45.034</th>\n",
       "      <td>19:32:45.034</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:39:28.275</th>\n",
       "      <td>19:39:28.275</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:39:28.276</th>\n",
       "      <td>19:39:28.276</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:47:09.682</th>\n",
       "      <td>19:47:09.682</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:49:21.702</th>\n",
       "      <td>19:49:21.702</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.73</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.03</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.02</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:49:21.767</th>\n",
       "      <td>19:49:21.767</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-0.02</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:57:41.017</th>\n",
       "      <td>19:57:41.017</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.73</td>\n",
       "      <td>0.02</td>\n",
       "      <td>-0.03</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:58:35.697</th>\n",
       "      <td>19:58:35.697</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:58:59.688</th>\n",
       "      <td>19:58:59.688</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:59:41.189</th>\n",
       "      <td>19:59:41.189</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20:00:00.083</th>\n",
       "      <td>20:00:00.083</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-0.01</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>519867 rows × 7 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                      TIME   TYPE     BID     ASK  SPREAD  ASK_SPREAD  \\\n",
       "TIME                                                                    \n",
       "04:00:00.064  04:00:00.064  QUOTE  106.74  106.94    0.20         NaN   \n",
       "04:00:00.066  04:00:00.066  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:00:10.000  04:00:10.000  QUOTE  106.74  106.92    0.18       -0.01   \n",
       "04:00:10.001  04:00:10.001  QUOTE  106.74  106.90    0.16       -0.02   \n",
       "04:00:10.002  04:00:10.002  QUOTE  106.74  106.88    0.14       -0.02   \n",
       "04:00:10.003  04:00:10.003  QUOTE  106.74  106.87    0.13       -0.01   \n",
       "04:00:10.003  04:00:10.003  QUOTE  106.74  106.86    0.12       -0.01   \n",
       "04:00:10.004  04:00:10.004  QUOTE  106.74  106.85    0.11       -0.01   \n",
       "04:00:10.004  04:00:10.004  QUOTE  106.74  106.84    0.10       -0.01   \n",
       "04:00:10.004  04:00:10.004  QUOTE  106.74  106.82    0.08       -0.02   \n",
       "04:00:10.005  04:00:10.005  QUOTE  106.74  106.80    0.06       -0.02   \n",
       "04:00:15.569  04:00:15.569  QUOTE  106.74  106.80    0.06        0.00   \n",
       "04:04:17.508  04:04:17.508  QUOTE  106.74  106.85    0.11        0.05   \n",
       "04:04:34.380  04:04:34.380  QUOTE  106.74  106.85    0.11        0.00   \n",
       "04:05:01.423  04:05:01.423  QUOTE  106.75  106.85    0.10        0.00   \n",
       "04:07:14.199  04:07:14.199  QUOTE  106.74  106.85    0.11        0.00   \n",
       "04:09:34.427  04:09:34.427  QUOTE  106.74  106.94    0.20        0.09   \n",
       "04:09:34.444  04:09:34.444  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.444  04:09:34.444  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.444  04:09:34.444  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.445  04:09:34.445  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.446  04:09:34.446  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.446  04:09:34.446  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.446  04:09:34.446  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.447  04:09:34.447  QUOTE  106.74  106.92    0.18       -0.01   \n",
       "04:09:34.447  04:09:34.447  QUOTE  106.74  106.94    0.20        0.02   \n",
       "04:09:34.448  04:09:34.448  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.448  04:09:34.448  QUOTE  106.74  106.93    0.19        0.00   \n",
       "04:09:34.449  04:09:34.449  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.464  04:09:34.464  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "...                    ...    ...     ...     ...     ...         ...   \n",
       "18:58:20.990  18:58:20.990  QUOTE  107.70  107.75    0.05        0.00   \n",
       "18:59:44.549  18:59:44.549  QUOTE  107.71  107.75    0.04        0.00   \n",
       "19:02:35.236  19:02:35.236  QUOTE  107.71  107.75    0.04        0.00   \n",
       "19:07:07.757  19:07:07.757  QUOTE  107.74  107.75    0.01        0.00   \n",
       "19:08:36.847  19:08:36.847  QUOTE  107.74  107.75    0.01        0.00   \n",
       "19:08:43.858  19:08:43.858  QUOTE  107.71  107.75    0.04        0.00   \n",
       "19:09:38.316  19:09:38.316  QUOTE  107.71  107.76    0.05        0.01   \n",
       "19:09:38.370  19:09:38.370  QUOTE  107.71  107.74    0.03       -0.02   \n",
       "19:09:38.371  19:09:38.371  QUOTE  107.71  107.74    0.03        0.00   \n",
       "19:24:59.663  19:24:59.663  QUOTE  107.70  107.74    0.04        0.00   \n",
       "19:29:42.374  19:29:42.374  QUOTE  107.74  107.76    0.02        0.02   \n",
       "19:29:42.403  19:29:42.403  QUOTE  107.70  107.76    0.06        0.00   \n",
       "19:29:42.430  19:29:42.430  QUOTE  107.74  107.76    0.02        0.00   \n",
       "19:29:47.643  19:29:47.643  QUOTE  107.70  107.76    0.06        0.00   \n",
       "19:32:06.752  19:32:06.752  QUOTE  107.71  107.76    0.05        0.00   \n",
       "19:32:22.704  19:32:22.704  QUOTE  107.70  107.71    0.01       -0.05   \n",
       "19:32:22.705  19:32:22.705  QUOTE  107.70  107.71    0.01        0.00   \n",
       "19:32:22.705  19:32:22.705  QUOTE  107.70  107.71    0.01        0.00   \n",
       "19:32:22.705  19:32:22.705  QUOTE  107.70  107.71    0.01        0.00   \n",
       "19:32:45.034  19:32:45.034  QUOTE  107.70  107.71    0.01        0.00   \n",
       "19:39:28.275  19:39:28.275  QUOTE  107.70  107.75    0.05        0.04   \n",
       "19:39:28.276  19:39:28.276  QUOTE  107.71  107.75    0.04        0.00   \n",
       "19:47:09.682  19:47:09.682  QUOTE  107.71  107.76    0.05        0.01   \n",
       "19:49:21.702  19:49:21.702  QUOTE  107.73  107.76    0.03        0.00   \n",
       "19:49:21.767  19:49:21.767  QUOTE  107.71  107.76    0.05        0.00   \n",
       "19:57:41.017  19:57:41.017  QUOTE  107.71  107.73    0.02       -0.03   \n",
       "19:58:35.697  19:58:35.697  QUOTE  107.71  107.75    0.04        0.02   \n",
       "19:58:59.688  19:58:59.688  QUOTE  107.71  107.75    0.04        0.00   \n",
       "19:59:41.189  19:59:41.189  QUOTE  107.71  107.75    0.04        0.00   \n",
       "20:00:00.083  20:00:00.083  QUOTE  107.70  107.75    0.05        0.00   \n",
       "\n",
       "              BID_SPREAD  \n",
       "TIME                      \n",
       "04:00:00.064         NaN  \n",
       "04:00:00.066        0.00  \n",
       "04:00:10.000        0.00  \n",
       "04:00:10.001        0.00  \n",
       "04:00:10.002        0.00  \n",
       "04:00:10.003        0.00  \n",
       "04:00:10.003        0.00  \n",
       "04:00:10.004        0.00  \n",
       "04:00:10.004        0.00  \n",
       "04:00:10.004        0.00  \n",
       "04:00:10.005        0.00  \n",
       "04:00:15.569        0.00  \n",
       "04:04:17.508        0.00  \n",
