main_py.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "id": "c2d29522",
   "metadata": {},
   "source": [
    "# Note:\n",
    "## I assume input in format:\n",
    "    -target_instrument_id = [\"id1\", \"id2\",...](list,length=dynamic,type=string)\n",
    "    -target_period = [start_time, end_time](list,length=2,timestamp format = %H:%M:%S:%f\",start_time<=timestamp<=end_time)\n",
    "    -target_static_fields = [\"field1\", \"field2\",...](list,length=dynamic,type=string)\n",
    "    -target_dynamic_fields = [\"field1\",\"field2\",...](list,length=dynamic,type=string)\n",
    "## Output is a pd format table:\n",
    "    -instrument_id|start_time|end_time|field1|field2|...(Static)|field1|field2...(Dynamic)\n",
    "    -each row represents an instrument_id\n",
    "        -each cell is All Unrepeated Values Set ever shown during target_period\n",
    "        -\"N/A\" means some instrument_id doesn't have the specific target_fields record during target_period"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "0b049582",
   "metadata": {},
   "source": [
    "# 1. load data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "18777ea1",
   "metadata": {},
   "outputs": [],
   "source": [
    "import re\n",
    "import pandas as pd\n",
    "from datetime import datetime"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "fc34a635",
   "metadata": {},
   "source": [
    "## 1.1 load field_id and field_name maps(StaticFields.Txt; DynamicFields.Txt)\n",
    "### -Generate dict static_fields and dynamic_fields\n",
    "### -Format:{'field_name','id'}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "87a4a55f",
   "metadata": {},
   "outputs": [],
   "source": [
    "def load_static_fields(file_path):\n",
    "    static_fields = {}\n",
    "    with open(file_path, 'r') as f:\n",
    "        for line in f:\n",
    "            line = line.strip()\n",
    "            # Skip empty lines or lines without the expected format\n",
    "            if '\\t' not in line or not line:  \n",
    "                continue\n",
    "            field_id, field_name = line.split('\\t')\n",
    "            \n",
    "            # Extract the numeric part of the field ID\n",
    "            field_id_numeric = re.sub(r'\\D', '', field_id)  # Remove non-numeric characters using regex\n",
    "            static_fields[field_name] = field_id_numeric\n",
    "    \n",
    "    return static_fields\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "f77322c7",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "id 3\n",
      "id 1\n"
     ]
    }
   ],
   "source": [
    "static_fields = load_static_fields('StaticFields.Txt')\n",
    "dynamic_fields = load_static_fields('DynamicFields.Txt')\n",
    "print(\"id\",static_fields.get('DTB version code'))\n",
    "print(\"id\",dynamic_fields.get('Time in minutes of the day (0..1440)'))"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "0d01f006",
   "metadata": {},
   "source": [
    "## 1.2 load data.txt"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "id": "6d666996",
   "metadata": {},
   "outputs": [],
   "source": [
    "class Message:\n",
    "    def __init__(self, timestamp, instrument_id, field_type, fields):\n",
    "        self.timestamp = timestamp  # Timestamp of the message\n",
    "        self.id = instrument_id     # Instrument ID\n",
    "        self.type = field_type      # Type of the message: 'S' for static, 'D' for dynamic\n",
    "        self.fields = fields        # Dictionary of field_id (without 'f') => value\n",
    "\n",
    "    def __repr__(self):\n",
    "        return f\"Message(timestamp={self.timestamp}, id={self.id}, type={self.type}, fields={self.fields})\"\n",
    "\n",
    "#  parse the data from the file\n",
    "def parse_data(file_path):\n",
    "    messages = []\n",
    "    with open(file_path, 'r') as file:\n",
    "        for line in file:\n",
    "            # Split the line by pipe '|' delimiter\n",
    "            parts = line.strip().split('|')\n",
    "\n",
    "            # Extract timestamp, instrument ID, and message type (S or D)\n",
    "            timestamp = parts[1]\n",
    "            instrument_id = parts[3]\n",
    "            message_type = parts[2]  # 'S' for static fields, 'D' for dynamic fields\n",
    "            \n",
    "            # Fields start from index 7 onwards, and are in the form 'f<field_id>=value'\n",
    "            fields = {}\n",
    "            for field in parts[7:]:\n",
    "                match = re.match(r'f(\\d+)=(\\S+)', field)\n",
    "                if match:\n",
    "                    field_id = match.group(1)  # Field ID without 'f' prefix\n",
    "                    value = match.group(2)     # Value for that field\n",
    "                    fields[field_id] = value   # Store in the dictionary\n",
    "            \n",
    "            # Create a Message object and add to the list\n",
    "            message = Message(timestamp, instrument_id, message_type, fields)\n",
    "            messages.append(message)\n",
    "    \n",
    "    return messages"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "02d68824",
   "metadata": {},
   "outputs": [],
   "source": [
    "messages = parse_data('data.txt')"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "6a46ed1c",
   "metadata": {},
   "source": [
    "#  2.Main function"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "e17b6bf8",
   "metadata": {},
   "outputs": [],
   "source": [
    "def convert_to_datetime(timestamp):\n",
    "    return datetime.strptime(timestamp, \"%H:%M:%S:%f\")\n",
    "\n",
    "# main func\n",
    "def function(target_instrument_id, target_period, target_static_fields, target_dynamic_fields, messages):\n",
    "    start_time = convert_to_datetime(target_period[0])\n",
    "    end_time = convert_to_datetime(target_period[1])\n",
    "\n",
    "    rows = []  # List to store the rows for DataFrame\n",
