gather_data.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "%load_ext autoreload\n",
    "%autoreload 2"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Obtaining file:///home/ivelin/canswim\n",
      "  Preparing metadata (setup.py) ... \u001b[?25ldone\n",
      "\u001b[?25hRequirement already satisfied: darts in /home/ivelin/anaconda3/lib/python3.11/site-packages (from canswim==0.0.1) (0.27.1)\n",
      "Requirement already satisfied: yfinance in /home/ivelin/anaconda3/lib/python3.11/site-packages (from canswim==0.0.1) (0.2.33)\n",
      "Requirement already satisfied: fmpsdk in /home/ivelin/anaconda3/lib/python3.11/site-packages (from canswim==0.0.1) (20230623.0)\n",
      "Requirement already satisfied: optuna==3.4.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from canswim==0.0.1) (3.4.0)\n",
      "Requirement already satisfied: huggingface_hub in /home/ivelin/anaconda3/lib/python3.11/site-packages (from canswim==0.0.1) (0.15.1)\n",
      "Requirement already satisfied: alembic>=1.5.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from optuna==3.4.0->canswim==0.0.1) (1.13.1)\n",
      "Requirement already satisfied: colorlog in /home/ivelin/anaconda3/lib/python3.11/site-packages (from optuna==3.4.0->canswim==0.0.1) (6.8.2)\n",
      "Requirement already satisfied: numpy in /home/ivelin/anaconda3/lib/python3.11/site-packages (from optuna==3.4.0->canswim==0.0.1) (1.24.3)\n",
      "Requirement already satisfied: packaging>=20.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from optuna==3.4.0->canswim==0.0.1) (23.1)\n",
      "Requirement already satisfied: sqlalchemy>=1.3.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from optuna==3.4.0->canswim==0.0.1) (1.4.39)\n",
      "Requirement already satisfied: tqdm in /home/ivelin/anaconda3/lib/python3.11/site-packages (from optuna==3.4.0->canswim==0.0.1) (4.65.0)\n",
      "Requirement already satisfied: PyYAML in /home/ivelin/anaconda3/lib/python3.11/site-packages (from optuna==3.4.0->canswim==0.0.1) (6.0)\n",
      "Requirement already satisfied: holidays>=0.11.1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (0.39)\n",
      "Requirement already satisfied: joblib>=0.16.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (1.2.0)\n",
      "Requirement already satisfied: matplotlib>=3.3.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (3.7.2)\n",
      "Requirement already satisfied: nfoursid>=1.0.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (1.0.1)\n",
      "Requirement already satisfied: pmdarima>=1.8.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (2.0.4)\n",
      "Requirement already satisfied: pyod>=0.9.5 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (1.1.2)\n",
      "Requirement already satisfied: requests>=2.22.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (2.31.0)\n",
      "Requirement already satisfied: scikit-learn>=1.0.1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (1.3.0)\n",
      "Requirement already satisfied: scipy>=1.3.2 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (1.11.1)\n",
      "Requirement already satisfied: shap>=0.40.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (0.44.0)\n",
      "Requirement already satisfied: statsforecast>=1.4 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (1.7.0)\n",
      "Requirement already satisfied: statsmodels>=0.14.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (0.14.0)\n",
      "Requirement already satisfied: tbats>=1.1.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (1.1.3)\n",
      "Requirement already satisfied: typing-extensions in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (4.7.1)\n",
      "Requirement already satisfied: xarray>=0.17.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (2023.6.0)\n",
      "Requirement already satisfied: xgboost>=1.6.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (2.0.3)\n",
      "Requirement already satisfied: pytorch-lightning>=1.5.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (2.1.3)\n",
      "Requirement already satisfied: tensorboardX>=2.1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (2.6.2.2)\n",
      "Requirement already satisfied: torch>=1.8.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (2.1.2)\n",
      "Requirement already satisfied: pandas>=1.0.5 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from darts->canswim==0.0.1) (2.0.3)\n",
      "Requirement already satisfied: python-dotenv in /home/ivelin/anaconda3/lib/python3.11/site-packages (from fmpsdk->canswim==0.0.1) (0.21.0)\n",
      "Requirement already satisfied: filelock in /home/ivelin/anaconda3/lib/python3.11/site-packages (from huggingface_hub->canswim==0.0.1) (3.9.0)\n",
      "Requirement already satisfied: fsspec in /home/ivelin/anaconda3/lib/python3.11/site-packages (from huggingface_hub->canswim==0.0.1) (2023.4.0)\n",
      "Requirement already satisfied: multitasking>=0.0.7 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from yfinance->canswim==0.0.1) (0.0.11)\n",
      "Requirement already satisfied: lxml>=4.9.1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from yfinance->canswim==0.0.1) (4.9.3)\n",
      "Requirement already satisfied: appdirs>=1.4.4 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from yfinance->canswim==0.0.1) (1.4.4)\n",
      "Requirement already satisfied: pytz>=2022.5 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from yfinance->canswim==0.0.1) (2023.3.post1)\n",
      "Requirement already satisfied: frozendict>=2.3.4 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from yfinance->canswim==0.0.1) (2.3.10)\n",
      "Requirement already satisfied: peewee>=3.16.2 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from yfinance->canswim==0.0.1) (3.17.0)\n",
      "Requirement already satisfied: beautifulsoup4>=4.11.1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from yfinance->canswim==0.0.1) (4.12.2)\n",
      "Requirement already satisfied: html5lib>=1.1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from yfinance->canswim==0.0.1) (1.1)\n",
      "Requirement already satisfied: Mako in /home/ivelin/anaconda3/lib/python3.11/site-packages (from alembic>=1.5.0->optuna==3.4.0->canswim==0.0.1) (1.3.0)\n",
      "Requirement already satisfied: soupsieve>1.2 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from beautifulsoup4>=4.11.1->yfinance->canswim==0.0.1) (2.4)\n",
      "Requirement already satisfied: python-dateutil in /home/ivelin/anaconda3/lib/python3.11/site-packages (from holidays>=0.11.1->darts->canswim==0.0.1) (2.8.2)\n",
      "Requirement already satisfied: six>=1.9 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from html5lib>=1.1->yfinance->canswim==0.0.1) (1.16.0)\n",
      "Requirement already satisfied: webencodings in /home/ivelin/anaconda3/lib/python3.11/site-packages (from html5lib>=1.1->yfinance->canswim==0.0.1) (0.5.1)\n",
      "Requirement already satisfied: contourpy>=1.0.1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from matplotlib>=3.3.0->darts->canswim==0.0.1) (1.0.5)\n",
      "Requirement already satisfied: cycler>=0.10 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from matplotlib>=3.3.0->darts->canswim==0.0.1) (0.11.0)\n",
      "Requirement already satisfied: fonttools>=4.22.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from matplotlib>=3.3.0->darts->canswim==0.0.1) (4.25.0)\n",
      "Requirement already satisfied: kiwisolver>=1.0.1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from matplotlib>=3.3.0->darts->canswim==0.0.1) (1.4.4)\n",
      "Requirement already satisfied: pillow>=6.2.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from matplotlib>=3.3.0->darts->canswim==0.0.1) (9.4.0)\n",
      "Requirement already satisfied: pyparsing<3.1,>=2.3.1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from matplotlib>=3.3.0->darts->canswim==0.0.1) (3.0.9)\n",
      "Requirement already satisfied: tzdata>=2022.1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from pandas>=1.0.5->darts->canswim==0.0.1) (2023.3)\n",
      "Requirement already satisfied: Cython!=0.29.18,!=0.29.31,>=0.29 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from pmdarima>=1.8.0->darts->canswim==0.0.1) (3.0.7)\n",
      "Requirement already satisfied: urllib3 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from pmdarima>=1.8.0->darts->canswim==0.0.1) (1.26.16)\n",
      "Requirement already satisfied: setuptools!=50.0.0,>=38.6.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from pmdarima>=1.8.0->darts->canswim==0.0.1) (68.0.0)\n",
      "Requirement already satisfied: numba>=0.51 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from pyod>=0.9.5->darts->canswim==0.0.1) (0.57.1)\n",
      "Requirement already satisfied: torchmetrics>=0.7.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from pytorch-lightning>=1.5.0->darts->canswim==0.0.1) (1.2.1)\n",
      "Requirement already satisfied: lightning-utilities>=0.8.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from pytorch-lightning>=1.5.0->darts->canswim==0.0.1) (0.10.0)\n",
      "Requirement already satisfied: charset-normalizer<4,>=2 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from requests>=2.22.0->darts->canswim==0.0.1) (2.0.4)\n",
      "Requirement already satisfied: idna<4,>=2.5 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from requests>=2.22.0->darts->canswim==0.0.1) (3.4)\n",
      "Requirement already satisfied: certifi>=2017.4.17 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from requests>=2.22.0->darts->canswim==0.0.1) (2023.7.22)\n",
      "Requirement already satisfied: threadpoolctl>=2.0.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from scikit-learn>=1.0.1->darts->canswim==0.0.1) (2.2.0)\n",
      "Requirement already satisfied: slicer==0.0.7 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from shap>=0.40.0->darts->canswim==0.0.1) (0.0.7)\n",
      "Requirement already satisfied: cloudpickle in /home/ivelin/anaconda3/lib/python3.11/site-packages (from shap>=0.40.0->darts->canswim==0.0.1) (2.2.1)\n",
      "Requirement already satisfied: greenlet!=0.4.17 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from sqlalchemy>=1.3.0->optuna==3.4.0->canswim==0.0.1) (2.0.1)\n",
      "Requirement already satisfied: fugue>=0.8.1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from statsforecast>=1.4->darts->canswim==0.0.1) (0.8.7)\n",
      "Requirement already satisfied: utilsforecast>=0.0.23 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from statsforecast>=1.4->darts->canswim==0.0.1) (0.0.23)\n",
      "Requirement already satisfied: patsy>=0.5.2 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from statsmodels>=0.14.0->darts->canswim==0.0.1) (0.5.3)\n",
      "Requirement already satisfied: protobuf>=3.20 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from tensorboardX>=2.1->darts->canswim==0.0.1) (4.25.1)\n",
      "Requirement already satisfied: sympy in /home/ivelin/anaconda3/lib/python3.11/site-packages (from torch>=1.8.0->darts->canswim==0.0.1) (1.11.1)\n",
      "Requirement already satisfied: networkx in /home/ivelin/anaconda3/lib/python3.11/site-packages (from torch>=1.8.0->darts->canswim==0.0.1) (3.1)\n",
      "Requirement already satisfied: jinja2 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from torch>=1.8.0->darts->canswim==0.0.1) (3.1.2)\n",
      "Requirement already satisfied: nvidia-cuda-nvrtc-cu12==12.1.105 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from torch>=1.8.0->darts->canswim==0.0.1) (12.1.105)\n",
      "Requirement already satisfied: nvidia-cuda-runtime-cu12==12.1.105 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from torch>=1.8.0->darts->canswim==0.0.1) (12.1.105)\n",
      "Requirement already satisfied: nvidia-cuda-cupti-cu12==12.1.105 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from torch>=1.8.0->darts->canswim==0.0.1) (12.1.105)\n",
      "Requirement already satisfied: nvidia-cudnn-cu12==8.9.2.26 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from torch>=1.8.0->darts->canswim==0.0.1) (8.9.2.26)\n",
      "Requirement already satisfied: nvidia-cublas-cu12==12.1.3.1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from torch>=1.8.0->darts->canswim==0.0.1) (12.1.3.1)\n",
      "Requirement already satisfied: nvidia-cufft-cu12==11.0.2.54 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from torch>=1.8.0->darts->canswim==0.0.1) (11.0.2.54)\n",
      "Requirement already satisfied: nvidia-curand-cu12==10.3.2.106 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from torch>=1.8.0->darts->canswim==0.0.1) (10.3.2.106)\n",
      "Requirement already satisfied: nvidia-cusolver-cu12==11.4.5.107 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from torch>=1.8.0->darts->canswim==0.0.1) (11.4.5.107)\n",
      "Requirement already satisfied: nvidia-cusparse-cu12==12.1.0.106 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from torch>=1.8.0->darts->canswim==0.0.1) (12.1.0.106)\n",
      "Requirement already satisfied: nvidia-nccl-cu12==2.18.1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from torch>=1.8.0->darts->canswim==0.0.1) (2.18.1)\n",
      "Requirement already satisfied: nvidia-nvtx-cu12==12.1.105 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from torch>=1.8.0->darts->canswim==0.0.1) (12.1.105)\n",
      "Requirement already satisfied: triton==2.1.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from torch>=1.8.0->darts->canswim==0.0.1) (2.1.0)\n",
      "Requirement already satisfied: nvidia-nvjitlink-cu12 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from nvidia-cusolver-cu12==11.4.5.107->torch>=1.8.0->darts->canswim==0.0.1) (12.3.101)\n",
      "Requirement already satisfied: aiohttp!=4.0.0a0,!=4.0.0a1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from fsspec->huggingface_hub->canswim==0.0.1) (3.8.5)\n",
      "Requirement already satisfied: triad>=0.9.3 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from fugue>=0.8.1->statsforecast>=1.4->darts->canswim==0.0.1) (0.9.3)\n",
      "Requirement already satisfied: adagio>=0.2.4 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from fugue>=0.8.1->statsforecast>=1.4->darts->canswim==0.0.1) (0.2.4)\n",
      "Requirement already satisfied: qpd>=0.4.4 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from fugue>=0.8.1->statsforecast>=1.4->darts->canswim==0.0.1) (0.4.4)\n",
      "Requirement already satisfied: fugue-sql-antlr>=0.1.6 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from fugue>=0.8.1->statsforecast>=1.4->darts->canswim==0.0.1) (0.2.0)\n",
      "Requirement already satisfied: sqlglot in /home/ivelin/anaconda3/lib/python3.11/site-packages (from fugue>=0.8.1->statsforecast>=1.4->darts->canswim==0.0.1) (20.5.0)\n",
      "Requirement already satisfied: llvmlite<0.41,>=0.40.0dev0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from numba>=0.51->pyod>=0.9.5->darts->canswim==0.0.1) (0.40.0)\n",
      "Requirement already satisfied: MarkupSafe>=2.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from jinja2->torch>=1.8.0->darts->canswim==0.0.1) (2.1.1)\n",
      "Requirement already satisfied: mpmath>=0.19 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from sympy->torch>=1.8.0->darts->canswim==0.0.1) (1.3.0)\n",
      "Requirement already satisfied: attrs>=17.3.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from aiohttp!=4.0.0a0,!=4.0.0a1->fsspec->huggingface_hub->canswim==0.0.1) (22.1.0)\n",
      "Requirement already satisfied: multidict<7.0,>=4.5 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from aiohttp!=4.0.0a0,!=4.0.0a1->fsspec->huggingface_hub->canswim==0.0.1) (6.0.2)\n",
      "Requirement already satisfied: async-timeout<5.0,>=4.0.0a3 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from aiohttp!=4.0.0a0,!=4.0.0a1->fsspec->huggingface_hub->canswim==0.0.1) (4.0.2)\n",
      "Requirement already satisfied: yarl<2.0,>=1.0 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from aiohttp!=4.0.0a0,!=4.0.0a1->fsspec->huggingface_hub->canswim==0.0.1) (1.8.1)\n",
      "Requirement already satisfied: frozenlist>=1.1.1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from aiohttp!=4.0.0a0,!=4.0.0a1->fsspec->huggingface_hub->canswim==0.0.1) (1.3.3)\n",
      "Requirement already satisfied: aiosignal>=1.1.2 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from aiohttp!=4.0.0a0,!=4.0.0a1->fsspec->huggingface_hub->canswim==0.0.1) (1.2.0)\n",
      "Requirement already satisfied: antlr4-python3-runtime<4.12 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from fugue-sql-antlr>=0.1.6->fugue>=0.8.1->statsforecast>=1.4->darts->canswim==0.0.1) (4.11.1)\n",
      "Requirement already satisfied: pyarrow>=6.0.1 in /home/ivelin/anaconda3/lib/python3.11/site-packages (from triad>=0.9.3->fugue>=0.8.1->statsforecast>=1.4->darts->canswim==0.0.1) (11.0.0)\n",
      "Requirement already satisfied: fs in /home/ivelin/anaconda3/lib/python3.11/site-packages (from triad>=0.9.3->fugue>=0.8.1->statsforecast>=1.4->darts->canswim==0.0.1) (2.4.16)\n",
      "Installing collected packages: canswim\n",
      "  Attempting uninstall: canswim\n",
      "    Found existing installation: canswim 0.0.1\n",
      "    Uninstalling canswim-0.0.1:\n",
      "      Successfully uninstalled canswim-0.0.1\n",
      "  Running setup.py develop for canswim\n",
      "Successfully installed canswim-0.0.1\n"
     ]
    }
   ],
   "source": [
    "# pip install -r requirements.txt\n",
    "# !pip install -e ./\n",
    "\n",
    "import sys\n",
    "!{sys.executable} -m pip install -e ./\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Setup third party service provider connections"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "import yfinance as yf\n",
    "import pandas as pd\n",
    "from pathlib import Path\n",
    "import numpy as np"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "FMP_API_KEY=True\n"
     ]
    }
   ],
   "source": [
    "from dotenv import load_dotenv\n",
    "import os\n",
    "\n",
    "load_dotenv(override=True)\n",
    "\n",
    "FMP_API_KEY=os.getenv(\"FMP_API_KEY\")\n",
    "\n",
    "print(f'FMP_API_KEY={FMP_API_KEY!= None}')"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Load list of IBD Growth Stocks"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [],
   "source": [
    "all_stocks_file = 'all_stocks.csv'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "loaded 50 symbols from data/data-3rd-party/IBD50.csv\n",
      "50 symbols in stock set\n",
      "total symbols loaded: 50\n",
      "loaded 300 symbols from data/data-3rd-party/IBD250.csv\n",
      "300 symbols in stock set\n",
      "total symbols loaded: 309\n",
      "loaded 434 symbols from data/data-3rd-party/ibdlive_picks.csv\n",
      "292 symbols in stock set\n",
      "total symbols loaded: 437\n",
      "loaded 1974 symbols from data/data-3rd-party/russell2000_iwm_holdings.csv\n",
      "1971 symbols in stock set\n",
      "total symbols loaded: 2262\n",
      "loaded 509 symbols from data/data-3rd-party/sp500_ivv_holdings.csv\n",
      "509 symbols in stock set\n",
      "total symbols loaded: 2649\n",
      "loaded 110 symbols from data/data-3rd-party/nasdaq100_cndx_holdings.csv\n",
      "109 symbols in stock set\n",
      "total symbols loaded: 2661\n",
      "loaded 2650 symbols from data/data-3rd-party/all_stocks.csv\n",
      "2650 symbols in stock set\n",
      "total symbols loaded: 2673\n"
     ]
    }
   ],
   "source": [
    "all_stock_set = set()\n",
    "stock_files = [\n",
    "    'IBD50.csv',\n",
    "    'IBD250.csv',\n",
    "    'ibdlive_picks.csv',\n",
    "    'russell2000_iwm_holdings.csv',\n",
    "    'sp500_ivv_holdings.csv',\n",
    "    'nasdaq100_cndx_holdings.csv',\n",
    "    all_stocks_file\n",
    "    ]\n",
    "for f in stock_files:\n",
    "    fp = f'data/data-3rd-party/{f}'\n",
    "    if Path(fp).is_file():\n",
    "        stocks = pd.read_csv(fp)\n",
    "        print(f'loaded {len(stocks)} symbols from {fp}')\n",
    "        stock_set = set(stocks['Symbol'])\n",
    "        print(f'{len(stock_set)} symbols in stock set')\n",
    "        all_stock_set |= stock_set\n",
    "        print(f'total symbols loaded: {len(all_stock_set)}')\n",
    "    else:\n",
    "        print(f'{fp} not found.')\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(2673,\n",
       " {'ASB',\n",
       "  'CIM',\n",
       "  'SEER',\n",
       "  'JANX',\n",
       "  'DOW',\n",
       "  'GDYN',\n",
       "  'LCNB',\n",
       "  'ARTNA',\n",
       "  'MNTK',\n",
       "  'SITC',\n",
       "  'AWR',\n",
       "  'WERN',\n",
       "  'IAS',\n",
       "  'GEVO',\n",
       "  'PKBK',\n",
       "  'PAGS',\n",
       "  'BTBT',\n",
       "  'FSLR',\n",
       "  'EYEN',\n",
       "  'GTLB',\n",
       "  'GEFB',\n",
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       "  'TDY',\n",
       "  'SONO',\n",
       "  'MLP',\n",
       "  'TARS',\n",
       "  'SPT',\n",
       "  'ATLC',\n",
       "  'CXM',\n",
       "  'CHRS',\n",
       "  'IPI',\n",
       "  'FLYW',\n",
       "  'SBGI',\n",
       "  'GSHD',\n",
       "  'CCSI',\n",
       "  'BITO',\n",
       "  'IOT',\n",
       "  'LNN',\n",
       "  'TILE',\n",
       "  'MTRN',\n",
       "  'CLMB',\n",
       "  'ECL',\n",
       "  'OTTR',\n",
       "  'DAL',\n",
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       "  'AMT',\n",
       "  'CUBI',\n",
       "  'IMGN',\n",
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       "  'ENPH',\n",
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       "  'PNRG',\n",
       "  'PLD',\n",
       "  'BLKB',\n",
       "  'CCNE',\n",
       "  'WK',\n",
       "  'SAGE',\n",
       "  'USPH',\n",
       "  'FCF',\n",
       "  'BKSY',\n",
       "  'MNST',\n",
       "  'LSPD',\n",
       "  'TXRH',\n",
       "  'BRCC',\n",
       "  'AMBC',\n",
       "  'IHRT',\n",
       "  'MSCI',\n",
       "  'VZIO',\n",
       "  'PRVA',\n",
       "  'KLXE',\n",
       "  'ATKR',\n",
       "  'KW',\n",
       "  'FLWS',\n",
       "  'ANNX',\n",
       "  'WM',\n",
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       "  'PFIS',\n",
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       "  'BBWI',\n",
       "  'MO',\n",
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       "  'CUTR',\n",
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       "  'WSFS',\n",
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       "  'UNF',\n",
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       "  'CLW',\n",
       "  'TMHC',\n",
       "  'TITN',\n",
       "  'TMDX',\n",
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       "  'ADP',\n",
       "  'EP',\n",
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       "  'MGY',\n",
       "  'MLAB',\n",
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       "  'GKOS',\n",
       "  'IBP',\n",
       "  'TOWN',\n",
       "  'ZYME',\n",
       "  'REZI',\n",
       "  'CDLX',\n",
       "  'MITK',\n",
       "  'SJW',\n",
       "  'TBPH',\n",
       "  'SP',\n",
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       "  'PRTS',\n",
       "  'ADI',\n",
       "  'GPI',\n",
       "  'PTLO',\n",
       "  'VTYX',\n",
       "  'PXD',\n",
       "  'ATNI',\n",
       "  'ME',\n",
       "  'MODN',\n",
       "  'MDRX',\n",
       "  'HUBB',\n",
       "  'IBM',\n",
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       "  'MNSB',\n",
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       "  'YEXT',\n",
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       "  'DDS',\n",
       "  'MFC',\n",
       "  'METC',\n",
       "  'WALD',\n",
       "  'ESS',\n",
       "  'LAND',\n",
       "  'ACIC',\n",
       "  'EAF',\n",
       "  'AGS',\n",
       "  'ELME',\n",
       "  'DKS',\n",
       "  'CVLG',\n",
       "  'VOXX',\n",
       "  'WTW',\n",
       "  'BOH',\n",
       "  'RIOT',\n",
       "  'CCL',\n",
       "  'AEHR',\n",
       "  'AAPL',\n",
       "  'AZO',\n",
       "  'BDX',\n",
       "  'KRYS',\n",
       "  'TFIN',\n",
       "  'SNOW',\n",
       "  'WOR',\n",
       "  'ATI',\n",
       "  'HTH',\n",
       "  'LTC',\n",
       "  'NVTA',\n",
       "  'FLUT',\n",
       "  'UHT',\n",
       "  'ADTN',\n",
       "  'DIS',\n",
       "  'CRDA',\n",
       "  'RPAY',\n",
       "  'GIS',\n",
       "  'GMRE',\n",
       "  'SMRT',\n",
       "  'PBFS',\n",
       "  'OFLX',\n",
       "  'BGFV',\n",
       "  'WIX',\n",
       "  'PCG',\n",
       "  'EMR',\n",
       "  'MVIS',\n",
       "  'BSRR',\n",
       "  'STER',\n",
       "  'CBNK',\n",
       "  'MOGA',\n",
       "  'ABM',\n",
       "  'UHS',\n",
       "  'HBCP',\n",
       "  'CVCO',\n",
       "  'ACRV',\n",
       "  'PSTG',\n",
       "  'PIII',\n",
       "  'CDW',\n",
       "  'JAKK',\n",
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       "  'BIG',\n",
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       "  'TSN',\n",
       "  'BFB',\n",
       "  'NR',\n",
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       "  'HNRG',\n",
       "  'TM',\n",
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       "  'LNT',\n",
       "  'CRVL',\n",
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       "  'UMH',\n",
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       "  'CME',\n",
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       "  'NKLA',\n",
       "  'SIRI',\n",
       "  'WEST',\n",
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       "  'AESI',\n",
       "  'FET',\n",
       "  'BUSE',\n",
       "  'SGHT',\n",
       "  'URNM',\n",
       "  'NRIX',\n",
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       "  'VRA',\n",
       "  'PRDO',\n",
       "  'ULH',\n",
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       "  'KTB',\n",
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       "  'CXW',\n",
       "  'AROC',\n",
       "  'CAKE',\n",
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       "  'FNLC',\n",
       "  'SHOO',\n",
       "  'ASTE',\n",
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       "  'INDB',\n",
       "  'FRPH',\n",
       "  'EAT',\n",
       "  'KGS',\n",
       "  'IRBT',\n",
       "  'SM',\n",
       "  'TDG',\n",
       "  'EIX',\n",
       "  'BAM',\n",
       "  'IOVA',\n",
       "  'MEI',\n",
       "  'OSW',\n",
       "  'ESQ',\n",
       "  'AIRS',\n",
       "  'PRTH',\n",
       "  'FIX',\n",
       "  'CAL',\n",
       "  'FORM',\n",
       "  'VRE',\n",
       "  'VOR',\n",
       "  'ARCB',\n",
       "  'SBCF',\n",
       "  'MURA',\n",
       "  'BLDR',\n",
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       "  'SPWR',\n",
       "  'CZNC',\n",
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       "  'VYGR',\n",
       "  'RTYH4',\n",
       "  'PFG',\n",
       "  'NEE',\n",
       "  'MRNS',\n",
       "  'LH',\n",
       "  'PACK',\n",
       "  'FLL',\n",
       "  'ALKT',\n",
       "  'TALO',\n",
       "  'PJT',\n",
       "  'VPG',\n",
       "  'CRWD',\n",
       "  'GWRE',\n",
       "  'CRK',\n",
       "  'NU',\n",
       "  'HUM',\n",
       "  'EYPT',\n",
       "  'SFIX',\n",
       "  'TNYA',\n",
       "  'OSBC',\n",
       "  'IDXX',\n",
       "  'STHO',\n",
       "  'EL',\n",
       "  'AVO',\n",
       "  'WFRD',\n",
       "  'PNFP',\n",
       "  'KD',\n",
       "  'VRNS',\n",
       "  'PTSI',\n",
       "  'TRIP',\n",
       "  'ESE',\n",
       "  'TWOU',\n",
       "  'BBW',\n",
       "  'KVUE',\n",
       "  'PLOW',\n",
       "  'RELY',\n",
       "  'SMTC',\n",
       "  'CARM',\n",
       "  'CDNS',\n",
       "  'BIGC',\n",
       "  'VRCA',\n",
       "  'DOCU',\n",
       "  'ORGO',\n",
       "  'INGN',\n",
       "  'ATEX',\n",
       "  'DT',\n",
       "  'CRSP',\n",
       "  'RDVT',\n",
       "  'TPR',\n",
       "  'MCRB',\n",
       "  'KHC',\n",
       "  'BFLY',\n",
       "  'VREX',\n",
       "  'NET',\n",
       "  'RY',\n",
       "  'SWTX',\n",
       "  'PLL',\n",
       "  'BECN',\n",
       "  'MPC',\n",
       "  'ABR',\n",
       "  'KEYS',\n",
       "  'RPD',\n",
       "  'SCWO',\n",
       "  'BATRA',\n",
       "  'CHMG',\n",
       "  'CHRW',\n",
       "  'SEAS',\n",
       "  'IFF',\n",
       "  'GPMT',\n",
       "  'BIO',\n",
       "  'JBGS',\n",
       "  'INCY',\n",
       "  'HCKT',\n",
       "  'FBNC',\n",
       "  'IKNA',\n",
       "  'FDP',\n",
       "  'ICSUAGD',\n",
       "  'BE',\n",
       "  'STAA',\n",
       "  'JBHT',\n",
       "  'EME',\n",
       "  'DYN',\n",
       "  'NEOG',\n",
       "  'WVE',\n",
       "  'MODV',\n",
       "  'ACIW',\n",
       "  'DMRC',\n",
       "  'LOVE',\n",
       "  'SYBT',\n",
       "  'BEN',\n",
       "  'BR',\n",
       "  'LIND',\n",
       "  'VMEO',\n",
       "  'CHD',\n",
       "  'BLX',\n",
       "  'ELV',\n",
       "  'ENTA',\n",
       "  'ULCC',\n",
       "  'EQH',\n",
       "  'HST',\n",
       "  'WY',\n",
       "  'SMCI',\n",
       "  'HIMS',\n",
       "  'ACEL',\n",
       "  'SMTI',\n",
       "  'LNZA',\n",
       "  'NAPA',\n",
       "  'NE',\n",
       "  'PDSB',\n",
       "  'BLFS',\n",
       "  'TPIC',\n",
       "  'SOVO',\n",
       "  'UPST',\n",
       "  'BV',\n",
       "  'NWN',\n",
       "  'NHC',\n",
       "  'IR',\n",
       "  'GLUE',\n",
       "  'NWSA',\n",
       "  'QUAD',\n",
       "  'KIND',\n",
       "  'XMTR',\n",
       "  'UUUU',\n",
       "  'CARR',\n",
       "  'NTST',\n",
       "  'TG',\n",
       "  'JBI',\n",
       "  'BPRN',\n",
       "  'SASR',\n",
       "  'LII',\n",
       "  'OIS',\n",
       "  'RCKY',\n",
       "  'NRGV',\n",
       "  'ANDE',\n",
       "  'SEM',\n",
       "  'SANM',\n",
       "  'EQT',\n",
       "  'WTTR',\n",
       "  'TCN',\n",
       "  'REGN',\n",
       "  'CHTR',\n",
       "  'SMHI',\n",
       "  'MSFUT',\n",
       "  'APAM',\n",
       "  'MAS',\n",
       "  'AMAT',\n",
       "  'TIO',\n",
       "  'SHEN',\n",
       "  'ZWS',\n",
       "  'DV',\n",
       "  'BXC',\n",
       "  'ZIP',\n",
       "  'AMRK',\n",
       "  'ITI',\n",
       "  'EOSE',\n",
       "  'MLIFT',\n",
       "  'TGNA',\n",
       "  'FDBC',\n",
       "  'KTOS',\n",
       "  'PMTS',\n",
       "  'MKC',\n",
       "  'ROAD',\n",
       "  'ARKO',\n",
       "  'STEL',\n",
       "  'BXP',\n",
       "  'NATR',\n",
       "  'PRM',\n",
       "  'INSE',\n",
       "  'WS',\n",
       "  'GOOG',\n",
       "  'CMG',\n",
       "  'NVRI',\n",
       "  'VKTX',\n",
       "  'ITW',\n",
       "  'DOMO',\n",
       "  'DNLI',\n",
       "  'TH',\n",
       "  'PRI',\n",
       "  'QCRH',\n",
       "  'INFN',\n",
       "  'NMRA',\n",
       "  'AKRO',\n",
       "  'ARE',\n",
       "  'Z',\n",
       "  'ANSS',\n",
       "  'LEU',\n",
       "  'TIMB',\n",
       "  'ROCK',\n",
       "  'IRON',\n",
       "  'HII',\n",
       "  'ALTG',\n",
       "  'HONE',\n",
       "  'NTB',\n",
       "  'STEP',\n",
       "  'LCTX',\n",
       "  'OMI',\n",
       "  'ADRO',\n",
       "  'NC',\n",
       "  'FC',\n",
       "  'URGN',\n",
       "  'TRC',\n",
       "  'MBIN',\n",
       "  'PLYM',\n",
       "  'ERII',\n",
       "  'NREF',\n",
       "  'MOS',\n",
       "  'SPTN',\n",
       "  'ATEN',\n",
       "  'LHX',\n",
       "  'LWLG',\n",
       "  'VIGL',\n",
       "  'UAL',\n",
       "  'SSTI',\n",
       "  'JKHY',\n",
       "  'AEIS',\n",
       "  'GEHC',\n",
       "  'BG',\n",
       "  'SANA',\n",
       "  'BTAI',\n",
       "  'LYV',\n",
       "  'NKSH',\n",
       "  'NEO',\n",
       "  'HCA',\n",
       "  'TTEC',\n",
       "  'AUR',\n",
       "  'CMCL',\n",
       "  'ANGO',\n",
       "  'SNDX',\n",
       "  'ONEW',\n",
       "  ...})"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "len(all_stock_set), all_stock_set"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [],
   "source": [
    "stocks_ticker_set = all_stock_set"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "Empty DataFrame\n",
       "Columns: []\n",
       "Index: [ASB, CIM, SEER, JANX, DOW, GDYN, LCNB, ARTNA, MNTK, SITC, AWR, WERN, IAS, GEVO, PKBK, PAGS, BTBT, FSLR, EYEN, GTLB, WRK, TDY, SONO, MLP, TARS, SPT, ATLC, CXM, CHRS, IPI, FLYW, SBGI, GSHD, CCSI, BITO, IOT, LNN, TILE, MTRN, CLMB, ECL, OTTR, DAL, OKE, AMT, CUBI, IMGN, DORM, MET, PRAA, MRK, COFS, VCEL, WSR, CVBF, HQI, DCPH, DGICA, COOK, SKIN, KALU, REG, ONL, CDZI, GDDY, BKU, AMN, BBUC, AVAH, DZSI, UNTY, PEP, TDUP, FCEL, ZURA, JNJ, ACRE, LNTH, SRRK, MMYT, VTOL, DO, DLTH, NBN, HRT, NOG, SUPN, GLT, CPSS, MRTN, ARWR, MGNI, TGH, SAMG, PETS, TSE, KMX, BLK, ANET, POWW, ...]\n",
       "\n",
       "[2650 rows x 0 columns]"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "growth_stocks_df = pd.DataFrame()\n",
    "growth_stocks_df['Symbol'] = list(stocks_ticker_set)\n",
    "growth_stocks_df = growth_stocks_df.set_index(['Symbol'])\n",
    "growth_stocks_df.index = growth_stocks_df.index.drop_duplicates()\n",
    "# drop known junk symbols from the data feed\n",
    "junk = ['MSFUT', 'GEFB', 'METCV', 'SGAFT', 'NQH4', 'XTSLA', '-', 'PDLI', 'ADRO', 'ICSUAGD', 'BFB', 'GTXI', 'P5N994', 'LGFB', 'MLIFT', 'ESH4', 'LGFA', 'MOGA', 'PBRA', 'BRKB', 'RTYH4', '\\xa0', 'CRDA']\n",
    "growth_stocks_df.index = growth_stocks_df.index.drop(junk)\n",
    "growth_stocks_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [],
   "source": [
    "growth_stocks_df.to_csv(f'data/data-3rd-party/{all_stocks_file}')"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Prepare broad market indicies"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Capture S&P500, NASDAQ100 and Russell 200 indexes and their equal weighted counter parts\n",
    "# As well as VIX volatility index, DYX US Dollar index, TNX US 12 Weeks Treasury Yield, 5 Years Treasury Yield and 10 Year Treasuries Yield\n",
    "broad_market_indicies = '^SPX ^SPXEW ^NDX ^NDXE ^RUT ^R2ESC ^VIX DX-Y.NYB ^IRX ^FVX ^TNX'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[*********************100%%**********************]  11 of 11 completed\n"
     ]
    },
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>17.719999</td>\n",
       "      <td>17.719999</td>\n",
       "      <td>17.719999</td>\n",
       "      <td>17.719999</td>\n",
       "      <td>17.719999</td>\n",
       "      <td>0.000000e+00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1928-01-05</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>17.549999</td>\n",
       "      <td>17.549999</td>\n",
       "      <td>17.549999</td>\n",
       "      <td>17.549999</td>\n",
       "      <td>17.549999</td>\n",
       "      <td>0.000000e+00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1928-01-06</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>17.660000</td>\n",
       "      <td>17.660000</td>\n",
       "      <td>17.660000</td>\n",
       "      <td>17.660000</td>\n",
       "      <td>17.660000</td>\n",
       "      <td>0.000000e+00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-29</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>7265.220215</td>\n",
       "      <td>7339.299805</td>\n",
       "      <td>7262.799805</td>\n",
       "      <td>7339.000000</td>\n",
       "      <td>...</td>\n",
       "      <td>4.089</td>\n",
       "      <td>4.091</td>\n",
       "      <td>4.091</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4892.950195</td>\n",
       "      <td>4929.310059</td>\n",
       "      <td>4887.399902</td>\n",
       "      <td>4927.930176</td>\n",
       "      <td>4927.930176</td>\n",
       "      <td>3.525160e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-30</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>7300.240234</td>\n",
       "      <td>7312.680176</td>\n",
       "      <td>7285.680176</td>\n",
       "      <td>7294.640137</td>\n",
       "      <td>...</td>\n",
       "      <td>4.041</td>\n",
       "      <td>4.059</td>\n",
       "      <td>4.059</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4925.890137</td>\n",
       "      <td>4931.089844</td>\n",
       "      <td>4916.270020</td>\n",
       "      <td>4924.970215</td>\n",
       "      <td>4924.970215</td>\n",
       "      <td>3.836130e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-31</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>7242.250000</td>\n",
       "      <td>7289.140137</td>\n",
       "      <td>7183.790039</td>\n",
       "      <td>7190.290039</td>\n",
       "      <td>...</td>\n",
       "      <td>3.944</td>\n",
       "      <td>3.967</td>\n",
       "      <td>3.967</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4899.189941</td>\n",
       "      <td>4906.750000</td>\n",
       "      <td>4845.149902</td>\n",
       "      <td>4845.649902</td>\n",
       "      <td>4845.649902</td>\n",
       "      <td>4.696120e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>7214.520020</td>\n",
       "      <td>7276.729980</td>\n",
       "      <td>7179.700195</td>\n",
       "      <td>7274.620117</td>\n",
       "      <td>...</td>\n",
       "      <td>3.817</td>\n",
       "      <td>3.863</td>\n",
       "      <td>3.863</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4861.109863</td>\n",
       "      <td>4906.970215</td>\n",
       "      <td>4853.520020</td>\n",
       "      <td>4906.189941</td>\n",
       "      <td>4906.189941</td>\n",
       "      <td>4.386090e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-02</th>\n",
       "      <td>4188.051758</td>\n",
       "      <td>4188.051758</td>\n",
       "      <td>4166.918457</td>\n",
       "      <td>4182.222168</td>\n",
       "      <td>4182.222168</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>3.887</td>\n",
       "      <td>4.026</td>\n",
       "      <td>4.026</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4916.060059</td>\n",
       "      <td>4930.649902</td>\n",
       "      <td>4907.990234</td>\n",
       "      <td>4929.529785</td>\n",
       "      <td>4929.529785</td>\n",
       "      <td>6.965062e+08</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>24330 rows × 66 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                 ^R2ESC                                                      \\\n",
       "                   Open         High          Low        Close    Adj Close   \n",
       "Date                                                                          \n",
       "1927-12-30          NaN          NaN          NaN          NaN          NaN   \n",
       "1928-01-03          NaN          NaN          NaN          NaN          NaN   \n",
       "1928-01-04          NaN          NaN          NaN          NaN          NaN   \n",
       "1928-01-05          NaN          NaN          NaN          NaN          NaN   \n",
       "1928-01-06          NaN          NaN          NaN          NaN          NaN   \n",
       "...                 ...          ...          ...          ...          ...   \n",
       "2024-01-29          NaN          NaN          NaN          NaN          NaN   \n",
       "2024-01-30          NaN          NaN          NaN          NaN          NaN   \n",
       "2024-01-31          NaN          NaN          NaN          NaN          NaN   \n",
       "2024-02-01          NaN          NaN          NaN          NaN          NaN   \n",
       "2024-02-02  4188.051758  4188.051758  4166.918457  4182.222168  4182.222168   \n",
       "\n",
       "                         ^NDXE                                         ...  \\\n",
       "           Volume         Open         High          Low        Close  ...   \n",
       "Date                                                                   ...   \n",
       "1927-12-30    NaN          NaN          NaN          NaN          NaN  ...   \n",
       "1928-01-03    NaN          NaN          NaN          NaN          NaN  ...   \n",
       "1928-01-04    NaN          NaN          NaN          NaN          NaN  ...   \n",
       "1928-01-05    NaN          NaN          NaN          NaN          NaN  ...   \n",
       "1928-01-06    NaN          NaN          NaN          NaN          NaN  ...   \n",
       "...           ...          ...          ...          ...          ...  ...   \n",
       "2024-01-29    NaN  7265.220215  7339.299805  7262.799805  7339.000000  ...   \n",
       "2024-01-30    NaN  7300.240234  7312.680176  7285.680176  7294.640137  ...   \n",
       "2024-01-31    NaN  7242.250000  7289.140137  7183.790039  7190.290039  ...   \n",
       "2024-02-01    NaN  7214.520020  7276.729980  7179.700195  7274.620117  ...   \n",
       "2024-02-02    0.0          NaN          NaN          NaN          NaN  ...   \n",
       "\n",
       "             ^TNX                                 ^SPX               \\\n",
       "              Low  Close Adj Close Volume         Open         High   \n",
       "Date                                                                  \n",
       "1927-12-30    NaN    NaN       NaN    NaN    17.660000    17.660000   \n",
       "1928-01-03    NaN    NaN       NaN    NaN    17.760000    17.760000   \n",
       "1928-01-04    NaN    NaN       NaN    NaN    17.719999    17.719999   \n",
       "1928-01-05    NaN    NaN       NaN    NaN    17.549999    17.549999   \n",
       "1928-01-06    NaN    NaN       NaN    NaN    17.660000    17.660000   \n",
       "...           ...    ...       ...    ...          ...          ...   \n",
       "2024-01-29  4.089  4.091     4.091    0.0  4892.950195  4929.310059   \n",
       "2024-01-30  4.041  4.059     4.059    0.0  4925.890137  4931.089844   \n",
       "2024-01-31  3.944  3.967     3.967    0.0  4899.189941  4906.750000   \n",
       "2024-02-01  3.817  3.863     3.863    0.0  4861.109863  4906.970215   \n",
       "2024-02-02  3.887  4.026     4.026    0.0  4916.060059  4930.649902   \n",
       "\n",
       "                                                                 \n",
       "                    Low        Close    Adj Close        Volume  \n",
       "Date                                                             \n",
       "1927-12-30    17.660000    17.660000    17.660000  0.000000e+00  \n",
       "1928-01-03    17.760000    17.760000    17.760000  0.000000e+00  \n",
       "1928-01-04    17.719999    17.719999    17.719999  0.000000e+00  \n",
       "1928-01-05    17.549999    17.549999    17.549999  0.000000e+00  \n",
       "1928-01-06    17.660000    17.660000    17.660000  0.000000e+00  \n",
       "...                 ...          ...          ...           ...  \n",
       "2024-01-29  4887.399902  4927.930176  4927.930176  3.525160e+09  \n",
       "2024-01-30  4916.270020  4924.970215  4924.970215  3.836130e+09  \n",
       "2024-01-31  4845.149902  4845.649902  4845.649902  4.696120e+09  \n",
       "2024-02-01  4853.520020  4906.189941  4906.189941  4.386090e+09  \n",
       "2024-02-02  4907.990234  4929.529785  4929.529785  6.965062e+08  \n",
       "\n",
       "[24330 rows x 66 columns]"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "broad_market = yf.download(broad_market_indicies, period='max', group_by='tickers')\n",
    "broad_market"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# broad_market.to_csv('data/broad_market.csv.bz2', index='Date')\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [],
   "source": [
    "bm_file = 'data/data-3rd-party/broad_market.parquet'\n",
    "broad_market.to_parquet(bm_file)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [],
   "source": [
    "bm = pd.read_parquet(bm_file)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <th colspan=\"6\" halign=\"left\">^R2ESC</th>\n",
       "      <th colspan=\"4\" halign=\"left\">^NDXE</th>\n",
       "      <th>...</th>\n",
       "      <th colspan=\"4\" halign=\"left\">^TNX</th>\n",
       "      <th colspan=\"6\" halign=\"left\">^SPX</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Adj Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>...</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Adj Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Adj Close</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1927-12-30</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>17.660000</td>\n",
       "      <td>17.660000</td>\n",
       "      <td>17.660000</td>\n",
       "      <td>17.660000</td>\n",
       "      <td>17.660000</td>\n",
       "      <td>0.000000e+00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1928-01-03</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>17.760000</td>\n",
       "      <td>17.760000</td>\n",
       "      <td>17.760000</td>\n",
       "      <td>17.760000</td>\n",
       "      <td>17.760000</td>\n",
       "      <td>0.000000e+00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1928-01-04</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>17.719999</td>\n",
       "      <td>17.719999</td>\n",
       "      <td>17.719999</td>\n",
       "      <td>17.719999</td>\n",
       "      <td>17.719999</td>\n",
       "      <td>0.000000e+00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1928-01-05</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>17.549999</td>\n",
       "      <td>17.549999</td>\n",
       "      <td>17.549999</td>\n",
       "      <td>17.549999</td>\n",
       "      <td>17.549999</td>\n",
       "      <td>0.000000e+00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1928-01-06</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>17.660000</td>\n",
       "      <td>17.660000</td>\n",
       "      <td>17.660000</td>\n",
       "      <td>17.660000</td>\n",
       "      <td>17.660000</td>\n",
       "      <td>0.000000e+00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-29</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>7265.220215</td>\n",
       "      <td>7339.299805</td>\n",
       "      <td>7262.799805</td>\n",
       "      <td>7339.000000</td>\n",
       "      <td>...</td>\n",
       "      <td>4.089</td>\n",
       "      <td>4.091</td>\n",
       "      <td>4.091</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4892.950195</td>\n",
       "      <td>4929.310059</td>\n",
       "      <td>4887.399902</td>\n",
       "      <td>4927.930176</td>\n",
       "      <td>4927.930176</td>\n",
       "      <td>3.525160e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-30</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>7300.240234</td>\n",
       "      <td>7312.680176</td>\n",
       "      <td>7285.680176</td>\n",
       "      <td>7294.640137</td>\n",
       "      <td>...</td>\n",
       "      <td>4.041</td>\n",
       "      <td>4.059</td>\n",
       "      <td>4.059</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4925.890137</td>\n",
       "      <td>4931.089844</td>\n",
       "      <td>4916.270020</td>\n",
       "      <td>4924.970215</td>\n",
       "      <td>4924.970215</td>\n",
       "      <td>3.836130e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-31</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>7242.250000</td>\n",
       "      <td>7289.140137</td>\n",
       "      <td>7183.790039</td>\n",
       "      <td>7190.290039</td>\n",
       "      <td>...</td>\n",
       "      <td>3.944</td>\n",
       "      <td>3.967</td>\n",
       "      <td>3.967</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4899.189941</td>\n",
       "      <td>4906.750000</td>\n",
       "      <td>4845.149902</td>\n",
       "      <td>4845.649902</td>\n",
       "      <td>4845.649902</td>\n",
       "      <td>4.696120e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>7214.520020</td>\n",
       "      <td>7276.729980</td>\n",
       "      <td>7179.700195</td>\n",
       "      <td>7274.620117</td>\n",
       "      <td>...</td>\n",
       "      <td>3.817</td>\n",
       "      <td>3.863</td>\n",
       "      <td>3.863</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4861.109863</td>\n",
       "      <td>4906.970215</td>\n",
       "      <td>4853.520020</td>\n",
       "      <td>4906.189941</td>\n",
       "      <td>4906.189941</td>\n",
       "      <td>4.386090e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-02</th>\n",
       "      <td>4188.051758</td>\n",
       "      <td>4188.051758</td>\n",
       "      <td>4166.918457</td>\n",
       "      <td>4182.222168</td>\n",
       "      <td>4182.222168</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>3.887</td>\n",
       "      <td>4.026</td>\n",
       "      <td>4.026</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4916.060059</td>\n",
       "      <td>4930.649902</td>\n",
       "      <td>4907.990234</td>\n",
       "      <td>4929.529785</td>\n",
       "      <td>4929.529785</td>\n",
       "      <td>6.965062e+08</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>24330 rows × 66 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                 ^R2ESC                                                      \\\n",
       "                   Open         High          Low        Close    Adj Close   \n",
       "Date                                                                          \n",
       "1927-12-30          NaN          NaN          NaN          NaN          NaN   \n",
       "1928-01-03          NaN          NaN          NaN          NaN          NaN   \n",
       "1928-01-04          NaN          NaN          NaN          NaN          NaN   \n",
       "1928-01-05          NaN          NaN          NaN          NaN          NaN   \n",
       "1928-01-06          NaN          NaN          NaN          NaN          NaN   \n",
       "...                 ...          ...          ...          ...          ...   \n",
       "2024-01-29          NaN          NaN          NaN          NaN          NaN   \n",
       "2024-01-30          NaN          NaN          NaN          NaN          NaN   \n",
       "2024-01-31          NaN          NaN          NaN          NaN          NaN   \n",
       "2024-02-01          NaN          NaN          NaN          NaN          NaN   \n",
       "2024-02-02  4188.051758  4188.051758  4166.918457  4182.222168  4182.222168   \n",
       "\n",
       "                         ^NDXE                                         ...  \\\n",
       "           Volume         Open         High          Low        Close  ...   \n",
       "Date                                                                   ...   \n",
       "1927-12-30    NaN          NaN          NaN          NaN          NaN  ...   \n",
       "1928-01-03    NaN          NaN          NaN          NaN          NaN  ...   \n",
       "1928-01-04    NaN          NaN          NaN          NaN          NaN  ...   \n",
       "1928-01-05    NaN          NaN          NaN          NaN          NaN  ...   \n",
       "1928-01-06    NaN          NaN          NaN          NaN          NaN  ...   \n",
       "...           ...          ...          ...          ...          ...  ...   \n",
       "2024-01-29    NaN  7265.220215  7339.299805  7262.799805  7339.000000  ...   \n",
       "2024-01-30    NaN  7300.240234  7312.680176  7285.680176  7294.640137  ...   \n",
       "2024-01-31    NaN  7242.250000  7289.140137  7183.790039  7190.290039  ...   \n",
       "2024-02-01    NaN  7214.520020  7276.729980  7179.700195  7274.620117  ...   \n",
       "2024-02-02    0.0          NaN          NaN          NaN          NaN  ...   \n",
       "\n",
       "             ^TNX                                 ^SPX               \\\n",
       "              Low  Close Adj Close Volume         Open         High   \n",
       "Date                                                                  \n",
       "1927-12-30    NaN    NaN       NaN    NaN    17.660000    17.660000   \n",
       "1928-01-03    NaN    NaN       NaN    NaN    17.760000    17.760000   \n",
       "1928-01-04    NaN    NaN       NaN    NaN    17.719999    17.719999   \n",
       "1928-01-05    NaN    NaN       NaN    NaN    17.549999    17.549999   \n",
       "1928-01-06    NaN    NaN       NaN    NaN    17.660000    17.660000   \n",
       "...           ...    ...       ...    ...          ...          ...   \n",
       "2024-01-29  4.089  4.091     4.091    0.0  4892.950195  4929.310059   \n",
       "2024-01-30  4.041  4.059     4.059    0.0  4925.890137  4931.089844   \n",
       "2024-01-31  3.944  3.967     3.967    0.0  4899.189941  4906.750000   \n",
       "2024-02-01  3.817  3.863     3.863    0.0  4861.109863  4906.970215   \n",
       "2024-02-02  3.887  4.026     4.026    0.0  4916.060059  4930.649902   \n",
       "\n",
       "                                                                 \n",
       "                    Low        Close    Adj Close        Volume  \n",
       "Date                                                             \n",
       "1927-12-30    17.660000    17.660000    17.660000  0.000000e+00  \n",
       "1928-01-03    17.760000    17.760000    17.760000  0.000000e+00  \n",
       "1928-01-04    17.719999    17.719999    17.719999  0.000000e+00  \n",