       "04:04:34.380        0.00  \n",
       "04:05:01.423        0.01  \n",
       "04:07:14.199       -0.01  \n",
       "04:09:34.427        0.00  \n",
       "04:09:34.444        0.00  \n",
       "04:09:34.444        0.00  \n",
       "04:09:34.444        0.00  \n",
       "04:09:34.445        0.00  \n",
       "04:09:34.446        0.00  \n",
       "04:09:34.446        0.00  \n",
       "04:09:34.446        0.00  \n",
       "04:09:34.447        0.00  \n",
       "04:09:34.447        0.00  \n",
       "04:09:34.448        0.00  \n",
       "04:09:34.448        0.00  \n",
       "04:09:34.449        0.00  \n",
       "04:09:34.464        0.00  \n",
       "...                  ...  \n",
       "18:58:20.990       -0.01  \n",
       "18:59:44.549        0.01  \n",
       "19:02:35.236        0.00  \n",
       "19:07:07.757        0.03  \n",
       "19:08:36.847        0.00  \n",
       "19:08:43.858       -0.03  \n",
       "19:09:38.316        0.00  \n",
       "19:09:38.370        0.00  \n",
       "19:09:38.371        0.00  \n",
       "19:24:59.663       -0.01  \n",
       "19:29:42.374        0.04  \n",
       "19:29:42.403       -0.04  \n",
       "19:29:42.430        0.04  \n",
       "19:29:47.643       -0.04  \n",
       "19:32:06.752        0.01  \n",
       "19:32:22.704       -0.01  \n",
       "19:32:22.705        0.00  \n",
       "19:32:22.705        0.00  \n",
       "19:32:22.705        0.00  \n",
       "19:32:45.034        0.00  \n",
       "19:39:28.275        0.00  \n",
       "19:39:28.276        0.01  \n",
       "19:47:09.682        0.00  \n",
       "19:49:21.702        0.02  \n",
       "19:49:21.767       -0.02  \n",
       "19:57:41.017        0.00  \n",
       "19:58:35.697        0.00  \n",
       "19:58:59.688        0.00  \n",
       "19:59:41.189        0.00  \n",
       "20:00:00.083       -0.01  \n",
       "\n",
       "[519867 rows x 7 columns]"
      ]
     },
     "execution_count": 79,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "q"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 84,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
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       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>TIME</th>\n",
       "      <th>TYPE</th>\n",
       "      <th>BID</th>\n",
       "      <th>ASK</th>\n",
       "      <th>SPREAD</th>\n",
       "      <th>ASK_SPREAD</th>\n",
       "      <th>BID_SPREAD</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>TIME</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>04:00:00.064</th>\n",
       "      <td>04:00:00.064</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:00:00.066</th>\n",
       "      <td>04:00:00.066</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:00:10.000</th>\n",
       "      <td>04:00:10.000</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.92</td>\n",
       "      <td>0.18</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:00:10.001</th>\n",
       "      <td>04:00:10.001</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.90</td>\n",
       "      <td>0.16</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:00:10.002</th>\n",
       "      <td>04:00:10.002</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.88</td>\n",
       "      <td>0.14</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:00:10.003</th>\n",
       "      <td>04:00:10.003</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.87</td>\n",
       "      <td>0.13</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:00:10.003</th>\n",
       "      <td>04:00:10.003</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.86</td>\n",
       "      <td>0.12</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:00:10.004</th>\n",
       "      <td>04:00:10.004</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.85</td>\n",
       "      <td>0.11</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:00:10.004</th>\n",
       "      <td>04:00:10.004</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.84</td>\n",
       "      <td>0.10</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:00:10.004</th>\n",
       "      <td>04:00:10.004</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.82</td>\n",
       "      <td>0.08</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:00:10.005</th>\n",
       "      <td>04:00:10.005</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.80</td>\n",
       "      <td>0.06</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:00:15.569</th>\n",
       "      <td>04:00:15.569</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.80</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:04:17.508</th>\n",
       "      <td>04:04:17.508</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.85</td>\n",
       "      <td>0.11</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:04:34.380</th>\n",
       "      <td>04:04:34.380</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.85</td>\n",
       "      <td>0.11</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:05:01.423</th>\n",
       "      <td>04:05:01.423</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.75</td>\n",
       "      <td>106.85</td>\n",
       "      <td>0.10</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:07:14.199</th>\n",
       "      <td>04:07:14.199</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.85</td>\n",
       "      <td>0.11</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-0.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.427</th>\n",
       "      <td>04:09:34.427</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.09</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.444</th>\n",
       "      <td>04:09:34.444</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.444</th>\n",
       "      <td>04:09:34.444</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.444</th>\n",
       "      <td>04:09:34.444</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.445</th>\n",
       "      <td>04:09:34.445</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.446</th>\n",
       "      <td>04:09:34.446</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.446</th>\n",
       "      <td>04:09:34.446</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.446</th>\n",
       "      <td>04:09:34.446</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.447</th>\n",
       "      <td>04:09:34.447</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.92</td>\n",
       "      <td>0.18</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.447</th>\n",
       "      <td>04:09:34.447</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.448</th>\n",
       "      <td>04:09:34.448</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.448</th>\n",
       "      <td>04:09:34.448</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.449</th>\n",
       "      <td>04:09:34.449</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.464</th>\n",
       "      <td>04:09:34.464</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</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",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.342</th>\n",
       "      <td>04:14:58.342</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.343</th>\n",
       "      <td>04:14:58.343</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.91</td>\n",