    "\n",
    "    # Iterate through each instrument ID\n",
    "    for instrument_id in target_instrument_id:\n",
    "        print(\"-------this is id:\", instrument_id)\n",
    "        static_values = {field: [] for field in target_static_fields}  # Use list to store static field values\n",
    "        dynamic_values = {field: [] for field in target_dynamic_fields}  # Use list to store dynamic field values\n",
    "        records_found = False\n",
    "        \n",
    "        # Filter messages for the current instrument_id\n",
    "        instrument_messages = [message for message in messages if message.id == instrument_id]\n",
    "\n",
    "        for message in instrument_messages:\n",
    "            # Check if the timestamp is in the target period\n",
    "            message_time = convert_to_datetime(message.timestamp)\n",
    "            if start_time <= message_time <= end_time:\n",
    "                records_found = True\n",
    "                print(message)\n",
    "\n",
    "                # for static fields (type 'S')\n",
    "                if message.type == 'S':  # Static field type\n",
    "                    for field_name in target_static_fields:\n",
    "                        field_id = static_fields.get(field_name)\n",
    "                        if f'{field_id}' in message.fields:\n",
    "                            field_value = message.fields[f\"{field_id}\"]\n",
    "                            if field_value not in static_values[field_name]:\n",
    "                                static_values[field_name].append(field_value)  # Store unique values\n",
    "                        else:\n",
    "                            if \"N/A\" not in static_values[field_name]:\n",
    "                                static_values[field_name].append(\"N/A\")\n",
    "                \n",
    "                # for dynamic fields (type 'D')\n",
    "                elif message.type !=\"S\":  # Dynamic field type\n",
    "                    for field_name in target_dynamic_fields:\n",
    "                        field_id = dynamic_fields.get(field_name)\n",
    "                        if f'{field_id}' in message.fields:\n",
    "                            field_value = message.fields[f\"{field_id}\"]\n",
    "                            if field_value not in dynamic_values[field_name]:\n",
    "                                dynamic_values[field_name].append(field_value)  # Store unique values\n",
    "\n",
    "        # If records were found for this instrument_id, create a row\n",
    "        if records_found:\n",
    "            row = {\"instrument_id\": instrument_id, \"start_time\": target_period[0], \"end_time\": target_period[1]}\n",
    "            \n",
    "            # Add static fields as individual columns with unique values as a list\n",
    "            for field_name in target_static_fields:\n",
    "                row[field_name] = \", \".join(map(str, static_values[field_name])) if static_values[field_name] else \"N/A\"\n",
    "            \n",
    "            # Add dynamic fields as individual columns with unique values as a list\n",
    "            for field_name in target_dynamic_fields:\n",
    "                row[field_name] = \", \".join(map(str, dynamic_values[field_name])) if dynamic_values[field_name] else \"N/A\"\n",
    "            \n",
    "            rows.append(row)\n",
    "        else:\n",
    "            # If no record is found, add an entry indicating no data\n",
    "            row = {\"instrument_id\": instrument_id, \"start_time\": target_period[0], \"end_time\": target_period[1]}\n",
    "            # Add static fields as individual columns with \"N/A\"\n",
    "            for field_name in target_static_fields:\n",
    "                row[field_name] = \"N/A\"\n",
    "            # Add dynamic fields as individual columns with \"N/A\"\n",
    "            for field_name in target_dynamic_fields:\n",
    "                row[field_name] = \"N/A\"\n",
    "            rows.append(row)\n",
    "\n",
    "    # Convert to a Pandas DataFrame\n",
    "    df = pd.DataFrame(rows)\n",
    "        # remove remaining \"N/A\" if other values exist\n",
    "    for column in df.columns:\n",
    "        if column not in [\"instrument_id\", \"start_time\", \"end_time\"]:\n",
    "            df[column] = df[column].apply(\n",
    "                lambda x: \",\".join([val for val in x.split(\",\") if val != \"N/A\"]).strip(\",\")\n",
    "                if isinstance(x, str) and \"N/A\" in x and \",\" in x\n",
    "                else x\n",
    "            )\n",
    "\n",
    "\n",
    "    return df"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "f4b581b7",
   "metadata": {},
   "source": [
    "#  3.Test Samples"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "1912df8d",
   "metadata": {},
   "source": [
    "## 3.1 sample1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "id": "b8192be5",
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "-------this is id: IXN22FHB34000\n",
      "Message(timestamp=15:30:56:922, id=IXN22FHB34000, type=Q, fields={'8': '2', '4': '5.3', '5': '122', '12': '2', '6': '6.2', '7': '90'})\n",
      "Message(timestamp=15:37:06:619, id=IXN22FHB34000, type=Q, fields={'8': '12', '4': '5.5', '5': '31', '12': '12', '6': '6', '7': '42'})\n",
      "Message(timestamp=15:43:02:271, id=IXN22FHB34000, type=Q, fields={'8': '12', '4': '5.2', '5': '31', '12': '12', '6': '5.9', '7': '127'})\n",
      "Message(timestamp=15:48:58:198, id=IXN22FHB34000, type=Q, fields={'8': '5', '4': '5.2', '5': '31', '12': '5', '6': '5.7', '7': '33'})\n",
      "Message(timestamp=15:54:49:425, id=IXN22FHB34000, type=Q, fields={'8': '11', '4': '5', '5': '1', '12': '11', '6': '5.6', '7': '185'})\n",
      "Message(timestamp=16:00:34:311, id=IXN22FHB34000, type=Q, fields={'8': '15', '4': '5', '5': '1', '12': '15', '6': '5.6', '7': '480'})\n",