       "1928-01-05    17.549999    17.549999    17.549999  0.000000e+00  \n",
       "1928-01-06    17.660000    17.660000    17.660000  0.000000e+00  \n",
       "...                 ...          ...          ...           ...  \n",
       "2024-01-29  4887.399902  4927.930176  4927.930176  3.525160e+09  \n",
       "2024-01-30  4916.270020  4924.970215  4924.970215  3.836130e+09  \n",
       "2024-01-31  4845.149902  4845.649902  4845.649902  4.696120e+09  \n",
       "2024-02-01  4853.520020  4906.189941  4906.189941  4.386090e+09  \n",
       "2024-02-02  4907.990234  4929.529785  4929.529785  6.965062e+08  \n",
       "\n",
       "[24330 rows x 66 columns]"
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "bm"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Prepare Sector Indicies"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "sector_indicies = 'XLE ^SP500-15 ^SP500-20 ^SP500-25 ^SP500-30 ^SP500-35 ^SP500-40 ^SP500-45 ^SP500-50 ^SP500-55 ^SP500-60'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[*********************100%%**********************]  11 of 11 completed\n"
     ]
    },
    {
     "data": {
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <th colspan=\"6\" halign=\"left\">^SP500-25</th>\n",
       "      <th colspan=\"4\" halign=\"left\">^SP500-45</th>\n",
       "      <th>...</th>\n",
       "      <th colspan=\"4\" halign=\"left\">^SP500-35</th>\n",
       "      <th colspan=\"6\" halign=\"left\">^SP500-40</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Adj Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>...</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Adj Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Adj Close</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1993-05-04</th>\n",
       "      <td>99.760002</td>\n",
       "      <td>99.760002</td>\n",
       "      <td>99.760002</td>\n",
       "      <td>99.760002</td>\n",
       "      <td>99.760002</td>\n",
       "      <td>0.0</td>\n",
       "      <td>76.230003</td>\n",
       "      <td>76.230003</td>\n",
       "      <td>76.230003</td>\n",
       "      <td>76.230003</td>\n",
       "      <td>...</td>\n",
       "      <td>90.959999</td>\n",
       "      <td>90.959999</td>\n",
       "      <td>90.959999</td>\n",
       "      <td>0.0</td>\n",
       "      <td>106.129997</td>\n",
       "      <td>106.129997</td>\n",
       "      <td>106.129997</td>\n",
       "      <td>106.129997</td>\n",
       "      <td>106.129997</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1993-05-05</th>\n",
       "      <td>99.500000</td>\n",
       "      <td>99.500000</td>\n",
       "      <td>99.500000</td>\n",
       "      <td>99.500000</td>\n",
       "      <td>99.500000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>76.889999</td>\n",
       "      <td>76.889999</td>\n",
       "      <td>76.889999</td>\n",
       "      <td>76.889999</td>\n",
       "      <td>...</td>\n",
       "      <td>91.760002</td>\n",
       "      <td>91.760002</td>\n",
       "      <td>91.760002</td>\n",
       "      <td>0.0</td>\n",
       "      <td>105.000000</td>\n",
       "      <td>105.000000</td>\n",
       "      <td>105.000000</td>\n",
       "      <td>105.000000</td>\n",
       "      <td>105.000000</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1993-05-06</th>\n",
       "      <td>99.190002</td>\n",
       "      <td>99.190002</td>\n",
       "      <td>99.190002</td>\n",
       "      <td>99.190002</td>\n",
       "      <td>99.190002</td>\n",
       "      <td>0.0</td>\n",
       "      <td>76.419998</td>\n",
       "      <td>76.419998</td>\n",
       "      <td>76.419998</td>\n",
       "      <td>76.419998</td>\n",
       "      <td>...</td>\n",
       "      <td>90.550003</td>\n",
       "      <td>90.550003</td>\n",
       "      <td>90.550003</td>\n",
       "      <td>0.0</td>\n",
       "      <td>104.629997</td>\n",
       "      <td>104.629997</td>\n",
       "      <td>104.629997</td>\n",
       "      <td>104.629997</td>\n",
       "      <td>104.629997</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1993-05-07</th>\n",
       "      <td>99.129997</td>\n",
       "      <td>99.129997</td>\n",
       "      <td>99.129997</td>\n",
       "      <td>99.129997</td>\n",
       "      <td>99.129997</td>\n",
       "      <td>0.0</td>\n",
       "      <td>77.089996</td>\n",
       "      <td>77.089996</td>\n",
       "      <td>77.089996</td>\n",
       "      <td>77.089996</td>\n",
       "      <td>...</td>\n",
       "      <td>90.120003</td>\n",
       "      <td>90.120003</td>\n",
       "      <td>90.120003</td>\n",
       "      <td>0.0</td>\n",
       "      <td>103.550003</td>\n",
       "      <td>103.550003</td>\n",
       "      <td>103.550003</td>\n",
       "      <td>103.550003</td>\n",
       "      <td>103.550003</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1993-05-10</th>\n",
       "      <td>99.660004</td>\n",
       "      <td>99.660004</td>\n",
       "      <td>99.660004</td>\n",
       "      <td>99.660004</td>\n",
       "      <td>99.660004</td>\n",
       "      <td>0.0</td>\n",
       "      <td>77.029999</td>\n",
       "      <td>77.029999</td>\n",
       "      <td>77.029999</td>\n",
       "      <td>77.029999</td>\n",
       "      <td>...</td>\n",
       "      <td>90.230003</td>\n",
       "      <td>90.230003</td>\n",
       "      <td>90.230003</td>\n",
       "      <td>0.0</td>\n",
       "      <td>103.940002</td>\n",
       "      <td>103.940002</td>\n",
       "      <td>103.940002</td>\n",
       "      <td>103.940002</td>\n",
       "      <td>103.940002</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-06</th>\n",
       "      <td>1406.000000</td>\n",
       "      <td>1416.650024</td>\n",
       "      <td>1405.650024</td>\n",
       "      <td>1415.989990</td>\n",
       "      <td>1415.989990</td>\n",
       "      <td>437199900.0</td>\n",
       "      <td>3652.020020</td>\n",
       "      <td>3656.310059</td>\n",
       "      <td>3601.040039</td>\n",
       "      <td>3629.600098</td>\n",
       "      <td>...</td>\n",
       "      <td>1664.260010</td>\n",
       "      <td>1677.469971</td>\n",
       "      <td>1677.469971</td>\n",
       "      <td>268512500.0</td>\n",
       "      <td>643.739990</td>\n",
       "      <td>646.059998</td>\n",
       "      <td>642.289978</td>\n",
       "      <td>645.849976</td>\n",
       "      <td>645.849976</td>\n",
       "      <td>284950900.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-07</th>\n",
       "      <td>1423.260010</td>\n",
       "      <td>1436.670044</td>\n",
       "      <td>1420.609985</td>\n",
       "      <td>1431.920044</td>\n",
       "      <td>1431.920044</td>\n",
       "      <td>488606300.0</td>\n",
       "      <td>3653.239990</td>\n",
       "      <td>3681.919922</td>\n",
       "      <td>3640.780029</td>\n",
       "      <td>3681.639893</td>\n",
       "      <td>...</td>\n",
       "      <td>1678.890015</td>\n",
       "      <td>1681.819946</td>\n",
       "      <td>1681.819946</td>\n",
       "      <td>227851800.0</td>\n",
       "      <td>648.280029</td>\n",
       "      <td>650.890015</td>\n",
       "      <td>644.419983</td>\n",
       "      <td>650.320007</td>\n",
       "      <td>650.320007</td>\n",
       "      <td>300426600.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-08</th>\n",
       "      <td>1431.150024</td>\n",
       "      <td>1438.010010</td>\n",
       "      <td>1428.619995</td>\n",
       "      <td>1436.109985</td>\n",
       "      <td>1436.109985</td>\n",
       "      <td>380864100.0</td>\n",
       "      <td>3685.949951</td>\n",
       "      <td>3698.969971</td>\n",
       "      <td>3680.320068</td>\n",
       "      <td>3686.899902</td>\n",
       "      <td>...</td>\n",
       "      <td>1671.310059</td>\n",
       "      <td>1678.920044</td>\n",
       "      <td>1678.920044</td>\n",
       "      <td>210514200.0</td>\n",
       "      <td>647.570007</td>\n",
       "      <td>649.179993</td>\n",
       "      <td>643.400024</td>\n",
       "      <td>647.109985</td>\n",
       "      <td>647.109985</td>\n",
       "      <td>312500100.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-09</th>\n",
       "      <td>1436.229980</td>\n",
       "      <td>1452.979980</td>\n",
       "      <td>1434.650024</td>\n",
       "      <td>1450.310059</td>\n",
       "      <td>1450.310059</td>\n",
       "      <td>395630000.0</td>\n",
       "      <td>3704.330078</td>\n",
       "      <td>3744.179932</td>\n",
       "      <td>3699.159912</td>\n",
       "      <td>3742.199951</td>\n",
       "      <td>...</td>\n",
       "      <td>1672.439941</td>\n",
       "      <td>1678.000000</td>\n",
       "      <td>1678.000000</td>\n",
       "      <td>198299800.0</td>\n",
       "      <td>646.590027</td>\n",
       "      <td>649.419983</td>\n",
       "      <td>645.039978</td>\n",
       "      <td>649.169983</td>\n",
       "      <td>649.169983</td>\n",
       "      <td>282978500.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-12</th>\n",
       "      <td>1451.479980</td>\n",
       "      <td>1457.380005</td>\n",
       "      <td>1443.640015</td>\n",
       "      <td>1446.310059</td>\n",
       "      <td>1446.310059</td>\n",
       "      <td>387020300.0</td>\n",
       "      <td>3743.379883</td>\n",
       "      <td>3759.840088</td>\n",
       "      <td>3706.709961</td>\n",
       "      <td>3713.250000</td>\n",
       "      <td>...</td>\n",
       "      <td>1667.650024</td>\n",
       "      <td>1679.640015</td>\n",
       "      <td>1679.640015</td>\n",
       "      <td>181208500.0</td>\n",
       "      <td>649.460022</td>\n",
       "      <td>655.049988</td>\n",
       "      <td>647.739990</td>\n",
       "      <td>651.869995</td>\n",
       "      <td>651.869995</td>\n",
       "      <td>276142400.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>7750 rows × 66 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "              ^SP500-25                                                      \\\n",
       "                   Open         High          Low        Close    Adj Close   \n",
       "Date                                                                          \n",
       "1993-05-04    99.760002    99.760002    99.760002    99.760002    99.760002   \n",
       "1993-05-05    99.500000    99.500000    99.500000    99.500000    99.500000   \n",
       "1993-05-06    99.190002    99.190002    99.190002    99.190002    99.190002   \n",
       "1993-05-07    99.129997    99.129997    99.129997    99.129997    99.129997   \n",
       "1993-05-10    99.660004    99.660004    99.660004    99.660004    99.660004   \n",
       "...                 ...          ...          ...          ...          ...   \n",
       "2024-02-06  1406.000000  1416.650024  1405.650024  1415.989990  1415.989990   \n",
       "2024-02-07  1423.260010  1436.670044  1420.609985  1431.920044  1431.920044   \n",
       "2024-02-08  1431.150024  1438.010010  1428.619995  1436.109985  1436.109985   \n",
       "2024-02-09  1436.229980  1452.979980  1434.650024  1450.310059  1450.310059   \n",
       "2024-02-12  1451.479980  1457.380005  1443.640015  1446.310059  1446.310059   \n",
       "\n",
       "                           ^SP500-45                                         \\\n",
       "                 Volume         Open         High          Low        Close   \n",
       "Date                                                                          \n",
       "1993-05-04          0.0    76.230003    76.230003    76.230003    76.230003   \n",
       "1993-05-05          0.0    76.889999    76.889999    76.889999    76.889999   \n",
       "1993-05-06          0.0    76.419998    76.419998    76.419998    76.419998   \n",
       "1993-05-07          0.0    77.089996    77.089996    77.089996    77.089996   \n",
       "1993-05-10          0.0    77.029999    77.029999    77.029999    77.029999   \n",
       "...                 ...          ...          ...          ...          ...   \n",
       "2024-02-06  437199900.0  3652.020020  3656.310059  3601.040039  3629.600098   \n",
       "2024-02-07  488606300.0  3653.239990  3681.919922  3640.780029  3681.639893   \n",
       "2024-02-08  380864100.0  3685.949951  3698.969971  3680.320068  3686.899902   \n",
       "2024-02-09  395630000.0  3704.330078  3744.179932  3699.159912  3742.199951   \n",
       "2024-02-12  387020300.0  3743.379883  3759.840088  3706.709961  3713.250000   \n",
       "\n",
       "            ...    ^SP500-35                                         \\\n",
       "            ...          Low        Close    Adj Close       Volume   \n",
       "Date        ...                                                       \n",
       "1993-05-04  ...    90.959999    90.959999    90.959999          0.0   \n",
       "1993-05-05  ...    91.760002    91.760002    91.760002          0.0   \n",
       "1993-05-06  ...    90.550003    90.550003    90.550003          0.0   \n",
       "1993-05-07  ...    90.120003    90.120003    90.120003          0.0   \n",
       "1993-05-10  ...    90.230003    90.230003    90.230003          0.0   \n",
       "...         ...          ...          ...          ...          ...   \n",
       "2024-02-06  ...  1664.260010  1677.469971  1677.469971  268512500.0   \n",
       "2024-02-07  ...  1678.890015  1681.819946  1681.819946  227851800.0   \n",
       "2024-02-08  ...  1671.310059  1678.920044  1678.920044  210514200.0   \n",
       "2024-02-09  ...  1672.439941  1678.000000  1678.000000  198299800.0   \n",
       "2024-02-12  ...  1667.650024  1679.640015  1679.640015  181208500.0   \n",
       "\n",
       "             ^SP500-40                                                  \\\n",
       "                  Open        High         Low       Close   Adj Close   \n",
       "Date                                                                     \n",
       "1993-05-04  106.129997  106.129997  106.129997  106.129997  106.129997   \n",
       "1993-05-05  105.000000  105.000000  105.000000  105.000000  105.000000   \n",
       "1993-05-06  104.629997  104.629997  104.629997  104.629997  104.629997   \n",
       "1993-05-07  103.550003  103.550003  103.550003  103.550003  103.550003   \n",
       "1993-05-10  103.940002  103.940002  103.940002  103.940002  103.940002   \n",
       "...                ...         ...         ...         ...         ...   \n",
       "2024-02-06  643.739990  646.059998  642.289978  645.849976  645.849976   \n",
       "2024-02-07  648.280029  650.890015  644.419983  650.320007  650.320007   \n",
       "2024-02-08  647.570007  649.179993  643.400024  647.109985  647.109985   \n",
       "2024-02-09  646.590027  649.419983  645.039978  649.169983  649.169983   \n",
       "2024-02-12  649.460022  655.049988  647.739990  651.869995  651.869995   \n",
       "\n",
       "                         \n",
       "                 Volume  \n",
       "Date                     \n",
       "1993-05-04          0.0  \n",
       "1993-05-05          0.0  \n",
       "1993-05-06          0.0  \n",
       "1993-05-07          0.0  \n",
       "1993-05-10          0.0  \n",
       "...                 ...  \n",
       "2024-02-06  284950900.0  \n",
       "2024-02-07  300426600.0  \n",
       "2024-02-08  312500100.0  \n",
       "2024-02-09  282978500.0  \n",
       "2024-02-12  276142400.0  \n",
       "\n",
       "[7750 rows x 66 columns]"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "import yfinance as yf\n",
    "sectors = yf.download(sector_indicies, period='max', group_by='tickers')\n",
    "sectors"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# sectors.to_csv('data/sectors.csv.bz2')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "sectors_file = 'data/data-3rd-party/sectors.parquet'\n",
    "sectors.to_parquet(sectors_file)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <th colspan=\"6\" halign=\"left\">^SP500-25</th>\n",
       "      <th colspan=\"4\" halign=\"left\">^SP500-45</th>\n",
       "      <th>...</th>\n",
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       "      <th colspan=\"6\" halign=\"left\">^SP500-40</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Adj Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
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       "      <th>Low</th>\n",
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       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Adj Close</th>\n",
       "      <th>Volume</th>\n",
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       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1993-05-04</th>\n",
       "      <td>99.760002</td>\n",
       "      <td>99.760002</td>\n",
       "      <td>99.760002</td>\n",
       "      <td>99.760002</td>\n",
       "      <td>99.760002</td>\n",
       "      <td>0.0</td>\n",
       "      <td>76.230003</td>\n",
       "      <td>76.230003</td>\n",
       "      <td>76.230003</td>\n",
       "      <td>76.230003</td>\n",
       "      <td>...</td>\n",
       "      <td>90.959999</td>\n",
       "      <td>90.959999</td>\n",
       "      <td>90.959999</td>\n",
       "      <td>0.0</td>\n",
       "      <td>106.129997</td>\n",
       "      <td>106.129997</td>\n",
       "      <td>106.129997</td>\n",
       "      <td>106.129997</td>\n",
       "      <td>106.129997</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1993-05-05</th>\n",
       "      <td>99.500000</td>\n",
       "      <td>99.500000</td>\n",
       "      <td>99.500000</td>\n",
       "      <td>99.500000</td>\n",
       "      <td>99.500000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>76.889999</td>\n",
       "      <td>76.889999</td>\n",
       "      <td>76.889999</td>\n",
       "      <td>76.889999</td>\n",
       "      <td>...</td>\n",
       "      <td>91.760002</td>\n",
       "      <td>91.760002</td>\n",
       "      <td>91.760002</td>\n",
       "      <td>0.0</td>\n",
       "      <td>105.000000</td>\n",
       "      <td>105.000000</td>\n",
       "      <td>105.000000</td>\n",
       "      <td>105.000000</td>\n",
       "      <td>105.000000</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1993-05-06</th>\n",
       "      <td>99.190002</td>\n",
       "      <td>99.190002</td>\n",
       "      <td>99.190002</td>\n",
       "      <td>99.190002</td>\n",
       "      <td>99.190002</td>\n",
       "      <td>0.0</td>\n",
       "      <td>76.419998</td>\n",
       "      <td>76.419998</td>\n",
       "      <td>76.419998</td>\n",
       "      <td>76.419998</td>\n",
       "      <td>...</td>\n",
       "      <td>90.550003</td>\n",
       "      <td>90.550003</td>\n",
       "      <td>90.550003</td>\n",
       "      <td>0.0</td>\n",
       "      <td>104.629997</td>\n",
       "      <td>104.629997</td>\n",
       "      <td>104.629997</td>\n",
       "      <td>104.629997</td>\n",
       "      <td>104.629997</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1993-05-07</th>\n",
       "      <td>99.129997</td>\n",
       "      <td>99.129997</td>\n",
       "      <td>99.129997</td>\n",
       "      <td>99.129997</td>\n",
       "      <td>99.129997</td>\n",
       "      <td>0.0</td>\n",
       "      <td>77.089996</td>\n",
       "      <td>77.089996</td>\n",
       "      <td>77.089996</td>\n",
       "      <td>77.089996</td>\n",
       "      <td>...</td>\n",
       "      <td>90.120003</td>\n",
       "      <td>90.120003</td>\n",
       "      <td>90.120003</td>\n",
       "      <td>0.0</td>\n",
       "      <td>103.550003</td>\n",
       "      <td>103.550003</td>\n",
       "      <td>103.550003</td>\n",
       "      <td>103.550003</td>\n",
       "      <td>103.550003</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1993-05-10</th>\n",
       "      <td>99.660004</td>\n",
       "      <td>99.660004</td>\n",
       "      <td>99.660004</td>\n",
       "      <td>99.660004</td>\n",
       "      <td>99.660004</td>\n",
       "      <td>0.0</td>\n",
       "      <td>77.029999</td>\n",
       "      <td>77.029999</td>\n",
       "      <td>77.029999</td>\n",
       "      <td>77.029999</td>\n",
       "      <td>...</td>\n",
       "      <td>90.230003</td>\n",
       "      <td>90.230003</td>\n",
       "      <td>90.230003</td>\n",
       "      <td>0.0</td>\n",
       "      <td>103.940002</td>\n",
       "      <td>103.940002</td>\n",
       "      <td>103.940002</td>\n",
       "      <td>103.940002</td>\n",
       "      <td>103.940002</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-06</th>\n",
       "      <td>1406.000000</td>\n",
       "      <td>1416.650024</td>\n",
       "      <td>1405.650024</td>\n",
       "      <td>1415.989990</td>\n",
       "      <td>1415.989990</td>\n",
       "      <td>437199900.0</td>\n",
       "      <td>3652.020020</td>\n",
       "      <td>3656.310059</td>\n",
       "      <td>3601.040039</td>\n",
       "      <td>3629.600098</td>\n",
       "      <td>...</td>\n",
       "      <td>1664.260010</td>\n",
       "      <td>1677.469971</td>\n",
       "      <td>1677.469971</td>\n",
       "      <td>268512500.0</td>\n",
       "      <td>643.739990</td>\n",
       "      <td>646.059998</td>\n",
       "      <td>642.289978</td>\n",
       "      <td>645.849976</td>\n",
       "      <td>645.849976</td>\n",
       "      <td>284950900.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-07</th>\n",
       "      <td>1423.260010</td>\n",
       "      <td>1436.670044</td>\n",
       "      <td>1420.609985</td>\n",
       "      <td>1431.920044</td>\n",
       "      <td>1431.920044</td>\n",
       "      <td>488606300.0</td>\n",
       "      <td>3653.239990</td>\n",
       "      <td>3681.919922</td>\n",
       "      <td>3640.780029</td>\n",
       "      <td>3681.639893</td>\n",
       "      <td>...</td>\n",
       "      <td>1678.890015</td>\n",
       "      <td>1681.819946</td>\n",
       "      <td>1681.819946</td>\n",
       "      <td>227851800.0</td>\n",
       "      <td>648.280029</td>\n",
       "      <td>650.890015</td>\n",
       "      <td>644.419983</td>\n",
       "      <td>650.320007</td>\n",
       "      <td>650.320007</td>\n",
       "      <td>300426600.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-08</th>\n",
       "      <td>1431.150024</td>\n",
       "      <td>1438.010010</td>\n",
       "      <td>1428.619995</td>\n",
       "      <td>1436.109985</td>\n",
       "      <td>1436.109985</td>\n",
       "      <td>380864100.0</td>\n",
       "      <td>3685.949951</td>\n",
       "      <td>3698.969971</td>\n",
       "      <td>3680.320068</td>\n",
       "      <td>3686.899902</td>\n",
       "      <td>...</td>\n",
       "      <td>1671.310059</td>\n",
       "      <td>1678.920044</td>\n",
       "      <td>1678.920044</td>\n",
       "      <td>210514200.0</td>\n",
       "      <td>647.570007</td>\n",
       "      <td>649.179993</td>\n",
       "      <td>643.400024</td>\n",
       "      <td>647.109985</td>\n",
       "      <td>647.109985</td>\n",
       "      <td>312500100.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-09</th>\n",
       "      <td>1436.229980</td>\n",
       "      <td>1452.979980</td>\n",
       "      <td>1434.650024</td>\n",
       "      <td>1450.310059</td>\n",
       "      <td>1450.310059</td>\n",
       "      <td>395630000.0</td>\n",
       "      <td>3704.330078</td>\n",
       "      <td>3744.179932</td>\n",
       "      <td>3699.159912</td>\n",
       "      <td>3742.199951</td>\n",
       "      <td>...</td>\n",
       "      <td>1672.439941</td>\n",
       "      <td>1678.000000</td>\n",
       "      <td>1678.000000</td>\n",
       "      <td>198299800.0</td>\n",
       "      <td>646.590027</td>\n",
       "      <td>649.419983</td>\n",
       "      <td>645.039978</td>\n",
       "      <td>649.169983</td>\n",
       "      <td>649.169983</td>\n",
       "      <td>282978500.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-12</th>\n",
       "      <td>1451.479980</td>\n",
       "      <td>1457.380005</td>\n",
       "      <td>1443.640015</td>\n",
       "      <td>1446.310059</td>\n",
       "      <td>1446.310059</td>\n",
       "      <td>387020300.0</td>\n",
       "      <td>3743.379883</td>\n",
       "      <td>3759.840088</td>\n",
       "      <td>3706.709961</td>\n",
       "      <td>3713.250000</td>\n",
       "      <td>...</td>\n",
       "      <td>1667.650024</td>\n",
       "      <td>1679.640015</td>\n",
       "      <td>1679.640015</td>\n",
       "      <td>181208500.0</td>\n",
       "      <td>649.460022</td>\n",
       "      <td>655.049988</td>\n",
       "      <td>647.739990</td>\n",
       "      <td>651.869995</td>\n",
       "      <td>651.869995</td>\n",
       "      <td>276142400.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>7750 rows × 66 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "              ^SP500-25                                                      \\\n",
       "                   Open         High          Low        Close    Adj Close   \n",
       "Date                                                                          \n",
       "1993-05-04    99.760002    99.760002    99.760002    99.760002    99.760002   \n",
       "1993-05-05    99.500000    99.500000    99.500000    99.500000    99.500000   \n",
       "1993-05-06    99.190002    99.190002    99.190002    99.190002    99.190002   \n",
       "1993-05-07    99.129997    99.129997    99.129997    99.129997    99.129997   \n",
       "1993-05-10    99.660004    99.660004    99.660004    99.660004    99.660004   \n",
       "...                 ...          ...          ...          ...          ...   \n",
       "2024-02-06  1406.000000  1416.650024  1405.650024  1415.989990  1415.989990   \n",
       "2024-02-07  1423.260010  1436.670044  1420.609985  1431.920044  1431.920044   \n",
       "2024-02-08  1431.150024  1438.010010  1428.619995  1436.109985  1436.109985   \n",
       "2024-02-09  1436.229980  1452.979980  1434.650024  1450.310059  1450.310059   \n",
       "2024-02-12  1451.479980  1457.380005  1443.640015  1446.310059  1446.310059   \n",
       "\n",
       "                           ^SP500-45                                         \\\n",
       "                 Volume         Open         High          Low        Close   \n",
       "Date                                                                          \n",
       "1993-05-04          0.0    76.230003    76.230003    76.230003    76.230003   \n",
       "1993-05-05          0.0    76.889999    76.889999    76.889999    76.889999   \n",
       "1993-05-06          0.0    76.419998    76.419998    76.419998    76.419998   \n",
       "1993-05-07          0.0    77.089996    77.089996    77.089996    77.089996   \n",
       "1993-05-10          0.0    77.029999    77.029999    77.029999    77.029999   \n",
       "...                 ...          ...          ...          ...          ...   \n",
       "2024-02-06  437199900.0  3652.020020  3656.310059  3601.040039  3629.600098   \n",
       "2024-02-07  488606300.0  3653.239990  3681.919922  3640.780029  3681.639893   \n",
       "2024-02-08  380864100.0  3685.949951  3698.969971  3680.320068  3686.899902   \n",
       "2024-02-09  395630000.0  3704.330078  3744.179932  3699.159912  3742.199951   \n",
       "2024-02-12  387020300.0  3743.379883  3759.840088  3706.709961  3713.250000   \n",
       "\n",
       "            ...    ^SP500-35                                         \\\n",
       "            ...          Low        Close    Adj Close       Volume   \n",
       "Date        ...                                                       \n",
       "1993-05-04  ...    90.959999    90.959999    90.959999          0.0   \n",
       "1993-05-05  ...    91.760002    91.760002    91.760002          0.0   \n",
       "1993-05-06  ...    90.550003    90.550003    90.550003          0.0   \n",
       "1993-05-07  ...    90.120003    90.120003    90.120003          0.0   \n",
       "1993-05-10  ...    90.230003    90.230003    90.230003          0.0   \n",
       "...         ...          ...          ...          ...          ...   \n",
       "2024-02-06  ...  1664.260010  1677.469971  1677.469971  268512500.0   \n",
       "2024-02-07  ...  1678.890015  1681.819946  1681.819946  227851800.0   \n",
       "2024-02-08  ...  1671.310059  1678.920044  1678.920044  210514200.0   \n",
       "2024-02-09  ...  1672.439941  1678.000000  1678.000000  198299800.0   \n",
       "2024-02-12  ...  1667.650024  1679.640015  1679.640015  181208500.0   \n",
       "\n",
       "             ^SP500-40                                                  \\\n",
       "                  Open        High         Low       Close   Adj Close   \n",
       "Date                                                                     \n",
       "1993-05-04  106.129997  106.129997  106.129997  106.129997  106.129997   \n",
       "1993-05-05  105.000000  105.000000  105.000000  105.000000  105.000000   \n",
       "1993-05-06  104.629997  104.629997  104.629997  104.629997  104.629997   \n",
       "1993-05-07  103.550003  103.550003  103.550003  103.550003  103.550003   \n",
       "1993-05-10  103.940002  103.940002  103.940002  103.940002  103.940002   \n",
       "...                ...         ...         ...         ...         ...   \n",
       "2024-02-06  643.739990  646.059998  642.289978  645.849976  645.849976   \n",
       "2024-02-07  648.280029  650.890015  644.419983  650.320007  650.320007   \n",
       "2024-02-08  647.570007  649.179993  643.400024  647.109985  647.109985   \n",
       "2024-02-09  646.590027  649.419983  645.039978  649.169983  649.169983   \n",
       "2024-02-12  649.460022  655.049988  647.739990  651.869995  651.869995   \n",
       "\n",
       "                         \n",
       "                 Volume  \n",
       "Date                     \n",
       "1993-05-04          0.0  \n",
       "1993-05-05          0.0  \n",
       "1993-05-06          0.0  \n",
       "1993-05-07          0.0  \n",
       "1993-05-10          0.0  \n",
       "...                 ...  \n",
       "2024-02-06  284950900.0  \n",
       "2024-02-07  300426600.0  \n",
       "2024-02-08  312500100.0  \n",
       "2024-02-09  282978500.0  \n",
       "2024-02-12  276142400.0  \n",
       "\n",
       "[7750 rows x 66 columns]"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "import pandas as pd\n",
    "tmp_s = pd.read_parquet(sectors_file)\n",
    "tmp_s"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Prepare stocks price data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [],
   "source": [
    "price_interval = \"1d\" # \"1wk\""
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[**********************68%%*******               ]  1821 of 2673 completed"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "Failed to get ticker 'THE CONTENT CONTAINED HEREIN IS OWNED OR LICENSED BY BLACKROCK AND/OR ITS THIRD-PARTY INFORMATION PROVIDERS AND IS PROTECTED BY APPLICABLE COPYRIGHTS, TRADEMARKS, SERVICE MARKS, AND/OR OTHER INTELLECTUAL PROPERTY RIGHTS. SUCH CONTENT IS SOLELY FOR YOUR PERSONAL, NON-COMMERCIAL USE. ACCORDINGLY, YOU MAY NOT COPY, DISTRIBUTE, MODIFY, POST, FRAME OR DEEP LINK THIS CONTENT. YOU MAY DOWNLOAD MATERIAL DISPLAYED ON THIS WEBSITE FOR YOUR PERSONAL USE PROVIDED YOU ALSO RETAIN ALL COPYRIGHT AND OTHER PROPRIETARY NOTICES CONTAINED ON THE MATERIALS. MODIFICATION OR USE OF THE MATERIALS FOR ANY OTHER PURPOSE VIOLATES BLACKROCK'S INTELLECTUAL PROPERTY RIGHTS.\n",
      "HOLDINGS SUBJECT TO CHANGE. SEE WWW.ISHARES.COM FOR THE MOST RECENT FUNDS HOLDINGS.\n",
      "THE VALUES FOR “PRICE” SHOWN HEREIN GENERALLY REPRESENT A PRICE PROVIDED BY A THIRD-PARTY PRICING VENDOR FOR THE PORTFOLIO HOLDING AND DO NOT REFLECT THE IMPACT OF SYSTEMATIC FAIR VALUATION (“THE VENDOR PRICE”). THE VENDOR PRICE IS NOT NECESSARILY THE PRICE AT WHICH THE FUND VALUES THE PORTFOLIO HOLDING FOR THE PURPOSES OF DETERMINING ITS NET ASSET VALUE (THE “VALUATION PRICE”). ADDITIONALLY, WHERE APPLICABLE, FOREIGN CURRENCY EXCHANGE RATES WITH RESPECT TO THE PORTFOLIO HOLDINGS DENOMINATED IN NON-U.S. CURRENCIES FOR THE VALUATION PRICE WILL BE GENERALLY DETERMINED AS OF THE CLOSE OF BUSINESS ON THE NEW YORK STOCK EXCHANGE, WHEREAS FOR THE VENDOR PRICE WILL BE GENERALLY DETERMINED AS OF 4 P.M. LONDON. THE VALUES SHOWN HEREIN FOR “MARKET VALUE,” “WEIGHT,” AND “NOTIONAL VALUE” (THE “CALCULATED VALUES”) ARE BASED OFF OF THE VENDOR PRICE AND MAY HAVE BEEN DIFFERENT IF THE VALUATION PRICE WERE TO HAVE BEEN USED TO CALCULATE SUCH VALUES. THE VENDOR PRICE IS AS OF THE MOST RECENT PRACTICABLE DATE AND MAY NOT NECESSARILY BE AS OF THE DATE SHOWN ABOVE.\n",
      "PLEASE SEE THE “DETERMINATION OF NET ASSET VALUE” SECTION OF EACH FUND’S PROSPECTUS FOR ADDITIONAL INFORMATION ON THE FUND’S VALUATION POLICIES AND PROCEDURES.\n",
      "CAREFULLY CONSIDER THE FUNDS' INVESTMENT OBJECTIVES, RISK FACTORS, AND CHARGES AND EXPENSES BEFORE INVESTING. THIS AND OTHER INFORMATION CAN BE FOUND IN THE FUNDS' PROSPECTUSES OR, IF AVAILABLE, THE SUMMARY PROSPECTUSES WHICH MAY BE OBTAINED BY VISITING WWW.ISHARES.COM OR WWW.BLACKROCK.COM. READ THE PROSPECTUS CAREFULLY BEFORE INVESTING. INVESTING INVOLVES RISK, INCLUDING POSSIBLE LOSS OF PRINCIPAL.\n",
      "THIS INFORMATION SHOULD NOT BE RELIED UPON AS RESEARCH, INVESTMENT ADVICE, OR A RECOMMENDATION REGARDING ANY PRODUCTS, STRATEGIES, OR ANY SECURITY IN PARTICULAR.\n",
      "THIS MATERIAL IS STRICTLY FOR ILLUSTRATIVE, EDUCATIONAL, OR INFORMATIONAL PURPOSES AND IS SUBJECT TO CHANGE.\n",
      "THE FUNDS ARE DISTRIBUTED BY BLACKROCK INVESTMENTS, LLC (TOGETHER WITH ITS AFFILIATES, “BLACKROCK”).\n",
      "THE ISHARES FUNDS ARE NOT SPONSORED, ENDORSED, ISSUED, SOLD OR PROMOTED BY BLOOMBERG, BLACKROCK INDEX SERVICES, LLC, CBOE GLOBAL INDICES, LLC, COHEN & STEERS, EUROPEAN PUBLIC REAL ESTATE ASSOCIATION (“EPRA® ”), FTSE INTERNATIONAL LIMITED (“FTSE”), ICE DATA INDICES, LLC, NSE INDICES LTD, JPMORGAN, JPX GROUP, LONDON STOCK EXCHANGE GROUP (“LSEG”), MSCI INC., MARKIT INDICES LIMITED, MORNINGSTAR, INC., NASDAQ, INC., NATIONAL ASSOCIATION OF REAL ESTATE INVESTMENT TRUSTS (“NAREIT”), NIKKEI, INC., RUSSELL, S&P DOW JONES INDICES LLC OR STOXX LTD. NONE OF THESE COMPANIES MAKE ANY REPRESENTATION REGARDING THE ADVISABILITY OF INVESTING IN THE FUNDS. WITH THE EXCEPTION OF BLACKROCK INDEX SERVICES, LLC, WHO IS AN AFFILIATE, BLACKROCK INVESTMENTS, LLC IS NOT AFFILIATED WITH THE COMPANIES LISTED ABOVE. NEITHER FTSE, LSEG, NOR NAREIT MAKES ANY WARRANTY REGARDING THE FTSE NAREIT EQUITY REITS INDEX, FTSE NAREIT ALL RESIDENTIAL CAPPED INDEX OR FTSE NAREIT ALL MORTGAGE CAPPED INDEX. NEITHER FTSE, EPRA, LSEG, NOR NAREIT MAKES ANY WARRANTY REGARDING THE FTSE EPRA NAREIT DEVELOPED EX-U.S. INDEX, FTSE EPRA NAREIT DEVELOPED GREEN TARGET INDEX OR FTSE EPRA NAREIT GLOBAL REITS INDEX. “FTSE®” IS A TRADEMARK OF LONDON STOCK EXCHANGE GROUP COMPANIES AND IS USED BY FTSE UNDER LICENSE.\n",
      "©2023 BLACKROCK, INC OR ITS AFFILIATES. ALL RIGHTS RESERVED. ISHARES, IBONDS AND BLACKROCK ARE TRADEMARKS OF BLACKROCK, INC. OR ITS AFFILIATES. ALL OTHER TRADEMARKS ARE THOSE OF THEIR RESPECTIVE OWNERS.\n",
      "ICRMH0323U/S-2742939' reason: Expecting value: line 1 column 1 (char 0)\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[*********************100%%**********************]  2673 of 2673 completed"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\n",
      "24 Failed downloads:\n",
      "['ESH4', 'MOGA', 'MSFUT', 'PDLI', 'RTYH4', 'METCV', 'MLIFT', 'LGFA', 'SGAFT', 'P5N994', 'BFB', 'BRKB', 'GEFB', 'ICSUAGD', 'GTXI', 'NQH4', 'XTSLA', 'LGFB', '-', 'PBRA', 'ADRO']: Exception('%ticker%: No timezone found, symbol may be delisted')\n",
      "[\"THE CONTENT CONTAINED HEREIN IS OWNED OR LICENSED BY BLACKROCK AND/OR ITS THIRD-PARTY INFORMATION PROVIDERS AND IS PROTECTED BY APPLICABLE COPYRIGHTS, TRADEMARKS, SERVICE MARKS, AND/OR OTHER INTELLECTUAL PROPERTY RIGHTS. SUCH CONTENT IS SOLELY FOR YOUR PERSONAL, NON-COMMERCIAL USE. ACCORDINGLY, YOU MAY NOT COPY, DISTRIBUTE, MODIFY, POST, FRAME OR DEEP LINK THIS CONTENT. YOU MAY DOWNLOAD MATERIAL DISPLAYED ON THIS WEBSITE FOR YOUR PERSONAL USE PROVIDED YOU ALSO RETAIN ALL COPYRIGHT AND OTHER PROPRIETARY NOTICES CONTAINED ON THE MATERIALS. MODIFICATION OR USE OF THE MATERIALS FOR ANY OTHER PURPOSE VIOLATES BLACKROCK'S INTELLECTUAL PROPERTY RIGHTS.\\nHOLDINGS SUBJECT TO CHANGE. SEE WWW.ISHARES.COM FOR THE MOST RECENT FUNDS HOLDINGS.\\nTHE VALUES FOR “PRICE” SHOWN HEREIN GENERALLY REPRESENT A PRICE PROVIDED BY A THIRD-PARTY PRICING VENDOR FOR THE PORTFOLIO HOLDING AND DO NOT REFLECT THE IMPACT OF SYSTEMATIC FAIR VALUATION (“THE VENDOR PRICE”). THE VENDOR PRICE IS NOT NECESSARILY THE PRICE AT WHICH THE FUND VALUES THE PORTFOLIO HOLDING FOR THE PURPOSES OF DETERMINING ITS NET ASSET VALUE (THE “VALUATION PRICE”). ADDITIONALLY, WHERE APPLICABLE, FOREIGN CURRENCY EXCHANGE RATES WITH RESPECT TO THE PORTFOLIO HOLDINGS DENOMINATED IN NON-U.S. CURRENCIES FOR THE VALUATION PRICE WILL BE GENERALLY DETERMINED AS OF THE CLOSE OF BUSINESS ON THE NEW YORK STOCK EXCHANGE, WHEREAS FOR THE VENDOR PRICE WILL BE GENERALLY DETERMINED AS OF 4 P.M. LONDON. THE VALUES SHOWN HEREIN FOR “MARKET VALUE,” “WEIGHT,” AND “NOTIONAL VALUE” (THE “CALCULATED VALUES”) ARE BASED OFF OF THE VENDOR PRICE AND MAY HAVE BEEN DIFFERENT IF THE VALUATION PRICE WERE TO HAVE BEEN USED TO CALCULATE SUCH VALUES. THE VENDOR PRICE IS AS OF THE MOST RECENT PRACTICABLE DATE AND MAY NOT NECESSARILY BE AS OF THE DATE SHOWN ABOVE.\\nPLEASE SEE THE “DETERMINATION OF NET ASSET VALUE” SECTION OF EACH FUND’S PROSPECTUS FOR ADDITIONAL INFORMATION ON THE FUND’S VALUATION POLICIES AND PROCEDURES.\\nCAREFULLY CONSIDER THE FUNDS' INVESTMENT OBJECTIVES, RISK FACTORS, AND CHARGES AND EXPENSES BEFORE INVESTING. THIS AND OTHER INFORMATION CAN BE FOUND IN THE FUNDS' PROSPECTUSES OR, IF AVAILABLE, THE SUMMARY PROSPECTUSES WHICH MAY BE OBTAINED BY VISITING WWW.ISHARES.COM OR WWW.BLACKROCK.COM. READ THE PROSPECTUS CAREFULLY BEFORE INVESTING. INVESTING INVOLVES RISK, INCLUDING POSSIBLE LOSS OF PRINCIPAL.\\nTHIS INFORMATION SHOULD NOT BE RELIED UPON AS RESEARCH, INVESTMENT ADVICE, OR A RECOMMENDATION REGARDING ANY PRODUCTS, STRATEGIES, OR ANY SECURITY IN PARTICULAR.\\nTHIS MATERIAL IS STRICTLY FOR ILLUSTRATIVE, EDUCATIONAL, OR INFORMATIONAL PURPOSES AND IS SUBJECT TO CHANGE.\\nTHE FUNDS ARE DISTRIBUTED BY BLACKROCK INVESTMENTS, LLC (TOGETHER WITH ITS AFFILIATES, “BLACKROCK”).\\nTHE ISHARES FUNDS ARE NOT SPONSORED, ENDORSED, ISSUED, SOLD OR PROMOTED BY BLOOMBERG, BLACKROCK INDEX SERVICES, LLC, CBOE GLOBAL INDICES, LLC, COHEN & STEERS, EUROPEAN PUBLIC REAL ESTATE ASSOCIATION (“EPRA® ”), FTSE INTERNATIONAL LIMITED (“FTSE”), ICE DATA INDICES, LLC, NSE INDICES LTD, JPMORGAN, JPX GROUP, LONDON STOCK EXCHANGE GROUP (“LSEG”), MSCI INC., MARKIT INDICES LIMITED, MORNINGSTAR, INC., NASDAQ, INC., NATIONAL ASSOCIATION OF REAL ESTATE INVESTMENT TRUSTS (“NAREIT”), NIKKEI, INC., RUSSELL, S&P DOW JONES INDICES LLC OR STOXX LTD. NONE OF THESE COMPANIES MAKE ANY REPRESENTATION REGARDING THE ADVISABILITY OF INVESTING IN THE FUNDS. WITH THE EXCEPTION OF BLACKROCK INDEX SERVICES, LLC, WHO IS AN AFFILIATE, BLACKROCK INVESTMENTS, LLC IS NOT AFFILIATED WITH THE COMPANIES LISTED ABOVE. NEITHER FTSE, LSEG, NOR NAREIT MAKES ANY WARRANTY REGARDING THE FTSE NAREIT EQUITY REITS INDEX, FTSE NAREIT ALL RESIDENTIAL CAPPED INDEX OR FTSE NAREIT ALL MORTGAGE CAPPED INDEX. NEITHER FTSE, EPRA, LSEG, NOR NAREIT MAKES ANY WARRANTY REGARDING THE FTSE EPRA NAREIT DEVELOPED EX-U.S. INDEX, FTSE EPRA NAREIT DEVELOPED GREEN TARGET INDEX OR FTSE EPRA NAREIT GLOBAL REITS INDEX. “FTSE®” IS A TRADEMARK OF LONDON STOCK EXCHANGE GROUP COMPANIES AND IS USED BY FTSE UNDER LICENSE.\\n©2023 BLACKROCK, INC OR ITS AFFILIATES. ALL RIGHTS RESERVED. ISHARES, IBONDS AND BLACKROCK ARE TRADEMARKS OF BLACKROCK, INC. OR ITS AFFILIATES. ALL OTHER TRADEMARKS ARE THOSE OF THEIR RESPECTIVE OWNERS.\\nICRMH0323U/S-2742939\"]: Exception(\"THE CONTENT CONTAINED HEREIN IS OWNED OR LICENSED BY BLACKROCK AND/OR ITS THIRD-PARTY INFORMATION PROVIDERS AND IS PROTECTED BY APPLICABLE COPYRIGHTS, TRADEMARKS, SERVICE MARKS, AND/OR OTHER INTELLECTUAL PROPERTY RIGHTS. SUCH CONTENT IS SOLELY FOR YOUR PERSONAL, NON-COMMERCIAL USE. ACCORDINGLY, YOU MAY NOT COPY, DISTRIBUTE, MODIFY, POST, FRAME OR DEEP LINK THIS CONTENT. YOU MAY DOWNLOAD MATERIAL DISPLAYED ON THIS WEBSITE FOR YOUR PERSONAL USE PROVIDED YOU ALSO RETAIN ALL COPYRIGHT AND OTHER PROPRIETARY NOTICES CONTAINED ON THE MATERIALS. MODIFICATION OR USE OF THE MATERIALS FOR ANY OTHER PURPOSE VIOLATES BLACKROCK'S INTELLECTUAL PROPERTY RIGHTS.\\nHOLDINGS SUBJECT TO CHANGE. SEE WWW.ISHARES.COM FOR THE MOST RECENT FUNDS HOLDINGS.\\nTHE VALUES FOR “PRICE” SHOWN HEREIN GENERALLY REPRESENT A PRICE PROVIDED BY A THIRD-PARTY PRICING VENDOR FOR THE PORTFOLIO HOLDING AND DO NOT REFLECT THE IMPACT OF SYSTEMATIC FAIR VALUATION (“THE VENDOR PRICE”). THE VENDOR PRICE IS NOT NECESSARILY THE PRICE AT WHICH THE FUND VALUES THE PORTFOLIO HOLDING FOR THE PURPOSES OF DETERMINING ITS NET ASSET VALUE (THE “VALUATION PRICE”). ADDITIONALLY, WHERE APPLICABLE, FOREIGN CURRENCY EXCHANGE RATES WITH RESPECT TO THE PORTFOLIO HOLDINGS DENOMINATED IN NON-U.S. CURRENCIES FOR THE VALUATION PRICE WILL BE GENERALLY DETERMINED AS OF THE CLOSE OF BUSINESS ON THE NEW YORK STOCK EXCHANGE, WHEREAS FOR THE VENDOR PRICE WILL BE GENERALLY DETERMINED AS OF 4 P.M. LONDON. THE VALUES SHOWN HEREIN FOR “MARKET VALUE,” “WEIGHT,” AND “NOTIONAL VALUE” (THE “CALCULATED VALUES”) ARE BASED OFF OF THE VENDOR PRICE AND MAY HAVE BEEN DIFFERENT IF THE VALUATION PRICE WERE TO HAVE BEEN USED TO CALCULATE SUCH VALUES. THE VENDOR PRICE IS AS OF THE MOST RECENT PRACTICABLE DATE AND MAY NOT NECESSARILY BE AS OF THE DATE SHOWN ABOVE.\\nPLEASE SEE THE “DETERMINATION OF NET ASSET VALUE” SECTION OF EACH FUND’S PROSPECTUS FOR ADDITIONAL INFORMATION ON THE FUND’S VALUATION POLICIES AND PROCEDURES.\\nCAREFULLY CONSIDER THE FUNDS' INVESTMENT OBJECTIVES, RISK FACTORS, AND CHARGES AND EXPENSES BEFORE INVESTING. THIS AND OTHER INFORMATION CAN BE FOUND IN THE FUNDS' PROSPECTUSES OR, IF AVAILABLE, THE SUMMARY PROSPECTUSES WHICH MAY BE OBTAINED BY VISITING WWW.ISHARES.COM OR WWW.BLACKROCK.COM. READ THE PROSPECTUS CAREFULLY BEFORE INVESTING. INVESTING INVOLVES RISK, INCLUDING POSSIBLE LOSS OF PRINCIPAL.\\nTHIS INFORMATION SHOULD NOT BE RELIED UPON AS RESEARCH, INVESTMENT ADVICE, OR A RECOMMENDATION REGARDING ANY PRODUCTS, STRATEGIES, OR ANY SECURITY IN PARTICULAR.\\nTHIS MATERIAL IS STRICTLY FOR ILLUSTRATIVE, EDUCATIONAL, OR INFORMATIONAL PURPOSES AND IS SUBJECT TO CHANGE.\\nTHE FUNDS ARE DISTRIBUTED BY BLACKROCK INVESTMENTS, LLC (TOGETHER WITH ITS AFFILIATES, “BLACKROCK”).\\nTHE ISHARES FUNDS ARE NOT SPONSORED, ENDORSED, ISSUED, SOLD OR PROMOTED BY BLOOMBERG, BLACKROCK INDEX SERVICES, LLC, CBOE GLOBAL INDICES, LLC, COHEN & STEERS, EUROPEAN PUBLIC REAL ESTATE ASSOCIATION (“EPRA® ”), FTSE INTERNATIONAL LIMITED (“FTSE”), ICE DATA INDICES, LLC, NSE INDICES LTD, JPMORGAN, JPX GROUP, LONDON STOCK EXCHANGE GROUP (“LSEG”), MSCI INC., MARKIT INDICES LIMITED, MORNINGSTAR, INC., NASDAQ, INC., NATIONAL ASSOCIATION OF REAL ESTATE INVESTMENT TRUSTS (“NAREIT”), NIKKEI, INC., RUSSELL, S&P DOW JONES INDICES LLC OR STOXX LTD. NONE OF THESE COMPANIES MAKE ANY REPRESENTATION REGARDING THE ADVISABILITY OF INVESTING IN THE FUNDS. WITH THE EXCEPTION OF BLACKROCK INDEX SERVICES, LLC, WHO IS AN AFFILIATE, BLACKROCK INVESTMENTS, LLC IS NOT AFFILIATED WITH THE COMPANIES LISTED ABOVE. NEITHER FTSE, LSEG, NOR NAREIT MAKES ANY WARRANTY REGARDING THE FTSE NAREIT EQUITY REITS INDEX, FTSE NAREIT ALL RESIDENTIAL CAPPED INDEX OR FTSE NAREIT ALL MORTGAGE CAPPED INDEX. NEITHER FTSE, EPRA, LSEG, NOR NAREIT MAKES ANY WARRANTY REGARDING THE FTSE EPRA NAREIT DEVELOPED EX-U.S. INDEX, FTSE EPRA NAREIT DEVELOPED GREEN TARGET INDEX OR FTSE EPRA NAREIT GLOBAL REITS INDEX. “FTSE®” IS A TRADEMARK OF LONDON STOCK EXCHANGE GROUP COMPANIES AND IS USED BY FTSE UNDER LICENSE.\\n©2023 BLACKROCK, INC OR ITS AFFILIATES. ALL RIGHTS RESERVED. ISHARES, IBONDS AND BLACKROCK ARE TRADEMARKS OF BLACKROCK, INC. OR ITS AFFILIATES. ALL OTHER TRADEMARKS ARE THOSE OF THEIR RESPECTIVE OWNERS.\\nICRMH0323U/S-2742939: No timezone found, symbol may be delisted\")\n",
      "['\\xa0']: Exception('\\xa0: No timezone found, symbol may be delisted')\n",
      "['CRDA']: Exception('%ticker%: No price data found, symbol may be delisted (1d 1925-02-25 -> 2024-02-02)')\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n"
     ]
    },
    {
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       "      <th colspan=\"6\" halign=\"left\">VTS</th>\n",
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       "      <th>Adj Close</th>\n",
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       "      <th>1962-01-02</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
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       "      <td>0.223380</td>\n",
       "      <td>0.222222</td>\n",
       "      <td>0.223380</td>\n",
       "      <td>0.064498</td>\n",
       "      <td>0</td>\n",
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       "      <th>1962-01-03</th>\n",
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.221065</td>\n",
       "      <td>0.219907</td>\n",
       "      <td>0.219907</td>\n",
       "      <td>0.063496</td>\n",
       "      <td>345600</td>\n",
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       "    <tr>\n",
       "      <th>1962-01-04</th>\n",
       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
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       "      <td>0.221065</td>\n",
       "      <td>0.217593</td>\n",
       "      <td>0.217593</td>\n",
       "      <td>0.062827</td>\n",
       "      <td>216000</td>\n",
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       "    <tr>\n",
       "      <th>1962-01-05</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.215856</td>\n",
       "      <td>0.214120</td>\n",
       "      <td>0.214120</td>\n",
       "      <td>0.061825</td>\n",
       "      <td>129600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1962-01-08</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.212384</td>\n",
       "      <td>0.210648</td>\n",
       "      <td>0.210648</td>\n",
       "      <td>0.060822</td>\n",
       "      <td>172800</td>\n",
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       "      <th>...</th>\n",
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       "      <td>...</td>\n",
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       "      <td>...</td>\n",
       "      <td>...</td>\n",
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       "    <tr>\n",
       "      <th>2024-01-29</th>\n",
       "      <td>21.450001</td>\n",
       "      <td>21.670000</td>\n",
       "      <td>21.020000</td>\n",
       "      <td>21.650000</td>\n",
       "      <td>21.650000</td>\n",
       "      <td>152800.0</td>\n",
       "      <td>1.41</td>\n",
       "      <td>1.48</td>\n",
       "      <td>1.350</td>\n",
       "      <td>1.480</td>\n",
       "      <td>...</td>\n",
       "      <td>75.870003</td>\n",
       "      <td>77.709999</td>\n",
       "      <td>77.709999</td>\n",
       "      <td>247500.0</td>\n",
       "      <td>159.009995</td>\n",
       "      <td>160.070007</td>\n",
       "      <td>158.960007</td>\n",
       "      <td>159.360001</td>\n",
       "      <td>159.360001</td>\n",
       "      <td>6483200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-30</th>\n",
       "      <td>21.490000</td>\n",
       "      <td>21.775999</td>\n",
       "      <td>21.360001</td>\n",
       "      <td>21.730000</td>\n",
       "      <td>21.730000</td>\n",
       "      <td>83900.0</td>\n",
       "      <td>1.46</td>\n",
       "      <td>1.46</td>\n",
       "      <td>1.360</td>\n",
       "      <td>1.390</td>\n",
       "      <td>...</td>\n",
       "      <td>75.720001</td>\n",
       "      <td>76.029999</td>\n",
       "      <td>76.029999</td>\n",
       "      <td>235800.0</td>\n",
       "      <td>159.350006</td>\n",
       "      <td>159.759995</td>\n",
       "      <td>158.130005</td>\n",
       "      <td>158.770004</td>\n",
       "      <td>158.770004</td>\n",
       "      <td>7200500</td>\n",
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       "    <tr>\n",
       "      <th>2024-01-31</th>\n",
       "      <td>21.780001</td>\n",
       "      <td>21.780001</td>\n",
       "      <td>20.990000</td>\n",
       "      <td>21.010000</td>\n",
       "      <td>21.010000</td>\n",
       "      <td>222100.0</td>\n",
       "      <td>1.40</td>\n",
       "      <td>1.45</td>\n",
       "      <td>1.370</td>\n",
       "      <td>1.380</td>\n",
       "      <td>...</td>\n",
       "      <td>74.580002</td>\n",
       "      <td>74.959999</td>\n",
       "      <td>74.959999</td>\n",
       "      <td>546500.0</td>\n",
       "      <td>160.399994</td>\n",
       "      <td>160.619995</td>\n",
       "      <td>158.669998</td>\n",
       "      <td>158.899994</td>\n",
       "      <td>158.899994</td>\n",
       "      <td>8256800</td>\n",
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       "    <tr>\n",
       "      <th>2024-02-01</th>\n",
       "      <td>21.110001</td>\n",
       "      <td>21.260000</td>\n",
       "      <td>20.660000</td>\n",
       "      <td>20.709999</td>\n",
       "      <td>20.709999</td>\n",
       "      <td>181000.0</td>\n",
       "      <td>1.38</td>\n",
       "      <td>1.42</td>\n",
       "      <td>1.360</td>\n",
       "      <td>1.400</td>\n",
       "      <td>...</td>\n",
       "      <td>74.500000</td>\n",
       "      <td>75.580002</td>\n",
       "      <td>75.580002</td>\n",
       "      <td>390200.0</td>\n",
       "      <td>158.160004</td>\n",
       "      <td>158.490005</td>\n",
       "      <td>157.050003</td>\n",
       "      <td>158.360001</td>\n",
       "      <td>158.360001</td>\n",
       "      <td>8012000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-02</th>\n",
       "      <td>20.620001</td>\n",
       "      <td>20.620001</td>\n",
       "      <td>19.629999</td>\n",
       "      <td>19.995001</td>\n",
       "      <td>19.995001</td>\n",
       "      <td>111745.0</td>\n",
       "      <td>1.40</td>\n",
       "      <td>1.40</td>\n",
       "      <td>1.365</td>\n",
       "      <td>1.395</td>\n",
       "      <td>...</td>\n",
       "      <td>73.970001</td>\n",
       "      <td>74.330002</td>\n",
       "      <td>74.330002</td>\n",
       "      <td>99060.0</td>\n",
       "      <td>157.970001</td>\n",
       "      <td>158.309998</td>\n",
       "      <td>156.479996</td>\n",
       "      <td>156.945206</td>\n",
       "      <td>156.945206</td>\n",
       "      <td>1467617</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>15629 rows × 16038 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                  VTS                                                        \\\n",
       "                 Open       High        Low      Close  Adj Close    Volume   \n",
       "Date                                                                          \n",
       "1962-01-02        NaN        NaN        NaN        NaN        NaN       NaN   \n",
       "1962-01-03        NaN        NaN        NaN        NaN        NaN       NaN   \n",
       "1962-01-04        NaN        NaN        NaN        NaN        NaN       NaN   \n",
       "1962-01-05        NaN        NaN        NaN        NaN        NaN       NaN   \n",
       "1962-01-08        NaN        NaN        NaN        NaN        NaN       NaN   \n",
       "...               ...        ...        ...        ...        ...       ...   \n",
       "2024-01-29  21.450001  21.670000  21.020000  21.650000  21.650000  152800.0   \n",
       "2024-01-30  21.490000  21.775999  21.360001  21.730000  21.730000   83900.0   \n",
       "2024-01-31  21.780001  21.780001  20.990000  21.010000  21.010000  222100.0   \n",
       "2024-02-01  21.110001  21.260000  20.660000  20.709999  20.709999  181000.0   \n",
       "2024-02-02  20.620001  20.620001  19.629999  19.995001  19.995001  111745.0   \n",
       "\n",
       "            PGEN                      ...       POWI                        \\\n",
       "            Open  High    Low  Close  ...        Low      Close  Adj Close   \n",
       "Date                                  ...                                    \n",
       "1962-01-02   NaN   NaN    NaN    NaN  ...        NaN        NaN        NaN   \n",
       "1962-01-03   NaN   NaN    NaN    NaN  ...        NaN        NaN        NaN   \n",
       "1962-01-04   NaN   NaN    NaN    NaN  ...        NaN        NaN        NaN   \n",
       "1962-01-05   NaN   NaN    NaN    NaN  ...        NaN        NaN        NaN   \n",
