pxs = LocalTerminal.get_historical(members, 'PX_LAST') f = pxs.as_frame() f.columns = f.columns.get_level_values(0) # Show first 5 rows for last 5 days f.iloc[:5, -5:] ######################### ##Intraday Tick Request## ######################### import datetime sid = 'VOD LN EQUITY' events = ['TRADE', 'AT_TRADE'] dt = pd.datetools.BDay(-1).apply(pd.datetime.now()) start = pd.datetime.combine(dt, datetime.time(13, 30)) end = pd.datetime.combine(dt, datetime.time(13, 35)) f = LocalTerminal.get_intraday_tick(sid, events, start, end, include_condition_codes=True).as_frame() f.head() ######################## ##Intraday Bar Request## ######################## import datetime sid = 'IBM US EQUITY' event = 'TRADE' dt = pd.datetools.BDay(-1).apply(pd.datetime.now()) start = pd.datetime.combine(dt, datetime.time(13, 30)) end = pd.datetime.combine(dt, datetime.time(21, 30)) f = LocalTerminal.get_intraday_bar(sid, event, start, end, interval=60).as_frame() f.head()