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So I am new to quantconnect and python and have been going through some samples to load historical data. I am running into issue while reading the time column from dataframe. Here is my code
df = qb.History(5)
print df
print df["close"] # This works
print df["time] # This does not work
Based on the output from printing the df it seems 'symbol' and 'time' column are not on the first line but second while the rest of the columns close, high, low, open, volume are on first line. How can I resolve this issue?
Jing Wu
Hi Gurdeep,
There are a few time series like open, close, high, low associated with each symbol. Therefore, we use multi-index in history data request. When you use qb.History(5), the return will be a multi-indexed python dataframe. The first level of the index is the symbol. The second level is the timestamp. While the column of the dataframe is only one level (open, high, low and so on).
You could use the symbol to get a dataframe
qb.AddEquity("AAPL") qb.AddEquity("IBM") df = qb.History(5) df1 = df.loc["AAPL"] # dataframe indexed by timestamp df1.index # print the time indexGurdeep S
Very helpful. However I am still unable to access data
df = qb.History(5, Resolution.Daily)
df.index
ibmDF = df.loc["IBM"] # Works
ibmIndex = ibmDF.index.values #Works
ibmIndex #Works
ibmIndex[0] #Works
ibmDF[ibmIndex[0]] # Does not work
What am I missing.
Gurdeep S
df.loc["IBM"].loc["2018-03-09"]This worked. Thanks again!
Gurdeep S
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