      "Message(timestamp=16:06:20:697, id=IXN22FHB34000, type=Q, fields={'8': '19', '4': '5.1', '5': '31', '12': '19', '6': '5.6', '7': '102'})\n",
      "Message(timestamp=16:12:05:999, id=IXN22FHB34000, type=Q, fields={'8': '2', '4': '5', '5': '31', '12': '2', '6': '5.6', '7': '495'})\n",
      "Message(timestamp=16:17:51:586, id=IXN22FHB34000, type=Q, fields={'8': '15', '4': '5.1', '5': '31', '12': '15', '6': '5.6', '7': '149'})\n",
      "Message(timestamp=16:23:33:882, id=IXN22FHB34000, type=Q, fields={'8': '11', '4': '5.2', '5': '1', '12': '3', '6': '5.5', '7': '40'})\n",
      "Message(timestamp=16:29:12:096, id=IXN22FHB34000, type=Q, fields={'8': '15', '4': '5', '5': '31', '12': '3', '6': '5.5', '7': '96'})\n",
      "Message(timestamp=16:34:44:333, id=IXN22FHB34000, type=Q, fields={'8': '24', '4': '5.2', '5': '32', '12': '24', '6': '5.7', '7': '169'})\n",
      "Message(timestamp=16:40:34:916, id=IXN22FHB34000, type=Q, fields={'8': '3', '4': '5', '5': '1', '12': '3', '6': '5.5', '7': '393'})\n",
      "Message(timestamp=16:46:28:227, id=IXN22FHB34000, type=Q, fields={'8': '12', '4': '5', '5': '1', '12': '12', '6': '5.5', '7': '375'})\n",
      "Message(timestamp=16:51:58:732, id=IXN22FHB34000, type=Q, fields={'8': '12', '4': '5', '5': '1', '12': '12', '6': '5.4', '7': '378'})\n",
      "Message(timestamp=16:57:29:427, id=IXN22FHB34000, type=Q, fields={'8': '15', '4': '4.8', '5': '31', '12': '15', '6': '5.4', '7': '217'})\n",
      "Message(timestamp=17:03:14:177, id=IXN22FHB34000, type=Q, fields={'8': '15', '4': '4.9', '5': '31', '12': '15', '6': '5.4', '7': '162'})\n",
      "Message(timestamp=17:08:54:338, id=IXN22FHB34000, type=Q, fields={'8': '11', '4': '4.9', '5': '31', '12': '11', '6': '5.4', '7': '86'})\n",
      "Message(timestamp=17:14:18:555, id=IXN22FHB34000, type=Q, fields={'8': '12', '4': '5', '5': '31', '12': '12', '6': '5.4', '7': '6'})\n",
      "Message(timestamp=17:19:40:838, id=IXN22FHB34000, type=Q, fields={'8': '11', '4': '5', '5': '31', '12': '11', '6': '5.5', '7': '272'})\n",
      "Message(timestamp=17:25:05:307, id=IXN22FHB34000, type=Q, fields={'8': '1', '4': '5', '5': '15', '12': '1', '6': '5.4', '7': '494'})\n",
      "Message(timestamp=17:26:39:203, id=IXN22FHB34000, type=T, fields={'2': '5', '3': '15', '108': '23', '138': 'I', '2181': 'FH', '942': '13:26:39.0', '966': '15-04-22', '943': '13:26:39.0', '19': '5', '30': '3', '16': '29', '423': '167.4', '243': '6', '214': '14'})\n",
      "Message(timestamp=17:30:53:079, id=IXN22FHB34000, type=Q, fields={'8': '11', '4': '4.9', '5': '21', '12': '11', '6': '5.4', '7': '134'})\n",
      "Message(timestamp=17:36:27:640, id=IXN22FHB34000, type=Q, fields={'8': '24', '4': '4.5', '5': '137', '12': '24', '6': '5.3', '7': '147'})\n",
      "Message(timestamp=17:42:01:000, id=IXN22FHB34000, type=Q, fields={'8': '5', '4': '4.7', '5': '31', '12': '5', '6': '5.3', '7': '168'})\n",
      "Message(timestamp=17:47:50:259, id=IXN22FHB34000, type=Q, fields={'8': '11', '4': '4.8', '5': '21', '12': '11', '6': '5.2', '7': '21'})\n",
      "Message(timestamp=17:53:21:136, id=IXN22FHB34000, type=Q, fields={'8': '15', '4': '4.6', '5': '31', '12': '15', '6': '5.1', '7': '21'})\n",
      "Message(timestamp=17:58:46:897, id=IXN22FHB34000, type=Q, fields={'8': '6', '4': '4.6', '5': '31', '12': '6', '6': '5', '7': '21'})\n",
      "Message(timestamp=18:04:06:735, id=IXN22FHB34000, type=Q, fields={'8': '20', '4': '4.6', '5': '31', '12': '20', '6': '5.1', '7': '103'})\n",
      "Message(timestamp=18:08:24:665, id=IXN22FHB34000, type=T, fields={'2': '4.8', '3': '2', '108': '23', '138': 'I', '2181': 'FH', '942': '14:8:24.0', '966': '15-04-22', '943': '14:8:24.0', '19': '4.8', '30': '4', '16': '31', '423': '177', '243': '5.7', '214': '14'})\n",
      "Message(timestamp=18:09:42:717, id=IXN22FHB34000, type=Q, fields={'8': '3', '4': '4.5', '5': '21', '12': '3', '6': '5.1', '7': '111'})\n",
      "Message(timestamp=18:15:18:928, id=IXN22FHB34000, type=Q, fields={'8': '11', '4': '4.6', '5': '31', '12': '11', '6': '5.1', '7': '105'})\n",
      "Message(timestamp=18:20:39:811, id=IXN22FHB34000, type=Q, fields={'8': '12', '4': '4.7', '5': '84', '12': '12', '6': '5.3', '7': '87'})\n",
      "Message(timestamp=18:26:36:867, id=IXN22FHB34000, type=Q, fields={'8': '12', '4': '4.5', '5': '31', '12': '12', '6': '5.3', '7': '96'})\n",
      "Message(timestamp=18:32:12:849, id=IXN22FHB34000, type=Q, fields={'8': '12', '4': '4.6', '5': '31', '12': '12', '6': '5', '7': '42'})\n",
      "Message(timestamp=18:37:55:113, id=IXN22FHB34000, type=Q, fields={'8': '34', '4': '4.6', '5': '33', '12': '34', '6': '5', '7': '31'})\n",
      "Message(timestamp=18:43:21:205, id=IXN22FHB34000, type=Q, fields={'8': '36', '4': '4.6', '5': '33', '12': '36', '6': '5', '7': '31'})\n",
      "Message(timestamp=18:48:45:378, id=IXN22FHB34000, type=Q, fields={'8': '34', '4': '4.4', '5': '31', '12': '34', '6': '5.1', '7': '47'})\n",
      "Message(timestamp=18:54:01:030, id=IXN22FHB34000, type=Q, fields={'8': '3', '4': '4.5', '5': '31', '12': '3', '6': '5.1', '7': '115'})\n",
      "Message(timestamp=18:59:49:678, id=IXN22FHB34000, type=Q, fields={'8': '1', '4': '4.5', '5': '31', '12': '1', '6': '4.9', '7': '6'})\n",
      "Message(timestamp=19:05:48:014, id=IXN22FHB34000, type=Q, fields={'8': '55', '4': '4.5', '5': '33', '12': '55', '6': '5', '7': '31'})\n",
      "Message(timestamp=19:11:30:264, id=IXN22FHB34000, type=Q, fields={'8': '3', '4': '4.5', '5': '21', '12': '3', '6': '5', '7': '72'})\n",
      "Message(timestamp=19:17:16:079, id=IXN22FHB34000, type=Q, fields={'8': '5', '4': '4.7', '5': '31', '12': '5', '6': '5.4', '7': '31'})\n",
      "Message(timestamp=19:23:50:682, id=IXN22FHB34000, type=Q, fields={'8': '6', '4': '4.8', '5': '10', '12': '6', '6': '5.2', '7': '2'})\n",
      "Message(timestamp=19:29:47:266, id=IXN22FHB34000, type=Q, fields={'8': '20', '4': '4.7', '5': '21', '12': '20', '6': '5.2', '7': '13'})\n",