       "      <td>0.17</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.344</th>\n",
       "      <td>04:14:58.344</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.90</td>\n",
       "      <td>0.16</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.458</th>\n",
       "      <td>04:14:58.458</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.90</td>\n",
       "      <td>0.16</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.459</th>\n",
       "      <td>04:14:58.459</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>0.03</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.460</th>\n",
       "      <td>04:14:58.460</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.460</th>\n",
       "      <td>04:14:58.460</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.475</th>\n",
       "      <td>04:14:58.475</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.476</th>\n",
       "      <td>04:14:58.476</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.91</td>\n",
       "      <td>0.17</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.477</th>\n",
       "      <td>04:14:58.477</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.89</td>\n",
       "      <td>0.15</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.478</th>\n",
       "      <td>04:14:58.478</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.88</td>\n",
       "      <td>0.14</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.574</th>\n",
       "      <td>04:14:58.574</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.88</td>\n",
       "      <td>0.14</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.575</th>\n",
       "      <td>04:14:58.575</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.575</th>\n",
       "      <td>04:14:58.575</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.576</th>\n",
       "      <td>04:14:58.576</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.591</th>\n",
       "      <td>04:14:58.591</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:58.686</th>\n",
       "      <td>04:14:58.686</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:14:59.944</th>\n",
       "      <td>04:14:59.944</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:15:00.037</th>\n",
       "      <td>04:15:00.037</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:15:00.037</th>\n",
       "      <td>04:15:00.037</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:15:00.055</th>\n",
       "      <td>04:15:00.055</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:15:00.153</th>\n",
       "      <td>04:15:00.153</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:15:00.154</th>\n",
       "      <td>04:15:00.154</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:15:00.154</th>\n",
       "      <td>04:15:00.154</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:15:00.155</th>\n",
       "      <td>04:15:00.155</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:15:00.170</th>\n",
       "      <td>04:15:00.170</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:15:00.269</th>\n",
       "      <td>04:15:00.269</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:15:00.269</th>\n",
       "      <td>04:15:00.269</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:15:00.284</th>\n",
       "      <td>04:15:00.284</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:15:00.285</th>\n",
       "      <td>04:15:00.285</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.92</td>\n",
       "      <td>0.18</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>100 rows × 7 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                      TIME   TYPE     BID     ASK  SPREAD  ASK_SPREAD  \\\n",
       "TIME                                                                    \n",
       "04:00:00.064  04:00:00.064  QUOTE  106.74  106.94    0.20         NaN   \n",
       "04:00:00.066  04:00:00.066  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:00:10.000  04:00:10.000  QUOTE  106.74  106.92    0.18       -0.01   \n",
       "04:00:10.001  04:00:10.001  QUOTE  106.74  106.90    0.16       -0.02   \n",
       "04:00:10.002  04:00:10.002  QUOTE  106.74  106.88    0.14       -0.02   \n",
       "04:00:10.003  04:00:10.003  QUOTE  106.74  106.87    0.13       -0.01   \n",
       "04:00:10.003  04:00:10.003  QUOTE  106.74  106.86    0.12       -0.01   \n",
       "04:00:10.004  04:00:10.004  QUOTE  106.74  106.85    0.11       -0.01   \n",
       "04:00:10.004  04:00:10.004  QUOTE  106.74  106.84    0.10       -0.01   \n",
       "04:00:10.004  04:00:10.004  QUOTE  106.74  106.82    0.08       -0.02   \n",
       "04:00:10.005  04:00:10.005  QUOTE  106.74  106.80    0.06       -0.02   \n",
       "04:00:15.569  04:00:15.569  QUOTE  106.74  106.80    0.06        0.00   \n",
       "04:04:17.508  04:04:17.508  QUOTE  106.74  106.85    0.11        0.05   \n",
       "04:04:34.380  04:04:34.380  QUOTE  106.74  106.85    0.11        0.00   \n",
       "04:05:01.423  04:05:01.423  QUOTE  106.75  106.85    0.10        0.00   \n",
       "04:07:14.199  04:07:14.199  QUOTE  106.74  106.85    0.11        0.00   \n",
       "04:09:34.427  04:09:34.427  QUOTE  106.74  106.94    0.20        0.09   \n",
       "04:09:34.444  04:09:34.444  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.444  04:09:34.444  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.444  04:09:34.444  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.445  04:09:34.445  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.446  04:09:34.446  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.446  04:09:34.446  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.446  04:09:34.446  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.447  04:09:34.447  QUOTE  106.74  106.92    0.18       -0.01   \n",
       "04:09:34.447  04:09:34.447  QUOTE  106.74  106.94    0.20        0.02   \n",
       "04:09:34.448  04:09:34.448  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.448  04:09:34.448  QUOTE  106.74  106.93    0.19        0.00   \n",
       "04:09:34.449  04:09:34.449  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.464  04:09:34.464  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "...                    ...    ...     ...     ...     ...         ...   \n",
       "04:14:58.342  04:14:58.342  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:14:58.343  04:14:58.343  QUOTE  106.74  106.91    0.17       -0.02   \n",
       "04:14:58.344  04:14:58.344  QUOTE  106.74  106.90    0.16       -0.01   \n",
       "04:14:58.458  04:14:58.458  QUOTE  106.74  106.90    0.16        0.00   \n",
       "04:14:58.459  04:14:58.459  QUOTE  106.74  106.93    0.19        0.03   \n",
       "04:14:58.460  04:14:58.460  QUOTE  106.74  106.93    0.19        0.00   \n",
       "04:14:58.460  04:14:58.460  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:14:58.475  04:14:58.475  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:14:58.476  04:14:58.476  QUOTE  106.74  106.91    0.17       -0.02   \n",
       "04:14:58.477  04:14:58.477  QUOTE  106.74  106.89    0.15       -0.02   \n",
       "04:14:58.478  04:14:58.478  QUOTE  106.74  106.88    0.14       -0.01   \n",
       "04:14:58.574  04:14:58.574  QUOTE  106.74  106.88    0.14        0.00   \n",
       "04:14:58.575  04:14:58.575  QUOTE  106.74  106.93    0.19        0.05   \n",
