In [2]:
trade = vaex.open('data/20191007_trade.arrow')
quote = vaex.open('data/20191007_quote_*.arrow')
In [3]:
trade
Out[3]:
# Time Exchange Symbol Sale_Condition Trade_Volume Trade_Price Trade_Stop_Stock_Indicator Trade_Correction_Indicator Sequence_Number Trade_Id Source_of_Trade Trade_Reporting_Facility Participant_Timestamp Trade_Reporting_Facility_TRF_Timestamp Trade_Through_Exempt_Indicator
0 2019-10-07 09:30:00.398356000N A O 6601 75.35 N 0 146102 52983525028403C None 2019-10-07 09:30:00.398150000None 1
1 2019-10-07 09:30:00.398356000N A Q 6601 75.35 N 0 146104 52983525028404C None 2019-10-07 09:30:00.398150000None 0
2 2019-10-07 09:30:00.402174000N A F I 13 75.78 N 0 146601 52983525028407C None 2019-10-07 09:30:00.402067000None 1
3 2019-10-07 09:30:00.402232000P A F I 2 75.37 N 0 146701 52983525034065C None 2019-10-07 09:30:00.402088000None 1
4 2019-10-07 09:30:00.402232000P A Q 2 75.37 N 0 146702 52983525034066C None 2019-10-07 09:30:00.402088000None 0
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
34,421,5822019-10-07 16:14:59.090652000K ZYXI @ T 100 12.43 None 0 2649366 576 N 2019-10-07 16:14:59.090427000None 1
34,421,5832019-10-07 16:20:35.878261000D ZYXI @ TI 1 12.4301 None 0 2649595 795 N N 2019-10-07 16:20:35.873000000None 0
34,421,5842019-10-07 16:27:55.626850000D ZYXI @ TI 2 12.4301 None 0 2649869 796 N N 2019-10-07 16:27:55.621000000None 0
34,421,5852019-10-07 17:32:17.000597000D ZYXI @ TI 1 12.43 None 0 2653371 797 N N 2019-10-07 17:32:16.996000000None 0
34,421,5862019-10-07 17:55:57.895892000D ZYXI @ TI 21 12.4301 None 0 2653718 798 N N 2019-10-07 17:55:57.890000000175557893558748 0