      "Message(timestamp=19:35:29:977, id=IXN22FHB34000, type=Q, fields={'8': '2', '4': '4.8', '5': '31', '12': '2', '6': '5.5', '7': '59'})\n",
      "Message(timestamp=19:40:56:128, id=IXN22FHB34000, type=Q, fields={'8': '12', '4': '4.4', '5': '31', '12': '12', '6': '5.2', '7': '38'})\n",
      "Message(timestamp=19:46:03:733, id=IXN22FHB34000, type=Q, fields={'8': '5', '4': '4.3', '5': '21', '12': '5', '6': '5.1', '7': '57'})\n",
      "Message(timestamp=19:52:17:497, id=IXN22FHB34000, type=Q, fields={'8': '12', '4': '4.1', '5': '7', '12': '12', '6': '5', '7': '306'})\n",
      "Message(timestamp=19:59:44:301, id=IXN22FHB34000, type=Q, fields={'8': '6', '4': '4.1', '5': '2', '12': '6', '6': '4.8', '7': '68'})\n",
      "-------this is id: IXN23MKB27500\n",
      "Message(timestamp=15:31:52:944, id=IXN23MKB27500, type=Q, fields={'8': '12', '4': '16.9', '5': '93', '12': '12', '6': '17.9', '7': '2'})\n",
      "Message(timestamp=15:37:49:176, id=IXN23MKB27500, type=Q, fields={'8': '11', '4': '17', '5': '47', '12': '11', '6': '18.2', '7': '20'})\n",
      "Message(timestamp=15:43:48:445, id=IXN23MKB27500, type=Q, fields={'8': '36', '12': '36', '6': '18.4', '7': '10'})\n",
      "Message(timestamp=15:49:50:070, id=IXN23MKB27500, type=Q, fields={'8': '3', '4': '17.4', '5': '187', '12': '24', '6': '18.6', '7': '20'})\n",
      "Message(timestamp=15:55:36:249, id=IXN23MKB27500, type=Q, fields={'8': '1', '4': '17.5', '5': '30', '12': '1', '6': '18.7', '7': '20'})\n",
      "Message(timestamp=16:01:23:998, id=IXN23MKB27500, type=Q, fields={'8': '3', '4': '18', '5': '1', '12': '3', '6': '18.7', '7': '4'})\n",
      "Message(timestamp=16:07:08:948, id=IXN23MKB27500, type=Q, fields={'8': '34', '4': '17.8', '5': '32', '12': '34', '6': '18.9', '7': '1'})\n",
      "Message(timestamp=16:12:52:136, id=IXN23MKB27500, type=Q, fields={'8': '19', '12': '19', '6': '19', '7': '10'})\n",
      "Message(timestamp=16:18:38:759, id=IXN23MKB27500, type=Q, fields={'8': '14', '4': '17.9', '5': '30', '12': '14', '6': '19.1', '7': '20'})\n",
      "Message(timestamp=16:24:22:932, id=IXN23MKB27500, type=Q, fields={'8': '3', '4': '17.8', '5': '83', '12': '24', '6': '18.9', '7': '20'})\n",
      "Message(timestamp=16:29:59:923, id=IXN23MKB27500, type=Q, fields={'8': '36', '4': '17.8', '5': '30', '12': '36', '6': '18.8', '7': '1'})\n",
      "Message(timestamp=16:35:29:700, id=IXN23MKB27500, type=Q, fields={'8': '34', '4': '17.8', '5': '30', '12': '34', '6': '19', '7': '20'})\n",
      "Message(timestamp=16:41:24:416, id=IXN23MKB27500, type=Q, fields={'8': '15', '4': '18', '5': '30', '12': '15', '6': '19.3', '7': '30'})\n",
      "Message(timestamp=16:47:13:270, id=IXN23MKB27500, type=Q, fields={'8': '15', '4': '18.2', '5': '1', '12': '15', '6': '18.9', '7': '20'})\n",
      "Message(timestamp=16:52:42:039, id=IXN23MKB27500, type=Q, fields={'8': '12', '4': '18', '5': '30', '12': '12', '6': '19.4', '7': '49'})\n",
      "Message(timestamp=16:58:29:270, id=IXN23MKB27500, type=Q, fields={'8': '12', '4': '18.1', '5': '30', '12': '12', '6': '19.1', '7': '20'})\n",
      "Message(timestamp=17:04:00:289, id=IXN23MKB27500, type=Q, fields={'8': '55', '4': '17.7', '5': '52', '12': '55', '6': '19.1', '7': '5'})\n",
      "Message(timestamp=17:09:38:452, id=IXN23MKB27500, type=Q, fields={'8': '12', '4': '18.1', '5': '30', '12': '1', '6': '19', '7': '1'})\n",
      "Message(timestamp=17:15:00:187, id=IXN23MKB27500, type=Q, fields={'8': '3', '4': '17.9', '5': '30', '12': '3', '6': '19.1', '7': '20'})\n",
      "Message(timestamp=17:20:21:772, id=IXN23MKB27500, type=Q, fields={'8': '36', '4': '17.1', '5': '183', '12': '36', '6': '18.9', '7': '5'})\n",
      "Message(timestamp=17:25:51:653, id=IXN23MKB27500, type=Q, fields={'8': '34', '12': '24', '6': '19.2', '7': '10'})\n",
      "Message(timestamp=17:31:35:168, id=IXN23MKB27500, type=Q, fields={'8': '20', '4': '18.2', '5': '40', '12': '20', '6': '19', '7': '2'})\n",
      "Message(timestamp=17:37:07:014, id=IXN23MKB27500, type=Q, fields={'8': '19', '4': '18.3', '5': '40', '12': '19', '6': '19.4', '7': '20'})\n",
      "Message(timestamp=17:42:44:336, id=IXN23MKB27500, type=Q, fields={'8': '20', '4': '18.2', '5': '40', '12': '20', '6': '19.4', '7': '20'})\n",
      "Message(timestamp=17:48:33:812, id=IXN23MKB27500, type=Q, fields={'8': '5', '4': '18.1', '5': '131', '12': '5', '6': '19.2', '7': '20'})\n",
      "Message(timestamp=17:53:57:172, id=IXN23MKB27500, type=Q, fields={'8': '6', '4': '18.2', '5': '258', '12': '6', '6': '19.6', '7': '20'})\n",
      "Message(timestamp=17:59:23:963, id=IXN23MKB27500, type=Q, fields={'8': '15', '4': '18.4', '5': '100', '12': '3', '6': '19.4', '7': '6'})\n",
      "Message(timestamp=18:04:56:937, id=IXN23MKB27500, type=Q, fields={'8': '3', '4': '18.6', '5': '40', '12': '3', '6': '19.4', '7': '1'})\n",
      "Message(timestamp=18:10:30:943, id=IXN23MKB27500, type=Q, fields={'8': '34', '4': '18.6', '5': '40', '12': '34', '6': '19.3', '7': '6'})\n",
      "Message(timestamp=18:16:05:387, id=IXN23MKB27500, type=Q, fields={'8': '11', '4': '18.7', '5': '48', '12': '11', '6': '19.9', '7': '71'})\n",
      "Message(timestamp=18:21:26:000, id=IXN23MKB27500, type=Q, fields={'8': '6', '4': '18.4', '5': '10', '12': '6', '6': '19.3', '7': '20'})\n",
      "Message(timestamp=18:27:30:468, id=IXN23MKB27500, type=Q, fields={'8': '15', '4': '18.4', '5': '61', '12': '15', '6': '19.3', '7': '2'})\n",
      "Message(timestamp=18:33:08:821, id=IXN23MKB27500, type=Q, fields={'8': '3', '4': '18.6', '5': '40', '12': '3', '6': '19.3', '7': '1'})\n",
      "Message(timestamp=18:38:48:870, id=IXN23MKB27500, type=Q, fields={'8': '15', '4': '18.7', '5': '40', '12': '15', '6': '19.7', '7': '20'})\n",
      "Message(timestamp=18:44:12:201, id=IXN23MKB27500, type=Q, fields={'8': '11', '4': '18.3', '5': '121', '12': '11', '6': '19.6', '7': '20'})\n",
      "Message(timestamp=18:49:36:773, id=IXN23MKB27500, type=Q, fields={'8': '11', '4': '18.7', '5': '40', '12': '11', '6': '20', '7': '69'})\n",