       "1962-01-08   NaN   NaN    NaN    NaN  ...        NaN        NaN        NaN   \n",
       "...          ...   ...    ...    ...  ...        ...        ...        ...   \n",
       "2024-01-29  1.41  1.48  1.350  1.480  ...  75.870003  77.709999  77.709999   \n",
       "2024-01-30  1.46  1.46  1.360  1.390  ...  75.720001  76.029999  76.029999   \n",
       "2024-01-31  1.40  1.45  1.370  1.380  ...  74.580002  74.959999  74.959999   \n",
       "2024-02-01  1.38  1.42  1.360  1.400  ...  74.500000  75.580002  75.580002   \n",
       "2024-02-02  1.40  1.40  1.365  1.395  ...  73.970001  74.330002  74.330002   \n",
       "\n",
       "                             JNJ                                      \\\n",
       "              Volume        Open        High         Low       Close   \n",
       "Date                                                                   \n",
       "1962-01-02       NaN    0.000000    0.223380    0.222222    0.223380   \n",
       "1962-01-03       NaN    0.000000    0.221065    0.219907    0.219907   \n",
       "1962-01-04       NaN    0.000000    0.221065    0.217593    0.217593   \n",
       "1962-01-05       NaN    0.000000    0.215856    0.214120    0.214120   \n",
       "1962-01-08       NaN    0.000000    0.212384    0.210648    0.210648   \n",
       "...              ...         ...         ...         ...         ...   \n",
       "2024-01-29  247500.0  159.009995  160.070007  158.960007  159.360001   \n",
       "2024-01-30  235800.0  159.350006  159.759995  158.130005  158.770004   \n",
       "2024-01-31  546500.0  160.399994  160.619995  158.669998  158.899994   \n",
       "2024-02-01  390200.0  158.160004  158.490005  157.050003  158.360001   \n",
       "2024-02-02   99060.0  157.970001  158.309998  156.479996  156.945206   \n",
       "\n",
       "                                 \n",
       "             Adj Close   Volume  \n",
       "Date                             \n",
       "1962-01-02    0.064498        0  \n",
       "1962-01-03    0.063496   345600  \n",
       "1962-01-04    0.062827   216000  \n",
       "1962-01-05    0.061825   129600  \n",
       "1962-01-08    0.060822   172800  \n",
       "...                ...      ...  \n",
       "2024-01-29  159.360001  6483200  \n",
       "2024-01-30  158.770004  7200500  \n",
       "2024-01-31  158.899994  8256800  \n",
       "2024-02-01  158.360001  8012000  \n",
       "2024-02-02  156.945206  1467617  \n",
       "\n",
       "[15629 rows x 16038 columns]"
      ]
     },
     "execution_count": 27,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stock_price_data = yf.download(all_stock_set, period='max', group_by='tickers', interval=price_interval)\n",
    "stock_price_data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 130,
   "metadata": {},
   "outputs": [
    {
     "ename": "NameError",
     "evalue": "name 'stock_price_data' is not defined",
     "output_type": "error",
     "traceback": [
      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[0;31mNameError\u001b[0m                                 Traceback (most recent call last)",
      "Cell \u001b[0;32mIn[130], line 1\u001b[0m\n\u001b[0;32m----> 1\u001b[0m \u001b[43mstock_price_data\u001b[49m\u001b[38;5;241m.\u001b[39mcolumns\u001b[38;5;241m.\u001b[39mlevels\n",
      "\u001b[0;31mNameError\u001b[0m: name 'stock_price_data' is not defined"
     ]
    }
   ],
   "source": [
    "stock_price_data.columns.levels"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
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       "      <th colspan=\"6\" halign=\"left\">VTS</th>\n",
       "      <th colspan=\"4\" halign=\"left\">PGEN</th>\n",
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       "      <th>Open</th>\n",
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       "      <th>Date</th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2024-01-05 00:00:00</th>\n",
       "      <td>21.450001</td>\n",
       "      <td>21.725000</td>\n",
       "      <td>21.350000</td>\n",
       "      <td>21.610001</td>\n",
       "      <td>21.610001</td>\n",
       "      <td>254600.0</td>\n",
       "      <td>1.31</td>\n",
       "      <td>1.34</td>\n",
       "      <td>1.230</td>\n",
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       "      <td>...</td>\n",
       "      <td>75.930000</td>\n",
       "      <td>76.379997</td>\n",
       "      <td>76.379997</td>\n",
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       "      <td>159.470001</td>\n",
       "      <td>161.130005</td>\n",
       "      <td>161.130005</td>\n",
       "      <td>5602500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-08 00:00:00</th>\n",
       "      <td>21.400000</td>\n",
       "      <td>21.450001</td>\n",
       "      <td>20.719999</td>\n",
       "      <td>21.389999</td>\n",
       "      <td>21.389999</td>\n",
       "      <td>271600.0</td>\n",
       "      <td>1.30</td>\n",
       "      <td>1.43</td>\n",
       "      <td>1.260</td>\n",
       "      <td>1.400</td>\n",
       "      <td>...</td>\n",
       "      <td>76.269997</td>\n",
       "      <td>77.250000</td>\n",
       "      <td>77.250000</td>\n",
       "      <td>353400.0</td>\n",
       "      <td>161.100006</td>\n",
       "      <td>161.660004</td>\n",
       "      <td>159.610001</td>\n",
       "      <td>161.529999</td>\n",
       "      <td>161.529999</td>\n",
       "      <td>6569800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-09 00:00:00</th>\n",
       "      <td>21.370001</td>\n",
       "      <td>21.370001</td>\n",
       "      <td>20.900000</td>\n",
       "      <td>21.040001</td>\n",
       "      <td>21.040001</td>\n",
       "      <td>197400.0</td>\n",
       "      <td>1.40</td>\n",
       "      <td>1.47</td>\n",
       "      <td>1.340</td>\n",
       "      <td>1.400</td>\n",
       "      <td>...</td>\n",
       "      <td>75.449997</td>\n",
       "      <td>77.260002</td>\n",
       "      <td>77.260002</td>\n",
       "      <td>265400.0</td>\n",
       "      <td>161.630005</td>\n",
       "      <td>163.279999</td>\n",
       "      <td>160.600006</td>\n",
       "      <td>161.630005</td>\n",
       "      <td>161.630005</td>\n",
       "      <td>6357000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-10 00:00:00</th>\n",
       "      <td>21.059999</td>\n",
       "      <td>21.219999</td>\n",
       "      <td>20.709999</td>\n",
       "      <td>20.980000</td>\n",
       "      <td>20.980000</td>\n",
       "      <td>270400.0</td>\n",
       "      <td>1.41</td>\n",
       "      <td>1.44</td>\n",
       "      <td>1.320</td>\n",
       "      <td>1.350</td>\n",
       "      <td>...</td>\n",
       "      <td>75.040001</td>\n",
       "      <td>77.139999</td>\n",
       "      <td>77.139999</td>\n",
       "      <td>349000.0</td>\n",
       "      <td>161.820007</td>\n",
       "      <td>162.619995</td>\n",
       "      <td>161.199997</td>\n",
       "      <td>161.869995</td>\n",
       "      <td>161.869995</td>\n",
       "      <td>4945100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-11 00:00:00</th>\n",
       "      <td>21.020000</td>\n",
       "      <td>21.070000</td>\n",
       "      <td>20.629999</td>\n",
       "      <td>20.840000</td>\n",
       "      <td>20.840000</td>\n",
       "      <td>167100.0</td>\n",
       "      <td>1.35</td>\n",
       "      <td>1.39</td>\n",
       "      <td>1.290</td>\n",
       "      <td>1.380</td>\n",
       "      <td>...</td>\n",
       "      <td>75.690002</td>\n",
       "      <td>76.889999</td>\n",
       "      <td>76.889999</td>\n",
       "      <td>255900.0</td>\n",
       "      <td>162.070007</td>\n",
       "      <td>162.199997</td>\n",
       "      <td>160.779999</td>\n",
       "      <td>161.149994</td>\n",
       "      <td>161.149994</td>\n",
       "      <td>4946000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-12 00:00:00</th>\n",
       "      <td>21.100000</td>\n",
       "      <td>21.350000</td>\n",
       "      <td>20.680000</td>\n",
       "      <td>20.850000</td>\n",
       "      <td>20.850000</td>\n",
       "      <td>142100.0</td>\n",
       "      <td>1.38</td>\n",
       "      <td>1.49</td>\n",
       "      <td>1.360</td>\n",
       "      <td>1.370</td>\n",
       "      <td>...</td>\n",
       "      <td>76.250000</td>\n",
       "      <td>77.099998</td>\n",
       "      <td>77.099998</td>\n",
       "      <td>253600.0</td>\n",
       "      <td>161.839996</td>\n",
       "      <td>162.470001</td>\n",
       "      <td>161.690002</td>\n",
       "      <td>162.389999</td>\n",
       "      <td>162.389999</td>\n",
       "      <td>4496500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-16 00:00:00</th>\n",
       "      <td>20.760000</td>\n",
       "      <td>20.799999</td>\n",
       "      <td>20.209999</td>\n",
       "      <td>20.219999</td>\n",
       "      <td>20.219999</td>\n",
       "      <td>248300.0</td>\n",
       "      <td>1.41</td>\n",
       "      <td>1.41</td>\n",
       "      <td>1.250</td>\n",
       "      <td>1.310</td>\n",
       "      <td>...</td>\n",
       "      <td>76.000000</td>\n",
       "      <td>77.070000</td>\n",
       "      <td>77.070000</td>\n",
       "      <td>286100.0</td>\n",
       "      <td>161.570007</td>\n",
       "      <td>162.250000</td>\n",
       "      <td>160.179993</td>\n",
       "      <td>160.520004</td>\n",
       "      <td>160.520004</td>\n",
       "      <td>6923200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-17 00:00:00</th>\n",
       "      <td>20.160000</td>\n",
       "      <td>20.370001</td>\n",
       "      <td>19.969999</td>\n",
       "      <td>20.299999</td>\n",
       "      <td>20.299999</td>\n",
       "      <td>191100.0</td>\n",
       "      <td>1.29</td>\n",
       "      <td>1.32</td>\n",
       "      <td>1.250</td>\n",
       "      <td>1.300</td>\n",
       "      <td>...</td>\n",
       "      <td>75.279999</td>\n",
       "      <td>76.779999</td>\n",
       "      <td>76.779999</td>\n",
       "      <td>406400.0</td>\n",
       "      <td>160.250000</td>\n",
       "      <td>161.300003</td>\n",
       "      <td>159.869995</td>\n",
       "      <td>160.429993</td>\n",
       "      <td>160.429993</td>\n",
       "      <td>5072100</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-18 00:00:00</th>\n",
       "      <td>20.420000</td>\n",
       "      <td>20.510000</td>\n",
       "      <td>20.080000</td>\n",
       "      <td>20.440001</td>\n",
       "      <td>20.440001</td>\n",
       "      <td>162800.0</td>\n",
       "      <td>1.30</td>\n",
       "      <td>1.32</td>\n",
       "      <td>1.200</td>\n",
       "      <td>1.210</td>\n",
       "      <td>...</td>\n",
       "      <td>77.559998</td>\n",
       "      <td>78.199997</td>\n",
       "      <td>78.199997</td>\n",
       "      <td>415900.0</td>\n",
       "      <td>160.000000</td>\n",
       "      <td>161.369995</td>\n",
       "      <td>159.690002</td>\n",
       "      <td>161.210007</td>\n",
       "      <td>161.210007</td>\n",
       "      <td>5368500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-19 00:00:00</th>\n",
       "      <td>20.590000</td>\n",
       "      <td>20.639999</td>\n",
       "      <td>20.260000</td>\n",
       "      <td>20.600000</td>\n",
       "      <td>20.600000</td>\n",
       "      <td>212300.0</td>\n",
       "      <td>1.22</td>\n",
       "      <td>1.28</td>\n",
       "      <td>1.190</td>\n",
       "      <td>1.280</td>\n",
       "      <td>...</td>\n",
       "      <td>78.480003</td>\n",
       "      <td>82.250000</td>\n",
       "      <td>82.250000</td>\n",
       "      <td>386800.0</td>\n",
       "      <td>161.149994</td>\n",
       "      <td>161.919998</td>\n",
       "      <td>160.279999</td>\n",
       "      <td>161.679993</td>\n",
       "      <td>161.679993</td>\n",
       "      <td>7055800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-22 00:00:00</th>\n",
       "      <td>20.650000</td>\n",
       "      <td>20.820000</td>\n",
       "      <td>20.430000</td>\n",
       "      <td>20.820000</td>\n",
       "      <td>20.820000</td>\n",
       "      <td>218300.0</td>\n",
       "      <td>1.29</td>\n",
       "      <td>1.37</td>\n",
       "      <td>1.290</td>\n",
       "      <td>1.340</td>\n",
       "      <td>...</td>\n",
       "      <td>82.110001</td>\n",
       "      <td>82.370003</td>\n",
       "      <td>82.370003</td>\n",
       "      <td>315600.0</td>\n",
       "      <td>162.000000</td>\n",
       "      <td>163.580002</td>\n",
       "      <td>161.339996</td>\n",
       "      <td>162.470001</td>\n",
       "      <td>162.470001</td>\n",
       "      <td>6824200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-23 00:00:00</th>\n",
       "      <td>20.900000</td>\n",
       "      <td>21.000000</td>\n",
       "      <td>20.600000</td>\n",
       "      <td>20.780001</td>\n",
       "      <td>20.780001</td>\n",
       "      <td>247700.0</td>\n",
       "      <td>1.38</td>\n",
       "      <td>1.43</td>\n",
       "      <td>1.340</td>\n",
       "      <td>1.410</td>\n",
       "      <td>...</td>\n",
       "      <td>81.220001</td>\n",
       "      <td>81.959999</td>\n",
       "      <td>81.959999</td>\n",
       "      <td>418900.0</td>\n",
       "      <td>159.660004</td>\n",
       "      <td>160.509995</td>\n",
       "      <td>156.910004</td>\n",
       "      <td>159.809998</td>\n",
       "      <td>159.809998</td>\n",
       "      <td>9149800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-24 00:00:00</th>\n",
       "      <td>21.000000</td>\n",
       "      <td>21.170000</td>\n",
       "      <td>20.860001</td>\n",
       "      <td>21.090000</td>\n",
       "      <td>21.090000</td>\n",
       "      <td>168500.0</td>\n",
       "      <td>1.44</td>\n",
       "      <td>1.44</td>\n",
       "      <td>1.370</td>\n",
       "      <td>1.390</td>\n",
       "      <td>...</td>\n",
       "      <td>79.400002</td>\n",
       "      <td>79.459999</td>\n",
       "      <td>79.459999</td>\n",
       "      <td>442900.0</td>\n",
       "      <td>159.750000</td>\n",
       "      <td>160.600006</td>\n",
       "      <td>158.160004</td>\n",
       "      <td>158.960007</td>\n",
       "      <td>158.960007</td>\n",
       "      <td>7247900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-25 00:00:00</th>\n",
       "      <td>21.299999</td>\n",
       "      <td>21.799999</td>\n",
       "      <td>21.167999</td>\n",
       "      <td>21.760000</td>\n",
       "      <td>21.760000</td>\n",
       "      <td>272500.0</td>\n",
       "      <td>1.42</td>\n",
       "      <td>1.44</td>\n",
       "      <td>1.390</td>\n",
       "      <td>1.420</td>\n",
       "      <td>...</td>\n",
       "      <td>78.290001</td>\n",
       "      <td>78.389999</td>\n",
       "      <td>78.389999</td>\n",
       "      <td>264600.0</td>\n",
       "      <td>159.000000</td>\n",
       "      <td>159.619995</td>\n",
       "      <td>158.470001</td>\n",
       "      <td>159.559998</td>\n",
       "      <td>159.559998</td>\n",
       "      <td>5478900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-26 00:00:00</th>\n",
       "      <td>21.730000</td>\n",
       "      <td>21.860001</td>\n",
       "      <td>21.260000</td>\n",
       "      <td>21.500000</td>\n",
       "      <td>21.500000</td>\n",
       "      <td>161400.0</td>\n",
       "      <td>1.44</td>\n",
       "      <td>1.45</td>\n",
       "      <td>1.360</td>\n",
       "      <td>1.380</td>\n",
       "      <td>...</td>\n",
       "      <td>77.040001</td>\n",
       "      <td>77.129997</td>\n",
       "      <td>77.129997</td>\n",
       "      <td>201800.0</td>\n",
       "      <td>160.429993</td>\n",
       "      <td>160.740005</td>\n",
       "      <td>159.360001</td>\n",
       "      <td>159.500000</td>\n",
       "      <td>159.500000</td>\n",
       "      <td>5591900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-29 00:00:00</th>\n",
       "      <td>21.450001</td>\n",
       "      <td>21.670000</td>\n",
       "      <td>21.020000</td>\n",
       "      <td>21.650000</td>\n",
       "      <td>21.650000</td>\n",
       "      <td>152800.0</td>\n",
       "      <td>1.41</td>\n",
       "      <td>1.48</td>\n",
       "      <td>1.350</td>\n",
       "      <td>1.480</td>\n",
       "      <td>...</td>\n",
       "      <td>75.870003</td>\n",
       "      <td>77.709999</td>\n",
       "      <td>77.709999</td>\n",
       "      <td>247500.0</td>\n",
       "      <td>159.009995</td>\n",
       "      <td>160.070007</td>\n",
       "      <td>158.960007</td>\n",
       "      <td>159.360001</td>\n",
       "      <td>159.360001</td>\n",
       "      <td>6483200</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-30 00:00:00</th>\n",
       "      <td>21.490000</td>\n",
       "      <td>21.775999</td>\n",
       "      <td>21.360001</td>\n",
       "      <td>21.730000</td>\n",
       "      <td>21.730000</td>\n",
       "      <td>83900.0</td>\n",
       "      <td>1.46</td>\n",
       "      <td>1.46</td>\n",
       "      <td>1.360</td>\n",
       "      <td>1.390</td>\n",
       "      <td>...</td>\n",
       "      <td>75.720001</td>\n",
       "      <td>76.029999</td>\n",
       "      <td>76.029999</td>\n",
       "      <td>235800.0</td>\n",
       "      <td>159.350006</td>\n",
       "      <td>159.759995</td>\n",
       "      <td>158.130005</td>\n",
       "      <td>158.770004</td>\n",
       "      <td>158.770004</td>\n",
       "      <td>7200500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-31 00:00:00</th>\n",
       "      <td>21.780001</td>\n",
       "      <td>21.780001</td>\n",
       "      <td>20.990000</td>\n",
       "      <td>21.010000</td>\n",
       "      <td>21.010000</td>\n",
       "      <td>222100.0</td>\n",
       "      <td>1.40</td>\n",
       "      <td>1.45</td>\n",
       "      <td>1.370</td>\n",
       "      <td>1.380</td>\n",
       "      <td>...</td>\n",
       "      <td>74.580002</td>\n",
       "      <td>74.959999</td>\n",
       "      <td>74.959999</td>\n",
       "      <td>546500.0</td>\n",
       "      <td>160.399994</td>\n",
       "      <td>160.619995</td>\n",
       "      <td>158.669998</td>\n",
       "      <td>158.899994</td>\n",
       "      <td>158.899994</td>\n",
       "      <td>8256800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-01 00:00:00</th>\n",
       "      <td>21.110001</td>\n",
       "      <td>21.260000</td>\n",
       "      <td>20.660000</td>\n",
       "      <td>20.709999</td>\n",
       "      <td>20.709999</td>\n",
       "      <td>181000.0</td>\n",
       "      <td>1.38</td>\n",
       "      <td>1.42</td>\n",
       "      <td>1.360</td>\n",
       "      <td>1.400</td>\n",
       "      <td>...</td>\n",
       "      <td>74.500000</td>\n",
       "      <td>75.580002</td>\n",
       "      <td>75.580002</td>\n",
       "      <td>390200.0</td>\n",
       "      <td>158.160004</td>\n",
       "      <td>158.490005</td>\n",
       "      <td>157.050003</td>\n",
       "      <td>158.360001</td>\n",
       "      <td>158.360001</td>\n",
       "      <td>8012000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-02 00:00:00</th>\n",
       "      <td>20.620001</td>\n",
       "      <td>20.620001</td>\n",
       "      <td>19.629999</td>\n",
       "      <td>19.995001</td>\n",
       "      <td>19.995001</td>\n",
       "      <td>111745.0</td>\n",
       "      <td>1.40</td>\n",
       "      <td>1.40</td>\n",
       "      <td>1.365</td>\n",
       "      <td>1.395</td>\n",
       "      <td>...</td>\n",
       "      <td>73.970001</td>\n",
       "      <td>74.330002</td>\n",
       "      <td>74.330002</td>\n",
       "      <td>99060.0</td>\n",
       "      <td>157.970001</td>\n",
       "      <td>158.309998</td>\n",
       "      <td>156.479996</td>\n",
       "      <td>156.945206</td>\n",
       "      <td>156.945206</td>\n",
       "      <td>1467617</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>20 rows × 16038 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                           VTS                                              \\\n",
       "                          Open       High        Low      Close  Adj Close   \n",
       "Date                                                                         \n",
       "2024-01-05 00:00:00  21.450001  21.725000  21.350000  21.610001  21.610001   \n",
       "2024-01-08 00:00:00  21.400000  21.450001  20.719999  21.389999  21.389999   \n",
       "2024-01-09 00:00:00  21.370001  21.370001  20.900000  21.040001  21.040001   \n",
       "2024-01-10 00:00:00  21.059999  21.219999  20.709999  20.980000  20.980000   \n",
       "2024-01-11 00:00:00  21.020000  21.070000  20.629999  20.840000  20.840000   \n",
       "2024-01-12 00:00:00  21.100000  21.350000  20.680000  20.850000  20.850000   \n",
       "2024-01-16 00:00:00  20.760000  20.799999  20.209999  20.219999  20.219999   \n",
       "2024-01-17 00:00:00  20.160000  20.370001  19.969999  20.299999  20.299999   \n",
       "2024-01-18 00:00:00  20.420000  20.510000  20.080000  20.440001  20.440001   \n",
       "2024-01-19 00:00:00  20.590000  20.639999  20.260000  20.600000  20.600000   \n",
       "2024-01-22 00:00:00  20.650000  20.820000  20.430000  20.820000  20.820000   \n",
       "2024-01-23 00:00:00  20.900000  21.000000  20.600000  20.780001  20.780001   \n",
       "2024-01-24 00:00:00  21.000000  21.170000  20.860001  21.090000  21.090000   \n",
       "2024-01-25 00:00:00  21.299999  21.799999  21.167999  21.760000  21.760000   \n",
       "2024-01-26 00:00:00  21.730000  21.860001  21.260000  21.500000  21.500000   \n",
       "2024-01-29 00:00:00  21.450001  21.670000  21.020000  21.650000  21.650000   \n",
       "2024-01-30 00:00:00  21.490000  21.775999  21.360001  21.730000  21.730000   \n",
       "2024-01-31 00:00:00  21.780001  21.780001  20.990000  21.010000  21.010000   \n",
       "2024-02-01 00:00:00  21.110001  21.260000  20.660000  20.709999  20.709999   \n",
       "2024-02-02 00:00:00  20.620001  20.620001  19.629999  19.995001  19.995001   \n",
       "\n",
       "                               PGEN                      ...       POWI  \\\n",
       "                       Volume  Open  High    Low  Close  ...        Low   \n",
       "Date                                                     ...              \n",
       "2024-01-05 00:00:00  254600.0  1.31  1.34  1.230  1.290  ...  75.930000   \n",
       "2024-01-08 00:00:00  271600.0  1.30  1.43  1.260  1.400  ...  76.269997   \n",
       "2024-01-09 00:00:00  197400.0  1.40  1.47  1.340  1.400  ...  75.449997   \n",
       "2024-01-10 00:00:00  270400.0  1.41  1.44  1.320  1.350  ...  75.040001   \n",
       "2024-01-11 00:00:00  167100.0  1.35  1.39  1.290  1.380  ...  75.690002   \n",
       "2024-01-12 00:00:00  142100.0  1.38  1.49  1.360  1.370  ...  76.250000   \n",
       "2024-01-16 00:00:00  248300.0  1.41  1.41  1.250  1.310  ...  76.000000   \n",
       "2024-01-17 00:00:00  191100.0  1.29  1.32  1.250  1.300  ...  75.279999   \n",
       "2024-01-18 00:00:00  162800.0  1.30  1.32  1.200  1.210  ...  77.559998   \n",
       "2024-01-19 00:00:00  212300.0  1.22  1.28  1.190  1.280  ...  78.480003   \n",
       "2024-01-22 00:00:00  218300.0  1.29  1.37  1.290  1.340  ...  82.110001   \n",
       "2024-01-23 00:00:00  247700.0  1.38  1.43  1.340  1.410  ...  81.220001   \n",
       "2024-01-24 00:00:00  168500.0  1.44  1.44  1.370  1.390  ...  79.400002   \n",
       "2024-01-25 00:00:00  272500.0  1.42  1.44  1.390  1.420  ...  78.290001   \n",
       "2024-01-26 00:00:00  161400.0  1.44  1.45  1.360  1.380  ...  77.040001   \n",
       "2024-01-29 00:00:00  152800.0  1.41  1.48  1.350  1.480  ...  75.870003   \n",
       "2024-01-30 00:00:00   83900.0  1.46  1.46  1.360  1.390  ...  75.720001   \n",
       "2024-01-31 00:00:00  222100.0  1.40  1.45  1.370  1.380  ...  74.580002   \n",
       "2024-02-01 00:00:00  181000.0  1.38  1.42  1.360  1.400  ...  74.500000   \n",
       "2024-02-02 00:00:00  111745.0  1.40  1.40  1.365  1.395  ...  73.970001   \n",
       "\n",
       "                                                            JNJ              \\\n",
       "                         Close  Adj Close    Volume        Open        High   \n",
       "Date                                                                          \n",
       "2024-01-05 00:00:00  76.379997  76.379997  333000.0  160.500000  161.339996   \n",
       "2024-01-08 00:00:00  77.250000  77.250000  353400.0  161.100006  161.660004   \n",
       "2024-01-09 00:00:00  77.260002  77.260002  265400.0  161.630005  163.279999   \n",
       "2024-01-10 00:00:00  77.139999  77.139999  349000.0  161.820007  162.619995   \n",
       "2024-01-11 00:00:00  76.889999  76.889999  255900.0  162.070007  162.199997   \n",
       "2024-01-12 00:00:00  77.099998  77.099998  253600.0  161.839996  162.470001   \n",
       "2024-01-16 00:00:00  77.070000  77.070000  286100.0  161.570007  162.250000   \n",
       "2024-01-17 00:00:00  76.779999  76.779999  406400.0  160.250000  161.300003   \n",
       "2024-01-18 00:00:00  78.199997  78.199997  415900.0  160.000000  161.369995   \n",
       "2024-01-19 00:00:00  82.250000  82.250000  386800.0  161.149994  161.919998   \n",
       "2024-01-22 00:00:00  82.370003  82.370003  315600.0  162.000000  163.580002   \n",
       "2024-01-23 00:00:00  81.959999  81.959999  418900.0  159.660004  160.509995   \n",
       "2024-01-24 00:00:00  79.459999  79.459999  442900.0  159.750000  160.600006   \n",
       "2024-01-25 00:00:00  78.389999  78.389999  264600.0  159.000000  159.619995   \n",
       "2024-01-26 00:00:00  77.129997  77.129997  201800.0  160.429993  160.740005   \n",
       "2024-01-29 00:00:00  77.709999  77.709999  247500.0  159.009995  160.070007   \n",
       "2024-01-30 00:00:00  76.029999  76.029999  235800.0  159.350006  159.759995   \n",
       "2024-01-31 00:00:00  74.959999  74.959999  546500.0  160.399994  160.619995   \n",
       "2024-02-01 00:00:00  75.580002  75.580002  390200.0  158.160004  158.490005   \n",
       "2024-02-02 00:00:00  74.330002  74.330002   99060.0  157.970001  158.309998   \n",
       "\n",
       "                                                                  \n",
       "                            Low       Close   Adj Close   Volume  \n",
       "Date                                                              \n",
       "2024-01-05 00:00:00  159.470001  161.130005  161.130005  5602500  \n",
       "2024-01-08 00:00:00  159.610001  161.529999  161.529999  6569800  \n",
       "2024-01-09 00:00:00  160.600006  161.630005  161.630005  6357000  \n",
       "2024-01-10 00:00:00  161.199997  161.869995  161.869995  4945100  \n",
       "2024-01-11 00:00:00  160.779999  161.149994  161.149994  4946000  \n",
       "2024-01-12 00:00:00  161.690002  162.389999  162.389999  4496500  \n",
       "2024-01-16 00:00:00  160.179993  160.520004  160.520004  6923200  \n",
       "2024-01-17 00:00:00  159.869995  160.429993  160.429993  5072100  \n",
       "2024-01-18 00:00:00  159.690002  161.210007  161.210007  5368500  \n",
       "2024-01-19 00:00:00  160.279999  161.679993  161.679993  7055800  \n",
       "2024-01-22 00:00:00  161.339996  162.470001  162.470001  6824200  \n",
       "2024-01-23 00:00:00  156.910004  159.809998  159.809998  9149800  \n",
       "2024-01-24 00:00:00  158.160004  158.960007  158.960007  7247900  \n",
       "2024-01-25 00:00:00  158.470001  159.559998  159.559998  5478900  \n",
       "2024-01-26 00:00:00  159.360001  159.500000  159.500000  5591900  \n",
       "2024-01-29 00:00:00  158.960007  159.360001  159.360001  6483200  \n",
       "2024-01-30 00:00:00  158.130005  158.770004  158.770004  7200500  \n",
       "2024-01-31 00:00:00  158.669998  158.899994  158.899994  8256800  \n",
       "2024-02-01 00:00:00  157.050003  158.360001  158.360001  8012000  \n",
       "2024-02-02 00:00:00  156.479996  156.945206  156.945206  1467617  \n",
       "\n",
       "[20 rows x 16038 columns]"
      ]
     },
     "execution_count": 29,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stock_price_data.tail(20)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "15629"
      ]
     },
     "execution_count": 35,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "len(stock_price_data)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "metadata": {},
   "outputs": [],
   "source": [
    "stock_price_data = stock_price_data.dropna(how='all')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "15629"
      ]
     },
     "execution_count": 37,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "len(stock_price_data)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [],
   "source": [
    "# price_hist_file = f'data/all_stocks_price_hist_{price_interval}.csv.bz2'\n",
    "price_hist_file = f'data/data-3rd-party/all_stocks_price_hist_{price_interval}.parquet'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 39,
   "metadata": {},
   "outputs": [],
   "source": [
    "# stock_price_data.to_csv(price_hist_file, index='Date')\n",
    "# stock_price_data.to_parquet(price_hist_file)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# stock_price_data.to_csv('data/all_stocks_price_hist.bak.csv', index='Date')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {},
   "outputs": [],
   "source": [
    "df = stock_price_data_loaded.copy()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 174,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .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></th>\n",
       "      <th>Adj Close</th>\n",
       "      <th>Close</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Open</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">1962-01-02</th>\n",
       "      <th>AEP</th>\n",
       "      <td>0.970557</td>\n",
       "      <td>34.312500</td>\n",
       "      <td>35.125000</td>\n",
       "      <td>34.312500</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>5800.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>BA</th>\n",
       "      <td>0.190931</td>\n",
       "      <td>0.823045</td>\n",
       "      <td>0.837449</td>\n",
       "      <td>0.823045</td>\n",
       "      <td>0.837449</td>\n",
       "      <td>352350.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>CAT</th>\n",
       "      <td>0.476659</td>\n",
       "      <td>1.604167</td>\n",
       "      <td>1.619792</td>\n",
       "      <td>1.588542</td>\n",
       "      <td>1.604167</td>\n",
       "      <td>163200.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>CNP</th>\n",
       "      <td>0.334449</td>\n",
       "      <td>10.783375</td>\n",
       "      <td>10.865333</td>\n",
       "      <td>10.783375</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>13879.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>CVX</th>\n",
       "      <td>0.339417</td>\n",
       "      <td>3.296131</td>\n",
       "      <td>3.296131</td>\n",
       "      <td>3.244048</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>105840.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">2024-02-02</th>\n",
       "      <th>ZVIA</th>\n",
       "      <td>1.640000</td>\n",
       "      <td>1.640000</td>\n",
       "      <td>1.690000</td>\n",
       "      <td>1.640000</td>\n",
       "      <td>1.670000</td>\n",
       "      <td>28259.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>ZVRA</th>\n",
       "      <td>5.840000</td>\n",
       "      <td>5.840000</td>\n",
       "      <td>5.920000</td>\n",
       "      <td>5.770000</td>\n",
       "      <td>5.900000</td>\n",
       "      <td>31833.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>ZWS</th>\n",
       "      <td>30.180000</td>\n",
       "      <td>30.180000</td>\n",
       "      <td>30.250000</td>\n",
       "      <td>29.908400</td>\n",
       "      <td>29.950001</td>\n",
       "      <td>135475.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>ZYME</th>\n",
       "      <td>10.920000</td>\n",
       "      <td>10.920000</td>\n",
       "      <td>11.060000</td>\n",
       "      <td>10.800000</td>\n",
       "      <td>10.940000</td>\n",
       "      <td>50296.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>ZYXI</th>\n",
       "      <td>11.570000</td>\n",
       "      <td>11.570000</td>\n",
       "      <td>11.670000</td>\n",
       "      <td>11.500000</td>\n",
       "      <td>11.500000</td>\n",
       "      <td>60433.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>13476911 rows × 6 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                 Adj Close      Close       High        Low       Open  \\\n",
       "Date                                                                     \n",
       "1962-01-02 AEP    0.970557  34.312500  35.125000  34.312500   0.000000   \n",
       "           BA     0.190931   0.823045   0.837449   0.823045   0.837449   \n",
       "           CAT    0.476659   1.604167   1.619792   1.588542   1.604167   \n",
       "           CNP    0.334449  10.783375  10.865333  10.783375   0.000000   \n",
       "           CVX    0.339417   3.296131   3.296131   3.244048   0.000000   \n",
       "...                    ...        ...        ...        ...        ...   \n",
       "2024-02-02 ZVIA   1.640000   1.640000   1.690000   1.640000   1.670000   \n",
       "           ZVRA   5.840000   5.840000   5.920000   5.770000   5.900000   \n",
       "           ZWS   30.180000  30.180000  30.250000  29.908400  29.950001   \n",
       "           ZYME  10.920000  10.920000  11.060000  10.800000  10.940000   \n",
       "           ZYXI  11.570000  11.570000  11.670000  11.500000  11.500000   \n",
       "\n",
       "                   Volume  \n",
       "Date                       \n",
       "1962-01-02 AEP     5800.0  \n",
       "           BA    352350.0  \n",
       "           CAT   163200.0  \n",
       "           CNP    13879.0  \n",
       "           CVX   105840.0  \n",
       "...                   ...  \n",
       "2024-02-02 ZVIA   28259.0  \n",
       "           ZVRA   31833.0  \n",
       "           ZWS   135475.0  \n",
       "           ZYME   50296.0  \n",
       "           ZYXI   60433.0  \n",
       "\n",
       "[13476911 rows x 6 columns]"
      ]
     },
     "execution_count": 174,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df2 = df.stack(level=0)\n",
    "df2"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 180,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "MultiIndex([('1962-01-02',  'AEP'),\n",
       "            ('1962-01-02',   'BA'),\n",
       "            ('1962-01-02',  'CAT'),\n",
       "            ('1962-01-02',  'CNP'),\n",
       "            ('1962-01-02',  'CVX'),\n",
       "            ('1962-01-02',  'DIS'),\n",
       "            ('1962-01-02',  'DTE'),\n",
       "            ('1962-01-02',   'ED'),\n",
       "            ('1962-01-02',   'FL'),\n",
       "            ('1962-01-02',   'GD'),\n",
       "            ...\n",
       "            ('2024-02-02',   'ZS'),\n",
       "            ('2024-02-02',  'ZTS'),\n",
       "            ('2024-02-02', 'ZUMZ'),\n",
       "            ('2024-02-02',  'ZUO'),\n",
       "            ('2024-02-02', 'ZURA'),\n",
       "            ('2024-02-02', 'ZVIA'),\n",
       "            ('2024-02-02', 'ZVRA'),\n",
       "            ('2024-02-02',  'ZWS'),\n",
       "            ('2024-02-02', 'ZYME'),\n",
       "            ('2024-02-02', 'ZYXI')],\n",
       "           names=['Date', None], length=13476911)"
      ]
     },
     "execution_count": 180,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df2.index"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 190,
   "metadata": {},
   "outputs": [],
   "source": [
    "df2.index.names = ['Date', 'Symbol']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 194,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "MultiIndex([( 'AEP', '1962-01-02'),\n",
       "            (  'BA', '1962-01-02'),\n",
       "            ( 'CAT', '1962-01-02'),\n",
       "            ( 'CNP', '1962-01-02'),\n",
       "            ( 'CVX', '1962-01-02'),\n",
       "            ( 'DIS', '1962-01-02'),\n",
       "            ( 'DTE', '1962-01-02'),\n",
       "            (  'ED', '1962-01-02'),\n",
       "            (  'FL', '1962-01-02'),\n",
       "            (  'GD', '1962-01-02'),\n",
       "            ...\n",
       "            (  'ZS', '2024-02-02'),\n",
       "            ( 'ZTS', '2024-02-02'),\n",
       "            ('ZUMZ', '2024-02-02'),\n",
       "            ( 'ZUO', '2024-02-02'),\n",
       "            ('ZURA', '2024-02-02'),\n",
       "            ('ZVIA', '2024-02-02'),\n",
       "            ('ZVRA', '2024-02-02'),\n",
       "            ( 'ZWS', '2024-02-02'),\n",
       "            ('ZYME', '2024-02-02'),\n",
       "            ('ZYXI', '2024-02-02')],\n",
       "           names=['Symbol', 'Date'], length=13476911)"
      ]
     },
     "execution_count": 194,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df2 = df2.index.swaplevel(0)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 195,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "\n",
       "    .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></th>\n",
       "      <th>Adj Close</th>\n",
       "      <th>Close</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Open</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th>Symbol</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">1962-01-02</th>\n",
       "      <th>AEP</th>\n",
       "      <td>0.970557</td>\n",
       "      <td>34.312500</td>\n",
       "      <td>35.125000</td>\n",
       "      <td>34.312500</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>5800.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>BA</th>\n",
       "      <td>0.190931</td>\n",
       "      <td>0.823045</td>\n",
       "      <td>0.837449</td>\n",
       "      <td>0.823045</td>\n",
       "      <td>0.837449</td>\n",
       "      <td>352350.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>CAT</th>\n",
       "      <td>0.476659</td>\n",
       "      <td>1.604167</td>\n",
       "      <td>1.619792</td>\n",
       "      <td>1.588542</td>\n",
       "      <td>1.604167</td>\n",
       "      <td>163200.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>CNP</th>\n",
       "      <td>0.334449</td>\n",
       "      <td>10.783375</td>\n",
       "      <td>10.865333</td>\n",
       "      <td>10.783375</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>13879.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>CVX</th>\n",
       "      <td>0.339417</td>\n",
       "      <td>3.296131</td>\n",
       "      <td>3.296131</td>\n",
       "      <td>3.244048</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>105840.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">2024-02-02</th>\n",
       "      <th>ZVIA</th>\n",
       "      <td>1.640000</td>\n",
       "      <td>1.640000</td>\n",
       "      <td>1.690000</td>\n",
       "      <td>1.640000</td>\n",
       "      <td>1.670000</td>\n",
       "      <td>28259.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>ZVRA</th>\n",
       "      <td>5.840000</td>\n",
       "      <td>5.840000</td>\n",
       "      <td>5.920000</td>\n",
       "      <td>5.770000</td>\n",
       "      <td>5.900000</td>\n",
       "      <td>31833.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>ZWS</th>\n",
       "      <td>30.180000</td>\n",
       "      <td>30.180000</td>\n",
       "      <td>30.250000</td>\n",
       "      <td>29.908400</td>\n",
       "      <td>29.950001</td>\n",
       "      <td>135475.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>ZYME</th>\n",
       "      <td>10.920000</td>\n",
       "      <td>10.920000</td>\n",
       "      <td>11.060000</td>\n",
       "      <td>10.800000</td>\n",
       "      <td>10.940000</td>\n",
       "      <td>50296.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>ZYXI</th>\n",
       "      <td>11.570000</td>\n",
       "      <td>11.570000</td>\n",
       "      <td>11.670000</td>\n",
       "      <td>11.500000</td>\n",
       "      <td>11.500000</td>\n",
       "      <td>60433.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>13476911 rows × 6 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                   Adj Close      Close       High        Low       Open  \\\n",
       "Date       Symbol                                                          \n",
       "1962-01-02 AEP      0.970557  34.312500  35.125000  34.312500   0.000000   \n",
       "           BA       0.190931   0.823045   0.837449   0.823045   0.837449   \n",
       "           CAT      0.476659   1.604167   1.619792   1.588542   1.604167   \n",
       "           CNP      0.334449  10.783375  10.865333  10.783375   0.000000   \n",
       "           CVX      0.339417   3.296131   3.296131   3.244048   0.000000   \n",
       "...                      ...        ...        ...        ...        ...   \n",
       "2024-02-02 ZVIA     1.640000   1.640000   1.690000   1.640000   1.670000   \n",
       "           ZVRA     5.840000   5.840000   5.920000   5.770000   5.900000   \n",
       "           ZWS     30.180000  30.180000  30.250000  29.908400  29.950001   \n",
       "           ZYME    10.920000  10.920000  11.060000  10.800000  10.940000   \n",
       "           ZYXI    11.570000  11.570000  11.670000  11.500000  11.500000   \n",
       "\n",
       "                     Volume  \n",
       "Date       Symbol            \n",
       "1962-01-02 AEP       5800.0  \n",
       "           BA      352350.0  \n",
       "           CAT     163200.0  \n",
       "           CNP      13879.0  \n",
       "           CVX     105840.0  \n",
       "...                     ...  \n",
       "2024-02-02 ZVIA     28259.0  \n",
       "           ZVRA     31833.0  \n",
       "           ZWS     135475.0  \n",
       "           ZYME     50296.0  \n",
       "           ZYXI     60433.0  \n",
       "\n",
       "[13476911 rows x 6 columns]"
      ]
     },
     "execution_count": 195,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df2"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "df2 = df2.sort_index()\n",
    "df2"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "metadata": {},
   "outputs": [],
   "source": [
    "# stock_price_data.to_csv(price_hist_file, index='Date')\n",
    "df2.to_parquet(price_hist_file)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>Adj Close</th>\n",
       "      <th>Close</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Open</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Symbol</th>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">A</th>\n",
       "      <th>1999-11-18</th>\n",
       "      <td>26.695686</td>\n",
       "      <td>31.473534</td>\n",
       "      <td>35.765381</td>\n",
       "      <td>28.612303</td>\n",
       "      <td>32.546494</td>\n",
       "      <td>62546380.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-11-19</th>\n",
       "      <td>24.496334</td>\n",
       "      <td>28.880545</td>\n",
       "      <td>30.758226</td>\n",
       "      <td>28.478184</td>\n",
       "      <td>30.713518</td>\n",
       "      <td>15234146.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-11-22</th>\n",
       "      <td>26.695686</td>\n",
       "      <td>31.473534</td>\n",
       "      <td>31.473534</td>\n",
       "      <td>28.657009</td>\n",
       "      <td>29.551144</td>\n",
       "      <td>6577870.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-11-23</th>\n",
       "      <td>24.268808</td>\n",
       "      <td>28.612303</td>\n",
       "      <td>31.205294</td>\n",
       "      <td>28.612303</td>\n",
       "      <td>30.400572</td>\n",
       "      <td>5975611.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-11-24</th>\n",
       "      <td>24.913454</td>\n",
       "      <td>29.372318</td>\n",
       "      <td>29.998213</td>\n",
       "      <td>28.612303</td>\n",
       "      <td>28.701717</td>\n",
       "      <td>4843231.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">ZYXI</th>\n",
       "      <th>2024-01-29</th>\n",
       "      <td>11.410000</td>\n",
       "      <td>11.410000</td>\n",
       "      <td>11.550000</td>\n",
       "      <td>11.300000</td>\n",
       "      <td>11.350000</td>\n",
       "      <td>261900.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-30</th>\n",
       "      <td>11.760000</td>\n",
       "      <td>11.760000</td>\n",
       "      <td>11.950000</td>\n",
       "      <td>11.370000</td>\n",
       "      <td>11.370000</td>\n",
       "      <td>484200.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-31</th>\n",
       "      <td>11.840000</td>\n",
       "      <td>11.840000</td>\n",
       "      <td>12.070000</td>\n",
       "      <td>11.700000</td>\n",
       "      <td>11.700000</td>\n",
       "      <td>423600.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-01</th>\n",
       "      <td>11.660000</td>\n",
       "      <td>11.660000</td>\n",
       "      <td>12.130000</td>\n",
       "      <td>11.640000</td>\n",
       "      <td>11.930000</td>\n",
       "      <td>417600.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-02</th>\n",
       "      <td>11.570000</td>\n",
       "      <td>11.570000</td>\n",
       "      <td>11.670000</td>\n",
       "      <td>11.500000</td>\n",
       "      <td>11.500000</td>\n",
       "      <td>60433.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>13476911 rows × 6 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                   Adj Close      Close       High        Low       Open  \\\n",
       "Symbol Date                                                                \n",
       "A      1999-11-18  26.695686  31.473534  35.765381  28.612303  32.546494   \n",
       "       1999-11-19  24.496334  28.880545  30.758226  28.478184  30.713518   \n",
       "       1999-11-22  26.695686  31.473534  31.473534  28.657009  29.551144   \n",
       "       1999-11-23  24.268808  28.612303  31.205294  28.612303  30.400572   \n",
       "       1999-11-24  24.913454  29.372318  29.998213  28.612303  28.701717   \n",
       "...                      ...        ...        ...        ...        ...   \n",
       "ZYXI   2024-01-29  11.410000  11.410000  11.550000  11.300000  11.350000   \n",
       "       2024-01-30  11.760000  11.760000  11.950000  11.370000  11.370000   \n",
       "       2024-01-31  11.840000  11.840000  12.070000  11.700000  11.700000   \n",
       "       2024-02-01  11.660000  11.660000  12.130000  11.640000  11.930000   \n",
       "       2024-02-02  11.570000  11.570000  11.670000  11.500000  11.500000   \n",
       "\n",
       "                       Volume  \n",
       "Symbol Date                    \n",
       "A      1999-11-18  62546380.0  \n",
       "       1999-11-19  15234146.0  \n",
       "       1999-11-22   6577870.0  \n",
       "       1999-11-23   5975611.0  \n",
       "       1999-11-24   4843231.0  \n",
       "...                       ...  \n",
       "ZYXI   2024-01-29    261900.0  \n",
       "       2024-01-30    484200.0  \n",
       "       2024-01-31    423600.0  \n",
       "       2024-02-01    417600.0  \n",
       "       2024-02-02     60433.0  \n",
       "\n",
       "[13476911 rows x 6 columns]"
      ]
     },
     "execution_count": 31,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# stock_price_data_loaded = pd.read_csv(price_hist_file, header=[0, 1], index_col=0)\n",
    "stock_price_data_loaded = pd.read_parquet(price_hist_file) #, filters=[(\"Symbol\", \"in\", ['AEP', 'AAPL'])])\n",
    "stock_price_data_loaded"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 32,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .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></th>\n",
       "      <th>Adj Close</th>\n",
       "      <th>Close</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Open</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Symbol</th>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">A</th>\n",
       "      <th>1999-11-18</th>\n",
       "      <td>26.695686</td>\n",
       "      <td>31.473534</td>\n",
       "      <td>35.765381</td>\n",
       "      <td>28.612303</td>\n",
       "      <td>32.546494</td>\n",
       "      <td>62546380.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-11-19</th>\n",
       "      <td>24.496334</td>\n",
       "      <td>28.880545</td>\n",
       "      <td>30.758226</td>\n",
       "      <td>28.478184</td>\n",
       "      <td>30.713518</td>\n",
       "      <td>15234146.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-11-22</th>\n",
       "      <td>26.695686</td>\n",
       "      <td>31.473534</td>\n",
       "      <td>31.473534</td>\n",
       "      <td>28.657009</td>\n",
       "      <td>29.551144</td>\n",
       "      <td>6577870.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-11-23</th>\n",
       "      <td>24.268808</td>\n",
       "      <td>28.612303</td>\n",
       "      <td>31.205294</td>\n",
       "      <td>28.612303</td>\n",
       "      <td>30.400572</td>\n",
       "      <td>5975611.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-11-24</th>\n",
       "      <td>24.913454</td>\n",
       "      <td>29.372318</td>\n",
       "      <td>29.998213</td>\n",
       "      <td>28.612303</td>\n",
       "      <td>28.701717</td>\n",
       "      <td>4843231.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">ZYXI</th>\n",
       "      <th>2024-01-29</th>\n",
       "      <td>11.410000</td>\n",
       "      <td>11.410000</td>\n",
       "      <td>11.550000</td>\n",
       "      <td>11.300000</td>\n",
       "      <td>11.350000</td>\n",
       "      <td>261900.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-30</th>\n",
       "      <td>11.760000</td>\n",
       "      <td>11.760000</td>\n",
       "      <td>11.950000</td>\n",
       "      <td>11.370000</td>\n",
       "      <td>11.370000</td>\n",
       "      <td>484200.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-31</th>\n",
       "      <td>11.840000</td>\n",
       "      <td>11.840000</td>\n",
       "      <td>12.070000</td>\n",
       "      <td>11.700000</td>\n",
       "      <td>11.700000</td>\n",
       "      <td>423600.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-01</th>\n",
       "      <td>11.660000</td>\n",
       "      <td>11.660000</td>\n",
       "      <td>12.130000</td>\n",
       "      <td>11.640000</td>\n",
       "      <td>11.930000</td>\n",
       "      <td>417600.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-02</th>\n",
       "      <td>11.570000</td>\n",
       "      <td>11.570000</td>\n",
       "      <td>11.670000</td>\n",
       "      <td>11.500000</td>\n",
       "      <td>11.500000</td>\n",
       "      <td>60433.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>13476911 rows × 6 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                   Adj Close      Close       High        Low       Open  \\\n",
       "Symbol Date                                                                \n",
       "A      1999-11-18  26.695686  31.473534  35.765381  28.612303  32.546494   \n",
       "       1999-11-19  24.496334  28.880545  30.758226  28.478184  30.713518   \n",
       "       1999-11-22  26.695686  31.473534  31.473534  28.657009  29.551144   \n",
       "       1999-11-23  24.268808  28.612303  31.205294  28.612303  30.400572   \n",
       "       1999-11-24  24.913454  29.372318  29.998213  28.612303  28.701717   \n",
       "...                      ...        ...        ...        ...        ...   \n",
       "ZYXI   2024-01-29  11.410000  11.410000  11.550000  11.300000  11.350000   \n",
       "       2024-01-30  11.760000  11.760000  11.950000  11.370000  11.370000   \n",
       "       2024-01-31  11.840000  11.840000  12.070000  11.700000  11.700000   \n",
       "       2024-02-01  11.660000  11.660000  12.130000  11.640000  11.930000   \n",
       "       2024-02-02  11.570000  11.570000  11.670000  11.500000  11.500000   \n",
       "\n",
       "                       Volume  \n",
       "Symbol Date                    \n",
       "A      1999-11-18  62546380.0  \n",
       "       1999-11-19  15234146.0  \n",
       "       1999-11-22   6577870.0  \n",
       "       1999-11-23   5975611.0  \n",
       "       1999-11-24   4843231.0  \n",
       "...                       ...  \n",
       "ZYXI   2024-01-29    261900.0  \n",
       "       2024-01-30    484200.0  \n",
       "       2024-01-31    423600.0  \n",
       "       2024-02-01    417600.0  \n",
       "       2024-02-02     60433.0  \n",
       "\n",