       "04:14:58.575  04:14:58.575  QUOTE  106.74  106.93    0.19        0.00   \n",
       "04:14:58.576  04:14:58.576  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:14:58.591  04:14:58.591  QUOTE  106.74  106.94    0.20        0.00   \n",
       "04:14:58.686  04:14:58.686  QUOTE  106.74  106.94    0.20        0.00   \n",
       "04:14:59.944  04:14:59.944  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:15:00.037  04:15:00.037  QUOTE  106.74  106.93    0.19        0.00   \n",
       "04:15:00.037  04:15:00.037  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:15:00.055  04:15:00.055  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:15:00.153  04:15:00.153  QUOTE  106.74  106.93    0.19        0.00   \n",
       "04:15:00.154  04:15:00.154  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:15:00.154  04:15:00.154  QUOTE  106.74  106.94    0.20        0.00   \n",
       "04:15:00.155  04:15:00.155  QUOTE  106.74  106.94    0.20        0.00   \n",
       "04:15:00.170  04:15:00.170  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:15:00.269  04:15:00.269  QUOTE  106.74  106.93    0.19        0.00   \n",
       "04:15:00.269  04:15:00.269  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:15:00.284  04:15:00.284  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:15:00.285  04:15:00.285  QUOTE  106.74  106.92    0.18       -0.01   \n",
       "\n",
       "              BID_SPREAD  \n",
       "TIME                      \n",
       "04:00:00.064         NaN  \n",
       "04:00:00.066        0.00  \n",
       "04:00:10.000        0.00  \n",
       "04:00:10.001        0.00  \n",
       "04:00:10.002        0.00  \n",
       "04:00:10.003        0.00  \n",
       "04:00:10.003        0.00  \n",
       "04:00:10.004        0.00  \n",
       "04:00:10.004        0.00  \n",
       "04:00:10.004        0.00  \n",
       "04:00:10.005        0.00  \n",
       "04:00:15.569        0.00  \n",
       "04:04:17.508        0.00  \n",
       "04:04:34.380        0.00  \n",
       "04:05:01.423        0.01  \n",
       "04:07:14.199       -0.01  \n",
       "04:09:34.427        0.00  \n",
       "04:09:34.444        0.00  \n",
       "04:09:34.444        0.00  \n",
       "04:09:34.444        0.00  \n",
       "04:09:34.445        0.00  \n",
       "04:09:34.446        0.00  \n",
       "04:09:34.446        0.00  \n",
       "04:09:34.446        0.00  \n",
       "04:09:34.447        0.00  \n",
       "04:09:34.447        0.00  \n",
       "04:09:34.448        0.00  \n",
       "04:09:34.448        0.00  \n",
       "04:09:34.449        0.00  \n",
       "04:09:34.464        0.00  \n",
       "...                  ...  \n",
       "04:14:58.342        0.00  \n",
       "04:14:58.343        0.00  \n",
       "04:14:58.344        0.00  \n",
       "04:14:58.458        0.00  \n",
       "04:14:58.459        0.00  \n",
       "04:14:58.460        0.00  \n",
       "04:14:58.460        0.00  \n",
       "04:14:58.475        0.00  \n",
       "04:14:58.476        0.00  \n",
       "04:14:58.477        0.00  \n",
       "04:14:58.478        0.00  \n",
       "04:14:58.574        0.00  \n",
       "04:14:58.575        0.00  \n",
       "04:14:58.575        0.00  \n",
       "04:14:58.576        0.00  \n",
       "04:14:58.591        0.00  \n",
       "04:14:58.686        0.00  \n",
       "04:14:59.944        0.00  \n",
       "04:15:00.037        0.00  \n",
       "04:15:00.037        0.00  \n",
       "04:15:00.055        0.00  \n",
       "04:15:00.153        0.00  \n",
       "04:15:00.154        0.00  \n",
       "04:15:00.154        0.00  \n",
       "04:15:00.155        0.00  \n",
       "04:15:00.170        0.00  \n",
       "04:15:00.269        0.00  \n",
       "04:15:00.269        0.00  \n",
       "04:15:00.284        0.00  \n",
       "04:15:00.285        0.00  \n",
       "\n",
       "[100 rows x 7 columns]"
      ]
     },
     "execution_count": 84,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "q.head(100)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 85,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
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       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>TIME</th>\n",
       "      <th>TYPE</th>\n",
       "      <th>BID</th>\n",
       "      <th>ASK</th>\n",
       "      <th>SPREAD</th>\n",
       "      <th>ASK_SPREAD</th>\n",
       "      <th>BID_SPREAD</th>\n",
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       "      <th></th>\n",
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       "  <tbody>\n",
       "    <tr>\n",
       "      <th>04:00:00.064</th>\n",
       "      <td>04:00:00.064</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
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       "      <td>NaN</td>\n",
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       "    <tr>\n",
       "      <th>04:00:00.066</th>\n",
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       "      <td>-0.01</td>\n",
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       "    <tr>\n",
       "      <th>04:00:10.001</th>\n",
       "      <td>04:00:10.001</td>\n",
       "      <td>QUOTE</td>\n",
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       "      <td>106.90</td>\n",
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       "      <td>-0.02</td>\n",
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       "    <tr>\n",
       "      <th>04:00:10.002</th>\n",
       "      <td>04:00:10.002</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.88</td>\n",
       "      <td>0.14</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.00</td>\n",
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       "    <tr>\n",
       "      <th>04:00:10.003</th>\n",
       "      <td>04:00:10.003</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.87</td>\n",
       "      <td>0.13</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
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       "    <tr>\n",
       "      <th>04:00:10.003</th>\n",
       "      <td>04:00:10.003</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.86</td>\n",
       "      <td>0.12</td>\n",
       "      <td>-0.01</td>\n",
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       "    <tr>\n",
       "      <th>04:00:10.004</th>\n",
       "      <td>04:00:10.004</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.85</td>\n",
       "      <td>0.11</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
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       "    <tr>\n",
       "      <th>04:00:10.004</th>\n",
       "      <td>04:00:10.004</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.84</td>\n",
       "      <td>0.10</td>\n",
       "      <td>-0.01</td>\n",
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       "    <tr>\n",
       "      <th>04:00:10.004</th>\n",
       "      <td>04:00:10.004</td>\n",
       "      <td>QUOTE</td>\n",
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       "      <td>106.82</td>\n",
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       "      <td>-0.02</td>\n",
       "      <td>0.00</td>\n",
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       "    <tr>\n",
       "      <th>04:00:10.005</th>\n",
       "      <td>04:00:10.005</td>\n",
       "      <td>QUOTE</td>\n",