      "Message(timestamp=18:54:58:970, id=IXN23MKB27500, type=Q, fields={'8': '55', '4': '18.6', '5': '58', '12': '55', '6': '19.6', '7': '20'})\n",
      "Message(timestamp=19:00:41:955, id=IXN23MKB27500, type=Q, fields={'8': '34', '4': '18.6', '5': '40', '12': '34', '6': '19.5', '7': '20'})\n",
      "Message(timestamp=19:06:39:109, id=IXN23MKB27500, type=Q, fields={'8': '12', '4': '18.7', '5': '93', '12': '12', '6': '19.7', '7': '20'})\n",
      "Message(timestamp=19:12:16:697, id=IXN23MKB27500, type=Q, fields={'8': '15', '4': '18.5', '5': '51', '12': '15', '6': '19.7', '7': '2'})\n",
      "Message(timestamp=19:18:15:732, id=IXN23MKB27500, type=Q, fields={'8': '12', '4': '18', '5': '25', '12': '12', '6': '19.1', '7': '8'})\n",
      "Message(timestamp=19:24:43:647, id=IXN23MKB27500, type=Q, fields={'8': '12', '4': '18', '5': '120', '12': '3', '6': '19.2', '7': '3'})\n",
      "Message(timestamp=19:30:41:351, id=IXN23MKB27500, type=Q, fields={'8': '11', '4': '18.2', '5': '2', '12': '11', '6': '19.2', '7': '20'})\n",
      "Message(timestamp=19:36:25:482, id=IXN23MKB27500, type=Q, fields={'8': '3', '4': '16.9', '5': '98', '12': '3', '6': '18.7', '7': '5'})\n",
      "Message(timestamp=19:41:40:054, id=IXN23MKB27500, type=Q, fields={'8': '6', '4': '17.6', '5': '12', '12': '6', '6': '18.8', '7': '20'})\n",
      "Message(timestamp=19:46:46:117, id=IXN23MKB27500, type=Q, fields={'8': '6', '4': '18.2', '5': '1', '12': '6', '6': '19.1', '7': '4'})\n",
      "Message(timestamp=19:52:57:463, id=IXN23MKB27500, type=Q, fields={'8': '14', '4': '18.3', '5': '30', '12': '14', '6': '19.4', '7': '1'})\n",
      "-------this is id: IXN22EKB61500\n",
      "Message(timestamp=15:37:39:360, id=IXN22EKB61500, type=Q, fields={'8': '15', '12': '15', '6': '4.8', '7': '12'})\n",
      "Message(timestamp=15:43:59:155, id=IXN22EKB61500, type=Q, fields={'8': '15', '12': '15', '6': '4.8', '7': '9'})\n",
      "Message(timestamp=16:10:29:035, id=IXN22EKB61500, type=Q, fields={'8': '12', '12': '12', '6': '4.8', '7': '12'})\n",
      "Message(timestamp=16:16:40:613, id=IXN22EKB61500, type=Q, fields={'8': '15', '12': '15', '6': '4.8', '7': '8'})\n",
      "Message(timestamp=17:21:45:047, id=IXN22EKB61500, type=Q, fields={'8': '15', '12': '15', '6': '4.8', '7': '9'})\n",
      "Message(timestamp=17:29:16:451, id=IXN22EKB61500, type=Q, fields={'8': '34', '12': '34', '6': '4.8', '7': '8'})\n",
      "Message(timestamp=17:35:03:400, id=IXN22EKB61500, type=Q, fields={'8': '34', '12': '3', '6': '4.8', '7': '13'})\n",
      "Message(timestamp=17:46:59:368, id=IXN22EKB61500, type=Q, fields={'8': '15', '12': '15', '6': '4.8', '7': '10'})\n",
      "Message(timestamp=18:27:09:751, id=IXN22EKB61500, type=Q, fields={'8': '15', '12': '15', '6': '4.8', '7': '10'})\n",
      "Message(timestamp=19:19:50:657, id=IXN22EKB61500, type=Q, fields={'8': '11', '12': '11', '6': '4.8', '7': '10'})\n",
      "Message(timestamp=19:27:05:855, id=IXN22EKB61500, type=Q, fields={'8': '15', '12': '15', '6': '4.8', '7': '11'})\n",
      "Message(timestamp=19:45:42:841, id=IXN22EKB61500, type=Q, fields={'8': '12', '12': '19', '6': '4.8', '7': '13'})\n",
      "Message(timestamp=19:53:18:244, id=IXN22EKB61500, type=Q, fields={'8': '19', '12': '19', '6': '4.8', '7': '15'})\n",
      "-------this is id: IXN22BIB63500\n",
      "-------this is id: IXN22EKB56500\n",
      "Message(timestamp=15:34:28:712, id=IXN22EKB56500, type=Q, fields={'8': '15', '12': '15', '6': '4.8', '7': '11'})\n",
      "Message(timestamp=15:40:40:058, id=IXN22EKB56500, type=Q, fields={'8': '12', '12': '12', '6': '4.8', '7': '12'})\n",
      "Message(timestamp=16:10:29:021, id=IXN22EKB56500, type=Q, fields={'8': '5', '12': '5', '6': '4.8', '7': '12'})\n",
      "Message(timestamp=16:18:37:223, id=IXN22EKB56500, type=Q, fields={'8': '34', '12': '34', '6': '4.8', '7': '8'})\n",
      "Message(timestamp=16:39:58:910, id=IXN22EKB56500, type=Q, fields={'8': '11', '12': '11', '6': '4.8', '7': '12'})\n",
      "Message(timestamp=17:00:34:556, id=IXN22EKB56500, type=Q, fields={'8': '12', '12': '12', '6': '4.8', '7': '12'})\n",
      "Message(timestamp=17:22:38:225, id=IXN22EKB56500, type=Q, fields={'8': '15', '12': '15', '6': '4.8', '7': '12'})\n",
      "Message(timestamp=17:46:45:327, id=IXN22EKB56500, type=Q, fields={'8': '15', '12': '3', '6': '4.8', '7': '12'})\n",
      "Message(timestamp=18:27:49:327, id=IXN22EKB56500, type=Q, fields={'8': '11', '12': '11', '6': '4.8', '7': '12'})\n",
      "Message(timestamp=19:19:52:561, id=IXN22EKB56500, type=Q, fields={'8': '11', '12': '11', '6': '4.8', '7': '11'})\n",
      "Message(timestamp=19:27:05:855, id=IXN22EKB56500, type=Q, fields={'8': '15', '12': '15', '6': '4.8', '7': '13'})\n",
      "Message(timestamp=19:53:10:464, id=IXN22EKB56500, type=Q, fields={'8': '19', '12': '19', '6': '4.8', '7': '13'})\n",
      "-------this is id: IXN21GGB43500\n",
      "-------this is id: IXN23MKB24000\n",
      "Message(timestamp=15:34:23:691, id=IXN23MKB24000, type=Q, fields={'8': '11', '4': '8.6', '5': '309', '12': '11', '6': '9.8', '7': '20'})\n",
      "Message(timestamp=15:40:33:210, id=IXN23MKB24000, type=Q, fields={'8': '12', '4': '8.6', '5': '277', '12': '12', '6': '10.1', '7': '58'})\n",
      "Message(timestamp=15:46:24:383, id=IXN23MKB24000, type=Q, fields={'8': '5', '4': '8.9', '5': '145', '12': '5', '6': '10.1', '7': '20'})\n",
      "Message(timestamp=15:52:47:318, id=IXN23MKB24000, type=Q, fields={'8': '11', '4': '9.1', '5': '39', '12': '11', '6': '10.1', '7': '20'})\n",
      "Message(timestamp=15:58:33:269, id=IXN23MKB24000, type=Q, fields={'8': '14', '4': '9.2', '5': '36', '12': '14', '6': '10', '7': '10'})\n",
      "Message(timestamp=16:04:15:786, id=IXN23MKB24000, type=Q, fields={'8': '11', '4': '9.3', '5': '37', '12': '11', '6': '10.4', '7': '30'})\n",
      "Message(timestamp=16:10:15:999, id=IXN23MKB24000, type=Q, fields={'8': '55', '4': '9.3', '5': '177', '12': '55', '6': '10.2', '7': '3'})\n",