       "[13476911 rows x 6 columns]"
      ]
     },
     "execution_count": 32,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stock_price_data_loaded.dropna()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 42,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       " 'CLPT',\n",
       " 'CLS',\n",
       " 'CLSK',\n",
       " 'CLW',\n",
       " 'CLX',\n",
       " 'CMA',\n",
       " 'CMAX',\n",
       " 'CMBM',\n",
       " 'CMC',\n",
       " 'CMCL',\n",
       " 'CMCO',\n",
       " 'CMCSA',\n",
       " 'CME',\n",
       " 'CMG',\n",
       " 'CMI',\n",
       " 'CMP',\n",
       " 'CMPO',\n",
       " 'CMPR',\n",
       " 'CMPX',\n",
       " 'CMRE',\n",
       " 'CMS',\n",
       " 'CMT',\n",
       " 'CMTG',\n",
       " 'CMTL',\n",
       " 'CNC',\n",
       " 'CNDT',\n",
       " 'CNK',\n",
       " 'CNM',\n",
       " 'CNMD',\n",
       " 'CNNE',\n",
       " 'CNO',\n",
       " 'CNOB',\n",
       " 'CNP',\n",
       " 'CNS',\n",
       " 'CNSL',\n",
       " 'CNTY',\n",
       " 'CNX',\n",
       " 'CNXN',\n",
       " 'COCO',\n",
       " 'CODI',\n",
       " 'COF',\n",
       " 'COFS',\n",
       " 'COGT',\n",
       " 'COHU',\n",
       " 'COIN',\n",
       " 'COKE',\n",
       " 'COLB',\n",
       " 'COLL',\n",
       " 'COMM',\n",
       " 'COMP',\n",
       " 'COO',\n",
       " 'COOK',\n",
       " 'COOP',\n",
       " 'COP',\n",
       " 'COR',\n",
       " 'CORT',\n",
       " 'COST',\n",
       " 'COTY',\n",
       " 'COUR',\n",
       " 'CPB',\n",
       " 'CPE',\n",
       " 'CPF',\n",
       " 'CPK',\n",
       " 'CPRT',\n",
       " 'CPRX',\n",
       " 'CPS',\n",
       " 'CPSI',\n",
       " 'CPSS',\n",
       " 'CPT',\n",
       " 'CRAI',\n",
       " 'CRBG',\n",
       " 'CRBU',\n",
       " 'CRC',\n",
       " 'CRCT',\n",
       " 'CRDO',\n",
       " 'CRGE',\n",
       " 'CRGY',\n",
       " 'CRH',\n",
       " 'CRK',\n",
       " 'CRL',\n",
       " 'CRM',\n",
       " 'CRMD',\n",
       " 'CRMT',\n",
       " 'CRNC',\n",
       " 'CRNX',\n",
       " 'CRS',\n",
       " 'CRSP',\n",
       " 'CRSR',\n",
       " 'CRVL',\n",
       " 'CRWD',\n",
       " 'CSCO',\n",
       " 'CSGP',\n",
       " 'CSGS',\n",
       " 'CSR',\n",
       " 'CSTL',\n",
       " 'CSTM',\n",
       " 'CSTR',\n",
       " 'CSV',\n",
       " 'CSWC',\n",
       " 'CSWI',\n",
       " 'CSX',\n",
       " 'CTAS',\n",
       " 'CTBI',\n",
       " 'CTGO',\n",
       " 'CTKB',\n",
       " 'CTLP',\n",
       " 'CTLT',\n",
       " 'CTO',\n",
       " 'CTOS',\n",
       " 'CTRA',\n",
       " 'CTRE',\n",
       " 'CTS',\n",
       " 'CTSH',\n",
       " 'CTVA',\n",
       " 'CTXR',\n",
       " 'CUBI',\n",
       " 'CUE',\n",
       " 'CUK',\n",
       " 'CURV',\n",
       " 'CUTR',\n",
       " 'CVBF',\n",
       " 'CVCO',\n",
       " 'CVCY',\n",
       " 'CVGI',\n",
       " 'CVGW',\n",
       " 'CVI',\n",
       " 'CVLG',\n",
       " 'CVLT',\n",
       " 'CVLY',\n",
       " 'CVNA',\n",
       " 'CVRX',\n",
       " 'CVS',\n",
       " 'CVX',\n",
       " 'CWCO',\n",
       " 'CWH',\n",
       " 'CWK',\n",
       " 'CWST',\n",
       " 'CWT',\n",
       " 'CXM',\n",
       " 'CXW',\n",
       " 'CYBR',\n",
       " 'CYH',\n",
       " 'CYRX',\n",
       " 'CYTK',\n",
       " 'CZFS',\n",
       " 'CZNC',\n",
       " 'CZR',\n",
       " 'D',\n",
       " 'DAKT',\n",
       " 'DAL',\n",
       " 'DAN',\n",
       " 'DASH',\n",
       " 'DAWN',\n",
       " 'DB',\n",
       " 'DBI',\n",
       " 'DBRG',\n",
       " 'DBX',\n",
       " 'DC',\n",
       " 'DCGO',\n",
       " 'DCO',\n",
       " 'DCOM',\n",
       " 'DCPH',\n",
       " 'DD',\n",
       " 'DDD',\n",
       " 'DDOG',\n",
       " 'DDS',\n",
       " 'DE',\n",
       " 'DEA',\n",
       " 'DECK',\n",
       " 'DEI',\n",
       " 'DELL',\n",
       " 'DENN',\n",
       " 'DFH',\n",
       " 'DFIN',\n",
       " 'DFLI',\n",
       " 'DFS',\n",
       " 'DG',\n",
       " 'DGICA',\n",
       " 'DGII',\n",
       " 'DGX',\n",
       " 'DH',\n",
       " 'DHC',\n",
       " 'DHI',\n",
       " 'DHIL',\n",
       " 'DHR',\n",
       " 'DHT',\n",
       " 'DHX',\n",
       " 'DIN',\n",
       " 'DIOD',\n",
       " 'DIS',\n",
       " 'DJCO',\n",
       " 'DK',\n",
       " 'DKNG',\n",
       " 'DKS',\n",
       " 'DLR',\n",
       " 'DLTH',\n",
       " 'DLTR',\n",
       " 'DLX',\n",
       " 'DM',\n",
       " 'DMRC',\n",
       " 'DNLI',\n",
       " 'DNMR',\n",
       " 'DNOW',\n",
       " 'DNUT',\n",
       " 'DO',\n",
       " 'DOC',\n",
       " 'DOCN',\n",
       " 'DOCU',\n",
       " 'DOLE',\n",
       " 'DOMO',\n",
       " 'DOOR',\n",
       " 'DORM',\n",
       " 'DOUG',\n",
       " 'DOV',\n",
       " 'DOW',\n",
       " 'DPZ',\n",
       " 'DRH',\n",
       " 'DRI',\n",
       " 'DRQ',\n",
       " 'DRS',\n",
       " 'DSGN',\n",
       " 'DSGR',\n",
       " 'DSKE',\n",
       " 'DSP',\n",
       " 'DT',\n",
       " 'DTC',\n",
       " 'DTE',\n",
       " 'DUK',\n",
       " 'DUOL',\n",
       " 'DV',\n",
       " 'DVA',\n",
       " 'DVAX',\n",
       " 'DVN',\n",
       " 'DX',\n",
       " 'DXCM',\n",
       " 'DXLG',\n",
       " 'DXPE',\n",
       " 'DY',\n",
       " 'DYN',\n",
       " 'DZSI',\n",
       " 'EA',\n",
       " 'EAF',\n",
       " 'EAT',\n",
       " 'EB',\n",
       " 'EBAY',\n",
       " 'EBC',\n",
       " 'EBF',\n",
       " 'EBS',\n",
       " 'EBTC',\n",
       " 'ECL',\n",
       " 'ECPG',\n",
       " 'ECVT',\n",
       " 'ED',\n",
       " 'EDIT',\n",
       " 'EDU',\n",
       " 'EE',\n",
       " 'EEX',\n",
       " 'EFC',\n",
       " 'EFSC',\n",
       " 'EFX',\n",
       " 'EG',\n",
       " 'EGAN',\n",
       " 'EGBN',\n",
       " 'EGHT',\n",
       " 'EGLE',\n",
       " 'EGO',\n",
       " 'EGRX',\n",
       " 'EGY',\n",
       " 'EHAB',\n",
       " 'EHTH',\n",
       " 'EIG',\n",
       " 'EIX',\n",
       " 'EL',\n",
       " 'ELA',\n",
       " 'ELF',\n",
       " 'ELME',\n",
       " 'ELV',\n",
       " 'ELVN',\n",
       " 'EMBC',\n",
       " 'EME',\n",
       " 'EMN',\n",
       " 'EMR',\n",
       " 'ENFN',\n",
       " 'ENPH',\n",
       " 'ENR',\n",
       " 'ENS',\n",
       " 'ENSG',\n",
       " 'ENTA',\n",
       " 'ENV',\n",
       " 'ENVA',\n",
       " 'ENVX',\n",
       " 'EOG',\n",
       " 'EOLS',\n",
       " 'EOSE',\n",
       " 'EP',\n",
       " 'EPAC',\n",
       " 'EPAM',\n",
       " 'EPC',\n",
       " 'EPM',\n",
       " 'EPRT',\n",
       " 'EQBK',\n",
       " 'EQC',\n",
       " 'EQH',\n",
       " 'EQIX',\n",
       " 'EQR',\n",
       " 'EQT',\n",
       " 'ERAS',\n",
       " 'ERIE',\n",
       " 'ERII',\n",
       " 'ERJ',\n",
       " 'ES',\n",
       " 'ESCA',\n",
       " 'ESE',\n",
       " 'ESGR',\n",
       " 'ESMT',\n",
       " 'ESNT',\n",
       " 'ESQ',\n",
       " 'ESRT',\n",
       " 'ESS',\n",
       " 'ESSA',\n",
       " 'ESTC',\n",
       " 'ETD',\n",
       " 'ETN',\n",
       " 'ETNB',\n",
       " 'ETR',\n",
       " 'ETRN',\n",
       " 'ETSY',\n",
       " 'ETWO',\n",
       " 'EU',\n",
       " 'EUR',\n",
       " 'EVA',\n",
       " 'EVBG',\n",
       " 'EVBN',\n",
       " 'EVC',\n",
       " 'EVCM',\n",
       " 'EVER',\n",
       " 'EVEX',\n",
       " 'EVGO',\n",
       " 'EVH',\n",
       " 'EVI',\n",
       " 'EVLV',\n",
       " 'EVRG',\n",
       " 'EVRI',\n",
       " 'EVTC',\n",
       " 'EW',\n",
       " 'EWBC',\n",
       " 'EWCZ',\n",
       " 'EWTX',\n",
       " 'EXC',\n",
       " 'EXFY',\n",
       " 'EXLS',\n",
       " 'EXP',\n",
       " 'EXPD',\n",
       " 'EXPE',\n",
       " 'EXPI',\n",
       " 'EXPO',\n",
       " 'EXR',\n",
       " 'EXTR',\n",
       " 'EYE',\n",
       " 'EYEN',\n",
       " 'EYPT',\n",
       " 'F',\n",
       " 'FA',\n",
       " 'FANG',\n",
       " 'FARO',\n",
       " 'FAST',\n",
       " 'FATE',\n",
       " 'FBIN',\n",
       " 'FBIZ',\n",
       " 'FBK',\n",
       " 'FBMS',\n",
       " 'FBNC',\n",
       " 'FBP',\n",
       " 'FBRT',\n",
       " 'FC',\n",
       " 'FCBC',\n",
       " 'FCCO',\n",
       " 'FCEL',\n",
       " 'FCF',\n",
       " 'FCFS',\n",
       " 'FCNCA',\n",
       " 'FCPT',\n",
       " 'FCX',\n",
       " 'FDBC',\n",
       " 'FDMT',\n",
       " 'FDP',\n",
       " 'FDS',\n",
       " 'FDX',\n",
       " 'FE',\n",
       " 'FEAM',\n",
       " 'FELE',\n",
       " 'FENC',\n",
       " 'FERG',\n",
       " 'FET',\n",
       " 'FF',\n",
       " 'FFBC',\n",
       " 'FFIC',\n",
       " 'FFIN',\n",
       " 'FFIV',\n",
       " 'FFWM',\n",
       " 'FG',\n",
       " 'FGEN',\n",
       " 'FHTX',\n",
       " 'FI',\n",
       " 'FIBK',\n",
       " 'FICO',\n",
       " 'FIGS',\n",
       " 'FIHL',\n",
       " 'FIP',\n",
       " 'FIS',\n",
       " 'FISI',\n",
       " 'FITB',\n",
       " 'FIVN',\n",
       " 'FIX',\n",
       " 'FIZZ',\n",
       " 'FL',\n",
       " 'FLEX',\n",
       " 'FLGT',\n",
       " 'FLIC',\n",
       " 'FLL',\n",
       " 'FLNC',\n",
       " 'FLNG',\n",
       " 'FLR',\n",
       " 'FLS',\n",
       " 'FLT',\n",
       " 'FLUT',\n",
       " 'FLWS',\n",
       " 'FLYW',\n",
       " 'FMAO',\n",
       " 'FMBH',\n",
       " 'FMC',\n",
       " 'FMNB',\n",
       " 'FMX',\n",
       " 'FN',\n",
       " 'FNA',\n",
       " 'FNF',\n",
       " 'FNKO',\n",
       " 'FNLC',\n",
       " 'FOA',\n",
       " 'FOLD',\n",
       " 'FOR',\n",
       " 'FORM',\n",
       " 'FORR',\n",
       " 'FOSL',\n",
       " 'FOUR',\n",
       " 'FOX',\n",
       " 'FOXA',\n",
       " 'FOXF',\n",
       " 'FPI',\n",
       " 'FRBA',\n",
       " 'FRGE',\n",
       " 'FRME',\n",
       " 'FROG',\n",
       " 'FRPH',\n",
       " 'FRPT',\n",
       " 'FRSH',\n",
       " 'FRST',\n",
       " 'FRT',\n",
       " 'FSBC',\n",
       " 'FSBW',\n",
       " 'FSLR',\n",
       " 'FSLY',\n",
       " 'FSR',\n",
       " 'FSS',\n",
       " 'FTAI',\n",
       " 'FTCI',\n",
       " 'FTDR',\n",
       " 'FTNT',\n",
       " 'FTV',\n",
       " 'FUBO',\n",
       " 'FUL',\n",
       " 'FULT',\n",
       " 'FVCB',\n",
       " 'FWRD',\n",
       " 'FWRG',\n",
       " 'GABC',\n",
       " 'GAMB',\n",
       " ...]"
      ]
     },
     "execution_count": 42,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "list(stock_price_data_loaded.index.levels[0])"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Prepare earnings and sales data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 42,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Company Profile: fmpsdk.company_profile(apikey=FMP_API_KEY, symbol=symbol)=[{'symbol': 'AAPL', 'price': 186.742, 'beta': 1.29, 'volAvg': 53759957, 'mktCap': 2887386129800, 'lastDiv': 0.96, 'range': '143.9-199.62', 'changes': -0.118, 'companyName': 'Apple Inc.', 'currency': 'USD', 'cik': '0000320193', 'isin': 'US0378331005', 'cusip': '037833100', 'exchange': 'NASDAQ Global Select', 'exchangeShortName': 'NASDAQ', 'industry': 'Consumer Electronics', 'website': 'https://www.apple.com', 'description': 'Apple Inc. designs, manufactures, and markets smartphones, personal computers, tablets, wearables, and accessories worldwide. The company offers iPhone, a line of smartphones; Mac, a line of personal computers; iPad, a line of multi-purpose tablets; and wearables, home, and accessories comprising AirPods, Apple TV, Apple Watch, Beats products, and HomePod. It also provides AppleCare support and cloud services; and operates various platforms, including the App Store that allow customers to discover and download applications and digital content, such as books, music, video, games, and podcasts. In addition, the company offers various services, such as Apple Arcade, a game subscription service; Apple Fitness+, a personalized fitness service; Apple Music, which offers users a curated listening experience with on-demand radio stations; Apple News+, a subscription news and magazine service; Apple TV+, which offers exclusive original content; Apple Card, a co-branded credit card; and Apple Pay, a cashless payment service, as well as licenses its intellectual property. The company serves consumers, and small and mid-sized businesses; and the education, enterprise, and government markets. It distributes third-party applications for its products through the App Store. The company also sells its products through its retail and online stores, and direct sales force; and third-party cellular network carriers, wholesalers, retailers, and resellers. Apple Inc. was incorporated in 1977 and is headquartered in Cupertino, California.', 'ceo': 'Mr. Timothy D. Cook', 'sector': 'Technology', 'country': 'US', 'fullTimeEmployees': '161000', 'phone': '408 996 1010', 'address': 'One Apple Park Way', 'city': 'Cupertino', 'state': 'CA', 'zip': '95014', 'dcfDiff': 39.38604, 'dcf': 146.41895654805498, 'image': 'https://financialmodelingprep.com/image-stock/AAPL.png', 'ipoDate': '1980-12-12', 'defaultImage': False, 'isEtf': False, 'isActivelyTrading': True, 'isAdr': False, 'isFund': False}]\n"
     ]
    }
   ],
   "source": [
    "import fmpsdk\n",
    "\n",
    "# Company Valuation Methods\n",
    "symbol: str = \"AAPL\"\n",
    "symbols: [\"AAPL\", \"CSCO\", \"QQQQ\"]\n",
    "exchange: str = \"NYSE\"\n",
    "exchanges: [\"NYSE\", \"NASDAQ\"]\n",
    "query: str = \"AA\"\n",
    "limit: int = 3\n",
    "period: str = \"quarter\"\n",
    "download: bool = True\n",
    "market_cap_more_than: int = 1000000000\n",
    "beta_more_than: int = 1\n",
    "volume_more_than: int = 10000\n",
    "sector: str = \"Technology\"\n",
    "dividend_more_than: int = 0\n",
    "industry: str = \"Software\"\n",
    "filing_type: str = \"10-K\"\n",
    "print(f\"Company Profile: {fmpsdk.company_profile(apikey=FMP_API_KEY, symbol=symbol)=}\")\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR:root:A requests exception has occurred that we have not yet detailed an 'except' clause for.  Error: Expecting value: line 1 column 1 (char 0)\n",
      "ERROR:root:Connection to https://financialmodelingprep.com/api/v3/historical/earning_calendar/MMI failed:  DNS failure, refused connection or some other connection related issue.\n",
      "ERROR:root:Connection to https://financialmodelingprep.com/api/v3/historical/earning_calendar/GEFB timed out.\n",
      "ERROR:root:Connection to https://financialmodelingprep.com/api/v3/historical/earning_calendar/BKR failed:  DNS failure, refused connection or some other connection related issue.\n",
      "ERROR:root:Connection to https://financialmodelingprep.com/api/v3/historical/earning_calendar/BHRB failed:  DNS failure, refused connection or some other connection related issue.\n",
      "ERROR:root:Connection to https://financialmodelingprep.com/api/v3/historical/earning_calendar/CYBR failed:  DNS failure, refused connection or some other connection related issue.\n"
     ]
    }
   ],
   "source": [
    "earnings_all_df = pd.DataFrame()\n",
    "for ticker in stocks_ticker_set: # ['AAON']: #\n",
    "    earnings = fmpsdk.historical_earning_calendar(apikey=FMP_API_KEY, symbol=ticker, limit=-1)\n",
    "    if earnings is not None and len(earnings) > 0:\n",
    "        edf = pd.DataFrame(earnings)\n",
    "        edf['date'] = pd.to_datetime(edf['date'])\n",
    "        edf = edf.set_index(['symbol', 'date'])\n",
    "        # edf = edf.pivot(columns='symbol')\n",
    "        # edf.swaplevel(i=0,j=1, axis=0)\n",
    "        # edf.drop(columns=['symbol'])\n",
    "        earnings_all_df = pd.concat([earnings_all_df, edf])\n",
    "        n_earnings = len(earnings)\n",
    "        # print(f\"Total earnings reports for {ticker}: {n_earnings}\")\n",
    "#    earliest_earn = earnings[-1] if len(earnings > 0 else 'None')\n",
    "#    print(f\"Earliest earnings report for {ticker}: {earliest_earn}\")\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "[{'date': '2024-02-27',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': None,\n",
       "  'epsEstimated': -0.08,\n",
       "  'time': 'amc',\n",
       "  'revenue': None,\n",
       "  'revenueEstimated': 89960000,\n",
       "  'updatedFromDate': '2024-02-02',\n",
       "  'fiscalDateEnding': '2023-12-30'},\n",
       " {'date': '2023-11-07',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': 0.08,\n",
       "  'epsEstimated': 0.1,\n",
       "  'time': 'amc',\n",
       "  'revenue': 123323000,\n",
       "  'revenueEstimated': 90520000,\n",
       "  'updatedFromDate': '2024-02-02',\n",
       "  'fiscalDateEnding': '2023-09-30'},\n",
       " {'date': '2023-08-08',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': -0.15,\n",
       "  'epsEstimated': -0.15,\n",
       "  'time': 'amc',\n",
       "  'revenue': 84869000,\n",
       "  'revenueEstimated': 74950000,\n",
       "  'updatedFromDate': '2023-12-04',\n",
       "  'fiscalDateEnding': '2023-06-30'},\n",
       " {'date': '2023-05-09',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': -0.03,\n",
       "  'epsEstimated': -0.05,\n",
       "  'time': 'amc',\n",
       "  'revenue': 94357000,\n",
       "  'revenueEstimated': 83870000,\n",
       "  'updatedFromDate': '2023-12-04',\n",
       "  'fiscalDateEnding': '2023-03-31'},\n",
       " {'date': '2023-02-28',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': -0.01,\n",
       "  'epsEstimated': -0.11,\n",
       "  'time': 'amc',\n",
       "  'revenue': 73053000,\n",
       "  'revenueEstimated': 84390000,\n",
       "  'updatedFromDate': '2023-12-04',\n",
       "  'fiscalDateEnding': '2022-12-31'},\n",
       " {'date': '2022-11-08',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': -0.04,\n",
       "  'epsEstimated': 0.06,\n",
       "  'time': 'amc',\n",
       "  'revenue': 95232000,\n",
       "  'revenueEstimated': None,\n",
       "  'updatedFromDate': '2023-12-04',\n",
       "  'fiscalDateEnding': '2022-09-30'},\n",
       " {'date': '2022-08-09',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': -0.22,\n",
       "  'epsEstimated': -0.17,\n",
       "  'time': 'amc',\n",
       "  'revenue': 56537000,\n",
       "  'revenueEstimated': None,\n",
       "  'updatedFromDate': '2023-12-04',\n",
       "  'fiscalDateEnding': '2022-06-30'},\n",
       " {'date': '2022-05-10',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': -0.1,\n",
       "  'epsEstimated': -0.03278,\n",
       "  'time': 'amc',\n",
       "  'revenue': 64553000,\n",
       "  'revenueEstimated': 41440000,\n",
       "  'updatedFromDate': '2023-12-04',\n",
       "  'fiscalDateEnding': '2022-03-31'},\n",
       " {'date': '2022-03-02',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': -0.11,\n",
       "  'epsEstimated': -0.08,\n",
       "  'time': 'amc',\n",
       "  'revenue': 51394000,\n",
       "  'revenueEstimated': 57580000,\n",
       "  'updatedFromDate': '2023-12-04',\n",
       "  'fiscalDateEnding': '2021-12-31'},\n",
       " {'date': '2021-11-09',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': 0.08,\n",
       "  'epsEstimated': 0.00364,\n",
       "  'time': 'amc',\n",
       "  'revenue': 67788000,\n",
       "  'revenueEstimated': 51500000,\n",
       "  'updatedFromDate': '2023-12-04',\n",
       "  'fiscalDateEnding': '2021-09-30'},\n",
       " {'date': '2021-08-10',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': -0.16,\n",
       "  'epsEstimated': -0.18,\n",
       "  'time': 'amc',\n",
       "  'revenue': 36976000,\n",
       "  'revenueEstimated': 25830000,\n",
       "  'updatedFromDate': '2023-12-04',\n",
       "  'fiscalDateEnding': '2021-06-30'},\n",
       " {'date': '2021-06-01',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': -0.08669,\n",
       "  'epsEstimated': None,\n",
       "  'time': 'bmo',\n",
       "  'revenue': 44991000,\n",
       "  'revenueEstimated': None,\n",
       "  'updatedFromDate': '2023-12-04',\n",
       "  'fiscalDateEnding': '2021-03-31'},\n",
       " {'date': '2020-12-31',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': -0.04523,\n",
       "  'epsEstimated': None,\n",
       "  'time': 'amc',\n",
       "  'revenue': 33231000,\n",
       "  'revenueEstimated': None,\n",
       "  'updatedFromDate': '2023-12-04',\n",
       "  'fiscalDateEnding': '2020-12-31'},\n",
       " {'date': '2020-09-30',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': 0.05858,\n",
       "  'epsEstimated': None,\n",
       "  'time': 'amc',\n",
       "  'revenue': 42086000,\n",
       "  'revenueEstimated': None,\n",
       "  'updatedFromDate': '2023-12-04',\n",
       "  'fiscalDateEnding': '2020-09-30'},\n",
       " {'date': '2020-06-30',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': -0.1795,\n",
       "  'epsEstimated': None,\n",
       "  'time': 'amc',\n",
       "  'revenue': 23757000,\n",
       "  'revenueEstimated': None,\n",
       "  'updatedFromDate': '2023-12-04',\n",
       "  'fiscalDateEnding': '2020-06-30'},\n",
       " {'date': '2020-03-31',\n",
       "  'symbol': 'FLYW',\n",
       "  'eps': 0.04152,\n",
       "  'epsEstimated': None,\n",
       "  'time': 'amc',\n",
       "  'revenue': 32709000,\n",
       "  'revenueEstimated': None,\n",
       "  'updatedFromDate': '2023-12-04',\n",
       "  'fiscalDateEnding': '2020-03-31'}]"
      ]
     },
     "execution_count": 45,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "earnings"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 44,
   "metadata": {},
   "outputs": [],
   "source": [
    "aaon = earnings_all_df.loc[['AAON']]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "\n",
       "    .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></th>\n",
       "      <th>eps</th>\n",
       "      <th>epsEstimated</th>\n",
       "      <th>time</th>\n",
       "      <th>revenue</th>\n",
       "      <th>revenueEstimated</th>\n",
       "      <th>updatedFromDate</th>\n",
       "      <th>fiscalDateEnding</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>symbol</th>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"11\" valign=\"top\">AAON</th>\n",
       "      <th>2024-11-04</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>amc</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2024-02-02</td>\n",
       "      <td>2024-09-30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-08-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>amc</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2024-02-02</td>\n",
       "      <td>2024-06-30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-05-02</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>amc</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2024-02-02</td>\n",
       "      <td>2024-03-30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-02-26</th>\n",
       "      <td>NaN</td>\n",
       "      <td>0.53</td>\n",
       "      <td>bmo</td>\n",
       "      <td>NaN</td>\n",
       "      <td>294360000.0</td>\n",
       "      <td>2024-02-02</td>\n",
       "      <td>2023-12-30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-11-06</th>\n",
       "      <td>0.64000</td>\n",
       "      <td>0.55</td>\n",
       "      <td>amc</td>\n",
       "      <td>311970000.0</td>\n",
       "      <td>294360000.0</td>\n",
       "      <td>2024-02-02</td>\n",
       "      <td>2023-09-30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1991-03-31</th>\n",
       "      <td>-0.00159</td>\n",
       "      <td>NaN</td>\n",
       "      <td>bmo</td>\n",
       "      <td>5700000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2023-12-04</td>\n",
       "      <td>1991-03-31</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1990-12-31</th>\n",
       "      <td>0.00352</td>\n",
       "      <td>NaN</td>\n",
       "      <td>bmo</td>\n",
       "      <td>36100000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2023-12-04</td>\n",
       "      <td>1990-12-31</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1990-09-30</th>\n",
       "      <td>0.00703</td>\n",
       "      <td>NaN</td>\n",
       "      <td>bmo</td>\n",
       "      <td>10100000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2023-12-04</td>\n",
       "      <td>1990-09-30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1990-06-30</th>\n",
       "      <td>0.00703</td>\n",
       "      <td>NaN</td>\n",
       "      <td>bmo</td>\n",
       "      <td>9300000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2023-12-04</td>\n",
       "      <td>1990-06-30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1990-03-31</th>\n",
       "      <td>0.00352</td>\n",
       "      <td>NaN</td>\n",
       "      <td>bmo</td>\n",
       "      <td>8200000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2023-12-04</td>\n",
       "      <td>1990-03-31</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>138 rows × 7 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                       eps  epsEstimated time      revenue  revenueEstimated  \\\n",
       "symbol date                                                                    \n",
       "AAON   2024-11-04      NaN           NaN  amc          NaN               NaN   \n",
       "       2024-08-01      NaN           NaN  amc          NaN               NaN   \n",
       "       2024-05-02      NaN           NaN  amc          NaN               NaN   \n",
       "       2024-02-26      NaN          0.53  bmo          NaN       294360000.0   \n",
       "       2023-11-06  0.64000          0.55  amc  311970000.0       294360000.0   \n",
       "...                    ...           ...  ...          ...               ...   \n",
       "       1991-03-31 -0.00159           NaN  bmo    5700000.0               NaN   \n",
       "       1990-12-31  0.00352           NaN  bmo   36100000.0               NaN   \n",
       "       1990-09-30  0.00703           NaN  bmo   10100000.0               NaN   \n",
       "       1990-06-30  0.00703           NaN  bmo    9300000.0               NaN   \n",
       "       1990-03-31  0.00352           NaN  bmo    8200000.0               NaN   \n",
       "\n",
       "                  updatedFromDate fiscalDateEnding  \n",
       "symbol date                                         \n",
       "AAON   2024-11-04      2024-02-02       2024-09-30  \n",
       "       2024-08-01      2024-02-02       2024-06-30  \n",
       "       2024-05-02      2024-02-02       2024-03-30  \n",
       "       2024-02-26      2024-02-02       2023-12-30  \n",
       "       2023-11-06      2024-02-02       2023-09-30  \n",
       "...                           ...              ...  \n",
       "       1991-03-31      2023-12-04       1991-03-31  \n",
       "       1990-12-31      2023-12-04       1990-12-31  \n",
       "       1990-09-30      2023-12-04       1990-09-30  \n",
       "       1990-06-30      2023-12-04       1990-06-30  \n",
       "       1990-03-31      2023-12-04       1990-03-31  \n",
       "\n",
       "[138 rows x 7 columns]"
      ]
     },
     "execution_count": 46,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "aaon"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 47,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "216678"
      ]
     },
     "execution_count": 47,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "len(earnings_all_df)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 50,
   "metadata": {},
   "outputs": [
    {
     "ename": "NameError",
     "evalue": "name 'earnings_all_df' is not defined",
     "output_type": "error",
     "traceback": [
      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[0;31mNameError\u001b[0m                                 Traceback (most recent call last)",
      "Cell \u001b[0;32mIn[50], line 1\u001b[0m\n\u001b[0;32m----> 1\u001b[0m earnings_all_df\n",
      "\u001b[0;31mNameError\u001b[0m: name 'earnings_all_df' is not defined"
     ]
    }
   ],
   "source": [
    "earnings_all_df\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 49,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "2641"
      ]
     },
     "execution_count": 49,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "len(earnings_all_df.index.levels[0])\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "metadata": {},
   "outputs": [],
   "source": [
    "# earnings_file = 'data/earnings_calendar.csv.bz2'\n",
    "earnings_file = 'data/data-3rd-party/earnings_calendar.parquet'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 54,
   "metadata": {},
   "outputs": [],
   "source": [
    "# earnings_all_df.to_csv(earnings_file)\n",
    "earnings_all_df.to_parquet(earnings_file)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Read back data and verify it"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 49,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>eps</th>\n",
       "      <th>epsEstimated</th>\n",
       "      <th>time</th>\n",
       "      <th>revenue</th>\n",
       "      <th>revenueEstimated</th>\n",
       "      <th>updatedFromDate</th>\n",
       "      <th>fiscalDateEnding</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>symbol</th>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">A</th>\n",
       "      <th>1999-01-31</th>\n",
       "      <td>0.1600</td>\n",
       "      <td>NaN</td>\n",
       "      <td>amc</td>\n",
       "      <td>1.786000e+09</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2023-12-04</td>\n",
       "      <td>1999-01-31</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-04-30</th>\n",
       "      <td>0.3400</td>\n",
       "      <td>NaN</td>\n",
       "      <td>amc</td>\n",
       "      <td>2.010000e+09</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2023-12-04</td>\n",
       "      <td>1999-04-30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-07-31</th>\n",
       "      <td>0.3000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>amc</td>\n",
       "      <td>2.087000e+09</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2023-12-04</td>\n",
       "      <td>1999-07-31</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-10-31</th>\n",
       "      <td>0.3318</td>\n",
       "      <td>NaN</td>\n",
       "      <td>amc</td>\n",
       "      <td>2.448000e+09</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2023-12-04</td>\n",
       "      <td>1999-10-31</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-02-17</th>\n",
       "      <td>0.3000</td>\n",
       "      <td>0.22</td>\n",
       "      <td>bmo</td>\n",
       "      <td>2.246000e+09</td>\n",
       "      <td>1.357400e+09</td>\n",
       "      <td>2023-12-04</td>\n",
       "      <td>2000-01-31</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">ZYXI</th>\n",
       "      <th>2023-10-26</th>\n",
       "      <td>0.1000</td>\n",
       "      <td>0.09</td>\n",
       "      <td>bmo</td>\n",
       "      <td>4.991500e+07</td>\n",
       "      <td>5.453000e+07</td>\n",
       "      <td>2024-01-26</td>\n",
       "      <td>2023-09-30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-03-04</th>\n",
       "      <td>NaN</td>\n",
       "      <td>0.17</td>\n",
       "      <td>bmo</td>\n",
       "      <td>NaN</td>\n",
       "      <td>5.453000e+07</td>\n",
       "      <td>2024-02-02</td>\n",
       "      <td>2023-12-30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-25</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>bmo</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2024-02-02</td>\n",
       "      <td>2024-03-30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-07-25</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>bmo</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2024-02-02</td>\n",
       "      <td>2024-06-30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-10-24</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>bmo</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2024-02-02</td>\n",
       "      <td>2024-09-30</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>216678 rows × 7 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                      eps  epsEstimated time       revenue  revenueEstimated  \\\n",
       "symbol date                                                                    \n",
       "A      1999-01-31  0.1600           NaN  amc  1.786000e+09               NaN   \n",
       "       1999-04-30  0.3400           NaN  amc  2.010000e+09               NaN   \n",
       "       1999-07-31  0.3000           NaN  amc  2.087000e+09               NaN   \n",
       "       1999-10-31  0.3318           NaN  amc  2.448000e+09               NaN   \n",
       "       2000-02-17  0.3000          0.22  bmo  2.246000e+09      1.357400e+09   \n",
       "...                   ...           ...  ...           ...               ...   \n",
       "ZYXI   2023-10-26  0.1000          0.09  bmo  4.991500e+07      5.453000e+07   \n",
       "       2024-03-04     NaN          0.17  bmo           NaN      5.453000e+07   \n",
       "       2024-04-25     NaN           NaN  bmo           NaN               NaN   \n",
       "       2024-07-25     NaN           NaN  bmo           NaN               NaN   \n",
       "       2024-10-24     NaN           NaN  bmo           NaN               NaN   \n",
       "\n",
       "                  updatedFromDate fiscalDateEnding  \n",
       "symbol date                                         \n",
       "A      1999-01-31      2023-12-04       1999-01-31  \n",
       "       1999-04-30      2023-12-04       1999-04-30  \n",
       "       1999-07-31      2023-12-04       1999-07-31  \n",
       "       1999-10-31      2023-12-04       1999-10-31  \n",
       "       2000-02-17      2023-12-04       2000-01-31  \n",
       "...                           ...              ...  \n",
       "ZYXI   2023-10-26      2024-01-26       2023-09-30  \n",
       "       2024-03-04      2024-02-02       2023-12-30  \n",
       "       2024-04-25      2024-02-02       2024-03-30  \n",
       "       2024-07-25      2024-02-02       2024-06-30  \n",
       "       2024-10-24      2024-02-02       2024-09-30  \n",
       "\n",
       "[216678 rows x 7 columns]"
      ]
     },
     "execution_count": 49,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "import pandas as pd\n",
    "\n",
    "tmp_earn_df = pd.read_parquet(earnings_file)\n",
    "tmp_earn_df\n",
    "\n",
    "# earnings_loaded_df = pd.read_csv('data/earnings_calendar.csv.bz2', index_col=['symbol', 'date'])\n",
    "# print(earnings_loaded_df)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 52,
   "metadata": {},
   "outputs": [],
   "source": [
    "tmp_earn_df.index.names = ['Symbol', 'Date']"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Prepare historical dividends\n",
    "  * This is secondary information since growth stocks usually do not have dividends and rarely have splits\n",
    "  * Additionally the dividends and split information is partially reflected in Adj Close of price history data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "def fetch_dividends_history():\n",
    "    divs_hist_all_df = pd.DataFrame()\n",
    "    for ticker in stocks_ticker_set: # ['AAON']:\n",
    "        divs_hist = fmpsdk.historical_stock_dividend(apikey=FMP_API_KEY, symbol=ticker)\n",
    "        # print(f\"Loaded historical dividends for {ticker}: \\n{divs_hist}\")\n",
    "        print(f\"Loaded {len(divs_hist['historical'])} historical dividends for {ticker}\")\n",
    "        if divs_hist['historical'] is not None and len(divs_hist['historical']) > 0:\n",
    "            dh_df_tmp = pd.DataFrame.from_dict(data=divs_hist['historical'])\n",
    "            # print(f\"Historical dividends for {ticker} dataframe: \\n{dh_df_tmp.head()}\")\n",
    "            dh_df_tmp['symbol'] = ticker\n",
    "            dh_df = dh_df_tmp\n",
    "            # print(f\"Historical dividends for {ticker} dataframe: \\n{dh_df_tmp.head()}\")\n",
    "            # print(f\"Historical dividends for {ticker} full dataframe: \\n{dh_df.head()}\")\n",
    "            dh_df['date'] = pd.to_datetime(dh_df['date'])\n",
    "            dh_df = dh_df.set_index(['symbol', 'date'])\n",
    "            n_divs_hist = len(dh_df)\n",
    "            print(f\"Total dividends history reports for {ticker}: {n_divs_hist}\")\n",
    "            # print(f\"Historical dividends for {ticker} full dataframe: \\n{dh_df}\")\n",
    "            divs_hist_all_df = pd.concat([divs_hist_all_df, dh_df])\n",
    "    return divs_hist_all_df\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# divs_hist_file = 'data/dividends_history.csv.bz2'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# divs_hist_all_df.to_csv(divs_hist_file)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Prepare key metrics data for company fundamentals"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 53,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total key metrics reports for IAUX: 15\n",
      "Total key metrics reports for PGEN: 48\n",
      "Total key metrics reports for PETQ: 31\n",
      "Total key metrics reports for NUVB: 15\n",
      "Total key metrics reports for HSY: 153\n",
      "No ESH4 key metrics reports: kms=[]\n",
      "Total key metrics reports for ALVR: 19\n",
      "Total key metrics reports for VTS: 6\n",
      "Total key metrics reports for ME: 14\n",
      "Total key metrics reports for SUM: 40\n",
      "Total key metrics reports for LAW: 15\n",
      "Total key metrics reports for EQT: 153\n",
      "Total key metrics reports for INN: 59\n",
      "Total key metrics reports for BURL: 47\n",
      "Total key metrics reports for ODC: 153\n",
      "Total key metrics reports for OPEN: 15\n",
      "Total key metrics reports for KHC: 51\n",
      "Total key metrics reports for GCMG: 15\n",
      "Total key metrics reports for FPI: 43\n",
      "Total key metrics reports for O: 117\n",
      "Total key metrics reports for SFIX: 29\n",
      "Total key metrics reports for UE: 43\n",
      "Total key metrics reports for NVEC: 115\n",
      "Total key metrics reports for AWR: 153\n",
      "Total key metrics reports for MNDY: 15\n",
      "Total key metrics reports for PARA: 128\n",
      "Total key metrics reports for GNK: 75\n",
      "Total key metrics reports for SPLK: 52\n",
      "Total key metrics reports for LXFR: 52\n",
      "Total key metrics reports for VECO: 123\n",
      "Total key metrics reports for MNSB: 59\n",
      "Total key metrics reports for CCOI: 88\n",
      "Total key metrics reports for VYGR: 37\n",
      "Total key metrics reports for TIPT: 66\n",
      "Total key metrics reports for DTE: 153\n",
      "Total key metrics reports for AEIS: 111\n",
      "Total key metrics reports for ITOS: 19\n",
      "Total key metrics reports for SPOT: 31\n",
      "Total key metrics reports for AMP: 76\n",
      "Total key metrics reports for EW: 96\n",
      "Total key metrics reports for XHR: 39\n",
      "Total key metrics reports for ENV: 59\n",
      "Total key metrics reports for KMT: 153\n",
      "Total key metrics reports for LFST: 15\n",
      "Total key metrics reports for WLLBW: 83\n",
      "Total key metrics reports for THFF: 131\n",
      "Total key metrics reports for SDRL: 45\n",
      "Total key metrics reports for CASH: 125\n",
      "Total key metrics reports for ATLC: 99\n",
      "Total key metrics reports for CEG: 12\n",
      "Total key metrics reports for STKS: 67\n",
      "Total key metrics reports for MGNX: 45\n",
      "Total key metrics reports for MWA: 75\n",
      "Total key metrics reports for SMMT: 64\n",
      "Total key metrics reports for NWE: 153\n",
      "Total key metrics reports for IBEX: 22\n",
      "Total key metrics reports for FLGT: 34\n",
      "Total key metrics reports for EMBC: 14\n",
      "Total key metrics reports for FBIN: 55\n",
      "Total key metrics reports for RMBS: 112\n",
      "Total key metrics reports for CDAY: 27\n",
      "Total key metrics reports for MGEE: 153\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR:root:A requests exception has occurred that we have not yet detailed an 'except' clause for.  Error: Expecting value: line 1 column 1 (char 0)\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total key metrics reports for CCRN: 91\n",
      "No The content contained herein is owned or licensed by BlackRock and/or its third-party information providers and is protected by applicable copyrights, trademarks, service marks, and/or other intellectual property rights. Such content is solely for your personal, non-commercial use. Accordingly, you may not copy, distribute, modify, post, frame or deep link this content. You may download material displayed on this Website for your personal use provided you also retain all copyright and other proprietary notices contained on the materials. Modification or use of the materials for any other purpose violates BlackRock's intellectual property rights.\n",
      "Holdings subject to change. See www.iShares.com for the most recent funds holdings.\n",
      "The values for “price” shown herein generally represent a price provided by a third-party pricing vendor for the portfolio holding and do not reflect the impact of systematic fair valuation (“the vendor price”). The vendor price is not necessarily the price at which the Fund values the portfolio holding for the purposes of determining its net asset value (the “valuation price”). Additionally, where applicable, foreign currency exchange rates with respect to the portfolio holdings denominated in non-U.S. currencies for the valuation price will be generally determined as of the close of business on the New York Stock Exchange, whereas for the vendor price will be generally determined as of 4 p.m. London. The values shown herein for “market value,” “weight,” and “notional value” (the “calculated values”) are based off of the vendor price and may have been different if the valuation price were to have been used to calculate such values. The vendor price is as of the most recent practicable date and may not necessarily be as of the date shown above.\n",
      "Please see the “Determination of Net Asset Value” section of each Fund’s prospectus for additional information on the Fund’s valuation policies and procedures.\n",
      "CAREFULLY CONSIDER THE FUNDS' INVESTMENT OBJECTIVES, RISK FACTORS, AND CHARGES AND EXPENSES BEFORE INVESTING. THIS AND OTHER INFORMATION CAN BE FOUND IN THE FUNDS' PROSPECTUSES OR, IF AVAILABLE, THE SUMMARY PROSPECTUSES WHICH MAY BE OBTAINED BY VISITING WWW.ISHARES.COM OR WWW.BLACKROCK.COM. READ THE PROSPECTUS CAREFULLY BEFORE INVESTING. INVESTING INVOLVES RISK, INCLUDING POSSIBLE LOSS OF PRINCIPAL.\n",
      "This information should not be relied upon as research, investment advice, or a recommendation regarding any products, strategies, or any security in particular.\n",
      "This material is strictly for illustrative, educational, or informational purposes and is subject to change.\n",
      "The Funds are distributed by BlackRock Investments, LLC (together with its affiliates, “BlackRock”).\n",
      "The iShares Funds are not sponsored, endorsed, issued, sold or promoted by Bloomberg, BlackRock Index Services, LLC, Cboe Global Indices, LLC, Cohen & Steers, European Public Real Estate Association (“EPRA® ”), FTSE International Limited (“FTSE”), ICE Data Indices, LLC, NSE Indices Ltd, JPMorgan, JPX Group, London Stock Exchange Group (“LSEG”), MSCI Inc., Markit Indices Limited, Morningstar, Inc., Nasdaq, Inc., National Association of Real Estate Investment Trusts (“NAREIT”), Nikkei, Inc., Russell, S&P Dow Jones Indices LLC or STOXX Ltd. None of these companies make any representation regarding the advisability of investing in the Funds. With the exception of BlackRock Index Services, LLC, who is an affiliate, BlackRock Investments, LLC is not affiliated with the companies listed above. Neither FTSE, LSEG, nor NAREIT makes any warranty regarding the FTSE Nareit Equity REITS Index, FTSE Nareit All Residential Capped Index or FTSE Nareit All Mortgage Capped Index. Neither FTSE, EPRA, LSEG, nor NAREIT makes any warranty regarding the FTSE EPRA Nareit Developed ex-U.S. Index, FTSE EPRA Nareit Developed Green Target Index or FTSE EPRA Nareit Global REITs Index. “FTSE®” is a trademark of London Stock Exchange Group companies and is used by FTSE under license.\n",
      "©2023 BlackRock, Inc or its affiliates. All rights reserved. iSHARES, iBONDS and BLACKROCK are trademarks of BlackRock, Inc. or its affiliates. All other trademarks are those of their respective owners.\n",
      "iCRMH0323U/S-2742939 key metrics reports: kms=None\n",
      "Total key metrics reports for MOH: 83\n",
      "Total key metrics reports for NREF: 26\n",
      "Total key metrics reports for DAN: 153\n",
      "Total key metrics reports for MGTX: 27\n",
      "Total key metrics reports for ADTN: 123\n",
      "Total key metrics reports for TGNA: 153\n",
      "Total key metrics reports for ALNT: 152\n",
      "Total key metrics reports for AMPL: 13\n",
      "Total key metrics reports for BXC: 77\n",
      "Total key metrics reports for CBRL: 153\n",
      "Total key metrics reports for RUSHA: 115\n",
      "Total key metrics reports for ATNM: 69\n",
      "Total key metrics reports for CNOB: 115\n",
      "Total key metrics reports for KRYS: 29\n",
      "Total key metrics reports for SLRN: 7\n",
      "Total key metrics reports for ZD: 99\n",
      "Total key metrics reports for FRSH: 33\n",
      "Total key metrics reports for FLR: 93\n",
      "Total key metrics reports for IQV: 48\n",
      "Total key metrics reports for ASC: 47\n",
      "Total key metrics reports for SLDP: 12\n",
      "Total key metrics reports for CRWD: 23\n",
      "Total key metrics reports for FROG: 21\n",
      "Total key metrics reports for ETNB: 21\n",
      "Total key metrics reports for MODV: 87\n",
      "Total key metrics reports for AER: 75\n",
      "Total key metrics reports for WMB: 153\n",
      "Total key metrics reports for XFOR: 28\n",
      "Total key metrics reports for EE: 117\n",
      "Total key metrics reports for PEG: 153\n",
      "Total key metrics reports for ABVX: 18\n",
      "Total key metrics reports for CVCO: 86\n",
      "Total key metrics reports for NVTA: 40\n",
      "Total key metrics reports for AX: 77\n",
      "Total key metrics reports for EBS: 84\n",
      "Total key metrics reports for BROS: 13\n",
      "Total key metrics reports for NXT: 8\n",
      "Total key metrics reports for UONE: 99\n",
      "Total key metrics reports for LCNB: 97\n",
      "Total key metrics reports for CDE: 153\n",
      "Total key metrics reports for VRDN: 43\n",
      "Total key metrics reports for RCUS: 27\n",
      "Total key metrics reports for PJT: 39\n",
      "Total key metrics reports for ABT: 154\n",
      "Total key metrics reports for PCOR: 19\n",
      "Total key metrics reports for VLGEA: 153\n",
      "No MOGA key metrics reports: kms=[]\n",
      "Total key metrics reports for OCUL: 43\n",
      "Total key metrics reports for NIC: 47\n",
      "Total key metrics reports for GRC: 153\n",
      "Total key metrics reports for PEP: 153\n",
      "Total key metrics reports for TMST: 43\n",
      "Total key metrics reports for OMER: 61\n",
      "Total key metrics reports for IESC: 104\n",
      "Total key metrics reports for BRO: 154\n",
      "Total key metrics reports for NABL: 15\n",
      "Total key metrics reports for BIIB: 153\n",
      "Total key metrics reports for ILMN: 95\n",
      "Total key metrics reports for PLAB: 153\n",
      "Total key metrics reports for RELX: 49\n",
      "Total key metrics reports for CSTR: 33\n",
      "Total key metrics reports for CDNS: 151\n",
      "Total key metrics reports for INZY: 19\n",
      "Total key metrics reports for FISI: 100\n",
      "Total key metrics reports for CTRE: 45\n",
      "Total key metrics reports for ARQT: 20\n",
      "Total key metrics reports for AXNX: 27\n",
      "Total key metrics reports for OC: 143\n",
      "Total key metrics reports for GLUE: 15\n",
      "Total key metrics reports for SYK: 153\n",
      "Total key metrics reports for WSBC: 139\n",
      "Total key metrics reports for AGYS: 154\n",
      "Total key metrics reports for RPAY: 24\n",
      "Total key metrics reports for ACA: 25\n",
      "Total key metrics reports for PDLI: 97\n",
      "Total key metrics reports for FICO: 153\n",
      "Total key metrics reports for OMI: 153\n",
      "No USD key metrics reports: kms=[]\n",
      "Total key metrics reports for CASS: 115\n",
      "Total key metrics reports for BWFG: 58\n",
      "Total key metrics reports for SSTK: 51\n",
      "Total key metrics reports for TNET: 43\n",
      "Total key metrics reports for TRI: 111\n",
      "Total key metrics reports for MEG: 20\n",
      "Total key metrics reports for LDOS: 73\n",
      "Total key metrics reports for EVGO: 14\n",
      "Total key metrics reports for TGH: 75\n",
      "Total key metrics reports for APPS: 83\n",
      "Total key metrics reports for NWPX: 119\n",
      "Total key metrics reports for ZUMZ: 83\n",
      "Total key metrics reports for IMGN: 141\n",
      "Total key metrics reports for FCCO: 110\n",
      "Total key metrics reports for PEBO: 131\n",
      "Total key metrics reports for F: 153\n",
      "Total key metrics reports for BOC: 45\n",
      "Total key metrics reports for DOOR: 47\n",
      "Total key metrics reports for ZTS: 51\n",
      "Total key metrics reports for KD: 14\n",
      "Total key metrics reports for EXPD: 153\n",
      "Total key metrics reports for REVG: 34\n",
      "Total key metrics reports for TSLA: 64\n",
      "Total key metrics reports for PNFP: 93\n",
      "Total key metrics reports for IMAX: 119\n",
      "Total key metrics reports for TGI: 118\n",
      "Total key metrics reports for URI: 105\n",
      "Total key metrics reports for FSLY: 23\n",
      "Total key metrics reports for HTBI: 53\n",
      "Total key metrics reports for DV: 15\n",
      "Total key metrics reports for CATC: 74\n",
      "Total key metrics reports for GKOS: 39\n",
      "Total key metrics reports for CCSI: 13\n",
      "Total key metrics reports for HVT: 153\n",
      "Total key metrics reports for AZZ: 154\n",
      "Total key metrics reports for NOVA: 23\n",
      "Total key metrics reports for HOLX: 140\n",
      "Total key metrics reports for PPTA: 54\n",
      "Total key metrics reports for HCI: 67\n",
      "Total key metrics reports for WPM: 99\n",
      "Total key metrics reports for RRBI: 24\n",
      "Total key metrics reports for TPR: 93\n",
      "Total key metrics reports for NOC: 154\n",
      "Total key metrics reports for PPBI: 108\n",
      "Total key metrics reports for HRMY: 19\n",
      "Total key metrics reports for UTMD: 147\n",
      "Total key metrics reports for LVS: 79\n",
      "Total key metrics reports for NRDY: 14\n",
      "Total key metrics reports for ENPH: 55\n",
      "Total key metrics reports for KFRC: 119\n",
      "Total key metrics reports for CNSL: 78\n",
      "Total key metrics reports for STOK: 23\n",
      "Total key metrics reports for BKKT: 13\n",
      "Total key metrics reports for LII: 100\n",
      "Total key metrics reports for BANR: 111\n",
      "Total key metrics reports for MAR: 103\n",
      "Total key metrics reports for LUMN: 151\n",
      "Total key metrics reports for WW: 97\n",
      "Total key metrics reports for TWKS: 14\n",
      "Total key metrics reports for CRMT: 142\n",
      "Total key metrics reports for RAPT: 23\n",
      "Total key metrics reports for MAXN: 19\n",
      "Total key metrics reports for WIX: 45\n",
      "Total key metrics reports for BYND: 25\n",
      "Total key metrics reports for CBAN: 112\n",
      "Total key metrics reports for GNRC: 61\n",
      "Total key metrics reports for WASH: 143\n",
      "Total key metrics reports for YORW: 111\n",
      "Total key metrics reports for SILK: 23\n",
      "Total key metrics reports for USPH: 131\n",
      "Total key metrics reports for SPGI: 153\n",
      "Total key metrics reports for INFN: 74\n",
      "Total key metrics reports for NKLA: 22\n",
      "Total key metrics reports for SIGI: 153\n",
      "Total key metrics reports for BTBT: 23\n",
      "Total key metrics reports for CL: 153\n",
      "Total key metrics reports for ATEC: 80\n",
      "Total key metrics reports for TALO: 26\n",
      "Total key metrics reports for CCL: 94\n",
      "Total key metrics reports for MAC: 119\n",
      "Total key metrics reports for CZR: 135\n",
      "Total key metrics reports for MATX: 153\n",
      "Total key metrics reports for AMBC: 131\n",
      "Total key metrics reports for IBM: 154\n",
      "Total key metrics reports for TMHC: 48\n",
      "Total key metrics reports for KRG: 82\n",
      "Total key metrics reports for AXGN: 148\n",
      "Total key metrics reports for AMK: 23\n",
      "Total key metrics reports for VCEL: 108\n",
      "Total key metrics reports for DTC: 14\n",
      "Total key metrics reports for BRCC: 12\n",
      "Total key metrics reports for PCVX: 19\n",
      "Total key metrics reports for RPD: 39\n",
      "Total key metrics reports for GLDD: 79\n",
      "Total key metrics reports for HWC: 137\n",
      "Total key metrics reports for CMS: 153\n",