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       "      <td>106.80</td>\n",
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       "      <td>-0.02</td>\n",
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       "    <tr>\n",
       "      <th>04:04:17.508</th>\n",
       "      <td>04:04:17.508</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.85</td>\n",
       "      <td>0.11</td>\n",
       "      <td>0.05</td>\n",
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       "    <tr>\n",
       "      <th>04:09:34.427</th>\n",
       "      <td>04:09:34.427</td>\n",
       "      <td>QUOTE</td>\n",
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       "      <td>0.09</td>\n",
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       "    <tr>\n",
       "      <th>04:09:34.444</th>\n",
       "      <td>04:09:34.444</td>\n",
       "      <td>QUOTE</td>\n",
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       "      <td>0.01</td>\n",
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       "    <tr>\n",
       "      <th>04:09:34.444</th>\n",
       "      <td>04:09:34.444</td>\n",
       "      <td>QUOTE</td>\n",
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       "    <tr>\n",
       "      <th>04:09:34.445</th>\n",
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       "      <td>QUOTE</td>\n",
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       "    <tr>\n",
       "      <th>04:09:34.446</th>\n",
       "      <td>04:09:34.446</td>\n",
       "      <td>QUOTE</td>\n",
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       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.446</th>\n",
       "      <td>04:09:34.446</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.446</th>\n",
       "      <td>04:09:34.446</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.447</th>\n",
       "      <td>04:09:34.447</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.92</td>\n",
       "      <td>0.18</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.447</th>\n",
       "      <td>04:09:34.447</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.448</th>\n",
       "      <td>04:09:34.448</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.449</th>\n",
       "      <td>04:09:34.449</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:34.464</th>\n",
       "      <td>04:09:34.464</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:41.651</th>\n",
       "      <td>04:09:41.651</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.94</td>\n",
       "      <td>0.20</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:41.666</th>\n",
       "      <td>04:09:41.666</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.93</td>\n",
       "      <td>0.19</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:41.667</th>\n",
       "      <td>04:09:41.667</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.91</td>\n",
       "      <td>0.17</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:41.668</th>\n",
       "      <td>04:09:41.668</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.89</td>\n",
       "      <td>0.15</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:09:41.668</th>\n",
       "      <td>04:09:41.668</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.87</td>\n",
       "      <td>0.13</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.00</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",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17:05:07.267</th>\n",
       "      <td>17:05:07.267</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.64</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.07</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17:14:28.836</th>\n",
       "      <td>17:14:28.836</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.68</td>\n",
       "      <td>107.70</td>\n",
       "      <td>0.02</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17:21:17.767</th>\n",
       "      <td>17:21:17.767</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17:34:20.073</th>\n",
       "      <td>17:34:20.073</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.66</td>\n",
       "      <td>107.70</td>\n",
       "      <td>0.04</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17:38:13.803</th>\n",
       "      <td>17:38:13.803</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.66</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17:39:34.488</th>\n",
       "      <td>17:39:34.488</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.65</td>\n",
       "      <td>107.66</td>\n",
       "      <td>0.01</td>\n",
       "      <td>-0.05</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17:42:57.861</th>\n",
       "      <td>17:42:57.861</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.65</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17:43:54.610</th>\n",
       "      <td>17:43:54.610</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.65</td>\n",
       "      <td>107.70</td>\n",
       "      <td>0.05</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17:47:07.997</th>\n",
       "      <td>17:47:07.997</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17:48:42.915</th>\n",
       "      <td>17:48:42.915</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.73</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17:55:29.078</th>\n",
       "      <td>17:55:29.078</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.72</td>\n",
       "      <td>107.77</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17:55:29.082</th>\n",
       "      <td>17:55:29.082</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.73</td>\n",
       "      <td>0.03</td>\n",
       "      <td>-0.04</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17:56:57.954</th>\n",
       "      <td>17:56:57.954</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.01</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17:57:18.228</th>\n",
       "      <td>17:57:18.228</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.73</td>\n",
       "      <td>0.03</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18:08:56.930</th>\n",
       "      <td>18:08:56.930</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.72</td>\n",
       "      <td>0.01</td>\n",
       "      <td>-0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18:11:30.375</th>\n",
       "      <td>18:11:30.375</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.73</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18:35:59.457</th>\n",
       "      <td>18:35:59.457</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.73</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18:43:19.847</th>\n",
       "      <td>18:43:19.847</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.73</td>\n",
       "      <td>107.77</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18:43:54.036</th>\n",
       "      <td>18:43:54.036</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.73</td>\n",
       "      <td>107.73</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-0.04</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18:45:10.904</th>\n",
       "      <td>18:45:10.904</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.73</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.03</td>\n",
       "      <td>0.03</td>\n",