      "Message(timestamp=16:16:20:552, id=IXN23MKB24000, type=Q, fields={'8': '3', '4': '9.3', '5': '197', '12': '1', '6': '10.2', '7': '2'})\n",
      "Message(timestamp=16:22:07:395, id=IXN23MKB24000, type=Q, fields={'8': '3', '4': '9.4', '5': '154', '12': '3', '6': '10.2', '7': '2'})\n",
      "Message(timestamp=16:27:49:119, id=IXN23MKB24000, type=Q, fields={'8': '15', '4': '9.4', '5': '36', '12': '15', '6': '10.1', '7': '1'})\n",
      "Message(timestamp=16:33:40:185, id=IXN23MKB24000, type=Q, fields={'8': '15', '4': '9.4', '5': '20', '12': '15', '6': '10.3', '7': '20'})\n",
      "Message(timestamp=16:39:21:409, id=IXN23MKB24000, type=Q, fields={'8': '3', '4': '9.3', '5': '54', '12': '3', '6': '10.6', '7': '157'})\n",
      "Message(timestamp=16:45:23:581, id=IXN23MKB24000, type=Q, fields={'8': '12', '4': '9.4', '5': '59', '12': '12', '6': '10.3', '7': '20'})\n",
      "Message(timestamp=16:50:54:726, id=IXN23MKB24000, type=Q, fields={'8': '6', '4': '9.4', '5': '61', '12': '6', '6': '10.2', '7': '6'})\n",
      "Message(timestamp=16:56:18:240, id=IXN23MKB24000, type=Q, fields={'8': '19', '4': '9.4', '5': '80', '12': '19', '6': '10.2', '7': '5'})\n",
      "Message(timestamp=17:02:11:196, id=IXN23MKB24000, type=Q, fields={'8': '6', '4': '9.5', '5': '134', '12': '6', '6': '10.8', '7': '61'})\n",
      "Message(timestamp=17:07:40:315, id=IXN23MKB24000, type=Q, fields={'8': '12', '4': '9.5', '5': '62', '12': '12', '6': '10.5', '7': '20'})\n",
      "Message(timestamp=17:13:13:157, id=IXN23MKB24000, type=Q, fields={'8': '11', '4': '9.5', '5': '20', '12': '11', '6': '10.2', '7': '2'})\n",
      "Message(timestamp=17:18:39:716, id=IXN23MKB24000, type=Q, fields={'8': '36', '4': '9.5', '5': '8', '12': '36', '6': '10.2', '7': '20'})\n",
      "Message(timestamp=17:24:03:917, id=IXN23MKB24000, type=Q, fields={'8': '12', '4': '9.5', '5': '186', '12': '12', '6': '10.6', '7': '41'})\n",
      "Message(timestamp=17:30:24:340, id=IXN23MKB24000, type=Q, fields={'8': '55', '4': '9.6', '5': '23', '12': '55', '6': '10.3', '7': '20'})\n",
      "Message(timestamp=17:36:03:898, id=IXN23MKB24000, type=Q, fields={'8': '19', '4': '9.5', '5': '70', '12': '19', '6': '10.3', '7': '20'})\n",
      "Message(timestamp=17:41:45:472, id=IXN23MKB24000, type=Q, fields={'8': '3', '4': '9.5', '5': '180', '12': '3', '6': '10.7', '7': '41'})\n",
      "Message(timestamp=17:47:41:363, id=IXN23MKB24000, type=Q, fields={'8': '3', '4': '9.5', '5': '281', '12': '3', '6': '10.5', '7': '20'})\n",
      "Message(timestamp=17:53:13:460, id=IXN23MKB24000, type=Q, fields={'8': '15', '4': '9.5', '5': '145', '12': '15', '6': '10.4', '7': '20'})\n",
      "Message(timestamp=17:58:45:899, id=IXN23MKB24000, type=Q, fields={'8': '6', '4': '9.6', '5': '70', '12': '6', '6': '10.4', '7': '20'})\n",
      "Message(timestamp=18:04:12:217, id=IXN23MKB24000, type=Q, fields={'8': '1', '4': '9.7', '5': '60', '12': '1', '6': '10.4', '7': '6'})\n",
      "Message(timestamp=18:09:45:989, id=IXN23MKB24000, type=Q, fields={'8': '12', '4': '9.8', '5': '30', '12': '12', '6': '10.4', '7': '2'})\n",
      "Message(timestamp=18:15:23:325, id=IXN23MKB24000, type=Q, fields={'8': '15', '4': '9.8', '5': '20', '12': '15', '6': '10.4', '7': '2'})\n",
      "Message(timestamp=18:20:47:547, id=IXN23MKB24000, type=Q, fields={'8': '14', '4': '9.7', '5': '5', '12': '14', '6': '10.4', '7': '30'})\n",
      "Message(timestamp=18:26:46:119, id=IXN23MKB24000, type=Q, fields={'8': '24', '4': '9.6', '5': '59', '12': '3', '6': '10.3', '7': '6'})\n",
      "Message(timestamp=18:32:31:274, id=IXN23MKB24000, type=Q, fields={'8': '12', '4': '9.6', '5': '111', '12': '12', '6': '10.7', '7': '20'})\n",
      "Message(timestamp=18:38:15:066, id=IXN23MKB24000, type=Q, fields={'8': '3', '4': '9.7', '5': '127', '12': '3', '6': '10.6', '7': '1'})\n",
      "Message(timestamp=18:44:27:086, id=IXN23MKB24000, type=Q, fields={'8': '15', '4': '9.7', '5': '106', '12': '15', '6': '10.5', '7': '1'})\n",
      "Message(timestamp=18:50:17:122, id=IXN23MKB24000, type=Q, fields={'8': '36', '4': '9.7', '5': '108', '12': '36', '6': '10.5', '7': '20'})\n",
      "Message(timestamp=18:55:51:063, id=IXN23MKB24000, type=Q, fields={'8': '3', '4': '9.8', '5': '143', '12': '3', '6': '10.9', '7': '37'})\n",
      "Message(timestamp=19:01:38:756, id=IXN23MKB24000, type=Q, fields={'8': '11', '4': '9.8', '5': '241', '12': '11', '6': '11.2', '7': '183'})\n",
      "Message(timestamp=19:07:34:379, id=IXN23MKB24000, type=Q, fields={'8': '24', '4': '9.8', '5': '115', '12': '24', '6': '11.1', '7': '107'})\n",
      "Message(timestamp=19:13:14:493, id=IXN23MKB24000, type=Q, fields={'8': '55', '4': '9.6', '5': '13', '12': '55', '6': '10.8', '7': '20'})\n",
      "Message(timestamp=19:19:13:413, id=IXN23MKB24000, type=Q, fields={'8': '36', '4': '9.5', '5': '150', '12': '36', '6': '10.7', '7': '73'})\n",
      "Message(timestamp=19:25:40:363, id=IXN23MKB24000, type=Q, fields={'8': '6', '4': '9.6', '5': '2', '12': '6', '6': '11', '7': '78'})\n",
      "Message(timestamp=19:31:34:394, id=IXN23MKB24000, type=Q, fields={'8': '15', '4': '9.4', '5': '46', '12': '15', '6': '10.5', '7': '20'})\n",
      "Message(timestamp=19:37:19:912, id=IXN23MKB24000, type=Q, fields={'8': '36', '4': '9.3', '5': '9', '12': '36', '6': '10.3', '7': '30'})\n",
      "Message(timestamp=19:42:39:028, id=IXN23MKB24000, type=Q, fields={'8': '1', '4': '9', '5': '292', '12': '1', '6': '10.2', '7': '8'})\n",
      "Message(timestamp=19:47:42:541, id=IXN23MKB24000, type=Q, fields={'8': '12', '4': '9.1', '5': '103', '12': '12', '6': '11.1', '7': '259'})\n",
      "Message(timestamp=19:53:54:648, id=IXN23MKB24000, type=Q, fields={'8': '19', '4': '9.4', '5': '20', '12': '19', '6': '10.9', '7': '147'})\n"
     ]
    }
   ],
   "source": [
    "start_time = \"15:30:00:617\"\n",
    "end_time = \"20:00:05:525\"\n",