      "Total key metrics reports for BAND: 31\n",
      "Total key metrics reports for LYV: 75\n",
      "Total key metrics reports for BIRK: 5\n",
      "Total key metrics reports for PCH: 154\n",
      "Total key metrics reports for EBAY: 103\n",
      "Total key metrics reports for CATY: 134\n",
      "Total key metrics reports for MYFW: 27\n",
      "Total key metrics reports for DHC: 99\n",
      "Total key metrics reports for DNUT: 15\n",
      "Total key metrics reports for BDN: 152\n",
      "Total key metrics reports for NWSA: 49\n",
      "Total key metrics reports for DKNG: 19\n",
      "Total key metrics reports for PRME: 11\n",
      "Total key metrics reports for SIRI: 120\n",
      "Total key metrics reports for NWLI: 153\n",
      "Total key metrics reports for JACK: 132\n",
      "Total key metrics reports for SYF: 43\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR:root:Connection to https://financialmodelingprep.com/api/v3/key-metrics/AMNB failed:  DNS failure, refused connection or some other connection related issue.\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total key metrics reports for DIN: 135\n",
      "No AMNB key metrics reports: kms=None\n",
      "Total key metrics reports for ROVR: 14\n",
      "Total key metrics reports for ALLE: 44\n",
      "Total key metrics reports for KO: 153\n",
      "Total key metrics reports for INTU: 124\n",
      "Total key metrics reports for BE: 27\n",
      "Total key metrics reports for ABBNY: 91\n",
      "Total key metrics reports for GCT: 11\n",
      "Total key metrics reports for RCKY: 132\n",
      "Total key metrics reports for MBIN: 31\n",
      "Total key metrics reports for UTZ: 21\n",
      "Total key metrics reports for RGCO: 120\n",
      "Total key metrics reports for MO: 153\n",
      "Total key metrics reports for EXTR: 102\n",
      "Total key metrics reports for ONTF: 17\n",
      "Total key metrics reports for CPS: 75\n",
      "Total key metrics reports for NATH: 126\n",
      "Total key metrics reports for ACMR: 32\n",
      "Total key metrics reports for CIFR: 14\n",
      "Total key metrics reports for UBER: 24\n",
      "Total key metrics reports for IOT: 12\n",
      "Total key metrics reports for TGT: 153\n",
      "Total key metrics reports for SMLR: 47\n",
      "Total key metrics reports for MXL: 61\n",
      "Total key metrics reports for AAT: 57\n",
      "Total key metrics reports for PSTL: 23\n",
      "Total key metrics reports for DSP: 16\n",
      "Total key metrics reports for COMP: 14\n",
      "Total key metrics reports for LNT: 153\n",
      "Total key metrics reports for PLD: 103\n",
      "Total key metrics reports for GBX: 119\n",
      "Total key metrics reports for SN: 6\n",
      "Total key metrics reports for QSI: 14\n",
      "Total key metrics reports for BL: 36\n",
      "Total key metrics reports for PLBC: 88\n",
      "Total key metrics reports for III: 68\n",
      "Total key metrics reports for TMUS: 76\n",
      "Total key metrics reports for UIS: 153\n",
      "Total key metrics reports for KROS: 19\n",
      "Total key metrics reports for SEM: 71\n",
      "Total key metrics reports for DMRC: 67\n",
      "Total key metrics reports for INGN: 44\n",
      "Total key metrics reports for DCPH: 29\n",
      "Total key metrics reports for CAT: 153\n",
      "Total key metrics reports for TRGP: 57\n",
      "Total key metrics reports for GTLB: 13\n",
      "Total key metrics reports for TNK: 66\n",
      "Total key metrics reports for OCFC: 111\n",
      "Total key metrics reports for SCHL: 138\n",
      "Total key metrics reports for BIG: 151\n",
      "Total key metrics reports for LVWR: 11\n",
      "Total key metrics reports for EPRT: 27\n",
      "Total key metrics reports for OVID: 31\n",
      "Total key metrics reports for STNG: 60\n",
      "Total key metrics reports for RC: 47\n",
      "Total key metrics reports for FGEN: 41\n",
      "Total key metrics reports for SBGI: 119\n",
      "Total key metrics reports for CRSR: 17\n",
      "Total key metrics reports for MRO: 135\n",
      "Total key metrics reports for GDEN: 100\n",
      "Total key metrics reports for MRSN: 31\n",
      "Total key metrics reports for COUR: 15\n",
      "Total key metrics reports for CSGP: 103\n",
      "No URNM key metrics reports: kms=[]\n",
      "Total key metrics reports for WINA: 121\n",
      "Total key metrics reports for BTAI: 27\n",
      "Total key metrics reports for CECO: 135\n",
      "Total key metrics reports for EAF: 119\n",
      "Total key metrics reports for EVER: 27\n",
      "Total key metrics reports for OBK: 27\n",
      "Total key metrics reports for GAMB: 15\n",
      "Total key metrics reports for MCFT: 39\n",
      "No METCV key metrics reports: kms=[]\n",
      "Total key metrics reports for WTBA: 87\n",
      "Total key metrics reports for CNK: 75\n",
      "Total key metrics reports for BWB: 28\n",
      "Total key metrics reports for WK: 42\n",
      "Total key metrics reports for SPNT: 47\n",
      "Total key metrics reports for AEVA: 17\n",
      "Total key metrics reports for ASAN: 19\n",
      "Total key metrics reports for OZK: 107\n",
      "Total key metrics reports for MPWR: 87\n",
      "Total key metrics reports for ADSK: 153\n",
      "Total key metrics reports for ALGN: 93\n",
      "Total key metrics reports for ACT: 15\n",
      "Total key metrics reports for TMP: 140\n",
      "Total key metrics reports for WBD: 79\n",
      "Total key metrics reports for MYGN: 113\n",
      "Total key metrics reports for LADR: 47\n",
      "Total key metrics reports for BANF: 127\n",
      "Total key metrics reports for RL: 106\n",
      "Total key metrics reports for IRTC: 33\n",
      "Total key metrics reports for TRMB: 143\n",
      "Total key metrics reports for MACK: 55\n",
      "Total key metrics reports for PANW: 51\n",
      "Total key metrics reports for KRNY: 81\n",
      "Total key metrics reports for SWK: 153\n",
      "Total key metrics reports for NU: 13\n",
      "Total key metrics reports for AMPY: 52\n",
      "Total key metrics reports for MNST: 136\n",
      "Total key metrics reports for FNLC: 115\n",
      "Total key metrics reports for SKIN: 15\n",
      "Total key metrics reports for KZR: 27\n",
      "Total key metrics reports for APTV: 56\n",
      "Total key metrics reports for GWRS: 36\n",
      "Total key metrics reports for AMTB: 27\n",
      "Total key metrics reports for CARM: 44\n",
      "Total key metrics reports for AMWL: 17\n",
      "Total key metrics reports for SST: 14\n",
      "Total key metrics reports for ANIK: 122\n",
      "Total key metrics reports for AUB: 110\n",
      "Total key metrics reports for PTEN: 127\n",
      "Total key metrics reports for COST: 154\n",
      "Total key metrics reports for MVIS: 109\n",
      "Total key metrics reports for OTEX: 112\n",
      "Total key metrics reports for CNM: 15\n",
      "Total key metrics reports for RGP: 94\n",
      "Total key metrics reports for OI: 131\n",
      "Total key metrics reports for SABR: 45\n",
      "Total key metrics reports for SR: 154\n",
      "Total key metrics reports for SHAK: 40\n",
      "Total key metrics reports for ZETA: 15\n",
      "Total key metrics reports for MRTN: 151\n",
      "Total key metrics reports for GTY: 152\n",
      "Total key metrics reports for FCX: 147\n",
      "Total key metrics reports for WRBY: 13\n",
      "Total key metrics reports for MTD: 106\n",
      "Total key metrics reports for TYRA: 13\n",
      "Total key metrics reports for PMT: 57\n",
      "Total key metrics reports for CLFD: 142\n",
      "Total key metrics reports for RXT: 19\n",
      "Total key metrics reports for STGW: 118\n",
      "Total key metrics reports for VRNT: 80\n",
      "Total key metrics reports for DORM: 139\n",
      "Total key metrics reports for MS: 153\n",
      "Total key metrics reports for ATEX: 40\n",
      "Total key metrics reports for ESQ: 36\n",
      "Total key metrics reports for GRMN: 95\n",
      "Total key metrics reports for RBOT: 14\n",
      "Total key metrics reports for CANO: 14\n",
      "Total key metrics reports for FHTX: 19\n",
      "Total key metrics reports for PRTA: 47\n",
      "Total key metrics reports for BFAM: 80\n",
      "Total key metrics reports for EQBK: 39\n",
      "Total key metrics reports for CHEF: 55\n",
      "Total key metrics reports for LAZR: 20\n",
      "Total key metrics reports for UTI: 83\n",
      "Total key metrics reports for CVLY: 114\n",
      "Total key metrics reports for HUBB: 154\n",
      "Total key metrics reports for FOXA: 25\n",
      "Total key metrics reports for KURA: 63\n",
      "No STHO key metrics reports: kms=[]\n",
      "Total key metrics reports for MCS: 153\n",
      "Total key metrics reports for HCC: 31\n",
      "Total key metrics reports for OPFI: 15\n",
      "Total key metrics reports for CPK: 153\n",
      "Total key metrics reports for OSG: 153\n",
      "Total key metrics reports for MHK: 131\n",
      "Total key metrics reports for ONTO: 114\n",
      "Total key metrics reports for VTNR: 110\n",
      "Total key metrics reports for PAYX: 154\n",
      "Total key metrics reports for PARR: 124\n",
      "No BITO key metrics reports: kms=[]\n",
      "Total key metrics reports for LOCO: 43\n",
      "Total key metrics reports for PGRE: 41\n",
      "Total key metrics reports for CGEM: 16\n",
      "Total key metrics reports for ESTC: 26\n",
      "Total key metrics reports for BAX: 153\n",
      "Total key metrics reports for ALLY: 87\n",
      "Total key metrics reports for ABNB: 16\n",
      "Total key metrics reports for BSIG: 41\n",
      "Total key metrics reports for VFC: 153\n",
      "Total key metrics reports for IMXI: 28\n",
      "Total key metrics reports for UNP: 154\n",
      "Total key metrics reports for ICHR: 32\n",
      "Total key metrics reports for ADI: 153\n",
      "Total key metrics reports for GPRE: 78\n",
      "Total key metrics reports for DOMO: 27\n",
      "Total key metrics reports for TSP: 15\n",
      "Total key metrics reports for SAH: 107\n",
      "Total key metrics reports for PLXS: 153\n",
      "Total key metrics reports for ACLS: 95\n",
      "Total key metrics reports for BLK: 99\n",
      "Total key metrics reports for STC: 153\n",
      "Total key metrics reports for YMAB: 25\n",
      "Total key metrics reports for SHEN: 121\n",
      "Total key metrics reports for ZWS: 114\n",
      "Total key metrics reports for DRH: 75\n",
      "Total key metrics reports for PATH: 15\n",
      "Total key metrics reports for COCO: 13\n",
      "Total key metrics reports for CFFN: 100\n",
      "Total key metrics reports for SITC: 123\n",
      "Total key metrics reports for SCWO: 106\n",
      "Total key metrics reports for MBWM: 104\n",
      "Total key metrics reports for MCD: 153\n",
      "Total key metrics reports for FRME: 147\n",
      "Total key metrics reports for ACIW: 120\n",
      "Total key metrics reports for INTT: 107\n",
      "Total key metrics reports for PAGS: 28\n",
      "Total key metrics reports for GWRE: 58\n",
      "Total key metrics reports for OPCH: 111\n",
      "Total key metrics reports for AIR: 154\n",
      "Total key metrics reports for TRTX: 29\n",
      "Total key metrics reports for IIPR: 30\n",
      "Total key metrics reports for WRK: 128\n",
      "Total key metrics reports for URBN: 121\n",
      "Total key metrics reports for NTRA: 38\n",
      "Total key metrics reports for EVRG: 153\n",
      "Total key metrics reports for AORT: 131\n",
      "Total key metrics reports for OCN: 111\n",
      "Total key metrics reports for LEN: 154\n",
      "Total key metrics reports for MSTR: 103\n",
      "Total key metrics reports for THR: 56\n",
      "Total key metrics reports for ARRY: 17\n",
      "Total key metrics reports for CLMB: 119\n",
      "Total key metrics reports for BGXX: 11\n",
      "Total key metrics reports for HLNE: 33\n",
      "Total key metrics reports for CRDO: 12\n",
      "Total key metrics reports for BLFY: 15\n",
      "Total key metrics reports for CNTY: 119\n",
      "Total key metrics reports for NTNX: 35\n",
      "Total key metrics reports for DVA: 117\n",
      "Total key metrics reports for NYT: 153\n",
      "Total key metrics reports for MOFG: 118\n",
      "Total key metrics reports for MMI: 45\n",
      "Total key metrics reports for WMT: 153\n",
      "Total key metrics reports for ALL: 127\n",
      "Total key metrics reports for HGV: 35\n",
      "Total key metrics reports for IPG: 153\n",
      "Total key metrics reports for DEI: 73\n",
      "Total key metrics reports for EYE: 29\n",
      "Total key metrics reports for CBZ: 119\n",
      "Total key metrics reports for SPOK: 81\n",
      "Total key metrics reports for FENC: 92\n",
      "Total key metrics reports for LTC: 124\n",
      "Total key metrics reports for OEC: 43\n",
      "Total key metrics reports for THRY: 40\n",
      "Total key metrics reports for ELV: 89\n",
      "Total key metrics reports for PCT: 16\n",
      "Total key metrics reports for NNOX: 21\n",
      "Total key metrics reports for PDLB: 30\n",
      "Total key metrics reports for OKTA: 32\n",
      "Total key metrics reports for GH: 25\n",
      "Total key metrics reports for DOCN: 15\n",
      "Total key metrics reports for AVA: 153\n",
      "Total key metrics reports for HRL: 153\n",
      "Total key metrics reports for RXST: 15\n",
      "Total key metrics reports for OTLK: 36\n",
      "Total key metrics reports for PINS: 23\n",
      "Total key metrics reports for ACN: 89\n",
      "Total key metrics reports for BUSE: 112\n",
      "Total key metrics reports for FCEL: 126\n",
      "Total key metrics reports for OSCR: 15\n",
      "Total key metrics reports for MEDP: 36\n",
      "Total key metrics reports for AZN: 123\n",
      "Total key metrics reports for INDI: 14\n",
      "Total key metrics reports for ASTS: 19\n",
      "Total key metrics reports for SSB: 112\n",
      "Total key metrics reports for SDGR: 22\n",
      "Total key metrics reports for FNKO: 30\n",
      "Total key metrics reports for RMR: 37\n",
      "Total key metrics reports for GDDY: 43\n",
      "Total key metrics reports for TMCI: 15\n",
      "Total key metrics reports for ALRS: 45\n",
      "Total key metrics reports for HUMA: 15\n",
      "Total key metrics reports for BOWL: 13\n",
      "Total key metrics reports for TPX: 83\n",
      "Total key metrics reports for SCL: 153\n",
      "Total key metrics reports for SBSI: 115\n",
      "Total key metrics reports for WKHS: 63\n",
      "Total key metrics reports for VICR: 143\n",
      "Total key metrics reports for DCGO: 14\n",
      "Total key metrics reports for HUBS: 41\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR:root:Connection to https://financialmodelingprep.com/api/v3/key-metrics/BHVN failed:  DNS failure, refused connection or some other connection related issue.\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total key metrics reports for OGS: 48\n",
      "No BHVN key metrics reports: kms=None\n",
      "Total key metrics reports for CPE: 119\n",
      "Total key metrics reports for DOLE: 14\n",
      "Total key metrics reports for WULF: 73\n",
      "Total key metrics reports for NX: 96\n",
      "Total key metrics reports for RCKT: 40\n",
      "Total key metrics reports for SLP: 109\n",
      "Total key metrics reports for COF: 119\n",
      "Total key metrics reports for IPI: 66\n",
      "Total key metrics reports for DHR: 154\n",
      "Total key metrics reports for PLAY: 47\n",
      "Total key metrics reports for INVH: 32\n",
      "Total key metrics reports for ALTM: 4\n",
      "Total key metrics reports for FFIC: 111\n",
      "Total key metrics reports for PRLD: 17\n",
      "Total key metrics reports for YUM: 105\n",
      "Total key metrics reports for NBIX: 111\n",
      "Total key metrics reports for EXPE: 77\n",
      "Total key metrics reports for NTAP: 112\n",
      "Total key metrics reports for SYBT: 132\n",
      "Total key metrics reports for AVNS: 43\n",
      "Total key metrics reports for NAUT: 20\n",
      "Total key metrics reports for AMBA: 51\n",
      "Total key metrics reports for AFL: 153\n",
      "Total key metrics reports for ACHR: 13\n",
      "Total key metrics reports for CWK: 28\n",
      "Total key metrics reports for NHC: 131\n",
      "Total key metrics reports for NAT: 103\n",
      "Total key metrics reports for SSP: 151\n",
      "Total key metrics reports for FANG: 56\n",
      "Total key metrics reports for KMX: 107\n",
      "Total key metrics reports for BHIL: 13\n",
      "Total key metrics reports for TCMD: 37\n",
      "Total key metrics reports for CARS: 34\n",
      "Total key metrics reports for TELL: 153\n",
      "Total key metrics reports for PNTG: 21\n",
      "Total key metrics reports for BDC: 121\n",
      "Total key metrics reports for AIT: 154\n",
      "Total key metrics reports for OII: 152\n",
      "Total key metrics reports for PCB: 42\n",
      "Total key metrics reports for MLYS: 8\n",
      "Total key metrics reports for PH: 153\n",
      "Total key metrics reports for VGR: 145\n",
      "Total key metrics reports for ORCL: 154\n",
      "Total key metrics reports for MLAB: 146\n",
      "Total key metrics reports for J: 153\n",
      "Total key metrics reports for NVRI: 153\n",
      "Total key metrics reports for VLTO: 4\n",
      "Total key metrics reports for HLLY: 14\n",
      "Total key metrics reports for CVNA: 31\n",
      "Total key metrics reports for PECO: 54\n",
      "Total key metrics reports for QLYS: 51\n",
      "Total key metrics reports for AIRS: 13\n",
      "Total key metrics reports for HYLN: 19\n",
      "Total key metrics reports for SKYW: 154\n",
      "Total key metrics reports for FOA: 14\n",
      "Total key metrics reports for JELD: 35\n",
      "Total key metrics reports for VATE: 109\n",
      "Total key metrics reports for COTY: 50\n",
      "Total key metrics reports for TMDX: 23\n",
      "Total key metrics reports for COMM: 47\n",
      "Total key metrics reports for EDU: 70\n",
      "Total key metrics reports for CNP: 153\n",
      "Total key metrics reports for BR: 71\n",
      "Total key metrics reports for EQR: 124\n",
      "Total key metrics reports for MAX: 19\n",
      "Total key metrics reports for FLS: 153\n",
      "Total key metrics reports for PI: 37\n",
      "Total key metrics reports for WKC: 152\n",
      "Total key metrics reports for STAA: 143\n",
      "No P5N994 key metrics reports: kms=[]\n",
      "Total key metrics reports for NTGR: 83\n",
      "Total key metrics reports for SMBK: 89\n",
      "Total key metrics reports for LCTX: 126\n",
      "Total key metrics reports for FIBK: 87\n",
      "Total key metrics reports for HBCP: 67\n",
      "Total key metrics reports for GSAT: 75\n",
      "Total key metrics reports for CAG: 154\n",
      "Total key metrics reports for VUZI: 61\n",
      "Total key metrics reports for CTGO: 56\n",
      "Total key metrics reports for GCBC: 101\n",
      "Total key metrics reports for HPK: 17\n",
      "Total key metrics reports for DXLG: 151\n",
      "Total key metrics reports for STBA: 135\n",
      "Total key metrics reports for FMBH: 100\n",
      "Total key metrics reports for CSCO: 145\n",
      "Total key metrics reports for VOXX: 152\n",
      "Total key metrics reports for ORLY: 123\n",
      "Total key metrics reports for CMCL: 139\n",
      "Total key metrics reports for VIGL: 13\n",
      "Total key metrics reports for WST: 153\n",
      "Total key metrics reports for LOGI: 115\n",
      "Total key metrics reports for MTB: 153\n",
      "Total key metrics reports for SITM: 20\n",
      "Total key metrics reports for CMPX: 22\n",
      "Total key metrics reports for MIR: 19\n",
      "Total key metrics reports for GSHD: 27\n",
      "Total key metrics reports for NOW: 53\n",
      "Total key metrics reports for AVTE: 15\n",
      "Total key metrics reports for ATLO: 90\n",
      "Total key metrics reports for FIVN: 43\n",
      "Total key metrics reports for BBAI: 13\n",
      "Total key metrics reports for CLDX: 152\n",
      "Total key metrics reports for HPE: 38\n",
      "Total key metrics reports for BPMC: 39\n",
      "Total key metrics reports for PHM: 153\n",
      "Total key metrics reports for ALDX: 44\n",
      "Total key metrics reports for MAS: 153\n",
      "Total key metrics reports for EVLV: 14\n",
      "Total key metrics reports for GIII: 140\n",
      "Total key metrics reports for STEP: 18\n",
      "Total key metrics reports for INMD: 23\n",
      "Total key metrics reports for KAI: 127\n",
      "Total key metrics reports for CVRX: 15\n",
      "Total key metrics reports for MXCT: 25\n",
      "Total key metrics reports for NECB: 63\n",
      "Total key metrics reports for PBF: 51\n",
      "Total key metrics reports for SANA: 16\n",
      "Total key metrics reports for FFWM: 46\n",
      "Total key metrics reports for NSIT: 116\n",
      "Total key metrics reports for TVTX: 62\n",
      "Total key metrics reports for HLMN: 17\n",
      "Total key metrics reports for ASPN: 48\n",
      "Total key metrics reports for V: 71\n",
      "Total key metrics reports for JBLU: 87\n",
      "Total key metrics reports for GBIO: 19\n",
      "Total key metrics reports for BV: 25\n",
      "Total key metrics reports for OM: 17\n",
      "Total key metrics reports for MTDR: 55\n",
      "Total key metrics reports for NUVL: 15\n",
      "Total key metrics reports for ALXO: 19\n",
      "Total key metrics reports for LAND: 49\n",
      "Total key metrics reports for GFF: 153\n",
      "Total key metrics reports for BRP: 21\n",
      "Total key metrics reports for AKRO: 23\n",
      "Total key metrics reports for BFST: 36\n",
      "Total key metrics reports for DDD: 143\n",
      "Total key metrics reports for NNI: 83\n",
      "Total key metrics reports for BTMD: 11\n",
      "Total key metrics reports for COLB: 128\n",
      "Total key metrics reports for MED: 109\n",
      "Total key metrics reports for MIRM: 20\n",
      "Total key metrics reports for SGHC: 12\n",
      "Total key metrics reports for T: 154\n",
      "Total key metrics reports for AIN: 153\n",
      "Total key metrics reports for CZNC: 115\n",
      "Total key metrics reports for BCPC: 153\n",
      "Total key metrics reports for VERI: 34\n",
      "Total key metrics reports for STRL: 111\n",
      "Total key metrics reports for RAMP: 153\n",
      "Total key metrics reports for ORGO: 31\n",
      "Total key metrics reports for BGC: 107\n",
      "Total key metrics reports for OB: 45\n",
      "Total key metrics reports for RIGL: 95\n",
      "Total key metrics reports for NEWT: 94\n",
      "Total key metrics reports for PYPL: 39\n",
      "Total key metrics reports for UCTT: 83\n",
      "Total key metrics reports for FOUR: 19\n",
      "Total key metrics reports for ADNT: 36\n",
      "Total key metrics reports for CLAR: 103\n",
      "Total key metrics reports for ARR: 65\n",
      "Total key metrics reports for DX: 138\n",
      "Total key metrics reports for LLY: 153\n",
      "Total key metrics reports for EPC: 100\n",
      "Total key metrics reports for NXPI: 59\n",
      "Total key metrics reports for SPXC: 153\n",
      "Total key metrics reports for CHRW: 111\n",
      "Total key metrics reports for OLO: 15\n",
      "Total key metrics reports for EPAC: 153\n",
      "Total key metrics reports for ESGR: 99\n",
      "Total key metrics reports for STRA: 111\n",
      "Total key metrics reports for WBS: 147\n",
      "Total key metrics reports for HOLI: 72\n",
      "Total key metrics reports for STER: 13\n",
      "Total key metrics reports for CWCO: 127\n",
      "Total key metrics reports for MMS: 108\n",
      "Total key metrics reports for SHLS: 16\n",
      "Total key metrics reports for GLNG: 84\n",
      "Total key metrics reports for HI: 68\n",
      "Total key metrics reports for SES: 63\n",
      "Total key metrics reports for ELME: 153\n",
      "Total key metrics reports for PGTI: 79\n",
      "Total key metrics reports for MOV: 127\n",
      "Total key metrics reports for MFC: 99\n",
      "Total key metrics reports for OSPN: 102\n",
      "Total key metrics reports for MTRN: 153\n",
      "Total key metrics reports for SPNS: 125\n",
      "Total key metrics reports for ZVIA: 15\n",
      "Total key metrics reports for INFU: 71\n",
      "Total key metrics reports for ZYME: 32\n",
      "Total key metrics reports for SEAS: 48\n",
      "Total key metrics reports for NODK: 33\n",
      "Total key metrics reports for TRST: 141\n",
      "Total key metrics reports for KR: 153\n",
      "Total key metrics reports for LSEA: 22\n",
      "Total key metrics reports for UNH: 153\n",
      "Total key metrics reports for FRPH: 153\n",
      "Total key metrics reports for AMAT: 153\n",
      "Total key metrics reports for STRS: 126\n",
      "Total key metrics reports for WWW: 153\n",
      "Total key metrics reports for TWI: 131\n",
      "Total key metrics reports for XP: 20\n",
      "Total key metrics reports for DLTH: 37\n",
      "Total key metrics reports for UVSP: 118\n",
      "Total key metrics reports for PDM: 87\n",
      "Total key metrics reports for DHX: 71\n",
      "Total key metrics reports for ANDE: 111\n",
      "Total key metrics reports for TTSH: 51\n",
      "Total key metrics reports for FF: 70\n",
      "Total key metrics reports for TTEC: 111\n",
      "Total key metrics reports for BRT: 153\n",
      "Total key metrics reports for PAR: 153\n",
      "Total key metrics reports for EWTX: 15\n",
      "Total key metrics reports for CLB: 113\n",
      "Total key metrics reports for GEFB: 65\n",
      "Total key metrics reports for BCAB: 16\n",
      "No BYON key metrics reports: kms=[]\n",
      "Total key metrics reports for WAFD: 154\n",
      "Total key metrics reports for IIIN: 154\n",
      "Total key metrics reports for MTSI: 53\n",
      "Total key metrics reports for THRD: 9\n",
      "Total key metrics reports for GPOR: 104\n",
      "Total key metrics reports for HNI: 153\n",
      "Total key metrics reports for AMCX: 55\n",
      "Total key metrics reports for BKNG: 99\n",
      "Total key metrics reports for UPS: 99\n",
      "Total key metrics reports for GIC: 115\n",
      "Total key metrics reports for CDNA: 43\n",
      "Total key metrics reports for BBIO: 23\n",
      "Total key metrics reports for BBSI: 123\n",
      "Total key metrics reports for STRO: 25\n",
      "Total key metrics reports for NTST: 19\n",
      "Total key metrics reports for CTS: 153\n",
      "Total key metrics reports for CARA: 44\n",
      "Total key metrics reports for COOP: 132\n",
      "Total key metrics reports for COKE: 153\n",
      "Total key metrics reports for MRC: 55\n",
      "Total key metrics reports for LWLG: 71\n",
      "Total key metrics reports for VRTS: 71\n",
      "Total key metrics reports for RY: 120\n",
      "Total key metrics reports for FWRD: 119\n",
      "Total key metrics reports for ABR: 79\n",
      "Total key metrics reports for FELE: 135\n",
      "Total key metrics reports for UEC: 75\n",
      "Total key metrics reports for NMRK: 29\n",
      "Total key metrics reports for ZNTL: 19\n",
      "Total key metrics reports for GRNT: 9\n",
      "Total key metrics reports for TSQ: 43\n",
      "Total key metrics reports for AGEN: 95\n",
      "Total key metrics reports for RYI: 60\n",
      "Total key metrics reports for SBCF: 153\n",
      "Total key metrics reports for OFIX: 131\n",
      "Total key metrics reports for ARES: 43\n",
      "Total key metrics reports for VMC: 153\n",
      "Total key metrics reports for PFE: 153\n",
      "Total key metrics reports for DOCU: 27\n",
      "Total key metrics reports for DRQ: 107\n",
      "Total key metrics reports for ONL: 14\n",
      "Total key metrics reports for CENT: 126\n",
      "Total key metrics reports for WGO: 154\n",
      "No HG key metrics reports: kms=[]\n",
      "Total key metrics reports for DCOM: 113\n",
      "Total key metrics reports for GPC: 153\n",
      "Total key metrics reports for BFLY: 15\n",
      "Total key metrics reports for MTCH: 124\n",
      "Total key metrics reports for HPP: 60\n",
      "Total key metrics reports for OBDC: 31\n",
      "Total key metrics reports for PAYS: 53\n",
      "Total key metrics reports for AVB: 119\n",
      "Total key metrics reports for L: 153\n",
      "Total key metrics reports for INCY: 121\n",
      "Total key metrics reports for DELL: 43\n",
      "Total key metrics reports for MCRI: 123\n",
      "Total key metrics reports for MLP: 115\n",
      "Total key metrics reports for ACRV: 9\n",
      "Total key metrics reports for RPHM: 16\n",
      "Total key metrics reports for ALT: 74\n",
      "Total key metrics reports for AMEH: 78\n",
      "Total key metrics reports for AEO: 124\n",
      "No ICSUAGD key metrics reports: kms=[]\n",
      "Total key metrics reports for DUOL: 15\n",
      "Total key metrics reports for BLD: 39\n",
      "Total key metrics reports for ADEA: 83\n",
      "Total key metrics reports for COOK: 15\n",
      "Total key metrics reports for AVAV: 78\n",
      "Total key metrics reports for KVUE: 8\n",
      "Total key metrics reports for HUBG: 112\n",
      "Total key metrics reports for NRIX: 17\n",
      "Total key metrics reports for DLR: 81\n",
      "Total key metrics reports for BIRD: 13\n",
      "Total key metrics reports for INSW: 35\n",
      "Total key metrics reports for ARTNA: 115\n",
      "Total key metrics reports for CHRD: 58\n",
      "Total key metrics reports for EA: 139\n",
      "Total key metrics reports for HEAR: 57\n",
      "Total key metrics reports for THS: 78\n",
      "Total key metrics reports for EVCM: 15\n",
      "Total key metrics reports for CTVA: 23\n",
      "Total key metrics reports for GOCO: 18\n",
      "Total key metrics reports for DVAX: 83\n",
      "Total key metrics reports for KNTK: 27\n",
      "Total key metrics reports for DFIN: 35\n",
      "Total key metrics reports for RBBN: 95\n",
      "Total key metrics reports for TTMI: 95\n",
      "Total key metrics reports for BOOM: 139\n",
      "Total key metrics reports for HIBB: 110\n",
      "Total key metrics reports for ITW: 153\n",
      "Total key metrics reports for MRNA: 24\n",
      "Total key metrics reports for PRA: 131\n",
      "Total key metrics reports for TNYA: 15\n",
      "Total key metrics reports for VBTX: 44\n",
      "Total key metrics reports for STLD: 116\n",
      "Total key metrics reports for CEVA: 86\n",
      "Total key metrics reports for EL: 117\n",
      "Total key metrics reports for CVI: 71\n",
      "Total key metrics reports for SWKH: 99\n",
      "Total key metrics reports for ZVRA: 40\n",
      "Total key metrics reports for HSTM: 95\n",
      "Total key metrics reports for PTGX: 35\n",
      "Total key metrics reports for BMEA: 13\n",
      "Total key metrics reports for ALLO: 24\n",
      "Total key metrics reports for BCML: 44\n",
      "Total key metrics reports for GOGO: 52\n",
      "Total key metrics reports for UCBI: 95\n",
      "Total key metrics reports for FBRT: 43\n",
      "Total key metrics reports for FBMS: 95\n",
      "Total key metrics reports for SAGE: 43\n",
      "Total key metrics reports for TSVT: 14\n",
      "Total key metrics reports for BHR: 43\n",
      "Total key metrics reports for CRSP: 33\n",
      "Total key metrics reports for NWN: 153\n",
      "Total key metrics reports for NVAX: 111\n",
      "Total key metrics reports for HROW: 69\n",
      "Total key metrics reports for TXRH: 81\n",
      "Total key metrics reports for FE: 107\n",
      "Total key metrics reports for HAL: 154\n",
      "Total key metrics reports for CPSI: 91\n",
      "Total key metrics reports for LIN: 131\n",
      "Total key metrics reports for GTXI: 65\n",
      "Total key metrics reports for VCYT: 46\n",
      "Total key metrics reports for RJF: 153\n",
      "Total key metrics reports for RMAX: 45\n",
      "Total key metrics reports for TNGX: 14\n",
      "Total key metrics reports for BATRA: 44\n",
      "Total key metrics reports for TW: 23\n",
      "Total key metrics reports for RNA: 19\n",
      "Total key metrics reports for PHR: 23\n",
      "Total key metrics reports for AMRK: 43\n",
      "Total key metrics reports for PRU: 88\n",
      "Total key metrics reports for MBI: 147\n",
      "Total key metrics reports for IOSP: 103\n",
      "Total key metrics reports for DUK: 153\n",
      "Total key metrics reports for ABUS: 66\n",
      "Total key metrics reports for SYY: 154\n",
      "Total key metrics reports for ASML: 115\n",
      "Total key metrics reports for GWH: 15\n",
      "Total key metrics reports for TIO: 79\n",
      "Total key metrics reports for SKYX: 33\n",
      "Total key metrics reports for JCI: 154\n",
      "Total key metrics reports for ARCO: 55\n",
      "Total key metrics reports for GIS: 154\n",
      "Total key metrics reports for CHCO: 141\n",
      "Total key metrics reports for CHUY: 55\n",
      "Total key metrics reports for DZSI: 88\n",
      "Total key metrics reports for ODP: 147\n",
      "Total key metrics reports for KE: 43\n",
      "Total key metrics reports for NEXT: 37\n",
      "Total key metrics reports for TARO: 141\n",
      "Total key metrics reports for PSN: 23\n",
      "Total key metrics reports for SHOO: 124\n",
      "Total key metrics reports for NBTB: 131\n",
      "Total key metrics reports for SPHR: 19\n",
      "Total key metrics reports for BLFS: 140\n",
      "Total key metrics reports for POWW: 93\n",
      "Total key metrics reports for DB: 99\n",
      "Total key metrics reports for WRB: 154\n",
      "Total key metrics reports for KALU: 133\n",
      "Total key metrics reports for SGMT: 9\n",
      "Total key metrics reports for FTAI: 40\n",
      "Total key metrics reports for CRC: 43\n",
      "Total key metrics reports for EXPO: 137\n",
      "Total key metrics reports for VHI: 147\n",
      "Total key metrics reports for IGMS: 21\n",
      "Total key metrics reports for CPT: 123\n",
      "Total key metrics reports for DYN: 60\n",
      "Total key metrics reports for KRT: 19\n",
      "Total key metrics reports for ASIX: 35\n",
      "Total key metrics reports for PLRX: 19\n",
      "Total key metrics reports for PNC: 141\n",
      "Total key metrics reports for ARKO: 15\n",
      "Total key metrics reports for PRLB: 55\n",
      "No FLUT key metrics reports: kms=[]\n",
      "Total key metrics reports for AKAM: 99\n",
      "Total key metrics reports for SMCI: 78\n",
      "Total key metrics reports for PACB: 57\n",
      "Total key metrics reports for CHCT: 38\n",
      "Total key metrics reports for ALG: 127\n",
      "Total key metrics reports for PG: 154\n",
      "Total key metrics reports for HCKT: 103\n",
      "Total key metrics reports for PNW: 153\n",
      "Total key metrics reports for ULCC: 17\n",
      "Total key metrics reports for LQDA: 27\n",
      "Total key metrics reports for IHG: 61\n",
      "Total key metrics reports for MDLZ: 92\n",
      "Total key metrics reports for AES: 135\n",
      "Total key metrics reports for BCBP: 83\n",
      "Total key metrics reports for MEC: 23\n",
      "Total key metrics reports for HBI: 71\n",
      "Total key metrics reports for ANET: 43\n",
      "Total key metrics reports for ALIT: 14\n",
      "Total key metrics reports for ESSA: 72\n",
      "Total key metrics reports for CTRA: 140\n",
      "Total key metrics reports for TER: 154\n",
      "Total key metrics reports for GCO: 153\n",
      "Total key metrics reports for AGS: 40\n",
      "Total key metrics reports for KRMD: 94\n",
      "Total key metrics reports for BHE: 140\n",
      "Total key metrics reports for ADMA: 68\n",
      "Total key metrics reports for MVST: 20\n",
      "Total key metrics reports for SLAB: 95\n",
      "Total key metrics reports for MRTX: 75\n",
      "Total key metrics reports for EXLS: 79\n",
      "Total key metrics reports for APPF: 40\n",
      "Total key metrics reports for VIR: 22\n",
      "Total key metrics reports for OMC: 153\n",
      "Total key metrics reports for HBNC: 116\n",
      "Total key metrics reports for USCB: 14\n",
      "Total key metrics reports for VRSK: 63\n",
      "Total key metrics reports for AOS: 153\n",
      "Total key metrics reports for SJM: 153\n",
      "Total key metrics reports for CRK: 151\n",
      "Total key metrics reports for ITI: 153\n",
      "Total key metrics reports for SRI: 107\n",
      "Total key metrics reports for SEMR: 15\n",
      "Total key metrics reports for EVH: 39\n",
      "Total key metrics reports for BATRK: 44\n",
      "Total key metrics reports for NTCT: 99\n",
      "Total key metrics reports for NSP: 115\n",
      "Total key metrics reports for HMST: 54\n",
      "Total key metrics reports for CFB: 23\n",
      "Total key metrics reports for D: 153\n",
      "Total key metrics reports for GTN: 132\n",
      "Total key metrics reports for FCBC: 110\n",
      "Total key metrics reports for WHD: 28\n",
      "Total key metrics reports for PEB: 59\n",
      "Total key metrics reports for XRX: 154\n",
      "Total key metrics reports for ETSY: 39\n",
      "Total key metrics reports for CEIX: 31\n",
      "Total key metrics reports for WERN: 153\n",
      "Total key metrics reports for MHO: 121\n",
      "Total key metrics reports for AMCR: 43\n",
      "Total key metrics reports for WAL: 76\n",
      "Total key metrics reports for PLX: 109\n",
      "Total key metrics reports for EBC: 20\n",
      "Total key metrics reports for AWK: 140\n",
      "Total key metrics reports for DBI: 78\n",
      "Total key metrics reports for NFBK: 78\n",
      "Total key metrics reports for SWBI: 95\n",
      "Total key metrics reports for BFS: 123\n",
      "Total key metrics reports for INBX: 21\n",
      "Total key metrics reports for BG: 91\n",
      "Total key metrics reports for FARO: 107\n",
      "Total key metrics reports for CERS: 107\n",
      "Total key metrics reports for AIG: 153\n",
      "Total key metrics reports for FLNC: 15\n",
      "Total key metrics reports for PGC: 104\n",
      "Total key metrics reports for TRUP: 43\n",
      "Total key metrics reports for ANNX: 19\n",
      "Total key metrics reports for ALCO: 153\n",
      "Total key metrics reports for LBPH: 15\n",
      "Total key metrics reports for RILY: 67\n",
      "Total key metrics reports for NDAQ: 96\n",
      "Total key metrics reports for SSTI: 31\n",
      "Total key metrics reports for MMYT: 54\n",
      "Total key metrics reports for CCNE: 103\n",
      "Total key metrics reports for IT: 120\n",
      "Total key metrics reports for HTLF: 107\n",
      "Total key metrics reports for MKTX: 78\n",
      "Total key metrics reports for CIM: 63\n",
      "Total key metrics reports for LZB: 153\n",
      "Total key metrics reports for HII: 55\n",
      "Total key metrics reports for ABG: 87\n",
      "Total key metrics reports for BASE: 15\n",
      "Total key metrics reports for UFCS: 153\n",
      "Total key metrics reports for GPMT: 31\n",
      "Total key metrics reports for RHI: 154\n",
      "Total key metrics reports for IVT: 73\n",
      "Total key metrics reports for FOR: 66\n",
      "Total key metrics reports for GDYN: 20\n",
      "Total key metrics reports for PLYM: 50\n",
      "Total key metrics reports for ALKT: 18\n",
      "Total key metrics reports for WLLAW: 83\n",
      "Total key metrics reports for STNE: 25\n",
      "Total key metrics reports for YEXT: 33\n",
      "Total key metrics reports for WLY: 153\n",
      "Total key metrics reports for CABA: 21\n",
      "Total key metrics reports for TRMK: 140\n",
      "Total key metrics reports for OSUR: 140\n",
      "Total key metrics reports for VICI: 27\n",
      "No NQH4 key metrics reports: kms=[]\n",
      "Total key metrics reports for SFL: 79\n",
      "Total key metrics reports for PAYC: 45\n",
      "Total key metrics reports for HOUS: 55\n",
      "Total key metrics reports for SONO: 26\n",
      "Total key metrics reports for AMAL: 27\n",
      "Total key metrics reports for NSC: 153\n",
      "Total key metrics reports for ORIC: 19\n",
      "Total key metrics reports for MSCI: 75\n",
      "Total key metrics reports for DRI: 118\n",
      "Total key metrics reports for PBFS: 23\n",
      "Total key metrics reports for GOLF: 35\n",
      "Total key metrics reports for HUM: 135\n",
      "Total key metrics reports for HA: 119\n",
      "Total key metrics reports for ROST: 153\n",
      "Total key metrics reports for EWCZ: 15\n",
      "Total key metrics reports for GRWG: 34\n",
      "Total key metrics reports for ED: 153\n",
      "Total key metrics reports for REI: 70\n",
      "Total key metrics reports for CENX: 111\n",
      "Total key metrics reports for SXT: 153\n",
      "Total key metrics reports for GBCI: 152\n",
      "Total key metrics reports for FAST: 148\n",
      "Total key metrics reports for AROC: 93\n",
      "Total key metrics reports for CRCT: 16\n",
      "Total key metrics reports for XOMA: 153\n",
      "Total key metrics reports for HP: 154\n",
      "Total key metrics reports for ARM: 3\n",
      "Total key metrics reports for GNTY: 65\n",
      "Total key metrics reports for WALD: 7\n",
      "Total key metrics reports for DNLI: 28\n",
      "Total key metrics reports for OLMA: 16\n",
      "Total key metrics reports for FN: 63\n",
      "Total key metrics reports for CMTL: 141\n",
      "Total key metrics reports for DE: 153\n",
      "Total key metrics reports for AGO: 83\n",
      "Total key metrics reports for VKTX: 42\n",
      "Total key metrics reports for AKR: 119\n",
      "Total key metrics reports for SEAT: 14\n",
      "Total key metrics reports for GTLS: 129\n",
      "Total key metrics reports for ACET: 64\n",
      "Total key metrics reports for IRM: 108\n",
      "Total key metrics reports for B: 153\n",
      "Total key metrics reports for ARI: 57\n",
      "Total key metrics reports for COR: 116\n",
      "Total key metrics reports for PR: 31\n",
      "Total key metrics reports for FWRG: 15\n",
      "Total key metrics reports for FTCI: 15\n",
      "Total key metrics reports for AMPX: 10\n",
      "Total key metrics reports for IMVT: 19\n",
      "Total key metrics reports for BLNK: 67\n",
      "Total key metrics reports for EXC: 153\n",
      "Total key metrics reports for AFYA: 23\n",
      "Total key metrics reports for AMSF: 83\n",
      "Total key metrics reports for PXD: 107\n",
      "Total key metrics reports for MSFT: 154\n",
      "Total key metrics reports for TSN: 153\n",
      "Total key metrics reports for TWST: 23\n",
      "No WS key metrics reports: kms=[]\n",
      "Total key metrics reports for ANGO: 82\n",
      "Total key metrics reports for HAIN: 121\n",
      "Total key metrics reports for LPRO: 18\n",
      "Total key metrics reports for LEGH: 24\n",
      "Total key metrics reports for EVBG: 33\n",
      "Total key metrics reports for ULTA: 75\n",
      "Total key metrics reports for PIII: 12\n",
      "Total key metrics reports for SMAR: 27\n",
      "Total key metrics reports for INFA: 13\n",
      "Total key metrics reports for C: 140\n",
      "Total key metrics reports for POOL: 119\n",
      "Total key metrics reports for PWSC: 15\n",
      "Total key metrics reports for NAPA: 16\n",
      "Total key metrics reports for ALPN: 39\n",
      "Total key metrics reports for OBIO: 6\n",
      "Total key metrics reports for LYB: 57\n",
      "Total key metrics reports for SPWR: 77\n",
      "Total key metrics reports for FSR: 21\n",
      "Total key metrics reports for TCBX: 14\n",
      "Total key metrics reports for BOOT: 42\n",
      "Total key metrics reports for PLSE: 35\n",
      "Total key metrics reports for VLO: 153\n",
      "Total key metrics reports for TBPH: 43\n",
      "Total key metrics reports for AAN: 115\n",
      "Total key metrics reports for GPK: 131\n",
      "Total key metrics reports for ITRI: 123\n",
      "Total key metrics reports for UDMY: 13\n",
      "Total key metrics reports for REG: 119\n",
      "Total key metrics reports for NXRT: 39\n",
      "Total key metrics reports for NL: 147\n",
      "No LGFB key metrics reports: kms=[]\n",
      "Total key metrics reports for GPI: 107\n",
      "Total key metrics reports for CE: 79\n",
      "Total key metrics reports for GRTS: 25\n",
      "Total key metrics reports for SFNC: 134\n",
      "Total key metrics reports for BAC: 127\n",
      "Total key metrics reports for NG: 108\n",
      "Total key metrics reports for ODD: 6\n",
      "Total key metrics reports for TRIP: 52\n",
      "Total key metrics reports for HSIC: 119\n",
      "Total key metrics reports for ALTG: 24\n",
      "Total key metrics reports for CNO: 83\n",
      "Total key metrics reports for LNN: 149\n",
      "Total key metrics reports for TPIC: 38\n",
      "Total key metrics reports for AGM: 127\n",
      "Total key metrics reports for INTA: 14\n",
      "Total key metrics reports for XYL: 54\n",
      "Total key metrics reports for BFH: 93\n",
      "Total key metrics reports for TFIN: 42\n",
      "Total key metrics reports for ATKR: 36\n",
      "Total key metrics reports for ERJ: 93\n",
      "Total key metrics reports for VABK: 66\n",
      "Total key metrics reports for SKT: 123\n",
      "Total key metrics reports for DG: 153\n",
      "Total key metrics reports for BJRI: 111\n",
      "Total key metrics reports for BMY: 147\n",
      "Total key metrics reports for EDIT: 36\n",
      "Total key metrics reports for EU: 55\n",
      "Total key metrics reports for GMRE: 48\n",
      "Total key metrics reports for WTTR: 31\n",
      "Total key metrics reports for SAFE: 137\n",
      "Total key metrics reports for HLX: 115\n",
      "Total key metrics reports for VMD: 27\n",
      "Total key metrics reports for CDRE: 15\n",
      "Total key metrics reports for ARCH: 147\n",
      "Total key metrics reports for AI: 18\n",
      "Total key metrics reports for TROX: 68\n",
      "Total key metrics reports for RVLV: 23\n",
      "Total key metrics reports for IBTX: 48\n",
      "Total key metrics reports for MDC: 154\n",
      "Total key metrics reports for TECH: 137\n",
      "Total key metrics reports for FMX: 103\n",
      "Total key metrics reports for UUUU: 91\n",
      "Total key metrics reports for AUR: 11\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR:root:Connection to https://financialmodelingprep.com/api/v3/key-metrics/MGM failed:  DNS failure, refused connection or some other connection related issue.\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "No MGM key metrics reports: kms=None\n",
      "Total key metrics reports for CMCSA: 154\n",
      "Total key metrics reports for PFBC: 79\n",
      "Total key metrics reports for LPSN: 95\n",
      "Total key metrics reports for SKIL: 19\n",
      "Total key metrics reports for TOL: 153\n",
      "Total key metrics reports for IAS: 15\n",
      "Total key metrics reports for PRFT: 98\n",
      "Total key metrics reports for SPCE: 26\n",
      "Total key metrics reports for EMN: 123\n",
      "Total key metrics reports for LIVN: 123\n",
      "Total key metrics reports for KMI: 59\n",
      "Total key metrics reports for BXMT: 134\n",
      "Total key metrics reports for LRMR: 38\n",
      "Total key metrics reports for NGVC: 52\n",
      "Total key metrics reports for STN: 107\n",
      "Total key metrics reports for CF: 76\n",
      "No RNAC key metrics reports: kms=[]\n",
      "Total key metrics reports for ORA: 79\n",
      "Total key metrics reports for CBT: 153\n",
      "Total key metrics reports for SMMF: 112\n",
      "Total key metrics reports for INDB: 154\n",
      "Total key metrics reports for CAC: 111\n",
      "Total key metrics reports for TCX: 111\n",
      "Total key metrics reports for ARAY: 77\n",
      "Total key metrics reports for CTLT: 45\n",
      "Total key metrics reports for FDP: 107\n",
      "Total key metrics reports for RDNT: 110\n",
      "Total key metrics reports for PRAA: 85\n",
      "Total key metrics reports for TPC: 153\n",
      "Total key metrics reports for XPEL: 67\n",
      "Total key metrics reports for SIG: 151\n",
      "Total key metrics reports for LBC: 28\n",
      "Total key metrics reports for BCC: 49\n",
      "Total key metrics reports for NTB: 33\n",
      "Total key metrics reports for KALV: 43\n",
      "Total key metrics reports for HBAN: 142\n",
      "Total key metrics reports for NVGS: 50\n",
      "Total key metrics reports for ZIP: 15\n",
      "Total key metrics reports for GNLX: 15\n",
      "Total key metrics reports for APPN: 31\n",
      "Total key metrics reports for HLVX: 11\n",
      "Total key metrics reports for RLAY: 19\n",
      "Total key metrics reports for INST: 34\n",
      "Total key metrics reports for NEO: 96\n",
      "Total key metrics reports for PMTS: 39\n",
      "Total key metrics reports for HES: 153\n",
      "Total key metrics reports for WTW: 91\n",
      "Total key metrics reports for SPG: 123\n",
      "Total key metrics reports for ASB: 153\n",
      "Total key metrics reports for PNM: 153\n",
      "Total key metrics reports for VGAS: 13\n",
      "Total key metrics reports for MUR: 154\n",
      "Total key metrics reports for EGLE: 75\n",
      "Total key metrics reports for BRKL: 103\n",
      "Total key metrics reports for MNTK: 16\n",
      "Total key metrics reports for ATRI: 153\n",
      "Total key metrics reports for IIIV: 26\n",
      "Total key metrics reports for OABI: 10\n",
      "Total key metrics reports for DSGR: 153\n",
      "Total key metrics reports for QCOM: 137\n",
      "Total key metrics reports for EVEX: 12\n",
      "Total key metrics reports for ATRA: 43\n",
      "Total key metrics reports for MSI: 153\n",
      "Total key metrics reports for URGN: 30\n",
      "Total key metrics reports for OPI: 63\n",
      "Total key metrics reports for CAKE: 125\n",
      "Total key metrics reports for FRT: 153\n",
      "Total key metrics reports for MCY: 153\n",
      "Total key metrics reports for RELL: 154\n",
      "Total key metrics reports for WSM: 153\n",
      "Total key metrics reports for NRC: 107\n",
      "Total key metrics reports for EFX: 153\n",
      "Total key metrics reports for UTL: 153\n",
      "Total key metrics reports for WSFS: 151\n",
      "Total key metrics reports for WD: 57\n",
      "Total key metrics reports for MDB: 29\n",
      "Total key metrics reports for SWTX: 21\n",
      "Total key metrics reports for DDOG: 21\n",
      "Total key metrics reports for CMBM: 23\n",
      "Total key metrics reports for XMTR: 15\n",
      "Total key metrics reports for LEU: 100\n",
      "Total key metrics reports for AZO: 137\n",
      "Total key metrics reports for ENVX: 13\n",
      "Total key metrics reports for TTGT: 75\n",
      "Total key metrics reports for LBAI: 99\n",
      "Total key metrics reports for RACE: 39\n",
      "Total key metrics reports for DC: 11\n",
      "Total key metrics reports for CPRT: 121\n",
      "Total key metrics reports for PRI: 63\n",
      "Total key metrics reports for OIS: 95\n",
      "Total key metrics reports for WAB: 123\n",
      "Total key metrics reports for GM: 60\n",
      "Total key metrics reports for DGII: 144\n",
      "Total key metrics reports for GOOG: 81\n",
      "Total key metrics reports for NI: 153\n",
      "Total key metrics reports for SVV: 13\n",
      "Total key metrics reports for ENR: 40\n",
      "Total key metrics reports for SCCO: 115\n",
      "Total key metrics reports for RCEL: 84\n",
      "Total key metrics reports for VSTS: 5\n",
      "Total key metrics reports for BALY: 27\n",
      "Total key metrics reports for NN: 11\n",
      "Total key metrics reports for CCI: 108\n",
      "Total key metrics reports for EME: 119\n",
      "Total key metrics reports for IKNA: 15\n",
      "Total key metrics reports for FFIN: 124\n",
      "Total key metrics reports for UDR: 153\n",
      "Total key metrics reports for IR: 31\n",
      "Total key metrics reports for MTX: 131\n",
      "Total key metrics reports for IRT: 57\n",
      "Total key metrics reports for TEAM: 37\n",
      "Total key metrics reports for TRC: 153\n",
      "Total key metrics reports for KREF: 31\n",
      "Total key metrics reports for MSBI: 38\n",
      "Total key metrics reports for IPAR: 147\n",
      "Total key metrics reports for VAL: 120\n",
      "Total key metrics reports for PRO: 75\n",
      "Total key metrics reports for LUNA: 79\n",
      "Total key metrics reports for WTI: 83\n",
      "Total key metrics reports for PLOW: 60\n",
      "Total key metrics reports for PFC: 123\n",
      "Total key metrics reports for NCLH: 59\n",
      "Total key metrics reports for ENS: 86\n",
      "Total key metrics reports for TWOU: 44\n",
      "Total key metrics reports for RDVT: 27\n",
      "Total key metrics reports for DHI: 131\n",
      "Total key metrics reports for SBT: 29\n",
      "Total key metrics reports for META: 51\n",