       "      <td>0.03</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18:54:28.670</th>\n",
       "      <td>18:54:28.670</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.73</td>\n",
       "      <td>0.03</td>\n",
       "      <td>-0.03</td>\n",
       "      <td>-0.03</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18:54:28.671</th>\n",
       "      <td>18:54:28.671</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:09:38.316</th>\n",
       "      <td>19:09:38.316</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:09:38.370</th>\n",
       "      <td>19:09:38.370</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.74</td>\n",
       "      <td>0.03</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:29:42.374</th>\n",
       "      <td>19:29:42.374</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.74</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.04</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:32:22.704</th>\n",
       "      <td>19:32:22.704</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.71</td>\n",
       "      <td>0.01</td>\n",
       "      <td>-0.05</td>\n",
       "      <td>-0.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:39:28.275</th>\n",
       "      <td>19:39:28.275</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.70</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:47:09.682</th>\n",
       "      <td>19:47:09.682</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.76</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:57:41.017</th>\n",
       "      <td>19:57:41.017</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.73</td>\n",
       "      <td>0.02</td>\n",
       "      <td>-0.03</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19:58:35.697</th>\n",
       "      <td>19:58:35.697</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>107.71</td>\n",
       "      <td>107.75</td>\n",
       "      <td>0.04</td>\n",
       "      <td>0.02</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>12335 rows × 7 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                      TIME   TYPE     BID     ASK  SPREAD  ASK_SPREAD  \\\n",
       "TIME                                                                    \n",
       "04:00:00.064  04:00:00.064  QUOTE  106.74  106.94    0.20         NaN   \n",
       "04:00:00.066  04:00:00.066  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:00:10.000  04:00:10.000  QUOTE  106.74  106.92    0.18       -0.01   \n",
       "04:00:10.001  04:00:10.001  QUOTE  106.74  106.90    0.16       -0.02   \n",
       "04:00:10.002  04:00:10.002  QUOTE  106.74  106.88    0.14       -0.02   \n",
       "04:00:10.003  04:00:10.003  QUOTE  106.74  106.87    0.13       -0.01   \n",
       "04:00:10.003  04:00:10.003  QUOTE  106.74  106.86    0.12       -0.01   \n",
       "04:00:10.004  04:00:10.004  QUOTE  106.74  106.85    0.11       -0.01   \n",
       "04:00:10.004  04:00:10.004  QUOTE  106.74  106.84    0.10       -0.01   \n",
       "04:00:10.004  04:00:10.004  QUOTE  106.74  106.82    0.08       -0.02   \n",
       "04:00:10.005  04:00:10.005  QUOTE  106.74  106.80    0.06       -0.02   \n",
       "04:04:17.508  04:04:17.508  QUOTE  106.74  106.85    0.11        0.05   \n",
       "04:09:34.427  04:09:34.427  QUOTE  106.74  106.94    0.20        0.09   \n",
       "04:09:34.444  04:09:34.444  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.444  04:09:34.444  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.444  04:09:34.444  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.445  04:09:34.445  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.446  04:09:34.446  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.446  04:09:34.446  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.446  04:09:34.446  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.447  04:09:34.447  QUOTE  106.74  106.92    0.18       -0.01   \n",
       "04:09:34.447  04:09:34.447  QUOTE  106.74  106.94    0.20        0.02   \n",
       "04:09:34.448  04:09:34.448  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:34.449  04:09:34.449  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:34.464  04:09:34.464  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:41.651  04:09:41.651  QUOTE  106.74  106.94    0.20        0.01   \n",
       "04:09:41.666  04:09:41.666  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:09:41.667  04:09:41.667  QUOTE  106.74  106.91    0.17       -0.02   \n",
       "04:09:41.668  04:09:41.668  QUOTE  106.74  106.89    0.15       -0.02   \n",
       "04:09:41.668  04:09:41.668  QUOTE  106.74  106.87    0.13       -0.02   \n",
       "...                    ...    ...     ...     ...     ...         ...   \n",
       "17:05:07.267  17:05:07.267  QUOTE  107.64  107.71    0.07        0.01   \n",
       "17:14:28.836  17:14:28.836  QUOTE  107.68  107.70    0.02       -0.01   \n",
       "17:21:17.767  17:21:17.767  QUOTE  107.70  107.71    0.01        0.01   \n",
       "17:34:20.073  17:34:20.073  QUOTE  107.66  107.70    0.04       -0.01   \n",
       "17:38:13.803  17:38:13.803  QUOTE  107.66  107.71    0.05        0.01   \n",
       "17:39:34.488  17:39:34.488  QUOTE  107.65  107.66    0.01       -0.05   \n",
       "17:42:57.861  17:42:57.861  QUOTE  107.65  107.71    0.06        0.05   \n",
       "17:43:54.610  17:43:54.610  QUOTE  107.65  107.70    0.05       -0.01   \n",
       "17:47:07.997  17:47:07.997  QUOTE  107.70  107.71    0.01        0.01   \n",
       "17:48:42.915  17:48:42.915  QUOTE  107.71  107.73    0.02        0.02   \n",
       "17:55:29.078  17:55:29.078  QUOTE  107.72  107.77    0.05        0.04   \n",
       "17:55:29.082  17:55:29.082  QUOTE  107.70  107.73    0.03       -0.04   \n",
       "17:56:57.954  17:56:57.954  QUOTE  107.70  107.71    0.01       -0.02   \n",
       "17:57:18.228  17:57:18.228  QUOTE  107.70  107.73    0.03        0.02   \n",
       "18:08:56.930  18:08:56.930  QUOTE  107.71  107.72    0.01       -0.01   \n",
       "18:11:30.375  18:11:30.375  QUOTE  107.71  107.73    0.02        0.01   \n",
       "18:35:59.457  18:35:59.457  QUOTE  107.73  107.75    0.02        0.02   \n",
       "18:43:19.847  18:43:19.847  QUOTE  107.73  107.77    0.04        0.02   \n",
       "18:43:54.036  18:43:54.036  QUOTE  107.73  107.73    0.00       -0.04   \n",
       "18:45:10.904  18:45:10.904  QUOTE  107.73  107.76    0.03        0.03   \n",
       "18:54:28.670  18:54:28.670  QUOTE  107.70  107.73    0.03       -0.03   \n",
       "18:54:28.671  18:54:28.671  QUOTE  107.70  107.75    0.05        0.02   \n",
       "19:09:38.316  19:09:38.316  QUOTE  107.71  107.76    0.05        0.01   \n",
       "19:09:38.370  19:09:38.370  QUOTE  107.71  107.74    0.03       -0.02   \n",
       "19:29:42.374  19:29:42.374  QUOTE  107.74  107.76    0.02        0.02   \n",
       "19:32:22.704  19:32:22.704  QUOTE  107.70  107.71    0.01       -0.05   \n",
       "19:39:28.275  19:39:28.275  QUOTE  107.70  107.75    0.05        0.04   \n",
       "19:47:09.682  19:47:09.682  QUOTE  107.71  107.76    0.05        0.01   \n",
       "19:57:41.017  19:57:41.017  QUOTE  107.71  107.73    0.02       -0.03   \n",
       "19:58:35.697  19:58:35.697  QUOTE  107.71  107.75    0.04        0.02   \n",
       "\n",
       "              BID_SPREAD  \n",
       "TIME                      \n",
       "04:00:00.064         NaN  \n",