    "target_instrument_id = [\"IXN22FHB34000\",\"IXN23MKB27500\",\"IXN22EKB61500\", \"IXN22BIB63500\", \"IXN22EKB56500\", \"IXN21GGB43500\",\"IXN23MKB24000\"]#\n",
    "target_period = [start_time, end_time]\n",
    "target_static_fields = [\"Expiration day\",\"Contract name\",\"Source of Static (internal only)\",\"Listing market for the exchange (US Equities)\", \"Root symbol (for options,...)\", \"Close divisor\"]\n",
    "target_dynamic_fields = [\"Last price\", \"Last volume\",\"Bid price\",\"Bid size\",\"Ask price\",\"Ask size\",\"Bid market\",\"Ask market\",\"Open price\",\"High price\",\"Open interest\",\"Bit flag to updated last/high/low/open/vol/composite\",\"Source of realtime message\"]\n",
    "\n",
    "df = function(target_instrument_id, target_period, target_static_fields, target_dynamic_fields, messages)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "b7f5fa34",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>instrument_id</th>\n",
       "      <th>start_time</th>\n",
       "      <th>end_time</th>\n",
       "      <th>Expiration day</th>\n",
       "      <th>Contract name</th>\n",
       "      <th>Source of Static (internal only)</th>\n",
       "      <th>Listing market for the exchange (US Equities)</th>\n",
       "      <th>Root symbol (for options,...)</th>\n",
       "      <th>Close divisor</th>\n",
       "      <th>Last price</th>\n",
       "      <th>...</th>\n",
       "      <th>Bid size</th>\n",
       "      <th>Ask price</th>\n",
       "      <th>Ask size</th>\n",
       "      <th>Bid market</th>\n",
       "      <th>Ask market</th>\n",
       "      <th>Open price</th>\n",
       "      <th>High price</th>\n",
       "      <th>Open interest</th>\n",
       "      <th>Bit flag to updated last/high/low/open/vol/composite</th>\n",
       "      <th>Source of realtime message</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>IXN22FHB34000</td>\n",
       "      <td>15:30:00:617</td>\n",
       "      <td>20:00:05:525</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>5, 4.8</td>\n",
       "      <td>...</td>\n",
       "      <td>122, 31, 1, 32, 15, 21, 137, 84, 33, 10, 7, 2</td>\n",
       "      <td>6.2, 6, 5.9, 5.7, 5.6, 5.5, 5.4, 5.3, 5.2, 5.1...</td>\n",
       "      <td>90, 42, 127, 33, 185, 480, 102, 495, 149, 40, ...</td>\n",
       "      <td>2, 12, 5, 11, 15, 19, 24, 3, 1, 6, 20, 34, 36, 55</td>\n",
       "      <td>2, 12, 5, 11, 15, 19, 3, 24, 1, 6, 20, 34, 36, 55</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>23</td>\n",
       "      <td>FH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>IXN23MKB27500</td>\n",
       "      <td>15:30:00:617</td>\n",
       "      <td>20:00:05:525</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>...</td>\n",
       "      <td>93, 47, 187, 30, 1, 32, 83, 52, 183, 40, 131, ...</td>\n",
       "      <td>17.9, 18.2, 18.4, 18.6, 18.7, 18.9, 19, 19.1, ...</td>\n",
       "      <td>2, 20, 10, 4, 1, 30, 49, 5, 6, 71, 69, 8, 3</td>\n",
       "      <td>12, 11, 36, 3, 1, 34, 19, 14, 15, 55, 20, 5, 6</td>\n",
       "      <td>12, 11, 36, 24, 1, 3, 34, 19, 14, 15, 55, 20, ...</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>IXN22EKB61500</td>\n",
       "      <td>15:30:00:617</td>\n",
       "      <td>20:00:05:525</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>...</td>\n",
       "      <td>N/A</td>\n",
       "      <td>4.8</td>\n",
       "      <td>12, 9, 8, 13, 10, 11, 15</td>\n",
       "      <td>15, 12, 34, 11, 19</td>\n",
       "      <td>15, 12, 34, 3, 11, 19</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>IXN22BIB63500</td>\n",
       "      <td>15:30:00:617</td>\n",
       "      <td>20:00:05:525</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>...</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>IXN22EKB56500</td>\n",
       "      <td>15:30:00:617</td>\n",
       "      <td>20:00:05:525</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>...</td>\n",
       "      <td>N/A</td>\n",
       "      <td>4.8</td>\n",
       "      <td>11, 12, 8, 13</td>\n",
       "      <td>15, 12, 5, 34, 11, 19</td>\n",
       "      <td>15, 12, 5, 34, 11, 3, 19</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>IXN21GGB43500</td>\n",
       "      <td>15:30:00:617</td>\n",
       "      <td>20:00:05:525</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>...</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>IXN23MKB24000</td>\n",
       "      <td>15:30:00:617</td>\n",
       "      <td>20:00:05:525</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>...</td>\n",
       "      <td>309, 277, 145, 39, 36, 37, 177, 197, 154, 20, ...</td>\n",
       "      <td>9.8, 10.1, 10, 10.4, 10.2, 10.3, 10.6, 10.8, 1...</td>\n",
       "      <td>20, 58, 10, 30, 3, 2, 1, 157, 6, 5, 61, 41, 37...</td>\n",
       "      <td>11, 12, 5, 14, 55, 3, 15, 6, 19, 36, 1, 24</td>\n",
       "      <td>11, 12, 5, 14, 55, 1, 3, 15, 6, 19, 36, 24</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>7 rows × 22 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "   instrument_id    start_time      end_time Expiration day Contract name  \\\n",
       "0  IXN22FHB34000  15:30:00:617  20:00:05:525            N/A           N/A   \n",
       "1  IXN23MKB27500  15:30:00:617  20:00:05:525            N/A           N/A   \n",
       "2  IXN22EKB61500  15:30:00:617  20:00:05:525            N/A           N/A   \n",
       "3  IXN22BIB63500  15:30:00:617  20:00:05:525            N/A           N/A   \n",
       "4  IXN22EKB56500  15:30:00:617  20:00:05:525            N/A           N/A   \n",
       "5  IXN21GGB43500  15:30:00:617  20:00:05:525            N/A           N/A   \n",
       "6  IXN23MKB24000  15:30:00:617  20:00:05:525            N/A           N/A   \n",
       "\n",
       "  Source of Static (internal only)  \\\n",
       "0                              N/A   \n",
       "1                              N/A   \n",
       "2                              N/A   \n",