      "Total key metrics reports for MLR: 117\n",
      "Total key metrics reports for SM: 135\n",
      "Total key metrics reports for KVHI: 115\n",
      "Total key metrics reports for HSII: 99\n",
      "Total key metrics reports for UHT: 151\n",
      "Total key metrics reports for MLM: 119\n",
      "Total key metrics reports for CWT: 153\n",
      "Total key metrics reports for DBRG: 58\n",
      "Total key metrics reports for EWBC: 103\n",
      "Total key metrics reports for NRDS: 12\n",
      "Total key metrics reports for ECL: 153\n",
      "Total key metrics reports for CPF: 142\n",
      "Total key metrics reports for AMZN: 111\n",
      "Total key metrics reports for CVLG: 116\n",
      "Total key metrics reports for DOC: 47\n",
      "Total key metrics reports for PBPB: 45\n",
      "Total key metrics reports for KWR: 153\n",
      "Total key metrics reports for BMRC: 90\n",
      "Total key metrics reports for ROL: 152\n",
      "Total key metrics reports for PFIS: 99\n",
      "Total key metrics reports for LHX: 153\n",
      "Total key metrics reports for SNEX: 120\n",
      "Total key metrics reports for MAIN: 70\n",
      "Total key metrics reports for CBL: 123\n",
      "Total key metrics reports for DXPE: 108\n",
      "Total key metrics reports for ETWO: 16\n",
      "Total key metrics reports for FMNB: 108\n",
      "Total key metrics reports for TSBX: 7\n",
      "Total key metrics reports for SIGA: 107\n",
      "Total key metrics reports for PSTX: 19\n",
      "Total key metrics reports for RCL: 131\n",
      "Total key metrics reports for DGX: 109\n",
      "Total key metrics reports for KDP: 71\n",
      "Total key metrics reports for DY: 153\n",
      "Total key metrics reports for PRK: 136\n",
      "Total key metrics reports for AVNW: 96\n",
      "Total key metrics reports for NSSC: 153\n",
      "Total key metrics reports for BLUE: 47\n",
      "Total key metrics reports for QUAD: 59\n",
      "Total key metrics reports for CTO: 153\n",
      "Total key metrics reports for ARDX: 43\n",
      "Total key metrics reports for MKC: 154\n",
      "Total key metrics reports for TH: 25\n",
      "Total key metrics reports for USLM: 131\n",
      "Total key metrics reports for RVNC: 44\n",
      "Total key metrics reports for PLCE: 107\n",
      "Total key metrics reports for EBF: 154\n",
      "Total key metrics reports for DOW: 26\n",
      "Total key metrics reports for TRV: 153\n",
      "Total key metrics reports for SHW: 154\n",
      "Total key metrics reports for SFBS: 64\n",
      "Total key metrics reports for MELI: 75\n",
      "Total key metrics reports for ACGL: 112\n",
      "Total key metrics reports for SUN: 51\n",
      "Total key metrics reports for WTFC: 112\n",
      "Total key metrics reports for GHC: 153\n",
      "Total key metrics reports for MODN: 48\n",
      "Total key metrics reports for GT: 153\n",
      "Total key metrics reports for RDN: 127\n",
      "Total key metrics reports for GE: 153\n",
      "Total key metrics reports for EPAM: 54\n",
      "Total key metrics reports for VRRM: 29\n",
      "Total key metrics reports for PKG: 99\n",
      "Total key metrics reports for CVGW: 89\n",
      "Total key metrics reports for HIPO: 13\n",
      "Total key metrics reports for ACCO: 95\n",
      "Total key metrics reports for JRVR: 40\n",
      "Total key metrics reports for SHO: 81\n",
      "Total key metrics reports for FBNC: 153\n",
      "Total key metrics reports for PLL: 73\n",
      "Total key metrics reports for WMK: 153\n",
      "Total key metrics reports for SPT: 24\n",
      "Total key metrics reports for IONQ: 14\n",
      "Total key metrics reports for EOLS: 28\n",
      "Total key metrics reports for OWL: 14\n",
      "Total key metrics reports for FTNT: 61\n",
      "Total key metrics reports for CDP: 5\n",
      "Total key metrics reports for HTGC: 78\n",
      "Total key metrics reports for TXN: 154\n",
      "Total key metrics reports for GRPH: 15\n",
      "Total key metrics reports for SMPL: 29\n",
      "Total key metrics reports for SCHW: 141\n",
      "Total key metrics reports for ERAS: 15\n",
      "Total key metrics reports for PRMW: 126\n",
      "Total key metrics reports for XERS: 27\n",
      "Total key metrics reports for BCO: 111\n",
      "Total key metrics reports for TDY: 103\n",
      "Total key metrics reports for CSWC: 113\n",
      "Total key metrics reports for PTLO: 13\n",
      "Total key metrics reports for ELVN: 19\n",
      "Total key metrics reports for MYRG: 127\n",
      "Total key metrics reports for CCJ: 123\n",
      "Total key metrics reports for DSKE: 37\n",
      "Total key metrics reports for CAMT: 95\n",
      "Total key metrics reports for NAVI: 43\n",
      "Total key metrics reports for ONEW: 23\n",
      "Total key metrics reports for CVX: 123\n",
      "Total key metrics reports for HURN: 78\n",
      "Total key metrics reports for ALB: 123\n",
      "Total key metrics reports for MASS: 16\n",
      "Total key metrics reports for TTI: 139\n",
      "Total key metrics reports for UPST: 16\n",
      "Total key metrics reports for CHTR: 99\n",
      "Total key metrics reports for KKR: 59\n",
      "Total key metrics reports for LXP: 123\n",
      "Total key metrics reports for TNC: 153\n",
      "Total key metrics reports for ZYXI: 102\n",
      "Total key metrics reports for BAM: 33\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR:root:Connection to https://financialmodelingprep.com/api/v3/key-metrics/JAKK failed:  DNS failure, refused connection or some other connection related issue.\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total key metrics reports for KAR: 64\n",
      "No JAKK key metrics reports: kms=None\n",
      "Total key metrics reports for BARK: 14\n",
      "Total key metrics reports for KEY: 153\n",
      "Total key metrics reports for CMT: 107\n",
      "Total key metrics reports for WEC: 153\n",
      "Total key metrics reports for VALU: 153\n",
      "Total key metrics reports for GEL: 111\n",
      "Total key metrics reports for VIAV: 129\n",
      "Total key metrics reports for JAMF: 19\n",
      "Total key metrics reports for BVN: 107\n",
      "Total key metrics reports for EGHT: 106\n",
      "Total key metrics reports for HD: 153\n",
      "Total key metrics reports for BLDR: 75\n",
      "Total key metrics reports for ELA: 139\n",
      "Total key metrics reports for WWD: 120\n",
      "Total key metrics reports for PRGS: 140\n",
      "Total key metrics reports for MPB: 116\n",
      "Total key metrics reports for PKOH: 153\n",
      "Total key metrics reports for BKH: 153\n",
      "Total key metrics reports for MCRB: 40\n",
      "Total key metrics reports for CSTM: 47\n",
      "Total key metrics reports for KGS: 5\n",
      "Total key metrics reports for SQ: 37\n",
      "Total key metrics reports for IMKTA: 152\n",
      "Total key metrics reports for SAP: 100\n",
      "Total key metrics reports for ROIC: 66\n",
      "Total key metrics reports for PNRG: 153\n",
      "Total key metrics reports for ALRM: 39\n",
      "Total key metrics reports for WT: 68\n",
      "Total key metrics reports for TLYS: 53\n",
      "Total key metrics reports for JOBY: 14\n",
      "No MSFUT key metrics reports: kms=[]\n",
      "Total key metrics reports for MQ: 15\n",
      "Total key metrics reports for SB: 65\n",
      "Total key metrics reports for DOV: 153\n",
      "Total key metrics reports for BTU: 99\n",
      "Total key metrics reports for VTYX: 13\n",
      "Total key metrics reports for BPRN: 45\n",
      "Total key metrics reports for CALX: 60\n",
      "Total key metrics reports for CYH: 95\n",
      "Total key metrics reports for EQC: 151\n",
      "Total key metrics reports for CRBU: 15\n",
      "Total key metrics reports for ATGE: 142\n",
      "Total key metrics reports for PRST: 16\n",
      "Total key metrics reports for RGNX: 37\n",
      "Total key metrics reports for EFC: 63\n",
      "Total key metrics reports for AUPH: 98\n",
      "Total key metrics reports for VREX: 33\n",
      "Total key metrics reports for PX: 77\n",
      "Total key metrics reports for CFG: 43\n",
      "Total key metrics reports for BSRR: 97\n",
      "Total key metrics reports for JMSB: 24\n",
      "Total key metrics reports for WDC: 154\n",
      "Total key metrics reports for ZBRA: 135\n",
      "Total key metrics reports for STT: 142\n",
      "Total key metrics reports for RGR: 153\n",
      "Total key metrics reports for JKHY: 153\n",
      "Total key metrics reports for PEAK: 153\n",
      "Total key metrics reports for APOG: 154\n",
      "Total key metrics reports for PCRX: 57\n",
      "Total key metrics reports for CLW: 71\n",
      "Total key metrics reports for ABM: 153\n",
      "Total key metrics reports for CCB: 28\n",
      "Total key metrics reports for EYPT: 85\n",
      "Total key metrics reports for FOLD: 75\n",
      "Total key metrics reports for ALLK: 27\n",
      "Total key metrics reports for FUL: 154\n",
      "Total key metrics reports for SOI: 31\n",
      "Total key metrics reports for EOG: 139\n",
      "Total key metrics reports for FDX: 154\n",
      "Total key metrics reports for CERE: 34\n",
      "Total key metrics reports for PRM: 13\n",
      "Total key metrics reports for HRTX: 147\n",
      "Total key metrics reports for APLS: 34\n",
      "Total key metrics reports for AEP: 153\n",
      "Total key metrics reports for AMRC: 59\n",
      "Total key metrics reports for ALGT: 75\n",
      "Total key metrics reports for DO: 110\n",
      "Total key metrics reports for PD: 23\n",
      "Total key metrics reports for AGX: 143\n",
      "Total key metrics reports for SAVA: 95\n",
      "Total key metrics reports for EIG: 71\n",
      "Total key metrics reports for TROW: 153\n",
      "Total key metrics reports for HMN: 135\n",
      "Total key metrics reports for AMPH: 43\n",
      "Total key metrics reports for IHRT: 64\n",
      "Total key metrics reports for CRBG: 11\n",
      "Total key metrics reports for APAM: 53\n",
      "Total key metrics reports for CARG: 29\n",
      "Total key metrics reports for LXRX: 95\n",
      "Total key metrics reports for RIOT: 87\n",
      "Total key metrics reports for UVE: 128\n",
      "Total key metrics reports for MTW: 153\n",
      "Total key metrics reports for ARL: 93\n",
      "Total key metrics reports for COGT: 27\n",
      "Total key metrics reports for PSX: 52\n",
      "Total key metrics reports for FNF: 77\n",
      "Total key metrics reports for REPX: 107\n",
      "Total key metrics reports for GLW: 154\n",
      "Total key metrics reports for EGAN: 97\n",
      "Total key metrics reports for FLEX: 126\n",
      "Total key metrics reports for SNFCA: 151\n",
      "Total key metrics reports for ETN: 154\n",
      "Total key metrics reports for FSBC: 31\n",
      "Total key metrics reports for GENC: 148\n",
      "Total key metrics reports for UONEK: 99\n",
      "Total key metrics reports for ROAD: 28\n",
      "Total key metrics reports for KEYS: 46\n",
      "Total key metrics reports for AMD: 154\n",
      "Total key metrics reports for JYNT: 42\n",
      "Total key metrics reports for HELE: 154\n",
      "Total key metrics reports for FOX: 25\n",
      "Total key metrics reports for CB: 128\n",
      "No RTYH4 key metrics reports: kms=[]\n",
      "Total key metrics reports for SEER: 16\n",
      "Total key metrics reports for XPER: 83\n",
      "Total key metrics reports for MODG: 135\n",
      "Total key metrics reports for CPRX: 79\n",
      "Total key metrics reports for UHS: 153\n",
      "Total key metrics reports for CHRS: 41\n",
      "Total key metrics reports for NFLX: 88\n",
      "Total key metrics reports for CTKB: 15\n",
      "Total key metrics reports for FDMT: 19\n",
      "Total key metrics reports for MOS: 144\n",
      "Total key metrics reports for UVV: 153\n",
      "Total key metrics reports for CBNK: 27\n",
      "Total key metrics reports for RENT: 55\n",
      "Total key metrics reports for A: 100\n",
      "Total key metrics reports for KYMR: 17\n",
      "Total key metrics reports for WELL: 153\n",
      "Total key metrics reports for NEOG: 146\n",
      "Total key metrics reports for NET: 21\n",
      "Total key metrics reports for BK: 142\n",
      "Total key metrics reports for MNKD: 80\n",
      "Total key metrics reports for TSCO: 124\n",
      "Total key metrics reports for AMGN: 153\n",
      "Total key metrics reports for IBOC: 114\n",
      "Total key metrics reports for GLOB: 45\n",
      "Total key metrics reports for CI: 153\n",
      "Total key metrics reports for PROK: 12\n",
      "No GORV key metrics reports: kms=[]\n",
      "Total key metrics reports for LUV: 153\n",
      "Total key metrics reports for TUSK: 33\n",
      "Total key metrics reports for CNDT: 35\n",
      "Total key metrics reports for SASR: 118\n",
      "Total key metrics reports for STEM: 17\n",
      "Total key metrics reports for BANC: 86\n",
      "Total key metrics reports for SWX: 153\n",
      "Total key metrics reports for EXFY: 13\n",
      "Total key metrics reports for MCB: 31\n",
      "Total key metrics reports for UBS: 95\n",
      "Total key metrics reports for CCS: 43\n",
      "Total key metrics reports for SCSC: 125\n",
      "Total key metrics reports for MGRC: 153\n",
      "Total key metrics reports for PATK: 153\n",
      "Total key metrics reports for MLKN: 154\n",
      "Total key metrics reports for ASRT: 107\n",
      "Total key metrics reports for APO: 62\n",
      "Total key metrics reports for AFCG: 12\n",
      "Total key metrics reports for OTTR: 153\n",
      "Total key metrics reports for MTTR: 13\n",
      "Total key metrics reports for CDZI: 141\n",
      "Total key metrics reports for CMTG: 13\n",
      "Total key metrics reports for NOVT: 99\n",
      "Total key metrics reports for ATXS: 40\n",
      "Total key metrics reports for TITN: 75\n",
      "Total key metrics reports for AVXL: 75\n",
      "Total key metrics reports for GERN: 111\n",
      "Total key metrics reports for AKYA: 15\n",
      "Total key metrics reports for TSBK: 105\n",
      "Total key metrics reports for HLT: 45\n",
      "Total key metrics reports for SVRA: 87\n",
      "Total key metrics reports for CTSH: 103\n",
      "Total key metrics reports for LOW: 153\n",
      "Total key metrics reports for AOSL: 59\n",
      "Total key metrics reports for EGY: 133\n",
      "Total key metrics reports for BKR: 29\n",
      "Total key metrics reports for KTB: 23\n",
      "Total key metrics reports for Z: 55\n",
      "Total key metrics reports for QTWO: 45\n",
      "Total key metrics reports for FIP: 12\n",
      "Total key metrics reports for CRNX: 27\n",
      "Total key metrics reports for TREE: 71\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR:root:Connection to https://financialmodelingprep.com/api/v3/key-metrics/FMAO failed:  DNS failure, refused connection or some other connection related issue.\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total key metrics reports for ASND: 40\n",
      "No FMAO key metrics reports: kms=None\n",
      "Total key metrics reports for ARIS: 72\n",
      "Total key metrics reports for VRNS: 47\n",
      "Total key metrics reports for HIG: 115\n",
      "Total key metrics reports for LKQ: 88\n",
      "Total key metrics reports for ACIC: 66\n",
      "Total key metrics reports for HTLD: 153\n",
      "Total key metrics reports for YELP: 52\n",
      "Total key metrics reports for BLBD: 40\n",
      "Total key metrics reports for COIN: 15\n",
      "Total key metrics reports for SGRY: 37\n",
      "Total key metrics reports for STLA: 130\n",
      "Total key metrics reports for FOSL: 123\n",
      "Total key metrics reports for SXC: 55\n",
      "Total key metrics reports for CRL: 95\n",
      "Total key metrics reports for BIPC: 18\n",
      "Total key metrics reports for TERN: 16\n",
      "Total key metrics reports for AVGO: 62\n",
      "Total key metrics reports for PTC: 141\n",
      "Total key metrics reports for ICFI: 80\n",
      "Total key metrics reports for SXI: 153\n",
      "Total key metrics reports for FC: 133\n",
      "Total key metrics reports for HLF: 83\n",
      "Total key metrics reports for FUBO: 50\n",
      "Total key metrics reports for GOOGL: 81\n",
      "Total key metrics reports for SFST: 97\n",
      "Total key metrics reports for SMP: 153\n",
      "Total key metrics reports for COHU: 153\n",
      "Total key metrics reports for FFIV: 101\n",
      "Total key metrics reports for TYL: 143\n",
      "Total key metrics reports for HCA: 135\n",
      "Total key metrics reports for IP: 153\n",
      "Total key metrics reports for CLNE: 75\n",
      "Total key metrics reports for AIZ: 83\n",
      "Total key metrics reports for GEF: 119\n",
      "Total key metrics reports for VOR: 16\n",
      "Total key metrics reports for XPRO: 42\n",
      "Total key metrics reports for EG: 111\n",
      "Total key metrics reports for GPS: 153\n",
      "Total key metrics reports for NGM: 24\n",
      "Total key metrics reports for BSVN: 26\n",
      "Total key metrics reports for AMKR: 103\n",
      "Total key metrics reports for WING: 39\n",
      "Total key metrics reports for RES: 153\n",
      "Total key metrics reports for MDXG: 66\n",
      "Total key metrics reports for ZURA: 4\n",
      "Total key metrics reports for ATOM: 35\n",
      "Total key metrics reports for UPWK: 25\n",
      "Total key metrics reports for ATI: 111\n",
      "Total key metrics reports for LULU: 75\n",
      "Total key metrics reports for ROP: 131\n",
      "Total key metrics reports for CRGY: 12\n",
      "Total key metrics reports for ETRN: 27\n",
      "Total key metrics reports for GCI: 45\n",
      "Total key metrics reports for UFPT: 131\n",
      "Total key metrics reports for NDLS: 47\n",
      "Total key metrics reports for CLBK: 28\n",
      "Total key metrics reports for FLL: 123\n",
      "Total key metrics reports for MPX: 93\n",
      "Total key metrics reports for BX: 78\n",
      "Total key metrics reports for PL: 12\n",
      "Total key metrics reports for HL: 153\n",
      "Total key metrics reports for PVH: 153\n",
      "Total key metrics reports for ISRG: 95\n",
      "Total key metrics reports for ENVA: 47\n",
      "Total key metrics reports for PLUS: 110\n",
      "Total key metrics reports for EVI: 153\n",
      "Total key metrics reports for HPQ: 153\n",
      "Total key metrics reports for AFRI: 5\n",
      "Total key metrics reports for BDX: 153\n",
      "Total key metrics reports for EVRI: 74\n",
      "Total key metrics reports for RLGT: 75\n",
      "Total key metrics reports for LILA: 38\n",
      "Total key metrics reports for ALKS: 129\n",
      "Total key metrics reports for RLYB: 15\n",
      "Total key metrics reports for ANAB: 37\n",
      "Total key metrics reports for SG: 20\n",
      "Total key metrics reports for EB: 25\n",
      "Total key metrics reports for LQDT: 72\n",
      "Total key metrics reports for BBY: 152\n",
      "Total key metrics reports for NHI: 131\n",
      "Total key metrics reports for XEL: 153\n",
      "Total key metrics reports for SPFI: 24\n",
      "Total key metrics reports for CMA: 153\n",
      "Total key metrics reports for NVO: 153\n",
      "Total key metrics reports for AGIO: 46\n",
      "Total key metrics reports for OFG: 133\n",
      "Total key metrics reports for LZ: 19\n",
      "Total key metrics reports for IGT: 59\n",
      "Total key metrics reports for RMNI: 35\n",
      "Total key metrics reports for GFS: 13\n",
      "Total key metrics reports for BIGC: 19\n",
      "Total key metrics reports for CARR: 19\n",
      "Total key metrics reports for TSE: 50\n",
      "Total key metrics reports for CLPT: 50\n",
      "Total key metrics reports for GNW: 82\n",
      "No HSHP key metrics reports: kms=[]\n",
      "Total key metrics reports for NVDA: 99\n",
      "Total key metrics reports for ALTR: 29\n",
      "Total key metrics reports for SSBK: 15\n",
      "Total key metrics reports for ETD: 124\n",
      "Total key metrics reports for TIMB: 98\n",
      "Total key metrics reports for AXON: 91\n",
      "Total key metrics reports for ELF: 35\n",
      "Total key metrics reports for AMRX: 26\n",
      "Total key metrics reports for MOND: 12\n",
      "Total key metrics reports for SMHI: 31\n",
      "Total key metrics reports for HAYN: 100\n",
      "Total key metrics reports for CTOS: 26\n",
      "Total key metrics reports for TG: 143\n",
      "No MLIFT key metrics reports: kms=[]\n",
      "Total key metrics reports for SLCA: 55\n",
      "Total key metrics reports for FORM: 83\n",
      "Total key metrics reports for JBHT: 153\n",
      "Total key metrics reports for HALO: 87\n",
      "Total key metrics reports for AEL: 95\n",
      "Total key metrics reports for UNTY: 111\n",
      "Total key metrics reports for EVTC: 48\n",
      "Total key metrics reports for NVTS: 13\n",
      "Total key metrics reports for EVC: 94\n",
      "Total key metrics reports for KRO: 83\n",
      "Total key metrics reports for BY: 32\n",
      "Total key metrics reports for AVO: 18\n",
      "No LGFA key metrics reports: kms=[]\n",
      "Total key metrics reports for RHP: 111\n",
      "Total key metrics reports for NWFL: 109\n",
      "Total key metrics reports for HAS: 153\n",
      "Total key metrics reports for AAPL: 153\n",
      "Total key metrics reports for AOMR: 16\n",
      "Total key metrics reports for ADBE: 152\n",
      "Total key metrics reports for CDW: 115\n",
      "Total key metrics reports for CCEP: 145\n",
      "Total key metrics reports for ODFL: 136\n",
      "Total key metrics reports for FULT: 153\n",
      "Total key metrics reports for VLD: 13\n",
      "Total key metrics reports for DLX: 153\n",
      "Total key metrics reports for AVDX: 13\n",
      "Total key metrics reports for LPTV: 32\n",
      "Total key metrics reports for MATW: 116\n",
      "Total key metrics reports for LCII: 153\n",
      "Total key metrics reports for GEN: 142\n",
      "Total key metrics reports for BGS: 95\n",
      "Total key metrics reports for SMTC: 153\n",
      "Total key metrics reports for ADM: 152\n",
      "Total key metrics reports for NKSH: 113\n",
      "Total key metrics reports for COP: 153\n",
      "Total key metrics reports for ASUR: 134\n",
      "Total key metrics reports for TRNS: 151\n",
      "Total key metrics reports for PFS: 85\n",
      "Total key metrics reports for CVBF: 153\n",
      "Total key metrics reports for HTBK: 104\n",
      "Total key metrics reports for CSV: 109\n",
      "Total key metrics reports for SAMG: 48\n",
      "Total key metrics reports for HIMS: 17\n",
      "Total key metrics reports for DHIL: 110\n",
      "Total key metrics reports for ADP: 154\n",
      "Total key metrics reports for FCPT: 37\n",
      "Total key metrics reports for APH: 136\n",
      "Total key metrics reports for PNR: 154\n",
      "Total key metrics reports for RVMD: 20\n",
      "Total key metrics reports for PBI: 153\n",
      "Total key metrics reports for SWKS: 154\n",
      "Total key metrics reports for EBTC: 96\n",
      "Total key metrics reports for LXU: 153\n",
      "Total key metrics reports for CUTR: 81\n",
      "Total key metrics reports for VPG: 58\n",
      "Total key metrics reports for POWL: 154\n",
      "Total key metrics reports for ITIC: 153\n",
      "Total key metrics reports for RYZB: 4\n",
      "Total key metrics reports for BEN: 154\n",
      "Total key metrics reports for NARI: 19\n",
      "Total key metrics reports for CIVI: 48\n",
      "Total key metrics reports for EQH: 31\n",
      "Total key metrics reports for TDW: 36\n",
      "Total key metrics reports for JOE: 143\n",
      "Total key metrics reports for NEE: 153\n",
      "Total key metrics reports for ACLX: 12\n",
      "Total key metrics reports for BIO: 153\n",
      "Total key metrics reports for EPM: 111\n",
      "Total key metrics reports for MMSI: 139\n",
      "Total key metrics reports for VC: 99\n",
      "Total key metrics reports for IMCR: 16\n",
      "Total key metrics reports for NWS: 49\n",
      "Total key metrics reports for ESCA: 153\n",
      "Total key metrics reports for PRPL: 34\n",
      "Total key metrics reports for CTAS: 154\n",
      "Total key metrics reports for KLTR: 15\n",
      "Total key metrics reports for KW: 65\n",
      "Total key metrics reports for GOOD: 83\n",
      "Total key metrics reports for PODD: 75\n",
      "Total key metrics reports for APP: 15\n",
      "Total key metrics reports for MSEX: 153\n",
      "Total key metrics reports for XNCR: 45\n",
      "Total key metrics reports for GWW: 153\n",
      "Total key metrics reports for IVAC: 115\n",
      "Total key metrics reports for MRUS: 37\n",
      "Total key metrics reports for RRR: 39\n",
      "Total key metrics reports for BH: 152\n",
      "Total key metrics reports for CALM: 110\n",
      "Total key metrics reports for LYEL: 15\n",
      "Total key metrics reports for CNC: 87\n",
      "Total key metrics reports for MRK: 153\n",
      "Total key metrics reports for ZIMV: 12\n",
      "Total key metrics reports for BLDE: 17\n",
      "Total key metrics reports for CNMD: 151\n",
      "Total key metrics reports for ATMU: 6\n",
      "Total key metrics reports for PZZA: 127\n",
      "Total key metrics reports for NUE: 154\n",
      "Total key metrics reports for ASLE: 21\n",
      "Total key metrics reports for AAON: 135\n",
      "Total key metrics reports for VERV: 15\n",
      "Total key metrics reports for LINC: 83\n",
      "Total key metrics reports for CRH: 108\n",
      "Total key metrics reports for HCSG: 153\n",
      "Total key metrics reports for PAYO: 15\n",
      "Total key metrics reports for HZO: 105\n",
      "Total key metrics reports for FET: 54\n",
      "Total key metrics reports for VVI: 153\n",
      "Total key metrics reports for GMS: 38\n",
      "Total key metrics reports for MGY: 27\n",
      "Total key metrics reports for BRY: 25\n",
      "Total key metrics reports for AMR: 31\n",
      "Total key metrics reports for WOW: 31\n",
      "Total key metrics reports for LC: 44\n",
      "Total key metrics reports for RBB: 31\n",
      "Total key metrics reports for RRGB: 87\n",
      "Total key metrics reports for CHX: 27\n",
      "Total key metrics reports for BBUC: 13\n",
      "Total key metrics reports for USB: 141\n",
      "Total key metrics reports for INVA: 78\n",
      "Total key metrics reports for AXSM: 37\n",
      "Total key metrics reports for THRX: 13\n",
      "Total key metrics reports for BOH: 153\n",
      "Total key metrics reports for PFSI: 47\n",
      "Total key metrics reports for ZUO: 27\n",
      "Total key metrics reports for CTBI: 135\n",
      "Total key metrics reports for DIS: 153\n",
      "Total key metrics reports for VZIO: 15\n",
      "Total key metrics reports for TGTX: 111\n",
      "Total key metrics reports for OUT: 47\n",
      "Total key metrics reports for CNX: 99\n",
      "Total key metrics reports for FLT: 59\n",
      "Total key metrics reports for ANSS: 111\n",
      "Total key metrics reports for GRND: 8\n",
      "Total key metrics reports for ADV: 19\n",
      "Total key metrics reports for WISH: 16\n",
      "Total key metrics reports for AXL: 99\n",
      "Total key metrics reports for ACRS: 38\n",
      "Total key metrics reports for CLS: 107\n",
      "Total key metrics reports for EHTH: 75\n",
      "Total key metrics reports for TILE: 153\n",
      "Total key metrics reports for BRBR: 21\n",
      "Total key metrics reports for MANH: 108\n",
      "Total key metrics reports for IE: 11\n",
      "Total key metrics reports for NOG: 96\n",
      "Total key metrics reports for MLNK: 15\n",
      "Total key metrics reports for HFWA: 104\n",
      "Total key metrics reports for JBSS: 131\n",
      "Total key metrics reports for PRG: 152\n",
      "Total key metrics reports for BKSY: 20\n",
      "Total key metrics reports for RELY: 55\n",
      "Total key metrics reports for TRS: 87\n",
      "Total key metrics reports for NR: 139\n",
      "Total key metrics reports for AVNT: 93\n",
      "Total key metrics reports for RYAAY: 107\n",
      "Total key metrics reports for IBP: 45\n",
      "Total key metrics reports for SNBR: 107\n",
      "Total key metrics reports for BRSP: 27\n",
      "Total key metrics reports for AIV: 108\n",
      "Total key metrics reports for FNA: 13\n",
      "Total key metrics reports for MRNS: 43\n",
      "Total key metrics reports for ROK: 153\n",
      "Total key metrics reports for BHLB: 95\n",
      "Total key metrics reports for CATO: 151\n",
      "Total key metrics reports for OFLX: 78\n",
      "Total key metrics reports for MYPS: 14\n",
      "Total key metrics reports for AJG: 154\n",
      "Total key metrics reports for MPC: 57\n",
      "Total key metrics reports for MHLD: 63\n",
      "Total key metrics reports for ARLO: 27\n",
      "Total key metrics reports for JILL: 34\n",
      "Total key metrics reports for TRNO: 56\n",
      "Total key metrics reports for ERIE: 123\n",
      "Total key metrics reports for BNL: 29\n",
      "Total key metrics reports for SHYF: 153\n",
      "Total key metrics reports for IEX: 143\n",
      "Total key metrics reports for LRCX: 154\n",
      "Total key metrics reports for FRPT: 41\n",
      "Total key metrics reports for ICVX: 15\n",
      "Total key metrics reports for PKST: 29\n",
      "Total key metrics reports for PM: 74\n",
      "Total key metrics reports for DAWN: 15\n",
      "Total key metrics reports for CORT: 83\n",
      "Total key metrics reports for SNPO: 15\n",
      "Total key metrics reports for DBX: 27\n",
      "Total key metrics reports for OPRX: 63\n",
      "Total key metrics reports for DDS: 153\n",
      "Total key metrics reports for HY: 65\n",
      "Total key metrics reports for NC: 153\n",
      "Total key metrics reports for FRGE: 12\n",
      "Total key metrics reports for CVLT: 79\n",
      "Total key metrics reports for SHCR: 13\n",
      "Total key metrics reports for LNZA: 8\n",
      "Total key metrics reports for ZG: 55\n",
      "Total key metrics reports for CPB: 153\n",
      "Total key metrics reports for GNL: 47\n",
      "Total key metrics reports for APGE: 5\n",
      "Total key metrics reports for CME: 90\n",
      "Total key metrics reports for REGN: 135\n",
      "Total key metrics reports for BFC: 73\n",
      "Total key metrics reports for CXW: 151\n",
      "Total key metrics reports for CADE: 142\n",
      "No CAD key metrics reports: kms=[]\n",
      "Total key metrics reports for CINF: 153\n",
      "Total key metrics reports for PTVE: 35\n",
      "Total key metrics reports for DASH: 16\n",
      "Total key metrics reports for BORR: 27\n",
      "Total key metrics reports for FG: 8\n",
      "Total key metrics reports for BMI: 154\n",
      "Total key metrics reports for CLX: 153\n",
      "Total key metrics reports for WHR: 154\n",
      "Total key metrics reports for LMT: 120\n",
      "No SGAFT key metrics reports: kms=[]\n",
      "Total key metrics reports for CTLP: 110\n",
      "Total key metrics reports for EVA: 40\n",
      "Total key metrics reports for GS: 99\n",
      "Total key metrics reports for GPN: 92\n",
      "Total key metrics reports for LGND: 119\n",
      "Total key metrics reports for VST: 45\n",
      "Total key metrics reports for PIPR: 85\n",
      "Total key metrics reports for HONE: 35\n",
      "Total key metrics reports for SAFT: 87\n",
      "Total key metrics reports for MDGL: 76\n",
      "Total key metrics reports for BKD: 75\n",
      "Total key metrics reports for WVE: 37\n",
      "Total key metrics reports for JJSF: 153\n",
      "Total key metrics reports for ESRT: 52\n",
      "Total key metrics reports for REPL: 26\n",
      "Total key metrics reports for DVN: 147\n",
      "Total key metrics reports for SPWH: 45\n",
      "Total key metrics reports for CSX: 153\n",
      "Total key metrics reports for CIX: 107\n",
      "Total key metrics reports for FSS: 153\n",
      "Total key metrics reports for AADI: 63\n",
      "Total key metrics reports for ENSG: 75\n",
      "Total key metrics reports for DENN: 139\n",
      "Total key metrics reports for LKFN: 112\n",
      "Total key metrics reports for OPTN: 29\n",
      "Total key metrics reports for IVR: 59\n",
      "Total key metrics reports for DSGN: 15\n",
      "Total key metrics reports for HASI: 48\n",
      "Total key metrics reports for DJCO: 153\n",
      "Total key metrics reports for MVBF: 83\n",
      "Total key metrics reports for SOUN: 11\n",
      "Total key metrics reports for NSTG: 48\n",
      "Total key metrics reports for GDOT: 57\n",
      "Total key metrics reports for CMP: 83\n",
      "Total key metrics reports for CNNE: 43\n",
      "Total key metrics reports for JPM: 152\n",
      "Total key metrics reports for ADPT: 23\n",
      "Total key metrics reports for GBTG: 13\n",
      "Total key metrics reports for KOP: 75\n",
      "Total key metrics reports for MBCN: 96\n",
      "Total key metrics reports for KNF: 6\n",
      "Total key metrics reports for MU: 154\n",
      "Total key metrics reports for MDT: 153\n",
      "Total key metrics reports for TAP: 153\n",
      "Total key metrics reports for BW: 39\n",
      "Total key metrics reports for TENB: 27\n",
      "Total key metrics reports for PRDO: 104\n",
      "Total key metrics reports for EQIX: 95\n",
      "Total key metrics reports for AFRM: 17\n",
      "Total key metrics reports for MC: 43\n",
      "Total key metrics reports for WLDN: 79\n",
      "Total key metrics reports for S: 16\n",
      "Total key metrics reports for CWST: 105\n",
      "Total key metrics reports for CDMO: 118\n",
      "Total key metrics reports for STKL: 151\n",
      "Total key metrics reports for KAMN: 153\n",
      "Total key metrics reports for RMD: 126\n",
      "Total key metrics reports for MNRO: 131\n",
      "Total key metrics reports for TPB: 50\n",
      "Total key metrics reports for ENTA: 49\n",
      "Total key metrics reports for MPLN: 16\n",
      "Total key metrics reports for AMWD: 153\n",
      "Total key metrics reports for RICK: 120\n",
      "Total key metrics reports for OSIS: 106\n",
      "Total key metrics reports for INTC: 154\n",
      "Total key metrics reports for MYE: 153\n",
      "Total key metrics reports for ACRE: 47\n",
      "Total key metrics reports for CDLX: 28\n",
      "Total key metrics reports for IDCC: 153\n",
      "Total key metrics reports for WABC: 142\n",
      "Total key metrics reports for CRAI: 103\n",
      "Total key metrics reports for RTX: 154\n",
      "Total key metrics reports for VEL: 22\n",
      "Total key metrics reports for DAKT: 126\n",
      "Total key metrics reports for WBA: 154\n",
      "Total key metrics reports for LBRT: 33\n",
      "Total key metrics reports for PWOD: 113\n",
      "Total key metrics reports for ADUS: 61\n",
      "Total key metrics reports for PAHC: 75\n",
      "Total key metrics reports for KNSA: 27\n",
      "Total key metrics reports for WSBF: 73\n",
      "Total key metrics reports for STX: 91\n",
      "Total key metrics reports for HAFC: 95\n",
      "Total key metrics reports for SGHT: 15\n",
      "Total key metrics reports for CUK: 94\n",
      "Total key metrics reports for TEX: 151\n",
      "Total key metrics reports for LOB: 39\n",
      "Total key metrics reports for PMVP: 17\n",
      "Total key metrics reports for ESNT: 43\n",
      "Total key metrics reports for HNRG: 114\n",
      "Total key metrics reports for KLIC: 153\n",
      "Total key metrics reports for SNA: 153\n",
      "Total key metrics reports for FTV: 37\n",
      "Total key metrics reports for DT: 22\n",
      "Total key metrics reports for LASR: 27\n",
      "Total key metrics reports for LE: 108\n",
      "Total key metrics reports for FA: 40\n",
      "Total key metrics reports for NDSN: 153\n",
      "Total key metrics reports for VNDA: 75\n",
      "Total key metrics reports for IBRX: 39\n",
      "Total key metrics reports for VAXX: 14\n",
      "Total key metrics reports for POR: 95\n",
      "Total key metrics reports for CPSS: 125\n",
      "Total key metrics reports for KLXE: 26\n",
      "Total key metrics reports for OSW: 24\n",
      "Total key metrics reports for DFH: 16\n",
      "Total key metrics reports for CELC: 32\n",
      "Total key metrics reports for NXDT: 15\n",
      "Total key metrics reports for SMRT: 13\n",
      "Total key metrics reports for FDS: 111\n",
      "Total key metrics reports for DCO: 153\n",
      "Total key metrics reports for SHBI: 95\n",
      "Total key metrics reports for CTXR: 52\n",
      "Total key metrics reports for HAE: 134\n",
      "Total key metrics reports for KIND: 12\n",
      "Total key metrics reports for NPO: 87\n",
      "Total key metrics reports for PSFE: 15\n",
      "Total key metrics reports for CLSK: 61\n",
      "Total key metrics reports for VTR: 102\n",
      "Total key metrics reports for UNIT: 36\n",
      "Total key metrics reports for INSM: 97\n",
      "Total key metrics reports for SLG: 105\n",
      "Total key metrics reports for FLNG: 62\n",
      "Total key metrics reports for ASTE: 153\n",
      "Total key metrics reports for SWI: 25\n",
      "Total key metrics reports for RNST: 135\n",
      "Total key metrics reports for PSTG: 39\n",
      "Total key metrics reports for PBH: 76\n",
      "Total key metrics reports for SHOP: 39\n",
      "Total key metrics reports for ALEC: 24\n",
      "Total key metrics reports for ACEL: 27\n",
      "Total key metrics reports for CELH: 67\n",
      "Total key metrics reports for NTRS: 153\n",
      "Total key metrics reports for FIGS: 15\n",
      "Total key metrics reports for TAST: 79\n",
      "Total key metrics reports for ACDC: 15\n",
      "Total key metrics reports for NWBI: 116\n",
      "Total key metrics reports for KBH: 154\n",
      "Total key metrics reports for UBSI: 153\n",
      "Total key metrics reports for QIPT: 89\n",
      "Total key metrics reports for JXN: 15\n",
      "Total key metrics reports for RNGR: 31\n",
      "Total key metrics reports for JANX: 15\n",
      "Total key metrics reports for HOFT: 100\n",
      "Total key metrics reports for DECK: 123\n",
      "Total key metrics reports for CRGE: 11\n",
      "Total key metrics reports for ALTI: 5\n",
      "Total key metrics reports for DEA: 40\n",
      "Total key metrics reports for NGVT: 37\n",
      "Total key metrics reports for BFB: 125\n",
      "Total key metrics reports for WYNN: 85\n",
      "Total key metrics reports for GPRO: 43\n",
      "Total key metrics reports for CNS: 82\n",
      "Total key metrics reports for SKX: 99\n",
      "Total key metrics reports for SJW: 153\n",
      "Total key metrics reports for WOR: 154\n",
      "Total key metrics reports for EOSE: 15\n",
      "Total key metrics reports for IMMR: 99\n",
      "Total key metrics reports for MCHP: 123\n",
      "Total key metrics reports for IRON: 15\n",
      "Total key metrics reports for ZEUS: 119\n",
      "Total key metrics reports for RYTM: 31\n",
      "Total key metrics reports for SYNA: 88\n",
      "Total key metrics reports for XPOF: 15\n",
      "Total key metrics reports for AVAH: 15\n",
      "Total key metrics reports for HLIO: 115\n",
      "Total key metrics reports for CRMD: 61\n",
      "Total key metrics reports for BRKB: 72\n",
      "Total key metrics reports for HLIT: 116\n",
      "Total key metrics reports for HDSN: 119\n",
      "Total key metrics reports for TELA: 21\n",
      "Total key metrics reports for ITCI: 43\n",
      "Total key metrics reports for CCO: 75\n",
      "Total key metrics reports for SANM: 133\n",
      "Total key metrics reports for AMSWA: 153\n",
      "Total key metrics reports for FVCB: 48\n",
      "Total key metrics reports for RF: 140\n",
      "Total key metrics reports for DNMR: 19\n",
      "Total key metrics reports for NPK: 151\n",
      "Total key metrics reports for HIFS: 137\n",
      "Total key metrics reports for SATS: 68\n",
      "Total key metrics reports for CAH: 153\n",
      "Total key metrics reports for TPH: 49\n",
      "Total key metrics reports for FIS: 90\n",
      "Total key metrics reports for BMBL: 15\n",
      "Total key metrics reports for PRCT: 15\n",
      "Total key metrics reports for VRA: 59\n",
      "Total key metrics reports for DFS: 70\n",
      "Total key metrics reports for SGH: 31\n",
      "Total key metrics reports for TDS: 153\n",
      "Total key metrics reports for GOGL: 107\n",
      "Total key metrics reports for NATR: 153\n",
      "Total key metrics reports for NVCT: 11\n",
      "Total key metrics reports for BLKB: 81\n",
      "Total key metrics reports for TCN: 59\n",
      "Total key metrics reports for HFFG: 26\n",
      "Total key metrics reports for DLTR: 115\n",
      "Total key metrics reports for DM: 19\n",
      "Total key metrics reports for TWLO: 35\n",
      "Total key metrics reports for PGR: 153\n",
      "Total key metrics reports for ACNB: 107\n",
      "Total key metrics reports for UMH: 143\n",
      "Total key metrics reports for PPG: 154\n",
      "Total key metrics reports for SCLX: 19\n",
      "Total key metrics reports for TXT: 153\n",
      "Total key metrics reports for MATV: 115\n",
      "Total key metrics reports for MMM: 154\n",
      "Total key metrics reports for IVZ: 108\n",
      "Total key metrics reports for FSLR: 79\n",
      "Total key metrics reports for SGMO: 95\n",
      "Total key metrics reports for CIVB: 103\n",
      "Total key metrics reports for QNST: 61\n",
      "Total key metrics reports for PACK: 26\n",
      "Total key metrics reports for INNV: 15\n",
      "Total key metrics reports for RKLB: 13\n",
      "Total key metrics reports for BECN: 79\n",
      "Total key metrics reports for ONB: 153\n",
      "Total key metrics reports for ITT: 120\n",
      "Total key metrics reports for ALX: 143\n",
      "Total key metrics reports for WSR: 87\n",
      "Total key metrics reports for ETR: 153\n",
      "Total key metrics reports for KOS: 55\n",
      "Total key metrics reports for AXP: 140\n",
      "Total key metrics reports for VERA: 15\n",
      "Total key metrics reports for RBCAA: 107\n",
      "Total key metrics reports for RSVR: 15\n",
      "Total key metrics reports for TM: 140\n",
      "Total key metrics reports for LGIH: 45\n",
      "Total key metrics reports for AEE: 107\n",
      "Total key metrics reports for AVD: 151\n",
      "Total key metrics reports for DKS: 87\n",
      "Total key metrics reports for EXP: 123\n",
      "Total key metrics reports for APG: 22\n",
      "Total key metrics reports for DRS: 21\n",
      "Total key metrics reports for CHGG: 45\n",
      "Total key metrics reports for PCG: 153\n",
      "Total key metrics reports for TARS: 19\n",
      "Total key metrics reports for NVEE: 48\n",
      "Total key metrics reports for SOVO: 13\n",
      "Total key metrics reports for AURA: 13\n",
      "Total key metrics reports for PEPG: 11\n",
      "Total key metrics reports for FFBC: 134\n",
      "Total key metrics reports for GSBC: 138\n",
      "Total key metrics reports for APLE: 63\n",
      "Total key metrics reports for NKE: 154\n",
      "Total key metrics reports for NE: 153\n",
      "Total key metrics reports for FBK: 33\n",
      "Total key metrics reports for CAVA: 7\n",
      "Total key metrics reports for ESMT: 13\n",
      "Total key metrics reports for CARE: 50\n",
      "Total key metrics reports for ARCB: 131\n",
      "Total key metrics reports for BXP: 107\n",
      "Total key metrics reports for PUMP: 32\n",
      "Total key metrics reports for PRTS: 79\n",
      "Total key metrics reports for BLX: 127\n",
      "Total key metrics reports for LH: 142\n",
      "Total key metrics reports for FBIZ: 78\n",
      "Total key metrics reports for RXRX: 15\n",
      "Total key metrics reports for ALE: 153\n",
      "Total key metrics reports for ACTG: 115\n",
      "Total key metrics reports for PTCT: 47\n",
      "Total key metrics reports for PLPC: 90\n",
      "Total key metrics reports for RYAM: 43\n",
      "Total key metrics reports for MBUU: 45\n",
      "Total key metrics reports for WEYS: 153\n",
      "Total key metrics reports for BWMN: 16\n",
      "Total key metrics reports for HTH: 83\n",
      "Total key metrics reports for VRSN: 103\n",
      "Total key metrics reports for SPRY: 8\n",
      "Total key metrics reports for CMC: 154\n",
      "Total key metrics reports for CLPR: 33\n",
      "Total key metrics reports for CBRE: 90\n",
      "Total key metrics reports for NKTX: 19\n",
      "Total key metrics reports for TRN: 152\n",
      "Total key metrics reports for BBW: 87\n",
      "Total key metrics reports for SRDX: 104\n",
      "Total key metrics reports for REZI: 27\n",
      "Total key metrics reports for MCK: 118\n",
      "Total key metrics reports for AESI: 6\n",
      "Total key metrics reports for MFA: 103\n",
      "Total key metrics reports for ES: 153\n",
      "Total key metrics reports for SFM: 47\n",
      "Total key metrics reports for ASO: 18\n",
      "Total key metrics reports for SIBN: 31\n",
      "Total key metrics reports for ROCK: 121\n",
      "Total key metrics reports for HBIO: 95\n",
      "Total key metrics reports for CRM: 83\n",
      "Total key metrics reports for MSGE: 19\n",
      "Total key metrics reports for AMN: 91\n",
      "Total key metrics reports for SLB: 154\n",
      "Total key metrics reports for ZION: 142\n",
      "Total key metrics reports for ABBV: 51\n",
      "Total key metrics reports for MORF: 23\n",
      "Total key metrics reports for ICE: 72\n",
      "Total key metrics reports for SO: 153\n",
      "Total key metrics reports for APA: 153\n",
      "Total key metrics reports for HQI: 87\n",
      "Total key metrics reports for CBAY: 43\n",
      "Total key metrics reports for CHKP: 111\n",
      "Total key metrics reports for SNCY: 20\n",
      "Total key metrics reports for RUSHB: 115\n",
      "Total key metrics reports for RDW: 14\n",
      "Total key metrics reports for AVY: 152\n",
      "Total key metrics reports for SBUX: 133\n",
      "Total key metrics reports for EVBN: 95\n",
      "Total key metrics reports for OXM: 154\n",
      "Total key metrics reports for ANF: 111\n",
      "Total key metrics reports for JBT: 71\n",
      "Total key metrics reports for LW: 35\n",
      "Total key metrics reports for RWT: 119\n",
      "Total key metrics reports for COLL: 39\n",
      "Total key metrics reports for ULH: 87\n",
      "Total key metrics reports for RM: 55\n",
      "Total key metrics reports for NMIH: 47\n",
      "Total key metrics reports for WTS: 152\n",
      "Total key metrics reports for CRVL: 135\n",
      "Total key metrics reports for GLBE: 15\n",
      "Total key metrics reports for CRNC: 21\n",
      "Total key metrics reports for MURA: 3\n",
      "Total key metrics reports for KOD: 25\n",
      "Total key metrics reports for CCRD: 152\n",
      "Total key metrics reports for KFY: 102\n",
      "Total key metrics reports for OBT: 40\n",
      "Total key metrics reports for JNPR: 99\n",
      "Total key metrics reports for APD: 153\n",
      "Total key metrics reports for SCS: 107\n",
      "Total key metrics reports for CVS: 153\n",
      "Total key metrics reports for PSA: 153\n",
      "Total key metrics reports for ASGN: 131\n",
      "Total key metrics reports for GEO: 123\n",
      "Total key metrics reports for VLY: 153\n",
      "Total key metrics reports for IPSC: 15\n",
      "Total key metrics reports for GVA: 143\n",
      "Total key metrics reports for ERII: 71\n",
      "Total key metrics reports for GLRE: 75\n",
      "Total key metrics reports for PSMT: 109\n",
      "Total key metrics reports for TK: 117\n",
      "Total key metrics reports for CMPO: 12\n",
      "Total key metrics reports for BHRB: 26\n",
      "Total key metrics reports for FLWS: 101\n",
      "Total key metrics reports for AWI: 89\n",
      "Total key metrics reports for LRN: 75\n",
      "Total key metrics reports for BBCP: 24\n",
      "Total key metrics reports for OOMA: 39\n",
      "Total key metrics reports for QCRH: 112\n",
      "Total key metrics reports for FRST: 75\n",
      "Total key metrics reports for JOUT: 148\n",
      "Total key metrics reports for MDRX: 94\n",
      "Total key metrics reports for MLI: 135\n",
      "Total key metrics reports for HWM: 84\n",
      "Total key metrics reports for WY: 153\n",
      "Total key metrics reports for WRLD: 132\n",
      "Total key metrics reports for YOU: 15\n",
      "Total key metrics reports for DH: 13\n",
      "Total key metrics reports for LMAT: 79\n",
      "Total key metrics reports for HBT: 23\n",
      "Total key metrics reports for TFX: 153\n",
      "Total key metrics reports for HON: 153\n",
      "Total key metrics reports for RLJ: 55\n",
      "Total key metrics reports for UHG: 9\n",
      "Total key metrics reports for UFPI: 123\n",
      "Total key metrics reports for CSGS: 111\n",
      "Total key metrics reports for ALHC: 15\n",
      "Total key metrics reports for PAX: 16\n",
      "Total key metrics reports for DPZ: 82\n",
      "Total key metrics reports for KRUS: 22\n",
      "Total key metrics reports for TCI: 143\n",
      "Total key metrics reports for CRS: 154\n",
      "Total key metrics reports for SSNT: 79\n",
      "Total key metrics reports for NBR: 153\n",
      "Total key metrics reports for BELFB: 153\n",
      "Total key metrics reports for FL: 153\n",
      "Total key metrics reports for LANC: 153\n",
      "Total key metrics reports for LICY: 16\n",
      "Total key metrics reports for QTRX: 31\n",
      "Total key metrics reports for WFRD: 153\n",
      "Total key metrics reports for AVIR: 17\n",
      "Total key metrics reports for EGBN: 102\n",
      "Total key metrics reports for ATNI: 127\n",
      "Total key metrics reports for TCBI: 94\n",
      "Total key metrics reports for NEM: 153\n",
      "Total key metrics reports for CVCY: 91\n",
      "No   key metrics reports: kms=[]\n",
      "Total key metrics reports for BHB: 114\n",
      "Total key metrics reports for BZH: 124\n",
      "Total key metrics reports for BRZE: 13\n",
      "Total key metrics reports for VCTR: 31\n",
      "Total key metrics reports for ESS: 117\n",
      "Total key metrics reports for ORGN: 14\n",
      "Total key metrics reports for SUPN: 54\n",
      "Total key metrics reports for FITB: 153\n",
      "Total key metrics reports for COO: 153\n",
      "Total key metrics reports for LUNG: 17\n",
      "Total key metrics reports for STZ: 154\n",
      "Total key metrics reports for VRTX: 135\n",
      "Total key metrics reports for SLQT: 19\n",
      "Total key metrics reports for HCAT: 23\n",
      "Total key metrics reports for DFLI: 11\n",
      "Total key metrics reports for ARWR: 103\n",
      "Total key metrics reports for CNXN: 103\n",
      "Total key metrics reports for GLT: 153\n",
      "Total key metrics reports for AZEK: 21\n",
      "Total key metrics reports for EXPI: 58\n",
      "Total key metrics reports for IRWD: 60\n",
      "Total key metrics reports for VTRS: 152\n",
      "Total key metrics reports for CUE: 29\n",
      "Total key metrics reports for MCO: 103\n",
      "Total key metrics reports for MOD: 154\n",
      "Total key metrics reports for SCVL: 127\n",
      "Total key metrics reports for TREX: 103\n",
      "Total key metrics reports for RGA: 69\n",
      "Total key metrics reports for PUBM: 16\n",
      "Total key metrics reports for PINE: 21\n",
      "Total key metrics reports for EYEN: 28\n",
      "Total key metrics reports for SNDX: 43\n",
      "Total key metrics reports for EGRX: 44\n",
      "Total key metrics reports for TT: 153\n",
      "Total key metrics reports for PLMR: 23\n",
      "Total key metrics reports for VITL: 19\n",
      "Total key metrics reports for VSTO: 43\n",
      "Total key metrics reports for FERG: 55\n",
      "Total key metrics reports for METC: 32\n",
      "Total key metrics reports for LTH: 14\n",
      "Total key metrics reports for GRBK: 68\n",
      "No CRDA key metrics reports: kms=[]\n",
      "Total key metrics reports for CAL: 152\n",
      "Total key metrics reports for CCBG: 119\n",
      "Total key metrics reports for MRVL: 95\n",
      "Total key metrics reports for PCYO: 114\n",
      "Total key metrics reports for VRT: 27\n",
      "Total key metrics reports for CENTA: 126\n",
      "Total key metrics reports for LMND: 19\n",
      "Total key metrics reports for AEHR: 106\n",
      "Total key metrics reports for SAVE: 57\n",
      "Total key metrics reports for OSBC: 124\n",
      "Total key metrics reports for CIO: 44\n",
      "Total key metrics reports for PPL: 153\n",
      "Total key metrics reports for NOTE: 12\n",
      "Total key metrics reports for CXM: 16\n",
      "Total key metrics reports for VRCA: 27\n",
      "Total key metrics reports for KODK: 153\n",
      "Total key metrics reports for XRAY: 153\n",
      "Total key metrics reports for SBRA: 53\n",