       "04:00:00.066        0.00  \n",
       "04:00:10.000        0.00  \n",
       "04:00:10.001        0.00  \n",
       "04:00:10.002        0.00  \n",
       "04:00:10.003        0.00  \n",
       "04:00:10.003        0.00  \n",
       "04:00:10.004        0.00  \n",
       "04:00:10.004        0.00  \n",
       "04:00:10.004        0.00  \n",
       "04:00:10.005        0.00  \n",
       "04:04:17.508        0.00  \n",
       "04:09:34.427        0.00  \n",
       "04:09:34.444        0.00  \n",
       "04:09:34.444        0.00  \n",
       "04:09:34.444        0.00  \n",
       "04:09:34.445        0.00  \n",
       "04:09:34.446        0.00  \n",
       "04:09:34.446        0.00  \n",
       "04:09:34.446        0.00  \n",
       "04:09:34.447        0.00  \n",
       "04:09:34.447        0.00  \n",
       "04:09:34.448        0.00  \n",
       "04:09:34.449        0.00  \n",
       "04:09:34.464        0.00  \n",
       "04:09:41.651        0.00  \n",
       "04:09:41.666        0.00  \n",
       "04:09:41.667        0.00  \n",
       "04:09:41.668        0.00  \n",
       "04:09:41.668        0.00  \n",
       "...                  ...  \n",
       "17:05:07.267        0.00  \n",
       "17:14:28.836        0.00  \n",
       "17:21:17.767        0.01  \n",
       "17:34:20.073        0.00  \n",
       "17:38:13.803        0.00  \n",
       "17:39:34.488        0.00  \n",
       "17:42:57.861        0.00  \n",
       "17:43:54.610        0.00  \n",
       "17:47:07.997        0.00  \n",
       "17:48:42.915        0.01  \n",
       "17:55:29.078        0.00  \n",
       "17:55:29.082        0.00  \n",
       "17:56:57.954        0.00  \n",
       "17:57:18.228        0.00  \n",
       "18:08:56.930        0.00  \n",
       "18:11:30.375        0.00  \n",
       "18:35:59.457        0.00  \n",
       "18:43:19.847        0.00  \n",
       "18:43:54.036        0.00  \n",
       "18:45:10.904        0.03  \n",
       "18:54:28.670       -0.03  \n",
       "18:54:28.671        0.00  \n",
       "19:09:38.316        0.00  \n",
       "19:09:38.370        0.00  \n",
       "19:29:42.374        0.04  \n",
       "19:32:22.704       -0.01  \n",
       "19:39:28.275        0.00  \n",
       "19:47:09.682        0.00  \n",
       "19:57:41.017        0.00  \n",
       "19:58:35.697        0.00  \n",
       "\n",
       "[12335 rows x 7 columns]"
      ]
     },
     "execution_count": 85,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "q[q['ASK_SPREAD'] !=0]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 86,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
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       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>TIME</th>\n",
       "      <th>TYPE</th>\n",
       "      <th>BID</th>\n",
       "      <th>ASK</th>\n",
       "      <th>SPREAD</th>\n",
       "      <th>ASK_SPREAD</th>\n",
       "      <th>BID_SPREAD</th>\n",
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       "      <th>TIME</th>\n",
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       "      <th>04:00:00.064</th>\n",
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       "      <td>QUOTE</td>\n",
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       "      <th>04:00:00.066</th>\n",
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       "    <tr>\n",
       "      <th>04:00:10.000</th>\n",
       "      <td>04:00:10.000</td>\n",
       "      <td>QUOTE</td>\n",
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       "      <td>106.92</td>\n",
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       "    <tr>\n",
       "      <th>04:00:10.001</th>\n",
       "      <td>04:00:10.001</td>\n",
       "      <td>QUOTE</td>\n",
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       "      <td>106.90</td>\n",
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       "      <td>-0.02</td>\n",
       "      <td>0.0</td>\n",
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       "    <tr>\n",
       "      <th>04:00:10.002</th>\n",
       "      <td>04:00:10.002</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.88</td>\n",
       "      <td>0.14</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>04:00:10.003</th>\n",
       "      <td>04:00:10.003</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
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       "    <tr>\n",
       "      <th>04:00:10.003</th>\n",
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       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
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       "    <tr>\n",
       "      <th>04:00:10.004</th>\n",
       "      <td>04:00:10.004</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.85</td>\n",
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       "      <td>-0.01</td>\n",
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       "    <tr>\n",
       "      <th>04:00:10.004</th>\n",
       "      <td>04:00:10.004</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.84</td>\n",
       "      <td>0.10</td>\n",
       "      <td>-0.01</td>\n",
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       "    <tr>\n",
       "      <th>04:00:10.004</th>\n",
       "      <td>04:00:10.004</td>\n",
       "      <td>QUOTE</td>\n",
       "      <td>106.74</td>\n",
       "      <td>106.82</td>\n",
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       "</div>"
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      "text/plain": [
       "                      TIME   TYPE     BID     ASK  SPREAD  ASK_SPREAD  \\\n",
       "TIME                                                                    \n",
       "04:00:00.064  04:00:00.064  QUOTE  106.74  106.94    0.20         NaN   \n",
       "04:00:00.066  04:00:00.066  QUOTE  106.74  106.93    0.19       -0.01   \n",
       "04:00:10.000  04:00:10.000  QUOTE  106.74  106.92    0.18       -0.01   \n",
       "04:00:10.001  04:00:10.001  QUOTE  106.74  106.90    0.16       -0.02   \n",
       "04:00:10.002  04:00:10.002  QUOTE  106.74  106.88    0.14       -0.02   \n",
       "04:00:10.003  04:00:10.003  QUOTE  106.74  106.87    0.13       -0.01   \n",
       "04:00:10.003  04:00:10.003  QUOTE  106.74  106.86    0.12       -0.01   \n",
       "04:00:10.004  04:00:10.004  QUOTE  106.74  106.85    0.11       -0.01   \n",
       "04:00:10.004  04:00:10.004  QUOTE  106.74  106.84    0.10       -0.01   \n",
       "04:00:10.004  04:00:10.004  QUOTE  106.74  106.82    0.08       -0.02   \n",
       "\n",
       "              BID_SPREAD  \n",
       "TIME                      \n",
       "04:00:00.064         NaN  \n",
       "04:00:00.066         0.0  \n",
       "04:00:10.000         0.0  \n",
       "04:00:10.001         0.0  \n",
       "04:00:10.002         0.0  \n",
       "04:00:10.003         0.0  \n",
       "04:00:10.003         0.0  \n",
       "04:00:10.004         0.0  \n",
       "04:00:10.004         0.0  \n",
       "04:00:10.004         0.0  "
      ]
     },
     "execution_count": 86,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "q.head(10)\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 88,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "<matplotlib.axes._subplots.AxesSubplot at 0x108bdeba8>"
      ]
     },
     "execution_count": 88,
     "metadata": {},
     "output_type": "execute_result"
    },
    {
     "data": {
