Our objective is to populate a standard Pandas DataFrame with the closing prices for a security over a range of trading days centred about a target date.
The DataFrame returned by the get_prices method is complex and it is difficult to understand how to achieve our objective.
Could you provide some guidance on using get_prices to get a single closing price for a date and conid as well.
I have attached a screen-shot of some code we are using to explore the data. It doesn’t achieve what we want at the moment.
Thank you for any assistance you can provide