      "Total key metrics reports for DD: 153\n",
      "Total key metrics reports for MARA: 52\n",
      "Total key metrics reports for KMB: 154\n",
      "Total key metrics reports for IDXX: 131\n",
      "Total key metrics reports for SSD: 123\n",
      "Total key metrics reports for CMCO: 113\n",
      "Total key metrics reports for OVLY: 84\n",
      "Total key metrics reports for TDG: 72\n",
      "Total key metrics reports for LNTH: 43\n",
      "Total key metrics reports for GNE: 52\n",
      "Total key metrics reports for IRBT: 73\n",
      "Total key metrics reports for ECPG: 99\n",
      "Total key metrics reports for AAL: 154\n",
      "Total key metrics reports for GBDC: 59\n",
      "Total key metrics reports for HEES: 73\n",
      "Total key metrics reports for SVC: 115\n",
      "Total key metrics reports for OLP: 153\n",
      "Total key metrics reports for VTLE: 53\n",
      "Total key metrics reports for BKE: 131\n",
      "Total key metrics reports for FEAM: 11\n",
      "Total key metrics reports for FMC: 151\n",
      "Total key metrics reports for VSH: 152\n",
      "Total key metrics reports for WDAY: 48\n",
      "Total key metrics reports for SRCE: 142\n",
      "Total key metrics reports for TOWN: 91\n",
      "Total key metrics reports for CMPR: 77\n",
      "Total key metrics reports for GEVO: 59\n",
      "Total key metrics reports for CODI: 71\n",
      "Total key metrics reports for IDT: 117\n",
      "Total key metrics reports for KIM: 129\n",
      "Total key metrics reports for CMG: 73\n",
      "No XTSLA key metrics reports: kms=[]\n",
      "Total key metrics reports for IMRX: 15\n",
      "Total key metrics reports for APLD: 44\n",
      "Total key metrics reports for GD: 154\n",
      "Total key metrics reports for CHD: 153\n",
      "Total key metrics reports for FI: 153\n",
      "Total key metrics reports for GATX: 154\n",
      "Total key metrics reports for RVTY: 153\n",
      "Total key metrics reports for INOD: 123\n",
      "Total key metrics reports for EIX: 153\n",
      "Total key metrics reports for FBP: 134\n",
      "Total key metrics reports for WAT: 115\n",
      "Total key metrics reports for TRDA: 13\n",
      "Total key metrics reports for UPBD: 119\n",
      "Total key metrics reports for STE: 134\n",
      "Total key metrics reports for TRVI: 23\n",
      "Total key metrics reports for TFC: 141\n",
      "Total key metrics reports for DNOW: 43\n",
      "Total key metrics reports for SNPS: 136\n",
      "Total key metrics reports for LMNR: 59\n",
      "Total key metrics reports for CYBR: 43\n",
      "Total key metrics reports for AKTS: 42\n",
      "Total key metrics reports for AGTI: 16\n",
      "Total key metrics reports for SBAC: 101\n",
      "Total key metrics reports for CHMG: 97\n",
      "Total key metrics reports for GILD: 133\n",
      "Total key metrics reports for EP: 95\n",
      "Total key metrics reports for TMO: 153\n",
      "Total key metrics reports for LLAP: 12\n",
      "Total key metrics reports for TJX: 151\n",
      "Total key metrics reports for IFF: 153\n",
      "Total key metrics reports for REX: 153\n",
      "Total key metrics reports for GES: 115\n",
      "Total key metrics reports for DK: 82\n",
      "Total key metrics reports for BKU: 55\n",
      "Total key metrics reports for SKY: 153\n",
      "Total key metrics reports for VTOL: 36\n",
      "Total key metrics reports for FIX: 107\n",
      "Total key metrics reports for PETS: 95\n",
      "No GBP key metrics reports: kms=[]\n",
      "Total key metrics reports for DAL: 153\n",
      "Total key metrics reports for SMR: 12\n",
      "Total key metrics reports for PRIM: 69\n",
      "Total key metrics reports for AMLX: 12\n",
      "Total key metrics reports for EEX: 31\n",
      "Total key metrics reports for LIND: 47\n",
      "Total key metrics reports for CSR: 106\n",
      "Total key metrics reports for TEL: 71\n",
      "Total key metrics reports for HRI: 65\n",
      "Total key metrics reports for INSE: 37\n",
      "Total key metrics reports for JBGS: 32\n",
      "Total key metrics reports for TRUE: 43\n",
      "Total key metrics reports for ACAD: 83\n",
      "Total key metrics reports for OXY: 153\n",
      "Total key metrics reports for BGFV: 87\n",
      "Total key metrics reports for LAUR: 92\n",
      "Total key metrics reports for GL: 152\n",
      "Total key metrics reports for IOVA: 63\n",
      "Total key metrics reports for CUBI: 52\n",
      "Total key metrics reports for MGNI: 44\n",
      "Total key metrics reports for NMRA: 11\n",
      "Total key metrics reports for SBOW: 153\n",
      "Total key metrics reports for NUS: 114\n",
      "Total key metrics reports for ATO: 153\n",
      "Total key metrics reports for RSG: 102\n",
      "Total key metrics reports for RAIN: 15\n",
      "Total key metrics reports for NTLA: 35\n",
      "Total key metrics reports for HST: 119\n",
      "Total key metrics reports for METCB: 32\n",
      "Total key metrics reports for ITGR: 93\n",
      "Total key metrics reports for WDFC: 154\n",
      "Total key metrics reports for SRE: 153\n",
      "Total key metrics reports for CWH: 35\n",
      "Total key metrics reports for AMT: 107\n",
      "Total key metrics reports for BWA: 127\n",
      "Total key metrics reports for THRM: 123\n",
      "Total key metrics reports for PGNY: 21\n",
      "Total key metrics reports for NICE: 115\n",
      "Total key metrics reports for TCBK: 132\n",
      "Total key metrics reports for NBN: 145\n",
      "Total key metrics reports for IRMD: 43\n",
      "Total key metrics reports for WFC: 152\n",
      "Total key metrics reports for MET: 101\n",
      "Total key metrics reports for EGO: 119\n",
      "Total key metrics reports for RDUS: 62\n",
      "Total key metrics reports for BEAM: 21\n",
      "Total key metrics reports for VRE: 119\n",
      "Total key metrics reports for QRVO: 45\n",
      "Total key metrics reports for BCRX: 119\n",
      "Total key metrics reports for PDFS: 91\n",
      "Total key metrics reports for ACCD: 20\n",
      "Total key metrics reports for VSEC: 153\n",
      "Total key metrics reports for CDXS: 62\n",
      "Total key metrics reports for PDCO: 134\n",
      "Total key metrics reports for PRVA: 15\n",
      "Total key metrics reports for EAT: 154\n",
      "Total key metrics reports for FSBW: 54\n",
      "Total key metrics reports for FATE: 45\n",
      "Total key metrics reports for SBH: 72\n",
      "Total key metrics reports for NJR: 153\n",
      "Total key metrics reports for PFG: 92\n",
      "Total key metrics reports for SRRK: 27\n",
      "Total key metrics reports for FIZZ: 130\n",
      "Total key metrics reports for NVR: 119\n",
      "Total key metrics reports for BCOV: 54\n",
      "Total key metrics reports for HRT: 13\n",
      "Total key metrics reports for SQSP: 15\n",
      "Total key metrics reports for NRGV: 12\n",
      "Total key metrics reports for NRG: 99\n",
      "Total key metrics reports for WEAV: 13\n",
      "Total key metrics reports for PWR: 107\n",
      "Total key metrics reports for DHT: 73\n",
      "Total key metrics reports for JBI: 14\n",
      "Total key metrics reports for HOMB: 79\n",
      "Total key metrics reports for AME: 153\n",
      "Total key metrics reports for OSK: 153\n",
      "Total key metrics reports for ATEN: 43\n",
      "Total key metrics reports for TWO: 70\n",
      "Total key metrics reports for K: 153\n",
      "Total key metrics reports for MITK: 143\n",
      "Total key metrics reports for GABC: 127\n",
      "Total key metrics reports for LYTS: 154\n",
      "Total key metrics reports for TBI: 112\n",
      "Total key metrics reports for MMC: 154\n",
      "Total key metrics reports for EMR: 153\n",
      "Total key metrics reports for VVX: 43\n",
      "Total key metrics reports for CZFS: 96\n",
      "Total key metrics reports for ECVT: 29\n",
      "Total key metrics reports for CYRX: 74\n",
      "Total key metrics reports for PCAR: 154\n",
      "Total key metrics reports for VZ: 155\n",
      "Total key metrics reports for ROG: 153\n",
      "Total key metrics reports for CMRE: 57\n",
      "Total key metrics reports for RDFN: 31\n",
      "Total key metrics reports for ENFN: 13\n",
      "Total key metrics reports for XOM: 153\n",
      "Total key metrics reports for MCBS: 36\n",
      "Total key metrics reports for ATSG: 86\n",
      "Total key metrics reports for FCFS: 136\n",
      "Total key metrics reports for CURV: 15\n",
      "Total key metrics reports for PDD: 27\n",
      "Total key metrics reports for DIOD: 152\n",
      "Total key metrics reports for LPG: 37\n",
      "Total key metrics reports for FLIC: 139\n",
      "Total key metrics reports for AHCO: 23\n",
      "Total key metrics reports for LOVE: 27\n",
      "Total key metrics reports for PANL: 42\n",
      "Total key metrics reports for FIHL: 6\n",
      "Total key metrics reports for NYMT: 82\n",
      "Total key metrics reports for KN: 43\n",
      "Total key metrics reports for SMTI: 88\n",
      "Total key metrics reports for PHAT: 21\n",
      "Total key metrics reports for SCPH: 28\n",
      "Total key metrics reports for OMGA: 15\n",
      "Total key metrics reports for SLVM: 13\n",
      "No EUR key metrics reports: kms=[]\n",
      "Total key metrics reports for KIDS: 32\n",
      "Total key metrics reports for CLDT: 55\n",
      "No - key metrics reports: kms=[]\n",
      "Total key metrics reports for ON: 96\n",
      "Total key metrics reports for DGICA: 151\n",
      "Total key metrics reports for TDUP: 15\n",
      "Total key metrics reports for LNW: 152\n",
      "Total key metrics reports for USNA: 119\n",
      "Total key metrics reports for WM: 147\n",
      "Total key metrics reports for MEI: 153\n",
      "No PBRA key metrics reports: kms=[]\n",
      "Total key metrics reports for MG: 61\n",
      "Total key metrics reports for DXCM: 75\n",
      "Total key metrics reports for HWKN: 152\n",
      "Total key metrics reports for IDYA: 23\n",
      "Total key metrics reports for WIRE: 131\n",
      "Total key metrics reports for SIX: 112\n",
      "Total key metrics reports for CFFI: 110\n",
      "Total key metrics reports for MTH: 140\n",
      "Total key metrics reports for CBOE: 59\n",
      "Total key metrics reports for PFMT: 51\n",
      "Total key metrics reports for SNOW: 17\n",
      "Total key metrics reports for LILAK: 38\n",
      "Total key metrics reports for MA: 87\n",
      "Total key metrics reports for KPTI: 46\n",
      "Total key metrics reports for SENEA: 153\n",
      "Total key metrics reports for SMBC: 116\n",
      "Total key metrics reports for PKE: 154\n",
      "Total key metrics reports for RXO: 10\n",
      "Total key metrics reports for ISPR: 7\n",
      "Total key metrics reports for SKYT: 15\n",
      "Total key metrics reports for SD: 75\n",
      "Total key metrics reports for ESE: 136\n",
      "Total key metrics reports for AROW: 153\n",
      "Total key metrics reports for COFS: 98\n",
      "Total key metrics reports for SKWD: 15\n",
      "Total key metrics reports for WNC: 135\n",
      "Total key metrics reports for ADRO: 27\n",
      "Total key metrics reports for MBC: 8\n",
      "Total key metrics reports for PWP: 16\n",
      "Total key metrics reports for ORRF: 100\n",
      "Total key metrics reports for SPSC: 61\n",
      "Total key metrics reports for TBBK: 79\n",
      "Total key metrics reports for XAIR: 32\n",
      "Total key metrics reports for SP: 99\n",
      "Total key metrics reports for HQY: 43\n",
      "Total key metrics reports for NVRO: 41\n",
      "Total key metrics reports for ALEX: 50\n",
      "Total key metrics reports for BBWI: 153\n",
      "Total key metrics reports for MD: 119\n",
      "Total key metrics reports for ANIP: 96\n",
      "Total key metrics reports for AZTA: 116\n",
      "Total key metrics reports for OTIS: 20\n",
      "Total key metrics reports for RSI: 15\n",
      "Total key metrics reports for CSTL: 23\n",
      "Total key metrics reports for FRBA: 33\n",
      "Total key metrics reports for BOX: 40\n",
      "Total key metrics reports for BA: 154\n",
      "Total key metrics reports for ZS: 27\n",
      "Total key metrics reports for TTD: 33\n",
      "Total key metrics reports for CSWI: 41\n",
      "Total key metrics reports for CVGI: 80\n",
      "Total key metrics reports for PTSI: 153\n",
      "Total key metrics reports for KTOS: 99\n",
      "Total key metrics reports for UMBF: 141\n",
      "Total key metrics reports for ARVN: 27\n",
      "Total key metrics reports for MGPI: 145\n",
      "Total key metrics reports for FDBC: 95\n",
      "Total key metrics reports for BALL: 153\n",
      "Total key metrics reports for OMCL: 92\n",
      "Total key metrics reports for KLAC: 154\n",
      "Total key metrics reports for FOXF: 47\n",
      "Total key metrics reports for AHH: 47\n",
      "Total key metrics reports for BLMN: 51\n",
      "Total key metrics reports for STR: 82\n",
      "Total key metrics reports for ATRO: 153\n",
      "Total key metrics reports for WEST: 11\n",
      "Total key metrics reports for TSLX: 51\n",
      "Total key metrics reports for STEL: 30\n",
      "Total key metrics reports for HOPE: 95\n",
      "Total key metrics reports for LESL: 17\n",
      "Total key metrics reports for FCNCA: 133\n",
      "Total key metrics reports for KELYA: 153\n",
      "Total key metrics reports for EHAB: 12\n",
      "Total key metrics reports for KFS: 111\n",
      "Total key metrics reports for CMI: 153\n",
      "Total key metrics reports for LSPD: 24\n",
      "Total key metrics reports for SPTN: 109\n",
      "Total key metrics reports for ORC: 51\n",
      "Total key metrics reports for OPK: 111\n",
      "Total key metrics reports for BSX: 131\n",
      "Total key metrics reports for ABCB: 119\n",
      "Total key metrics reports for TTWO: 107\n",
      "Total key metrics reports for HOV: 153\n",
      "Total key metrics reports for CMAX: 14\n",
      "Total key metrics reports for BRBS: 21\n",
      "Total key metrics reports for PDSB: 37\n",
      "Total key metrics reports for WLFC: 115\n",
      "Total key metrics reports for JBL: 133\n",
      "Total key metrics reports for ARCT: 46\n",
      "Total key metrics reports for OKE: 153\n",
      "Total key metrics reports for MKTW: 14\n",
      "Total key metrics reports for ZBH: 93\n",
      "Total key metrics reports for CBU: 153\n",
      "Total key metrics reports for VMEO: 17\n",
      "Total key metrics reports for UAL: 139\n",
      "Total key metrics reports for ATRC: 78\n",
      "Total key metrics reports for UNFI: 109\n",
      "Total key metrics reports for EXR: 82\n",
      "Total key metrics reports for CYTK: 83\n",
      "Total key metrics reports for NBHC: 53\n",
      "Total key metrics reports for TGAN: 25\n",
      "Total key metrics reports for UNF: 154\n",
      "Total key metrics reports for IBCP: 141\n",
      "Total key metrics reports for MCBC: 102\n",
      "Total key metrics reports for AVPT: 17\n",
      "Total key metrics reports for NRIM: 133\n",
      "Total key metrics reports for JNJ: 153\n",
      "Total key metrics reports for ARE: 108\n",
      "Total key metrics reports for PKBK: 83\n",
      "Total key metrics reports for LMB: 39\n",
      "Total key metrics reports for DOUG: 13\n",
      "Total key metrics reports for GEHC: 8\n",
      "Total key metrics reports for MAA: 119\n",
      "Total key metrics reports for FCF: 127\n",
      "Total key metrics reports for AON: 153\n",
      "Total key metrics reports for AMPS: 12\n",
      "Total key metrics reports for REFI: 10\n",
      "Total key metrics reports for FORR: 115\n",
      "Total key metrics reports for SWIM: 15\n",
      "Total key metrics reports for ACVA: 18\n",
      "Total key metrics reports for EFSC: 96\n",
      "Total key metrics reports for FTDR: 25\n",
      "Total key metrics reports for PRTH: 32\n",
      "Total key metrics reports for POWI: 111\n",
      "Total key metrics reports for FLYW: 16\n"
     ]
    }
   ],
   "source": [
    "\n",
    "keymetrics_all_df = pd.DataFrame()\n",
    "for ticker in stocks_ticker_set:\n",
    "    kms = fmpsdk.key_metrics(apikey=FMP_API_KEY, symbol=ticker, period='quarter', limit=-1)\n",
    "    if kms is not None and len(kms) > 0:\n",
    "        kms_df = pd.DataFrame(kms)\n",
    "        kms_df['date'] = pd.to_datetime(kms_df['date'])\n",
    "        kms_df = kms_df.set_index(['symbol', 'date'])\n",
    "        # print(f\"Key metrics for {ticker} sample: \\n{kms_df.columns}\")\n",
    "        keymetrics_all_df = pd.concat([keymetrics_all_df, kms_df])\n",
    "        # print(f\"Key metrics concatenated {ticker}: \\n{keymetrics_all_df.columns}\")\n",
    "        n_kms = len(kms_df)\n",
    "        print(f\"Total key metrics reports for {ticker}: {n_kms}\")\n",
    "    else:\n",
    "        print(f\"No {ticker} key metrics reports: kms={kms}\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 54,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .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></th>\n",
       "      <th>calendarYear</th>\n",
       "      <th>period</th>\n",
       "      <th>revenuePerShare</th>\n",
       "      <th>netIncomePerShare</th>\n",
       "      <th>operatingCashFlowPerShare</th>\n",
       "      <th>freeCashFlowPerShare</th>\n",
       "      <th>cashPerShare</th>\n",
       "      <th>bookValuePerShare</th>\n",
       "      <th>tangibleBookValuePerShare</th>\n",
       "      <th>shareholdersEquityPerShare</th>\n",
       "      <th>...</th>\n",
       "      <th>averagePayables</th>\n",
       "      <th>averageInventory</th>\n",
       "      <th>daysSalesOutstanding</th>\n",
       "      <th>daysPayablesOutstanding</th>\n",
       "      <th>daysOfInventoryOnHand</th>\n",
       "      <th>receivablesTurnover</th>\n",
       "      <th>payablesTurnover</th>\n",
       "      <th>inventoryTurnover</th>\n",
       "      <th>roe</th>\n",
       "      <th>capexPerShare</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>symbol</th>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">IAUX</th>\n",
       "      <th>2023-09-30</th>\n",
       "      <td>2023</td>\n",
       "      <td>Q3</td>\n",
       "      <td>0.046025</td>\n",
       "      <td>-0.014624</td>\n",
       "      <td>-0.049448</td>\n",
       "      <td>-0.089751</td>\n",
       "      <td>0.131422</td>\n",
       "      <td>1.560281</td>\n",
       "      <td>1.560281</td>\n",
       "      <td>1.560281</td>\n",
       "      <td>...</td>\n",
       "      <td>11083000.0</td>\n",
       "      <td>18953500.0</td>\n",
       "      <td>5.278093</td>\n",
       "      <td>67.855056</td>\n",
       "      <td>125.656780</td>\n",
       "      <td>17.051613</td>\n",
       "      <td>1.326357</td>\n",
       "      <td>0.716237</td>\n",
       "      <td>-0.009373</td>\n",
       "      <td>-0.040302</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-06-30</th>\n",
       "      <td>2023</td>\n",
       "      <td>Q2</td>\n",
       "      <td>0.042610</td>\n",
       "      <td>-0.060136</td>\n",
       "      <td>-0.061273</td>\n",
       "      <td>-0.108882</td>\n",
       "      <td>0.072918</td>\n",
       "      <td>1.603962</td>\n",
       "      <td>1.603962</td>\n",
       "      <td>1.603962</td>\n",
       "      <td>...</td>\n",
       "      <td>10400500.0</td>\n",
       "      <td>18993500.0</td>\n",
       "      <td>12.883289</td>\n",
       "      <td>71.495440</td>\n",
       "      <td>113.441524</td>\n",
       "      <td>6.985794</td>\n",
       "      <td>1.258822</td>\n",
       "      <td>0.793360</td>\n",
       "      <td>-0.037492</td>\n",
       "      <td>-0.047609</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-03-31</th>\n",
       "      <td>2023</td>\n",
       "      <td>Q1</td>\n",
       "      <td>0.018518</td>\n",
       "      <td>-0.053411</td>\n",
       "      <td>-0.092759</td>\n",
       "      <td>-0.134208</td>\n",
       "      <td>0.231715</td>\n",
       "      <td>1.458083</td>\n",
       "      <td>1.458083</td>\n",
       "      <td>1.458083</td>\n",
       "      <td>...</td>\n",
       "      <td>9788500.0</td>\n",
       "      <td>17863000.0</td>\n",
       "      <td>10.507916</td>\n",
       "      <td>101.211855</td>\n",
       "      <td>216.901921</td>\n",
       "      <td>8.564972</td>\n",
       "      <td>0.889224</td>\n",
       "      <td>0.414934</td>\n",
       "      <td>-0.036631</td>\n",
       "      <td>-0.041449</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-31</th>\n",
       "      <td>2022</td>\n",
       "      <td>Q4</td>\n",
       "      <td>0.048455</td>\n",
       "      <td>-0.265996</td>\n",
       "      <td>-0.020485</td>\n",
       "      <td>-0.089775</td>\n",
       "      <td>0.200842</td>\n",
       "      <td>1.387086</td>\n",
       "      <td>1.387086</td>\n",
       "      <td>1.387086</td>\n",
       "      <td>...</td>\n",
       "      <td>7087500.0</td>\n",
       "      <td>20697000.0</td>\n",
       "      <td>4.814115</td>\n",
       "      <td>63.272222</td>\n",
       "      <td>98.494275</td>\n",
       "      <td>18.695024</td>\n",
       "      <td>1.422425</td>\n",
       "      <td>0.913759</td>\n",
       "      <td>-0.191766</td>\n",
       "      <td>-0.069289</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-09-30</th>\n",
       "      <td>2022</td>\n",
       "      <td>Q3</td>\n",
       "      <td>0.066835</td>\n",
       "      <td>-0.046895</td>\n",
       "      <td>-0.003145</td>\n",
       "      <td>-0.080443</td>\n",
       "      <td>0.316127</td>\n",
       "      <td>1.650186</td>\n",
       "      <td>1.650186</td>\n",
       "      <td>1.650186</td>\n",
       "      <td>...</td>\n",
       "      <td>3267000.0</td>\n",
       "      <td>27577500.0</td>\n",
       "      <td>2.834734</td>\n",
       "      <td>26.736622</td>\n",
       "      <td>187.066054</td>\n",
       "      <td>31.749012</td>\n",
       "      <td>3.366169</td>\n",
       "      <td>0.481113</td>\n",
       "      <td>-0.028418</td>\n",
       "      <td>-0.077298</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">FLYW</th>\n",
       "      <th>2020-12-31</th>\n",
       "      <td>2020</td>\n",
       "      <td>Q4</td>\n",
       "      <td>0.372878</td>\n",
       "      <td>-0.045231</td>\n",
       "      <td>0.149719</td>\n",
       "      <td>0.146027</td>\n",
       "      <td>1.167544</td>\n",
       "      <td>-0.917433</td>\n",
       "      <td>-2.183821</td>\n",
       "      <td>-0.917433</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>96.827661</td>\n",
       "      <td>42.354774</td>\n",
       "      <td>38.957666</td>\n",
       "      <td>0.929486</td>\n",
       "      <td>2.124908</td>\n",
       "      <td>2.310200</td>\n",
       "      <td>0.049302</td>\n",
       "      <td>-0.003692</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-09-30</th>\n",
       "      <td>2020</td>\n",
       "      <td>Q3</td>\n",
       "      <td>0.472238</td>\n",
       "      <td>0.058584</td>\n",
       "      <td>0.146353</td>\n",
       "      <td>0.140170</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.006183</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-06-30</th>\n",
       "      <td>2020</td>\n",
       "      <td>Q2</td>\n",
       "      <td>0.266572</td>\n",
       "      <td>-0.179499</td>\n",
       "      <td>0.073238</td>\n",
       "      <td>0.065069</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.008169</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-03-31</th>\n",
       "      <td>2020</td>\n",
       "      <td>Q1</td>\n",
       "      <td>0.367020</td>\n",
       "      <td>0.041517</td>\n",
       "      <td>-0.528903</td>\n",
       "      <td>-0.534883</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.005981</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2001-12-31</th>\n",
       "      <td>2001</td>\n",
       "      <td>Q4</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>213611 rows × 59 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                  calendarYear period  revenuePerShare  netIncomePerShare  \\\n",
       "symbol date                                                                 \n",
       "IAUX   2023-09-30         2023     Q3         0.046025          -0.014624   \n",
       "       2023-06-30         2023     Q2         0.042610          -0.060136   \n",
       "       2023-03-31         2023     Q1         0.018518          -0.053411   \n",
       "       2022-12-31         2022     Q4         0.048455          -0.265996   \n",
       "       2022-09-30         2022     Q3         0.066835          -0.046895   \n",
       "...                        ...    ...              ...                ...   \n",
       "FLYW   2020-12-31         2020     Q4         0.372878          -0.045231   \n",
       "       2020-09-30         2020     Q3         0.472238           0.058584   \n",
       "       2020-06-30         2020     Q2         0.266572          -0.179499   \n",
       "       2020-03-31         2020     Q1         0.367020           0.041517   \n",
       "       2001-12-31         2001     Q4         0.000000           0.000000   \n",
       "\n",
       "                   operatingCashFlowPerShare  freeCashFlowPerShare  \\\n",
       "symbol date                                                          \n",
       "IAUX   2023-09-30                  -0.049448             -0.089751   \n",
       "       2023-06-30                  -0.061273             -0.108882   \n",
       "       2023-03-31                  -0.092759             -0.134208   \n",
       "       2022-12-31                  -0.020485             -0.089775   \n",
       "       2022-09-30                  -0.003145             -0.080443   \n",
       "...                                      ...                   ...   \n",
       "FLYW   2020-12-31                   0.149719              0.146027   \n",
       "       2020-09-30                   0.146353              0.140170   \n",
       "       2020-06-30                   0.073238              0.065069   \n",
       "       2020-03-31                  -0.528903             -0.534883   \n",
       "       2001-12-31                   0.000000              0.000000   \n",
       "\n",
       "                   cashPerShare  bookValuePerShare  tangibleBookValuePerShare  \\\n",
       "symbol date                                                                     \n",
       "IAUX   2023-09-30      0.131422           1.560281                   1.560281   \n",
       "       2023-06-30      0.072918           1.603962                   1.603962   \n",
       "       2023-03-31      0.231715           1.458083                   1.458083   \n",
       "       2022-12-31      0.200842           1.387086                   1.387086   \n",
       "       2022-09-30      0.316127           1.650186                   1.650186   \n",
       "...                         ...                ...                        ...   \n",
       "FLYW   2020-12-31      1.167544          -0.917433                  -2.183821   \n",
       "       2020-09-30           NaN                NaN                        NaN   \n",
       "       2020-06-30           NaN                NaN                        NaN   \n",
       "       2020-03-31           NaN                NaN                        NaN   \n",
       "       2001-12-31      0.000000           0.000000                   0.000000   \n",
       "\n",
       "                   shareholdersEquityPerShare  ...  averagePayables  \\\n",
       "symbol date                                    ...                    \n",
       "IAUX   2023-09-30                    1.560281  ...       11083000.0   \n",
       "       2023-06-30                    1.603962  ...       10400500.0   \n",
       "       2023-03-31                    1.458083  ...        9788500.0   \n",
       "       2022-12-31                    1.387086  ...        7087500.0   \n",
       "       2022-09-30                    1.650186  ...        3267000.0   \n",
       "...                                       ...  ...              ...   \n",
       "FLYW   2020-12-31                   -0.917433  ...              NaN   \n",
       "       2020-09-30                         NaN  ...              NaN   \n",
       "       2020-06-30                         NaN  ...              NaN   \n",
       "       2020-03-31                         NaN  ...              NaN   \n",
       "       2001-12-31                    0.000000  ...              NaN   \n",
       "\n",
       "                   averageInventory  daysSalesOutstanding  \\\n",
       "symbol date                                                 \n",
       "IAUX   2023-09-30        18953500.0              5.278093   \n",
       "       2023-06-30        18993500.0             12.883289   \n",
       "       2023-03-31        17863000.0             10.507916   \n",
       "       2022-12-31        20697000.0              4.814115   \n",
       "       2022-09-30        27577500.0              2.834734   \n",
       "...                             ...                   ...   \n",
       "FLYW   2020-12-31               NaN             96.827661   \n",
       "       2020-09-30               NaN                   NaN   \n",
       "       2020-06-30               NaN                   NaN   \n",
       "       2020-03-31               NaN                   NaN   \n",
       "       2001-12-31               NaN              0.000000   \n",
       "\n",
       "                   daysPayablesOutstanding  daysOfInventoryOnHand  \\\n",
       "symbol date                                                         \n",
       "IAUX   2023-09-30                67.855056             125.656780   \n",
       "       2023-06-30                71.495440             113.441524   \n",
       "       2023-03-31               101.211855             216.901921   \n",
       "       2022-12-31                63.272222              98.494275   \n",
       "       2022-09-30                26.736622             187.066054   \n",
       "...                                    ...                    ...   \n",
       "FLYW   2020-12-31                42.354774              38.957666   \n",
       "       2020-09-30                      NaN                    NaN   \n",
       "       2020-06-30                      NaN                    NaN   \n",
       "       2020-03-31                      NaN                    NaN   \n",
       "       2001-12-31                 0.000000               0.000000   \n",
       "\n",
       "                   receivablesTurnover  payablesTurnover  inventoryTurnover  \\\n",
       "symbol date                                                                   \n",
       "IAUX   2023-09-30            17.051613          1.326357           0.716237   \n",
       "       2023-06-30             6.985794          1.258822           0.793360   \n",
       "       2023-03-31             8.564972          0.889224           0.414934   \n",
       "       2022-12-31            18.695024          1.422425           0.913759   \n",
       "       2022-09-30            31.749012          3.366169           0.481113   \n",
       "...                                ...               ...                ...   \n",
       "FLYW   2020-12-31             0.929486          2.124908           2.310200   \n",
       "       2020-09-30             0.000000          0.000000           0.000000   \n",
       "       2020-06-30             0.000000          0.000000           0.000000   \n",
       "       2020-03-31             0.000000          0.000000           0.000000   \n",
       "       2001-12-31                  NaN               NaN           0.000000   \n",
       "\n",
       "                        roe  capexPerShare  \n",
       "symbol date                                 \n",
       "IAUX   2023-09-30 -0.009373      -0.040302  \n",
       "       2023-06-30 -0.037492      -0.047609  \n",
       "       2023-03-31 -0.036631      -0.041449  \n",
       "       2022-12-31 -0.191766      -0.069289  \n",
       "       2022-09-30 -0.028418      -0.077298  \n",
       "...                     ...            ...  \n",
       "FLYW   2020-12-31  0.049302      -0.003692  \n",
       "       2020-09-30  0.000000      -0.006183  \n",
       "       2020-06-30  0.000000      -0.008169  \n",
       "       2020-03-31  0.000000      -0.005981  \n",
       "       2001-12-31       NaN       0.000000  \n",
       "\n",
       "[213611 rows x 59 columns]"
      ]
     },
     "execution_count": 54,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "keymetrics_all_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 56,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "calendarYear                               object\n",
       "period                                     object\n",
       "revenuePerShare                           float64\n",
       "netIncomePerShare                         float64\n",
       "operatingCashFlowPerShare                 float64\n",
       "freeCashFlowPerShare                      float64\n",
       "cashPerShare                              float64\n",
       "bookValuePerShare                         float64\n",
       "tangibleBookValuePerShare                 float64\n",
       "shareholdersEquityPerShare                float64\n",
       "interestDebtPerShare                      float64\n",
       "marketCap                                 float64\n",
       "enterpriseValue                           float64\n",
       "peRatio                                   float64\n",
       "priceToSalesRatio                         float64\n",
       "pocfratio                                 float64\n",
       "pfcfRatio                                 float64\n",
       "pbRatio                                   float64\n",
       "ptbRatio                                  float64\n",
       "evToSales                                 float64\n",
       "enterpriseValueOverEBITDA                 float64\n",
       "evToOperatingCashFlow                     float64\n",
       "evToFreeCashFlow                          float64\n",
       "earningsYield                             float64\n",
       "freeCashFlowYield                         float64\n",
       "debtToEquity                              float64\n",
       "debtToAssets                              float64\n",
       "netDebtToEBITDA                           float64\n",
       "currentRatio                              float64\n",
       "interestCoverage                          float64\n",
       "incomeQuality                             float64\n",
       "dividendYield                             float64\n",
       "payoutRatio                               float64\n",
       "salesGeneralAndAdministrativeToRevenue    float64\n",
       "researchAndDdevelopementToRevenue         float64\n",
       "intangiblesToTotalAssets                  float64\n",
       "capexToOperatingCashFlow                  float64\n",
       "capexToRevenue                            float64\n",
       "capexToDepreciation                       float64\n",
       "stockBasedCompensationToRevenue           float64\n",
       "grahamNumber                              float64\n",
       "roic                                      float64\n",
       "returnOnTangibleAssets                    float64\n",
       "grahamNetNet                              float64\n",
       "workingCapital                            float64\n",
       "tangibleAssetValue                        float64\n",
       "netCurrentAssetValue                      float64\n",
       "investedCapital                           float64\n",
       "averageReceivables                        float64\n",
       "averagePayables                            object\n",
       "averageInventory                          float64\n",
       "daysSalesOutstanding                      float64\n",
       "daysPayablesOutstanding                   float64\n",
       "daysOfInventoryOnHand                     float64\n",
       "receivablesTurnover                       float64\n",
       "payablesTurnover                          float64\n",
       "inventoryTurnover                         float64\n",
       "roe                                       float64\n",
       "capexPerShare                             float64\n",
       "dtype: object"
      ]
     },
     "execution_count": 56,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "keymetrics_all_df.dtypes"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 57,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "213611"
      ]
     },
     "execution_count": 57,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "len(keymetrics_all_df)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 85,
   "metadata": {},
   "outputs": [],
   "source": [
    "index, row = next(keymetrics_all_df.iterrows())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 87,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "('IAUX', Timestamp('2023-09-30 00:00:00'))"
      ]
     },
     "execution_count": 87,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "index"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 86,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "11083000.0"
      ]
     },
     "execution_count": 86,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "row['averagePayables']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 101,
   "metadata": {},
   "outputs": [],
   "source": [
    "# prevent parquet serialization issues\n",
    "keymetrics_all_df[\"averagePayables\"] = pd.to_numeric(keymetrics_all_df[\"averagePayables\"], dtype_backend=\"pyarrow\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "keymetrics_all_df.index.names = [\"Symbol\", \"Date\"]\n",
    "keymetrics_all_df.index.names"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 66,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .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></th>\n",
       "      <th>calendarYear</th>\n",
       "      <th>period</th>\n",
       "      <th>revenuePerShare</th>\n",
       "      <th>netIncomePerShare</th>\n",
       "      <th>operatingCashFlowPerShare</th>\n",
       "      <th>freeCashFlowPerShare</th>\n",
       "      <th>cashPerShare</th>\n",
       "      <th>bookValuePerShare</th>\n",
       "      <th>tangibleBookValuePerShare</th>\n",
       "      <th>shareholdersEquityPerShare</th>\n",
       "      <th>...</th>\n",
       "      <th>averagePayables</th>\n",
       "      <th>averageInventory</th>\n",
       "      <th>daysSalesOutstanding</th>\n",
       "      <th>daysPayablesOutstanding</th>\n",
       "      <th>daysOfInventoryOnHand</th>\n",
       "      <th>receivablesTurnover</th>\n",
       "      <th>payablesTurnover</th>\n",
       "      <th>inventoryTurnover</th>\n",
       "      <th>roe</th>\n",
       "      <th>capexPerShare</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Symbol</th>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">A</th>\n",
       "      <th>1999-01-31</th>\n",
       "      <td>1999</td>\n",
       "      <td>Q1</td>\n",
       "      <td>4.102973</td>\n",
       "      <td>0.170000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-04-30</th>\n",
       "      <td>1999</td>\n",
       "      <td>Q2</td>\n",
       "      <td>4.480892</td>\n",
       "      <td>0.350000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-07-31</th>\n",
       "      <td>1999</td>\n",
       "      <td>Q3</td>\n",
       "      <td>4.637778</td>\n",
       "      <td>0.300000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-10-31</th>\n",
       "      <td>1999</td>\n",
       "      <td>Q4</td>\n",
       "      <td>5.576310</td>\n",
       "      <td>0.332574</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>7.703872</td>\n",
       "      <td>7.703872</td>\n",
       "      <td>7.703872</td>\n",
       "      <td>...</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>NaN</td>\n",
       "      <td>60.110294</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1.497248</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.043170</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-01-31</th>\n",
       "      <td>2000</td>\n",
       "      <td>Q1</td>\n",
       "      <td>5.116173</td>\n",
       "      <td>0.298405</td>\n",
       "      <td>0.874715</td>\n",
       "      <td>0.667426</td>\n",
       "      <td>3.211845</td>\n",
       "      <td>10.218679</td>\n",
       "      <td>10.218679</td>\n",
       "      <td>10.218679</td>\n",
       "      <td>...</td>\n",
       "      <td>406500000.0</td>\n",
       "      <td>1.533000e+09</td>\n",
       "      <td>57.902939</td>\n",
       "      <td>23.508621</td>\n",
       "      <td>121.577586</td>\n",
       "      <td>1.554325</td>\n",
       "      <td>3.828383</td>\n",
       "      <td>0.740268</td>\n",
       "      <td>0.029202</td>\n",
       "      <td>-0.207289</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">ZYXI</th>\n",
       "      <th>2022-09-30</th>\n",
       "      <td>2022</td>\n",
       "      <td>Q3</td>\n",
       "      <td>1.091311</td>\n",
       "      <td>0.128082</td>\n",
       "      <td>0.194791</td>\n",
       "      <td>0.191636</td>\n",
       "      <td>0.618514</td>\n",
       "      <td>1.713373</td>\n",
       "      <td>0.932818</td>\n",
       "      <td>1.713373</td>\n",
       "      <td>...</td>\n",
       "      <td>5187500.0</td>\n",
       "      <td>1.446900e+07</td>\n",
       "      <td>61.452312</td>\n",
       "      <td>55.119771</td>\n",
       "      <td>154.086521</td>\n",
       "      <td>1.464550</td>\n",
       "      <td>1.632808</td>\n",
       "      <td>0.584087</td>\n",
       "      <td>0.074754</td>\n",
       "      <td>-0.003154</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-31</th>\n",
       "      <td>2022</td>\n",
       "      <td>Q4</td>\n",
       "      <td>1.310694</td>\n",
       "      <td>0.200129</td>\n",
       "      <td>0.127753</td>\n",
       "      <td>0.125443</td>\n",
       "      <td>0.540982</td>\n",
       "      <td>1.782093</td>\n",
       "      <td>0.990708</td>\n",
       "      <td>1.782093</td>\n",
       "      <td>...</td>\n",
       "      <td>5370000.0</td>\n",
       "      <td>1.392500e+07</td>\n",
       "      <td>64.658744</td>\n",
       "      <td>53.695143</td>\n",
       "      <td>129.267150</td>\n",
       "      <td>1.391923</td>\n",
       "      <td>1.676129</td>\n",
       "      <td>0.696233</td>\n",
       "      <td>0.112300</td>\n",
       "      <td>-0.002310</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-03-31</th>\n",
       "      <td>2023</td>\n",
       "      <td>Q1</td>\n",
       "      <td>1.149234</td>\n",
       "      <td>0.042759</td>\n",
       "      <td>0.052706</td>\n",
       "      <td>0.047692</td>\n",
       "      <td>0.457622</td>\n",
       "      <td>1.757399</td>\n",
       "      <td>0.960429</td>\n",
       "      <td>1.757399</td>\n",
       "      <td>...</td>\n",
       "      <td>5625500.0</td>\n",
       "      <td>1.383400e+07</td>\n",
       "      <td>68.423050</td>\n",
       "      <td>54.860287</td>\n",
       "      <td>137.723595</td>\n",
       "      <td>1.315346</td>\n",
       "      <td>1.640531</td>\n",
       "      <td>0.653483</td>\n",
       "      <td>0.024331</td>\n",
       "      <td>-0.005014</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-06-30</th>\n",
       "      <td>2023</td>\n",
       "      <td>Q2</td>\n",
       "      <td>1.233759</td>\n",
       "      <td>0.092054</td>\n",
       "      <td>0.020338</td>\n",
       "      <td>0.014574</td>\n",
       "      <td>1.612433</td>\n",
       "      <td>1.708989</td>\n",
       "      <td>0.912584</td>\n",
       "      <td>1.708989</td>\n",
       "      <td>...</td>\n",
       "      <td>5790000.0</td>\n",
       "      <td>1.425450e+07</td>\n",
       "      <td>65.984383</td>\n",
       "      <td>57.560397</td>\n",
       "      <td>139.047670</td>\n",
       "      <td>1.363959</td>\n",
       "      <td>1.563575</td>\n",
       "      <td>0.647260</td>\n",
       "      <td>0.053865</td>\n",
       "      <td>-0.005764</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-09-30</th>\n",
       "      <td>2023</td>\n",
       "      <td>Q3</td>\n",
       "      <td>1.404830</td>\n",
       "      <td>0.101151</td>\n",
       "      <td>0.250288</td>\n",
       "      <td>0.243646</td>\n",
       "      <td>1.475922</td>\n",
       "      <td>1.648757</td>\n",
       "      <td>0.838535</td>\n",
       "      <td>1.648757</td>\n",
       "      <td>...</td>\n",
       "      <td>6990000.0</td>\n",
       "      <td>1.425550e+07</td>\n",
       "      <td>60.020435</td>\n",
       "      <td>75.840050</td>\n",
       "      <td>133.648069</td>\n",
       "      <td>1.499489</td>\n",
       "      <td>1.186708</td>\n",
       "      <td>0.673410</td>\n",
       "      <td>0.061350</td>\n",
       "      <td>-0.006642</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>213611 rows × 59 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                  calendarYear period  revenuePerShare  netIncomePerShare  \\\n",
       "Symbol Date                                                                 \n",
       "A      1999-01-31         1999     Q1         4.102973           0.170000   \n",
       "       1999-04-30         1999     Q2         4.480892           0.350000   \n",
       "       1999-07-31         1999     Q3         4.637778           0.300000   \n",
       "       1999-10-31         1999     Q4         5.576310           0.332574   \n",
       "       2000-01-31         2000     Q1         5.116173           0.298405   \n",
       "...                        ...    ...              ...                ...   \n",
       "ZYXI   2022-09-30         2022     Q3         1.091311           0.128082   \n",
       "       2022-12-31         2022     Q4         1.310694           0.200129   \n",
       "       2023-03-31         2023     Q1         1.149234           0.042759   \n",
       "       2023-06-30         2023     Q2         1.233759           0.092054   \n",
       "       2023-09-30         2023     Q3         1.404830           0.101151   \n",
       "\n",
       "                   operatingCashFlowPerShare  freeCashFlowPerShare  \\\n",
       "Symbol Date                                                          \n",
       "A      1999-01-31                        NaN                   NaN   \n",
       "       1999-04-30                        NaN                   NaN   \n",
       "       1999-07-31                        NaN                   NaN   \n",
       "       1999-10-31                        NaN                   NaN   \n",
       "       2000-01-31                   0.874715              0.667426   \n",
       "...                                      ...                   ...   \n",
       "ZYXI   2022-09-30                   0.194791              0.191636   \n",
       "       2022-12-31                   0.127753              0.125443   \n",
       "       2023-03-31                   0.052706              0.047692   \n",
       "       2023-06-30                   0.020338              0.014574   \n",
       "       2023-09-30                   0.250288              0.243646   \n",
       "\n",
       "                   cashPerShare  bookValuePerShare  tangibleBookValuePerShare  \\\n",
       "Symbol Date                                                                     \n",
       "A      1999-01-31           NaN                NaN                        NaN   \n",
       "       1999-04-30           NaN                NaN                        NaN   \n",
       "       1999-07-31           NaN                NaN                        NaN   \n",
       "       1999-10-31      0.000000           7.703872                   7.703872   \n",
       "       2000-01-31      3.211845          10.218679                  10.218679   \n",
       "...                         ...                ...                        ...   \n",
       "ZYXI   2022-09-30      0.618514           1.713373                   0.932818   \n",
       "       2022-12-31      0.540982           1.782093                   0.990708   \n",
       "       2023-03-31      0.457622           1.757399                   0.960429   \n",
       "       2023-06-30      1.612433           1.708989                   0.912584   \n",
       "       2023-09-30      1.475922           1.648757                   0.838535   \n",
       "\n",
       "                   shareholdersEquityPerShare  ...  averagePayables  \\\n",
       "Symbol Date                                    ...                    \n",
       "A      1999-01-31                         NaN  ...             <NA>   \n",
       "       1999-04-30                         NaN  ...             <NA>   \n",
       "       1999-07-31                         NaN  ...             <NA>   \n",
       "       1999-10-31                    7.703872  ...             <NA>   \n",
       "       2000-01-31                   10.218679  ...      406500000.0   \n",
       "...                                       ...  ...              ...   \n",
       "ZYXI   2022-09-30                    1.713373  ...        5187500.0   \n",
       "       2022-12-31                    1.782093  ...        5370000.0   \n",
       "       2023-03-31                    1.757399  ...        5625500.0   \n",
       "       2023-06-30                    1.708989  ...        5790000.0   \n",
       "       2023-09-30                    1.648757  ...        6990000.0   \n",
       "\n",
       "                   averageInventory  daysSalesOutstanding  \\\n",
       "Symbol Date                                                 \n",
       "A      1999-01-31               NaN                   NaN   \n",
       "       1999-04-30               NaN                   NaN   \n",
       "       1999-07-31               NaN                   NaN   \n",
       "       1999-10-31               NaN             60.110294   \n",
       "       2000-01-31      1.533000e+09             57.902939   \n",
       "...                             ...                   ...   \n",
       "ZYXI   2022-09-30      1.446900e+07             61.452312   \n",
       "       2022-12-31      1.392500e+07             64.658744   \n",
       "       2023-03-31      1.383400e+07             68.423050   \n",
       "       2023-06-30      1.425450e+07             65.984383   \n",
       "       2023-09-30      1.425550e+07             60.020435   \n",
       "\n",
       "                   daysPayablesOutstanding  daysOfInventoryOnHand  \\\n",
       "Symbol Date                                                         \n",
       "A      1999-01-31                 0.000000               0.000000   \n",
       "       1999-04-30                 0.000000               0.000000   \n",
       "       1999-07-31                 0.000000               0.000000   \n",
       "       1999-10-31                 0.000000               0.000000   \n",
       "       2000-01-31                23.508621             121.577586   \n",
       "...                                    ...                    ...   \n",
       "ZYXI   2022-09-30                55.119771             154.086521   \n",
       "       2022-12-31                53.695143             129.267150   \n",
       "       2023-03-31                54.860287             137.723595   \n",
       "       2023-06-30                57.560397             139.047670   \n",
       "       2023-09-30                75.840050             133.648069   \n",
       "\n",
       "                   receivablesTurnover  payablesTurnover  inventoryTurnover  \\\n",
       "Symbol Date                                                                   \n",
       "A      1999-01-31             0.000000          0.000000           0.000000   \n",
       "       1999-04-30             0.000000          0.000000           0.000000   \n",
       "       1999-07-31             0.000000          0.000000           0.000000   \n",
       "       1999-10-31             1.497248          0.000000           0.000000   \n",
       "       2000-01-31             1.554325          3.828383           0.740268   \n",
       "...                                ...               ...                ...   \n",
       "ZYXI   2022-09-30             1.464550          1.632808           0.584087   \n",
       "       2022-12-31             1.391923          1.676129           0.696233   \n",
       "       2023-03-31             1.315346          1.640531           0.653483   \n",
       "       2023-06-30             1.363959          1.563575           0.647260   \n",