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/fj2ccYZb6gHGGjxZibtnp06tRBzNnFnZPn06nHZa+oHYdevgta+tTOKMu292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\n5QAAAABJRU5ErkJggg==\n",
      "text/plain": [
       "<matplotlib.figure.Figure at 0x11369a6d8>"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "plt.figure()\n",
    "q['ASK_SPREAD'].head(100).plot()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 114,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "TIME\n",
       "04:00:00.064    [04, 00, 00.064]\n",
       "04:00:00.066    [04, 00, 00.066]\n",
       "04:00:10.000    [04, 00, 10.000]\n",
       "04:00:10.001    [04, 00, 10.001]\n",
       "04:00:10.002    [04, 00, 10.002]\n",
       "04:00:10.003    [04, 00, 10.003]\n",
       "04:00:10.003    [04, 00, 10.003]\n",
       "04:00:10.004    [04, 00, 10.004]\n",
       "04:00:10.004    [04, 00, 10.004]\n",
       "04:00:10.004    [04, 00, 10.004]\n",
       "04:00:10.005    [04, 00, 10.005]\n",
       "04:00:15.569    [04, 00, 15.569]\n",
       "04:04:17.508    [04, 04, 17.508]\n",
       "04:04:34.380    [04, 04, 34.380]\n",
       "04:05:01.423    [04, 05, 01.423]\n",
       "04:07:14.199    [04, 07, 14.199]\n",
       "04:09:34.427    [04, 09, 34.427]\n",
       "04:09:34.444    [04, 09, 34.444]\n",
       "04:09:34.444    [04, 09, 34.444]\n",
       "04:09:34.444    [04, 09, 34.444]\n",
       "04:09:34.445    [04, 09, 34.445]\n",
       "04:09:34.446    [04, 09, 34.446]\n",
       "04:09:34.446    [04, 09, 34.446]\n",
       "04:09:34.446    [04, 09, 34.446]\n",
       "04:09:34.447    [04, 09, 34.447]\n",
       "04:09:34.447    [04, 09, 34.447]\n",
       "04:09:34.448    [04, 09, 34.448]\n",
       "04:09:34.448    [04, 09, 34.448]\n",
       "04:09:34.449    [04, 09, 34.449]\n",
       "04:09:34.464    [04, 09, 34.464]\n",
       "                      ...       \n",
       "18:58:20.990    [18, 58, 20.990]\n",
       "18:59:44.549    [18, 59, 44.549]\n",
       "19:02:35.236    [19, 02, 35.236]\n",
       "19:07:07.757    [19, 07, 07.757]\n",
       "19:08:36.847    [19, 08, 36.847]\n",
       "19:08:43.858    [19, 08, 43.858]\n",
       "19:09:38.316    [19, 09, 38.316]\n",
       "19:09:38.370    [19, 09, 38.370]\n",
       "19:09:38.371    [19, 09, 38.371]\n",
       "19:24:59.663    [19, 24, 59.663]\n",
       "19:29:42.374    [19, 29, 42.374]\n",
       "19:29:42.403    [19, 29, 42.403]\n",
       "19:29:42.430    [19, 29, 42.430]\n",
       "19:29:47.643    [19, 29, 47.643]\n",
       "19:32:06.752    [19, 32, 06.752]\n",
       "19:32:22.704    [19, 32, 22.704]\n",
       "19:32:22.705    [19, 32, 22.705]\n",
       "19:32:22.705    [19, 32, 22.705]\n",
       "19:32:22.705    [19, 32, 22.705]\n",
       "19:32:45.034    [19, 32, 45.034]\n",
       "19:39:28.275    [19, 39, 28.275]\n",
       "19:39:28.276    [19, 39, 28.276]\n",
       "19:47:09.682    [19, 47, 09.682]\n",
       "19:49:21.702    [19, 49, 21.702]\n",
       "19:49:21.767    [19, 49, 21.767]\n",
       "19:57:41.017    [19, 57, 41.017]\n",
       "19:58:35.697    [19, 58, 35.697]\n",
       "19:58:59.688    [19, 58, 59.688]\n",
       "19:59:41.189    [19, 59, 41.189]\n",
       "20:00:00.083    [20, 00, 00.083]\n",
       "Name: TIME, dtype: object"
      ]
     },
     "execution_count": 114,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "series=q.loc[:, :'TIME']\n",
    "s=series['TIME']\n",
    "tokens=s.str.split(\":\")\n",
    "tokens"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 116,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "//anaconda/lib/python3.5/site-packages/ipykernel/__main__.py:2: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy\n",
      "  from ipykernel import kernelapp as app\n"
     ]
    }
   ],
   "source": [
    "series=q['TIME']\n",
    "q['HOUR']=series.str.split(':').str.get(0)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 135,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
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      ],
      "text/plain": [
       "                      TIME   TYPE     BID     ASK  SPREAD  ASK_SPREAD  \\\n",
       "TIME                                                                    \n",
       "04:57:51.348  04:57:51.348  QUOTE  106.68  106.77    0.09       -0.16   \n",
       "04:57:51.762  04:57:51.762  QUOTE  106.68  106.77    0.09        0.00   \n",
       "04:57:51.762  04:57:51.762  QUOTE  106.68  106.93    0.25        0.16   \n",
       "04:57:52.708  04:57:52.708  QUOTE  106.68  106.77    0.09       -0.16   \n",
       "04:57:52.715  04:57:52.715  QUOTE  106.68  106.77    0.09        0.00   \n",
       "04:57:52.715  04:57:52.715  QUOTE  106.68  106.93    0.25        0.16   \n",
       "04:57:52.738  04:57:52.738  QUOTE  106.68  106.77    0.09       -0.16   \n",
       "04:57:56.884  04:57:56.884  QUOTE  106.68  106.77    0.09        0.00   \n",
       "04:57:56.884  04:57:56.884  QUOTE  106.68  106.93    0.25        0.16   \n",
       "04:58:01.209  04:58:01.209  QUOTE  106.68  106.77    0.09       -0.16   \n",
       "04:58:01.325  04:58:01.325  QUOTE  106.68  106.77    0.09        0.00   \n",
       "04:58:01.326  04:58:01.326  QUOTE  106.68  106.93    0.25        0.16   \n",
       "04:58:01.343  04:58:01.343  QUOTE  106.68  106.77    0.09       -0.16   \n",
       "04:58:01.462  04:58:01.462  QUOTE  106.68  106.77    0.09        0.00   \n",
       "04:58:12.250  04:58:12.250  QUOTE  106.68  106.77    0.09        0.00   \n",
       "04:58:14.359  04:58:14.359  QUOTE  106.68  106.77    0.09        0.00   \n",
       "04:58:14.360  04:58:14.360  QUOTE  106.68  106.93    0.25        0.16   \n",
       "04:58:15.492  04:58:15.492  QUOTE  106.68  106.77    0.09       -0.16   \n",
       "04:58:15.577  04:58:15.577  QUOTE  106.68  106.77    0.09        0.00   \n",
       "04:58:15.578  04:58:15.578  QUOTE  106.68  106.93    0.25        0.16   \n",
       "\n",
       "              BID_SPREAD HOUR  \n",
       "TIME                           \n",
       "04:57:51.348         0.0   04  \n",
       "04:57:51.762         0.0   04  \n",
       "04:57:51.762         0.0   04  \n",
       "04:57:52.708         0.0   04  \n",
       "04:57:52.715         0.0   04  \n",
       "04:57:52.715         0.0   04  \n",
       "04:57:52.738         0.0   04  \n",
       "04:57:56.884         0.0   04  \n",
       "04:57:56.884         0.0   04  \n",
       "04:58:01.209         0.0   04  \n",
       "04:58:01.325         0.0   04  \n",
       "04:58:01.326         0.0   04  \n",
       "04:58:01.343         0.0   04  \n",
       "04:58:01.462         0.0   04  \n",
       "04:58:12.250         0.0   04  \n",
       "04:58:14.359         0.0   04  \n",
       "04:58:14.360         0.0   04  \n",
       "04:58:15.492         0.0   04  \n",
       "04:58:15.577         0.0   04  \n",
       "04:58:15.578         0.0   04  "
      ]
     },
     "execution_count": 135,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "q1=q[(q.index >= '04:50:00.000') & (q.index <= '05:00:00.000')]\n",
    "q1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 122,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "5"
      ]
     },
     "execution_count": 122,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "pd.to_datetime(\"05:00:00.000\").hour"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  }
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