       "3                              N/A   \n",
       "4                              N/A   \n",
       "5                              N/A   \n",
       "6                              N/A   \n",
       "\n",
       "  Listing market for the exchange (US Equities) Root symbol (for options,...)  \\\n",
       "0                                           N/A                           N/A   \n",
       "1                                           N/A                           N/A   \n",
       "2                                           N/A                           N/A   \n",
       "3                                           N/A                           N/A   \n",
       "4                                           N/A                           N/A   \n",
       "5                                           N/A                           N/A   \n",
       "6                                           N/A                           N/A   \n",
       "\n",
       "  Close divisor Last price  ...  \\\n",
       "0           N/A     5, 4.8  ...   \n",
       "1           N/A        N/A  ...   \n",
       "2           N/A        N/A  ...   \n",
       "3           N/A        N/A  ...   \n",
       "4           N/A        N/A  ...   \n",
       "5           N/A        N/A  ...   \n",
       "6           N/A        N/A  ...   \n",
       "\n",
       "                                            Bid size  \\\n",
       "0      122, 31, 1, 32, 15, 21, 137, 84, 33, 10, 7, 2   \n",
       "1  93, 47, 187, 30, 1, 32, 83, 52, 183, 40, 131, ...   \n",
       "2                                                N/A   \n",
       "3                                                N/A   \n",
       "4                                                N/A   \n",
       "5                                                N/A   \n",
       "6  309, 277, 145, 39, 36, 37, 177, 197, 154, 20, ...   \n",
       "\n",
       "                                           Ask price  \\\n",
       "0  6.2, 6, 5.9, 5.7, 5.6, 5.5, 5.4, 5.3, 5.2, 5.1...   \n",
       "1  17.9, 18.2, 18.4, 18.6, 18.7, 18.9, 19, 19.1, ...   \n",
       "2                                                4.8   \n",
       "3                                                N/A   \n",
       "4                                                4.8   \n",
       "5                                                N/A   \n",
       "6  9.8, 10.1, 10, 10.4, 10.2, 10.3, 10.6, 10.8, 1...   \n",
       "\n",
       "                                            Ask size  \\\n",
       "0  90, 42, 127, 33, 185, 480, 102, 495, 149, 40, ...   \n",
       "1        2, 20, 10, 4, 1, 30, 49, 5, 6, 71, 69, 8, 3   \n",
       "2                           12, 9, 8, 13, 10, 11, 15   \n",
       "3                                                N/A   \n",
       "4                                      11, 12, 8, 13   \n",
       "5                                                N/A   \n",
       "6  20, 58, 10, 30, 3, 2, 1, 157, 6, 5, 61, 41, 37...   \n",
       "\n",
       "                                          Bid market  \\\n",
       "0  2, 12, 5, 11, 15, 19, 24, 3, 1, 6, 20, 34, 36, 55   \n",
       "1     12, 11, 36, 3, 1, 34, 19, 14, 15, 55, 20, 5, 6   \n",
       "2                                 15, 12, 34, 11, 19   \n",
       "3                                                N/A   \n",
       "4                              15, 12, 5, 34, 11, 19   \n",
       "5                                                N/A   \n",
       "6         11, 12, 5, 14, 55, 3, 15, 6, 19, 36, 1, 24   \n",
       "\n",
       "                                          Ask market Open price High price  \\\n",
       "0  2, 12, 5, 11, 15, 19, 3, 24, 1, 6, 20, 34, 36, 55        N/A        N/A   \n",
       "1  12, 11, 36, 24, 1, 3, 34, 19, 14, 15, 55, 20, ...        N/A        N/A   \n",
       "2                              15, 12, 34, 3, 11, 19        N/A        N/A   \n",
       "3                                                N/A        N/A        N/A   \n",
       "4                           15, 12, 5, 34, 11, 3, 19        N/A        N/A   \n",
       "5                                                N/A        N/A        N/A   \n",
       "6         11, 12, 5, 14, 55, 1, 3, 15, 6, 19, 36, 24        N/A        N/A   \n",
       "\n",
       "  Open interest Bit flag to updated last/high/low/open/vol/composite  \\\n",
       "0           N/A                                                 23     \n",
       "1           N/A                                                N/A     \n",
       "2           N/A                                                N/A     \n",
       "3           N/A                                                N/A     \n",
       "4           N/A                                                N/A     \n",
       "5           N/A                                                N/A     \n",
       "6           N/A                                                N/A     \n",
       "\n",
       "  Source of realtime message  \n",
       "0                         FH  \n",
       "1                        N/A  \n",
       "2                        N/A  \n",
       "3                        N/A  \n",
       "4                        N/A  \n",
       "5                        N/A  \n",
       "6                        N/A  \n",
       "\n",
       "[7 rows x 22 columns]"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "c4e9eb3b",
   "metadata": {},
   "outputs": [],
   "source": []
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  {
   "cell_type": "code",
   "execution_count": null,
   "id": "72cba349",
   "metadata": {},
   "outputs": [],
   "source": []
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  {
   "cell_type": "code",
   "execution_count": null,
   "id": "33e0d892",
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   "outputs": [],
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