       "       2023-09-30             1.499489          1.186708           0.673410   \n",
       "\n",
       "                        roe  capexPerShare  \n",
       "Symbol Date                                 \n",
       "A      1999-01-31  0.000000            NaN  \n",
       "       1999-04-30  0.000000            NaN  \n",
       "       1999-07-31  0.000000            NaN  \n",
       "       1999-10-31  0.043170            NaN  \n",
       "       2000-01-31  0.029202      -0.207289  \n",
       "...                     ...            ...  \n",
       "ZYXI   2022-09-30  0.074754      -0.003154  \n",
       "       2022-12-31  0.112300      -0.002310  \n",
       "       2023-03-31  0.024331      -0.005014  \n",
       "       2023-06-30  0.053865      -0.005764  \n",
       "       2023-09-30  0.061350      -0.006642  \n",
       "\n",
       "[213611 rows x 59 columns]"
      ]
     },
     "execution_count": 66,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "keymetrics_all_df = keymetrics_all_df.sort_index()\n",
    "keymetrics_all_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 58,
   "metadata": {},
   "outputs": [],
   "source": [
    "# kms_file = 'data/keymetrics_history.csv.bz2'\n",
    "# keymetrics_all_df.to_csv(kms_file)\n",
    "\n",
    "kms_file = 'data/data-3rd-party/keymetrics_history.parquet'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 67,
   "metadata": {},
   "outputs": [],
   "source": [
    "\n",
    "keymetrics_all_df.to_parquet(kms_file, engine=\"pyarrow\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 68,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>calendarYear</th>\n",
       "      <th>period</th>\n",
       "      <th>revenuePerShare</th>\n",
       "      <th>netIncomePerShare</th>\n",
       "      <th>operatingCashFlowPerShare</th>\n",
       "      <th>freeCashFlowPerShare</th>\n",
       "      <th>cashPerShare</th>\n",
       "      <th>bookValuePerShare</th>\n",
       "      <th>tangibleBookValuePerShare</th>\n",
       "      <th>shareholdersEquityPerShare</th>\n",
       "      <th>...</th>\n",
       "      <th>averagePayables</th>\n",
       "      <th>averageInventory</th>\n",
       "      <th>daysSalesOutstanding</th>\n",
       "      <th>daysPayablesOutstanding</th>\n",
       "      <th>daysOfInventoryOnHand</th>\n",
       "      <th>receivablesTurnover</th>\n",
       "      <th>payablesTurnover</th>\n",
       "      <th>inventoryTurnover</th>\n",
       "      <th>roe</th>\n",
       "      <th>capexPerShare</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Symbol</th>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">A</th>\n",
       "      <th>1999-01-31</th>\n",
       "      <td>1999</td>\n",
       "      <td>Q1</td>\n",
       "      <td>4.102973</td>\n",
       "      <td>0.170000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-04-30</th>\n",
       "      <td>1999</td>\n",
       "      <td>Q2</td>\n",
       "      <td>4.480892</td>\n",
       "      <td>0.350000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-07-31</th>\n",
       "      <td>1999</td>\n",
       "      <td>Q3</td>\n",
       "      <td>4.637778</td>\n",
       "      <td>0.300000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-10-31</th>\n",
       "      <td>1999</td>\n",
       "      <td>Q4</td>\n",
       "      <td>5.576310</td>\n",
       "      <td>0.332574</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>7.703872</td>\n",
       "      <td>7.703872</td>\n",
       "      <td>7.703872</td>\n",
       "      <td>...</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "      <td>NaN</td>\n",
       "      <td>60.110294</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1.497248</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.043170</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-01-31</th>\n",
       "      <td>2000</td>\n",
       "      <td>Q1</td>\n",
       "      <td>5.116173</td>\n",
       "      <td>0.298405</td>\n",
       "      <td>0.874715</td>\n",
       "      <td>0.667426</td>\n",
       "      <td>3.211845</td>\n",
       "      <td>10.218679</td>\n",
       "      <td>10.218679</td>\n",
       "      <td>10.218679</td>\n",
       "      <td>...</td>\n",
       "      <td>406500000.0</td>\n",
       "      <td>1.533000e+09</td>\n",
       "      <td>57.902939</td>\n",
       "      <td>23.508621</td>\n",
       "      <td>121.577586</td>\n",
       "      <td>1.554325</td>\n",
       "      <td>3.828383</td>\n",
       "      <td>0.740268</td>\n",
       "      <td>0.029202</td>\n",
       "      <td>-0.207289</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">ZYXI</th>\n",
       "      <th>2022-09-30</th>\n",
       "      <td>2022</td>\n",
       "      <td>Q3</td>\n",
       "      <td>1.091311</td>\n",
       "      <td>0.128082</td>\n",
       "      <td>0.194791</td>\n",
       "      <td>0.191636</td>\n",
       "      <td>0.618514</td>\n",
       "      <td>1.713373</td>\n",
       "      <td>0.932818</td>\n",
       "      <td>1.713373</td>\n",
       "      <td>...</td>\n",
       "      <td>5187500.0</td>\n",
       "      <td>1.446900e+07</td>\n",
       "      <td>61.452312</td>\n",
       "      <td>55.119771</td>\n",
       "      <td>154.086521</td>\n",
       "      <td>1.464550</td>\n",
       "      <td>1.632808</td>\n",
       "      <td>0.584087</td>\n",
       "      <td>0.074754</td>\n",
       "      <td>-0.003154</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-31</th>\n",
       "      <td>2022</td>\n",
       "      <td>Q4</td>\n",
       "      <td>1.310694</td>\n",
       "      <td>0.200129</td>\n",
       "      <td>0.127753</td>\n",
       "      <td>0.125443</td>\n",
       "      <td>0.540982</td>\n",
       "      <td>1.782093</td>\n",
       "      <td>0.990708</td>\n",
       "      <td>1.782093</td>\n",
       "      <td>...</td>\n",
       "      <td>5370000.0</td>\n",
       "      <td>1.392500e+07</td>\n",
       "      <td>64.658744</td>\n",
       "      <td>53.695143</td>\n",
       "      <td>129.267150</td>\n",
       "      <td>1.391923</td>\n",
       "      <td>1.676129</td>\n",
       "      <td>0.696233</td>\n",
       "      <td>0.112300</td>\n",
       "      <td>-0.002310</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-03-31</th>\n",
       "      <td>2023</td>\n",
       "      <td>Q1</td>\n",
       "      <td>1.149234</td>\n",
       "      <td>0.042759</td>\n",
       "      <td>0.052706</td>\n",
       "      <td>0.047692</td>\n",
       "      <td>0.457622</td>\n",
       "      <td>1.757399</td>\n",
       "      <td>0.960429</td>\n",
       "      <td>1.757399</td>\n",
       "      <td>...</td>\n",
       "      <td>5625500.0</td>\n",
       "      <td>1.383400e+07</td>\n",
       "      <td>68.423050</td>\n",
       "      <td>54.860287</td>\n",
       "      <td>137.723595</td>\n",
       "      <td>1.315346</td>\n",
       "      <td>1.640531</td>\n",
       "      <td>0.653483</td>\n",
       "      <td>0.024331</td>\n",
       "      <td>-0.005014</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-06-30</th>\n",
       "      <td>2023</td>\n",
       "      <td>Q2</td>\n",
       "      <td>1.233759</td>\n",
       "      <td>0.092054</td>\n",
       "      <td>0.020338</td>\n",
       "      <td>0.014574</td>\n",
       "      <td>1.612433</td>\n",
       "      <td>1.708989</td>\n",
       "      <td>0.912584</td>\n",
       "      <td>1.708989</td>\n",
       "      <td>...</td>\n",
       "      <td>5790000.0</td>\n",
       "      <td>1.425450e+07</td>\n",
       "      <td>65.984383</td>\n",
       "      <td>57.560397</td>\n",
       "      <td>139.047670</td>\n",
       "      <td>1.363959</td>\n",
       "      <td>1.563575</td>\n",
       "      <td>0.647260</td>\n",
       "      <td>0.053865</td>\n",
       "      <td>-0.005764</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-09-30</th>\n",
       "      <td>2023</td>\n",
       "      <td>Q3</td>\n",
       "      <td>1.404830</td>\n",
       "      <td>0.101151</td>\n",
       "      <td>0.250288</td>\n",
       "      <td>0.243646</td>\n",
       "      <td>1.475922</td>\n",
       "      <td>1.648757</td>\n",
       "      <td>0.838535</td>\n",
       "      <td>1.648757</td>\n",
       "      <td>...</td>\n",
       "      <td>6990000.0</td>\n",
       "      <td>1.425550e+07</td>\n",
       "      <td>60.020435</td>\n",
       "      <td>75.840050</td>\n",
       "      <td>133.648069</td>\n",
       "      <td>1.499489</td>\n",
       "      <td>1.186708</td>\n",
       "      <td>0.673410</td>\n",
       "      <td>0.061350</td>\n",
       "      <td>-0.006642</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>213611 rows × 59 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                  calendarYear period  revenuePerShare  netIncomePerShare  \\\n",
       "Symbol Date                                                                 \n",
       "A      1999-01-31         1999     Q1         4.102973           0.170000   \n",
       "       1999-04-30         1999     Q2         4.480892           0.350000   \n",
       "       1999-07-31         1999     Q3         4.637778           0.300000   \n",
       "       1999-10-31         1999     Q4         5.576310           0.332574   \n",
       "       2000-01-31         2000     Q1         5.116173           0.298405   \n",
       "...                        ...    ...              ...                ...   \n",
       "ZYXI   2022-09-30         2022     Q3         1.091311           0.128082   \n",
       "       2022-12-31         2022     Q4         1.310694           0.200129   \n",
       "       2023-03-31         2023     Q1         1.149234           0.042759   \n",
       "       2023-06-30         2023     Q2         1.233759           0.092054   \n",
       "       2023-09-30         2023     Q3         1.404830           0.101151   \n",
       "\n",
       "                   operatingCashFlowPerShare  freeCashFlowPerShare  \\\n",
       "Symbol Date                                                          \n",
       "A      1999-01-31                        NaN                   NaN   \n",
       "       1999-04-30                        NaN                   NaN   \n",
       "       1999-07-31                        NaN                   NaN   \n",
       "       1999-10-31                        NaN                   NaN   \n",
       "       2000-01-31                   0.874715              0.667426   \n",
       "...                                      ...                   ...   \n",
       "ZYXI   2022-09-30                   0.194791              0.191636   \n",
       "       2022-12-31                   0.127753              0.125443   \n",
       "       2023-03-31                   0.052706              0.047692   \n",
       "       2023-06-30                   0.020338              0.014574   \n",
       "       2023-09-30                   0.250288              0.243646   \n",
       "\n",
       "                   cashPerShare  bookValuePerShare  tangibleBookValuePerShare  \\\n",
       "Symbol Date                                                                     \n",
       "A      1999-01-31           NaN                NaN                        NaN   \n",
       "       1999-04-30           NaN                NaN                        NaN   \n",
       "       1999-07-31           NaN                NaN                        NaN   \n",
       "       1999-10-31      0.000000           7.703872                   7.703872   \n",
       "       2000-01-31      3.211845          10.218679                  10.218679   \n",
       "...                         ...                ...                        ...   \n",
       "ZYXI   2022-09-30      0.618514           1.713373                   0.932818   \n",
       "       2022-12-31      0.540982           1.782093                   0.990708   \n",
       "       2023-03-31      0.457622           1.757399                   0.960429   \n",
       "       2023-06-30      1.612433           1.708989                   0.912584   \n",
       "       2023-09-30      1.475922           1.648757                   0.838535   \n",
       "\n",
       "                   shareholdersEquityPerShare  ...  averagePayables  \\\n",
       "Symbol Date                                    ...                    \n",
       "A      1999-01-31                         NaN  ...             <NA>   \n",
       "       1999-04-30                         NaN  ...             <NA>   \n",
       "       1999-07-31                         NaN  ...             <NA>   \n",
       "       1999-10-31                    7.703872  ...             <NA>   \n",
       "       2000-01-31                   10.218679  ...      406500000.0   \n",
       "...                                       ...  ...              ...   \n",
       "ZYXI   2022-09-30                    1.713373  ...        5187500.0   \n",
       "       2022-12-31                    1.782093  ...        5370000.0   \n",
       "       2023-03-31                    1.757399  ...        5625500.0   \n",
       "       2023-06-30                    1.708989  ...        5790000.0   \n",
       "       2023-09-30                    1.648757  ...        6990000.0   \n",
       "\n",
       "                   averageInventory  daysSalesOutstanding  \\\n",
       "Symbol Date                                                 \n",
       "A      1999-01-31               NaN                   NaN   \n",
       "       1999-04-30               NaN                   NaN   \n",
       "       1999-07-31               NaN                   NaN   \n",
       "       1999-10-31               NaN             60.110294   \n",
       "       2000-01-31      1.533000e+09             57.902939   \n",
       "...                             ...                   ...   \n",
       "ZYXI   2022-09-30      1.446900e+07             61.452312   \n",
       "       2022-12-31      1.392500e+07             64.658744   \n",
       "       2023-03-31      1.383400e+07             68.423050   \n",
       "       2023-06-30      1.425450e+07             65.984383   \n",
       "       2023-09-30      1.425550e+07             60.020435   \n",
       "\n",
       "                   daysPayablesOutstanding  daysOfInventoryOnHand  \\\n",
       "Symbol Date                                                         \n",
       "A      1999-01-31                 0.000000               0.000000   \n",
       "       1999-04-30                 0.000000               0.000000   \n",
       "       1999-07-31                 0.000000               0.000000   \n",
       "       1999-10-31                 0.000000               0.000000   \n",
       "       2000-01-31                23.508621             121.577586   \n",
       "...                                    ...                    ...   \n",
       "ZYXI   2022-09-30                55.119771             154.086521   \n",
       "       2022-12-31                53.695143             129.267150   \n",
       "       2023-03-31                54.860287             137.723595   \n",
       "       2023-06-30                57.560397             139.047670   \n",
       "       2023-09-30                75.840050             133.648069   \n",
       "\n",
       "                   receivablesTurnover  payablesTurnover  inventoryTurnover  \\\n",
       "Symbol Date                                                                   \n",
       "A      1999-01-31             0.000000          0.000000           0.000000   \n",
       "       1999-04-30             0.000000          0.000000           0.000000   \n",
       "       1999-07-31             0.000000          0.000000           0.000000   \n",
       "       1999-10-31             1.497248          0.000000           0.000000   \n",
       "       2000-01-31             1.554325          3.828383           0.740268   \n",
       "...                                ...               ...                ...   \n",
       "ZYXI   2022-09-30             1.464550          1.632808           0.584087   \n",
       "       2022-12-31             1.391923          1.676129           0.696233   \n",
       "       2023-03-31             1.315346          1.640531           0.653483   \n",
       "       2023-06-30             1.363959          1.563575           0.647260   \n",
       "       2023-09-30             1.499489          1.186708           0.673410   \n",
       "\n",
       "                        roe  capexPerShare  \n",
       "Symbol Date                                 \n",
       "A      1999-01-31  0.000000            NaN  \n",
       "       1999-04-30  0.000000            NaN  \n",
       "       1999-07-31  0.000000            NaN  \n",
       "       1999-10-31  0.043170            NaN  \n",
       "       2000-01-31  0.029202      -0.207289  \n",
       "...                     ...            ...  \n",
       "ZYXI   2022-09-30  0.074754      -0.003154  \n",
       "       2022-12-31  0.112300      -0.002310  \n",
       "       2023-03-31  0.024331      -0.005014  \n",
       "       2023-06-30  0.053865      -0.005764  \n",
       "       2023-09-30  0.061350      -0.006642  \n",
       "\n",
       "[213611 rows x 59 columns]"
      ]
     },
     "execution_count": 68,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "temp_kms_df = pd.read_parquet(kms_file)\n",
    "temp_kms_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Prepare institutional ownership data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [],
   "source": [
    "\n",
    "from fmpsdk.settings import DEFAULT_LIMIT, SEC_RSS_FEEDS_FILENAME, BASE_URL_v3\n",
    "from fmpsdk.url_methods import __return_json_v4\n",
    "import typing\n",
    "\n",
    "\n",
    "def institutional_symbol_ownership(\n",
    "    apikey: str,\n",
    "    symbol: str,\n",
    "    limit: int,\n",
    "    includeCurrentQuarter: bool = False,\n",
    ") -> typing.Optional[typing.List[typing.Dict]]:\n",
    "    \"\"\"\n",
    "    Query FMP /institutional-ownership/ API.\n",
    "\n",
    "    :param apikey: Your API key.\n",
    "    :param symbol: Company ticker.\n",
    "    :param limit: up to how many quarterly reports to return.\n",
    "    :param includeCurrentQuarter: Whether to include any available data in the current quarter.\n",
    "    :return: A list of dictionaries.\n",
    "    \"\"\"\n",
    "    path = f\"institutional-ownership/symbol-ownership\"\n",
    "    query_vars = {\"symbol\": symbol, \"apikey\": apikey, \"includeCurrentQuarter\": includeCurrentQuarter, \"limit\": limit}\n",
    "    return __return_json_v4(path=path, query_vars=query_vars)\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total institutional ownership reports for AAT: 51\n",
      "No APGE institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for MLNK: 9\n",
      "Total institutional ownership reports for VIAV: 34\n",
      "Total institutional ownership reports for QTRX: 24\n",
      "Total institutional ownership reports for SKIN: 11\n",
      "No ATMU institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for CMCSA: 84\n",
      "Total institutional ownership reports for LSPD: 10\n",
      "Total institutional ownership reports for OMER: 56\n",
      "Total institutional ownership reports for EU: 7\n",
      "Total institutional ownership reports for NEWT: 37\n",
      "Total institutional ownership reports for MWA: 70\n",
      "Total institutional ownership reports for CEVA: 80\n",
      "Total institutional ownership reports for EMBC: 8\n",
      "Total institutional ownership reports for BSVN: 66\n",
      "Total institutional ownership reports for TBBK: 76\n",
      "Total institutional ownership reports for FOSL: 54\n",
      "Total institutional ownership reports for INSM: 51\n",
      "Total institutional ownership reports for TMHC: 43\n",
      "Total institutional ownership reports for VTOL: 14\n",
      "Total institutional ownership reports for FANG: 44\n",
      "Total institutional ownership reports for ELME: 19\n",
      "Total institutional ownership reports for VFC: 100\n",
      "Total institutional ownership reports for RDFN: 25\n",
      "Total institutional ownership reports for WDC: 99\n",
      "Total institutional ownership reports for NRG: 79\n",
      "Total institutional ownership reports for LGFB: 35\n",
      "Total institutional ownership reports for MPX: 89\n",
      "Total institutional ownership reports for VECO: 99\n",
      "Total institutional ownership reports for CMC: 100\n",
      "Total institutional ownership reports for VTS: 1\n",
      "Total institutional ownership reports for KDP: 22\n",
      "Total institutional ownership reports for LBPH: 11\n",
      "Total institutional ownership reports for MD: 68\n",
      "Total institutional ownership reports for BLX: 99\n",
      "Total institutional ownership reports for LPRO: 14\n",
      "Total institutional ownership reports for CLB: 98\n",
      "Total institutional ownership reports for WVE: 32\n",
      "Total institutional ownership reports for DLTH: 32\n",
      "Total institutional ownership reports for TAP: 76\n",
      "Total institutional ownership reports for SD: 31\n",
      "Total institutional ownership reports for OSBC: 98\n",
      "Total institutional ownership reports for EOLS: 23\n",
      "Total institutional ownership reports for JOE: 99\n",
      "Total institutional ownership reports for GCI: 99\n",
      "Total institutional ownership reports for SRE: 100\n",
      "Total institutional ownership reports for HY: 44\n",
      "Total institutional ownership reports for PRO: 66\n",
      "Total institutional ownership reports for CADE: 21\n",
      "Total institutional ownership reports for GS: 99\n",
      "Total institutional ownership reports for BXMT: 43\n",
      "Total institutional ownership reports for MELI: 65\n",
      "Total institutional ownership reports for PINE: 16\n",
      "Total institutional ownership reports for RBOT: 10\n",
      "Total institutional ownership reports for RDN: 100\n",
      "Total institutional ownership reports for KRG: 38\n",
      "Total institutional ownership reports for UHS: 100\n",
      "Total institutional ownership reports for XEL: 94\n",
      "Total institutional ownership reports for DEI: 69\n",
      "Total institutional ownership reports for TELA: 16\n",
      "Total institutional ownership reports for PFMT: 45\n",
      "Total institutional ownership reports for NOW: 47\n",
      "Total institutional ownership reports for IIIN: 90\n",
      "Total institutional ownership reports for AMPH: 39\n",
      "Total institutional ownership reports for RENT: 8\n",
      "Total institutional ownership reports for ENTA: 43\n",
      "Total institutional ownership reports for SCCO: 73\n",
      "Total institutional ownership reports for MLYS: 1\n",
      "Total institutional ownership reports for TCN: 38\n",
      "Total institutional ownership reports for DX: 19\n",
      "Total institutional ownership reports for LAUR: 27\n",
      "Total institutional ownership reports for CENX: 99\n",
      "Total institutional ownership reports for PFG: 88\n",
      "Total institutional ownership reports for WMB: 100\n",
      "Total institutional ownership reports for ROK: 100\n",
      "Total institutional ownership reports for BRZE: 8\n",
      "Total institutional ownership reports for ODP: 14\n",
      "Total institutional ownership reports for KAI: 89\n",
      "Total institutional ownership reports for WSFS: 99\n",
      "Total institutional ownership reports for WFRD: 16\n",
      "Total institutional ownership reports for DHIL: 75\n",
      "Total institutional ownership reports for MTRN: 51\n",
      "Total institutional ownership reports for DBRG: 18\n",
      "Total institutional ownership reports for VREX: 30\n",
      "Total institutional ownership reports for AKTS: 27\n",
      "Total institutional ownership reports for WAFD: 99\n",
      "Total institutional ownership reports for OVLY: 59\n",
      "Total institutional ownership reports for TGI: 99\n",
      "Total institutional ownership reports for PPG: 101\n",
      "Total institutional ownership reports for GOCO: 16\n",
      "Total institutional ownership reports for RLAY: 13\n",
      "Total institutional ownership reports for ZS: 23\n",
      "Total institutional ownership reports for AEVA: 19\n",
      "Total institutional ownership reports for TRNS: 67\n",
      "Total institutional ownership reports for NREF: 15\n",
      "Total institutional ownership reports for CCRN: 83\n",
      "Total institutional ownership reports for DFH: 11\n",
      "Total institutional ownership reports for AJG: 100\n",
      "Total institutional ownership reports for ARCT: 18\n",
      "Total institutional ownership reports for MODN: 43\n",
      "Total institutional ownership reports for IP: 100\n",
      "Total institutional ownership reports for SMTI: 12\n",
      "Total institutional ownership reports for VRT: 19\n",
      "Total institutional ownership reports for MODV: 12\n",
      "Total institutional ownership reports for CMBM: 18\n",
      "Total institutional ownership reports for MOFG: 63\n",
      "Total institutional ownership reports for WBS: 99\n",
      "Total institutional ownership reports for SFIX: 24\n",
      "Total institutional ownership reports for OXM: 100\n",
      "Total institutional ownership reports for SM: 54\n",
      "Total institutional ownership reports for CNM: 9\n",
      "Total institutional ownership reports for FA: 10\n",
      "Total institutional ownership reports for WGO: 100\n",
      "Total institutional ownership reports for FSBW: 45\n",
      "Total institutional ownership reports for MRTN: 98\n",
      "Total institutional ownership reports for GL: 20\n",
      "Total institutional ownership reports for PRCT: 9\n",
      "Total institutional ownership reports for GEHC: 3\n",
      "Total institutional ownership reports for MLKN: 100\n",
      "Total institutional ownership reports for NKSH: 98\n",
      "Total institutional ownership reports for SGHC: 7\n",
      "Total institutional ownership reports for PRTS: 14\n",
      "Total institutional ownership reports for WEC: 35\n",
      "Total institutional ownership reports for BHIL: 9\n",
      "Total institutional ownership reports for BWB: 23\n",
      "Total institutional ownership reports for ENSG: 64\n",
      "Total institutional ownership reports for OTLK: 19\n",
      "Total institutional ownership reports for DNOW: 38\n",
      "Total institutional ownership reports for REX: 99\n",
      "Total institutional ownership reports for MBCN: 44\n",
      "Total institutional ownership reports for ACEL: 16\n",
      "Total institutional ownership reports for WAB: 95\n",
      "Total institutional ownership reports for EME: 99\n",
      "Total institutional ownership reports for PSTX: 13\n",
      "Total institutional ownership reports for MU: 100\n",
      "Total institutional ownership reports for OMGA: 9\n",
      "Total institutional ownership reports for KPTI: 40\n",
      "Total institutional ownership reports for XOM: 104\n",
      "Total institutional ownership reports for XYL: 49\n",
      "Total institutional ownership reports for NTLA: 31\n",
      "Total institutional ownership reports for HEES: 71\n",
      "Total institutional ownership reports for BOOM: 29\n",
      "Total institutional ownership reports for HRMY: 13\n",
      "Total institutional ownership reports for UNF: 99\n",
      "Total institutional ownership reports for TTI: 99\n",
      "Total institutional ownership reports for CSCO: 102\n",
      "Total institutional ownership reports for FBNC: 100\n",
      "Total institutional ownership reports for SMAR: 22\n",
      "Total institutional ownership reports for HPE: 33\n",
      "Total institutional ownership reports for RPD: 33\n",
      "Total institutional ownership reports for CAG: 100\n",
      "Total institutional ownership reports for CRMT: 84\n",
      "Total institutional ownership reports for MTSI: 47\n",
      "Total institutional ownership reports for LPSN: 92\n",
      "Total institutional ownership reports for MRK: 100\n",
      "Total institutional ownership reports for BWA: 100\n",
      "Total institutional ownership reports for GNE: 21\n",
      "Total institutional ownership reports for NBHC: 45\n",
      "Total institutional ownership reports for BFH: 89\n",
      "Total institutional ownership reports for BHRB: 38\n",
      "Total institutional ownership reports for DLTR: 68\n",
      "Total institutional ownership reports for NECB: 9\n",
      "Total institutional ownership reports for ACN: 62\n",
      "Total institutional ownership reports for RXRX: 19\n",
      "Total institutional ownership reports for CCL: 91\n",
      "Total institutional ownership reports for BANR: 50\n",
      "Total institutional ownership reports for ALL: 101\n",
      "Total institutional ownership reports for VAL: 10\n",
      "Total institutional ownership reports for SMP: 100\n",
      "Total institutional ownership reports for OOMA: 33\n",
      "Total institutional ownership reports for INBX: 13\n",
      "Total institutional ownership reports for AMSF: 72\n",
      "Total institutional ownership reports for BCML: 28\n",
      "Total institutional ownership reports for ULH: 75\n",
      "Total institutional ownership reports for CPRT: 99\n",
      "Total institutional ownership reports for GIII: 91\n",
      "Total institutional ownership reports for CNC: 88\n",
      "Total institutional ownership reports for KMB: 101\n",
      "Total institutional ownership reports for EWBC: 99\n",
      "Total institutional ownership reports for CRBU: 9\n",
      "Total institutional ownership reports for SHOO: 99\n",
      "Total institutional ownership reports for PH: 100\n",
      "Total institutional ownership reports for WYNN: 84\n",
      "Total institutional ownership reports for OKE: 100\n",
      "Total institutional ownership reports for BDX: 101\n",
      "Total institutional ownership reports for CRCT: 12\n",
      "Total institutional ownership reports for CLMB: 2\n",
      "Total institutional ownership reports for NICE: 98\n",
      "Total institutional ownership reports for VAXX: 8\n",
      "Total institutional ownership reports for FOLD: 66\n",
      "Total institutional ownership reports for MASS: 12\n",
      "Total institutional ownership reports for ESE: 94\n",
      "Total institutional ownership reports for MCRI: 89\n",
      "No EG institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for IDYA: 18\n",
      "Total institutional ownership reports for EMR: 100\n",
      "Total institutional ownership reports for SABR: 38\n",
      "Total institutional ownership reports for TUSK: 28\n",
      "Total institutional ownership reports for CBAY: 37\n",
      "Total institutional ownership reports for ROG: 99\n",
      "Total institutional ownership reports for DLR: 76\n",
      "Total institutional ownership reports for CRDO: 7\n",
      "Total institutional ownership reports for LII: 97\n",
      "Total institutional ownership reports for AEHR: 76\n",
      "Total institutional ownership reports for UNIT: 28\n",
      "Total institutional ownership reports for HAS: 100\n",
      "Total institutional ownership reports for SB: 62\n",
      "Total institutional ownership reports for CRSR: 19\n",
      "Total institutional ownership reports for ALLO: 20\n",
      "Total institutional ownership reports for RDUS: 36\n",
      "Total institutional ownership reports for ERAS: 9\n",
      "Total institutional ownership reports for HBAN: 100\n",
      "Total institutional ownership reports for KLXE: 14\n",
      "No NVRI institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for OLP: 89\n",
      "Total institutional ownership reports for ARVN: 21\n",
      "Total institutional ownership reports for TMCI: 19\n",
      "Total institutional ownership reports for PVH: 52\n",
      "Total institutional ownership reports for FCBC: 92\n",
      "Total institutional ownership reports for ADI: 99\n",
      "Total institutional ownership reports for DOV: 101\n",
      "Total institutional ownership reports for AMWD: 99\n",
      "Total institutional ownership reports for ACHR: 9\n",
      "Total institutional ownership reports for TGTX: 42\n",
      "No SGMT institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for BTU: 90\n",
      "Total institutional ownership reports for INNV: 11\n",
      "Total institutional ownership reports for SEER: 12\n",
      "Total institutional ownership reports for SPOT: 24\n",
      "Total institutional ownership reports for BW: 19\n",
      "Total institutional ownership reports for AADI: 9\n",
      "Total institutional ownership reports for NBIX: 99\n",
      "Total institutional ownership reports for YUM: 95\n",
      "Total institutional ownership reports for METC: 27\n",
      "Total institutional ownership reports for MDLZ: 47\n",
      "Total institutional ownership reports for BZH: 45\n",
      "Total institutional ownership reports for SHEN: 88\n",
      "Total institutional ownership reports for VTLE: 8\n",
      "Total institutional ownership reports for PLXS: 100\n",
      "Total institutional ownership reports for BAX: 100\n",
      "Total institutional ownership reports for NSTG: 42\n",
      "Total institutional ownership reports for COUR: 19\n",
      "Total institutional ownership reports for FBK: 29\n",
      "Total institutional ownership reports for HMN: 99\n",
      "Total institutional ownership reports for CWCO: 94\n",
      "Total institutional ownership reports for INTA: 10\n",
      "Total institutional ownership reports for CMG: 71\n",
      "Total institutional ownership reports for URI: 99\n",
      "Total institutional ownership reports for IMMR: 96\n",
      "Total institutional ownership reports for MSCI: 64\n",
      "Total institutional ownership reports for VGR: 94\n",
      "Total institutional ownership reports for APPS: 35\n",
      "Total institutional ownership reports for CMA: 100\n",
      "Total institutional ownership reports for KFRC: 94\n",
      "Total institutional ownership reports for ANIP: 41\n",
      "Total institutional ownership reports for IHG: 20\n",
      "Total institutional ownership reports for PI: 29\n",
      "Total institutional ownership reports for CL: 100\n",
      "Total institutional ownership reports for SAFT: 84\n",
      "Total institutional ownership reports for BRBS: 19\n",
      "Total institutional ownership reports for URNM: 13\n",
      "Total institutional ownership reports for FLNG: 19\n",
      "Total institutional ownership reports for MAIN: 64\n",
      "Total institutional ownership reports for ECL: 100\n",
      "Total institutional ownership reports for IOVA: 26\n",
      "Total institutional ownership reports for PNR: 38\n",
      "Total institutional ownership reports for CRNC: 19\n",
      "Total institutional ownership reports for TMO: 100\n",
      "Total institutional ownership reports for IPAR: 89\n",
      "Total institutional ownership reports for AURA: 8\n",
      "Total institutional ownership reports for FRBA: 40\n",
      "Total institutional ownership reports for WBD: 11\n",
      "Total institutional ownership reports for NOTE: 4\n",
      "Total institutional ownership reports for SHOP: 36\n",
      "Total institutional ownership reports for TNYA: 9\n",
      "Total institutional ownership reports for PHM: 100\n",
      "Total institutional ownership reports for INN: 51\n",
      "Total institutional ownership reports for IRWD: 55\n",
      "Total institutional ownership reports for ETR: 100\n",
      "Total institutional ownership reports for SJW: 99\n",
      "Total institutional ownership reports for SMR: 6\n",
      "Total institutional ownership reports for PATH: 19\n",
      "Total institutional ownership reports for EE: 6\n",
      "Total institutional ownership reports for LRN: 12\n",
      "Total institutional ownership reports for DOCN: 11\n",
      "Total institutional ownership reports for BBSI: 99\n",
      "Total institutional ownership reports for NABL: 9\n",
      "Total institutional ownership reports for KNSA: 22\n",
      "Total institutional ownership reports for EQH: 19\n",
      "Total institutional ownership reports for DT: 19\n",
      "Total institutional ownership reports for FOA: 66\n",
      "Total institutional ownership reports for SO: 100\n",
      "Total institutional ownership reports for TTGT: 67\n",
      "Total institutional ownership reports for TXT: 101\n",
      "Total institutional ownership reports for CDE: 58\n",
      "Total institutional ownership reports for SBSI: 87\n",
      "Total institutional ownership reports for ACDC: 3\n",
      "Total institutional ownership reports for FERG: 19\n",
      "Total institutional ownership reports for FIVN: 38\n",
      "Total institutional ownership reports for FNKO: 24\n",
      "Total institutional ownership reports for ABBV: 47\n",
      "Total institutional ownership reports for SONO: 21\n",
      "Total institutional ownership reports for FN: 94\n",
      "Total institutional ownership reports for MANH: 99\n",
      "Total institutional ownership reports for ZIMV: 8\n",
      "Total institutional ownership reports for DGICA: 90\n",
      "Total institutional ownership reports for DDOG: 19\n",
      "Total institutional ownership reports for F: 97\n",
      "Total institutional ownership reports for YEXT: 26\n",
      "Total institutional ownership reports for VIR: 16\n",
      "Total institutional ownership reports for ENPH: 46\n",
      "Total institutional ownership reports for SGRY: 32\n",
      "Total institutional ownership reports for HWKN: 82\n",
      "Total institutional ownership reports for VOR: 11\n",
      "Total institutional ownership reports for CCEP: 32\n",
      "Total institutional ownership reports for NSIT: 100\n",
      "Total institutional ownership reports for CDZI: 73\n",
      "Total institutional ownership reports for RRBI: 18\n",
      "Total institutional ownership reports for DECK: 94\n",
      "Total institutional ownership reports for IMAX: 99\n",
      "Total institutional ownership reports for GBCI: 99\n",
      "Total institutional ownership reports for AXL: 99\n",
      "Total institutional ownership reports for HPP: 53\n",
      "Total institutional ownership reports for GRNT: 2\n",
      "Total institutional ownership reports for EWCZ: 9\n",
      "Total institutional ownership reports for WST: 99\n",
      "Total institutional ownership reports for PEBO: 90\n",
      "Total institutional ownership reports for CPK: 98\n",
      "Total institutional ownership reports for LRMR: 14\n",
      "Total institutional ownership reports for NAT: 99\n",
      "Total institutional ownership reports for OPK: 67\n",
      "Total institutional ownership reports for HSII: 98\n",
      "Total institutional ownership reports for RCKY: 69\n",
      "Total institutional ownership reports for ARWR: 35\n",
      "Total institutional ownership reports for BOOT: 36\n",
      "Total institutional ownership reports for QCRH: 77\n",
      "Total institutional ownership reports for EXR: 77\n",
      "No METCV institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for DBI: 19\n",
      "Total institutional ownership reports for EBTC: 72\n",
      "Total institutional ownership reports for ALTG: 15\n",
      "Total institutional ownership reports for DFIN: 29\n",
      "Total institutional ownership reports for JANX: 10\n",
      "Total institutional ownership reports for HI: 63\n",
      "Total institutional ownership reports for RMBS: 100\n",
      "Total institutional ownership reports for PWSC: 9\n",
      "Total institutional ownership reports for CLBK: 22\n",
      "Total institutional ownership reports for IT: 99\n",
      "Total institutional ownership reports for LAZR: 19\n",
      "Total institutional ownership reports for MCB: 24\n",
      "Total institutional ownership reports for NTNX: 29\n",
      "Total institutional ownership reports for AMNB: 90\n",
      "Total institutional ownership reports for BLUE: 42\n",
      "Total institutional ownership reports for ESNT: 40\n",
      "Total institutional ownership reports for BOWL: 8\n",
      "Total institutional ownership reports for TXN: 101\n",
      "Total institutional ownership reports for AVXL: 32\n",
      "Total institutional ownership reports for INFN: 67\n",
      "Total institutional ownership reports for ZIP: 10\n",
      "Total institutional ownership reports for MSEX: 98\n",
      "Total institutional ownership reports for NYT: 100\n",
      "Total institutional ownership reports for NHC: 99\n",
      "Total institutional ownership reports for URBN: 99\n",
      "Total institutional ownership reports for DOMO: 22\n",
      "Total institutional ownership reports for PWOD: 83\n",
      "Total institutional ownership reports for DHC: 23\n",
      "Total institutional ownership reports for SMMT: 13\n",
      "Total institutional ownership reports for Z: 35\n",
      "Total institutional ownership reports for GBIO: 14\n",
      "Total institutional ownership reports for LEGH: 20\n",
      "Total institutional ownership reports for HLIO: 18\n",
      "Total institutional ownership reports for STX: 54\n",
      "Total institutional ownership reports for BYND: 19\n",
      "Total institutional ownership reports for MIR: 9\n",
      "Total institutional ownership reports for DDS: 100\n",
      "Total institutional ownership reports for PRGS: 100\n",
      "Total institutional ownership reports for TWO: 25\n",
      "Total institutional ownership reports for SES: 8\n",
      "Total institutional ownership reports for UCTT: 79\n",
      "Total institutional ownership reports for DGX: 99\n",
      "Total institutional ownership reports for AOMR: 10\n",
      "Total institutional ownership reports for BTBT: 12\n",
      "Total institutional ownership reports for HP: 101\n",
      "Total institutional ownership reports for FMNB: 50\n",
      "Total institutional ownership reports for AEP: 100\n",
      "Total institutional ownership reports for VRDN: 12\n",
      "Total institutional ownership reports for NEOG: 94\n",
      "Total institutional ownership reports for FLR: 92\n",
      "Total institutional ownership reports for ARDX: 38\n",
      "Total institutional ownership reports for PD: 20\n",
      "Total institutional ownership reports for ACLS: 30\n",
      "Total institutional ownership reports for HVT: 99\n",
      "Total institutional ownership reports for MO: 96\n",
      "Total institutional ownership reports for PKBK: 58\n",
      "Total institutional ownership reports for NYMT: 62\n",
      "Total institutional ownership reports for TSQ: 37\n",
      "Total institutional ownership reports for XPEL: 17\n",
      "Total institutional ownership reports for TCBX: 8\n",
      "Total institutional ownership reports for PLX: 16\n",
      "Total institutional ownership reports for MSI: 53\n",
      "Total institutional ownership reports for UNH: 97\n",
      "Total institutional ownership reports for RYAM: 38\n",
      "Total institutional ownership reports for PXD: 99\n",
      "Total institutional ownership reports for VTYX: 8\n",
      "Total institutional ownership reports for STLD: 100\n",
      "Total institutional ownership reports for CEG: 8\n",
      "Total institutional ownership reports for AKR: 99\n",
      "Total institutional ownership reports for HOLX: 99\n",
      "Total institutional ownership reports for COGT: 12\n",
      "Total institutional ownership reports for IIPR: 29\n",
      "Total institutional ownership reports for JOBY: 9\n",
      "Total institutional ownership reports for OBT: 42\n",
      "Total institutional ownership reports for GTXI: 23\n",
      "Total institutional ownership reports for ROAD: 22\n",
      "Total institutional ownership reports for NWS: 45\n",
      "Total institutional ownership reports for FOXF: 41\n",
      "Total institutional ownership reports for ALHC: 11\n",
      "Total institutional ownership reports for THFF: 99\n",
      "Total institutional ownership reports for LXU: 77\n",
      "Total institutional ownership reports for HCA: 51\n",
      "Total institutional ownership reports for IGMS: 17\n",
      "Total institutional ownership reports for KEYS: 38\n",
      "Total institutional ownership reports for FMC: 100\n",
      "Total institutional ownership reports for KRYS: 25\n",
      "Total institutional ownership reports for MYGN: 99\n",
      "Total institutional ownership reports for CTXR: 25\n",
      "Total institutional ownership reports for WSBC: 99\n",
      "Total institutional ownership reports for IHRT: 18\n",
      "Total institutional ownership reports for HTBI: 45\n",
      "Total institutional ownership reports for RELX: 34\n",
      "Total institutional ownership reports for IRTC: 28\n",
      "Total institutional ownership reports for PGNY: 19\n",
      "Total institutional ownership reports for CERS: 99\n",
      "Total institutional ownership reports for MCRB: 34\n",
      "Total institutional ownership reports for XERS: 8\n",
      "Total institutional ownership reports for ZETA: 10\n",
      "Total institutional ownership reports for BITO: 6\n",
      "Total institutional ownership reports for RYAAY: 33\n",
      "Total institutional ownership reports for EPC: 34\n",
      "Total institutional ownership reports for INSW: 28\n",
      "Total institutional ownership reports for BEAM: 15\n",
      "Total institutional ownership reports for CLDT: 54\n",
      "Total institutional ownership reports for SITM: 16\n",
      "No NQH4 institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for META: 48\n",
      "Total institutional ownership reports for GWH: 9\n",
      "Total institutional ownership reports for VOXX: 48\n",
      "Total institutional ownership reports for BCC: 43\n",
      "Total institutional ownership reports for NXDT: 33\n",
      "Total institutional ownership reports for WABC: 99\n",
      "Total institutional ownership reports for FNLC: 62\n",
      "No ODD institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for PANL: 36\n",
      "Total institutional ownership reports for MPLN: 11\n",
      "Total institutional ownership reports for CAKE: 100\n",
      "Total institutional ownership reports for GOGO: 42\n",
      "Total institutional ownership reports for NVEC: 79\n",
      "Total institutional ownership reports for MTH: 99\n",
      "Total institutional ownership reports for LINC: 74\n",
      "Total institutional ownership reports for SUPN: 46\n",
      "Total institutional ownership reports for QNST: 55\n",
      "Total institutional ownership reports for PKE: 18\n",
      "Total institutional ownership reports for HTBK: 92\n",
      "Total institutional ownership reports for THRM: 46\n",
      "Total institutional ownership reports for NX: 64\n",
      "Total institutional ownership reports for ALCO: 99\n",
      "Total institutional ownership reports for MATX: 46\n",
      "Total institutional ownership reports for CTOS: 11\n",
      "Total institutional ownership reports for MSFT: 100\n",
      "Total institutional ownership reports for VC: 53\n",
      "No PKST institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for FROG: 19\n",
      "Total institutional ownership reports for ENVA: 36\n",
      "Total institutional ownership reports for STAA: 99\n",
      "Total institutional ownership reports for BAND: 24\n",
      "Total institutional ownership reports for OGS: 39\n",
      "Total institutional ownership reports for TW: 18\n",
      "Total institutional ownership reports for KKR: 23\n",
      "Total institutional ownership reports for WNC: 100\n",
      "Total institutional ownership reports for RMAX: 40\n",
      "Total institutional ownership reports for WISH: 12\n",
      "Total institutional ownership reports for TWOU: 40\n",
      "Total institutional ownership reports for CDMO: 24\n",
      "Total institutional ownership reports for FGEN: 36\n",
      "Total institutional ownership reports for VLD: 9\n",
      "Total institutional ownership reports for VLO: 99\n",
      "Total institutional ownership reports for IVT: 9\n",
      "Total institutional ownership reports for VCYT: 40\n",
      "Total institutional ownership reports for MEDP: 29\n",
      "Total institutional ownership reports for ASB: 99\n",
      "Total institutional ownership reports for DVA: 93\n",
      "Total institutional ownership reports for CTO: 16\n",
      "Total institutional ownership reports for CARM: 1\n",
      "Total institutional ownership reports for CTVA: 20\n",
      "Total institutional ownership reports for UUUU: 40\n",
      "Total institutional ownership reports for PLUS: 96\n",
      "Total institutional ownership reports for IPSC: 10\n",
      "Total institutional ownership reports for PCG: 100\n",
      "Total institutional ownership reports for TDG: 71\n",
      "Total institutional ownership reports for GNLX: 1\n",
      "Total institutional ownership reports for VRRM: 21\n",
      "Total institutional ownership reports for LNW: 18\n",
      "Total institutional ownership reports for PJT: 33\n",
      "Total institutional ownership reports for DD: 100\n",
      "Total institutional ownership reports for VRCA: 22\n",
      "Total institutional ownership reports for FORR: 99\n",
      "Total institutional ownership reports for KR: 100\n",
      "Total institutional ownership reports for MYFW: 21\n",
      "Total institutional ownership reports for SAVE: 51\n",
      "Total institutional ownership reports for SSBK: 9\n",
      "Total institutional ownership reports for DTE: 100\n",
      "Total institutional ownership reports for ALX: 99\n",
      "Total institutional ownership reports for RMR: 32\n",
      "Total institutional ownership reports for CCOI: 75\n",
      "Total institutional ownership reports for HA: 81\n",
      "Total institutional ownership reports for RBBN: 24\n",
      "Total institutional ownership reports for ATEN: 39\n",
      "Total institutional ownership reports for FVCB: 33\n",
      "Total institutional ownership reports for S: 11\n",
      "Total institutional ownership reports for CRC: 12\n",
      "Total institutional ownership reports for SHCR: 10\n",
      "Total institutional ownership reports for CMP: 80\n",
      "Total institutional ownership reports for HIFS: 76\n",
      "Total institutional ownership reports for FNF: 39\n",
      "Total institutional ownership reports for TCI: 87\n",
      "Total institutional ownership reports for SCPH: 24\n",
      "Total institutional ownership reports for SYBT: 39\n",
      "Total institutional ownership reports for NXPI: 54\n",
      "Total institutional ownership reports for KYMR: 13\n",
      "Total institutional ownership reports for NL: 100\n",
      "Total institutional ownership reports for PFBC: 50\n",
      "Total institutional ownership reports for TGAN: 7\n",
      "Total institutional ownership reports for BURL: 40\n",
      "Total institutional ownership reports for AER: 68\n",
      "Total institutional ownership reports for CODI: 71\n",
      "Total institutional ownership reports for SWKH: 16\n",
      "Total institutional ownership reports for SHBI: 84\n",
      "Total institutional ownership reports for NGVC: 45\n",
      "Total institutional ownership reports for SPFI: 18\n",
      "Total institutional ownership reports for LMNR: 55\n",
      "Total institutional ownership reports for AIG: 100\n",
      "Total institutional ownership reports for LCII: 29\n",
      "Total institutional ownership reports for CFFN: 52\n",
      "Total institutional ownership reports for ABCB: 72\n",
      "Total institutional ownership reports for EA: 100\n",
      "Total institutional ownership reports for SLCA: 47\n",
      "Total institutional ownership reports for JBI: 10\n",
      "Total institutional ownership reports for AVAH: 10\n",
      "Total institutional ownership reports for TRN: 100\n",
      "Total institutional ownership reports for VMEO: 19\n",
      "No MURA institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for LANC: 99\n",
      "Total institutional ownership reports for TBPH: 38\n",
      "Total institutional ownership reports for NDSN: 99\n",
      "Total institutional ownership reports for ZBRA: 100\n",
      "Total institutional ownership reports for WTS: 99\n",
      "Total institutional ownership reports for PRI: 55\n",
      "Total institutional ownership reports for D: 96\n",
      "Total institutional ownership reports for MYPS: 10\n",
      "Total institutional ownership reports for HIBB: 71\n",
      "Total institutional ownership reports for FDS: 100\n",
      "Total institutional ownership reports for USPH: 95\n",
      "Total institutional ownership reports for CORT: 78\n",
      "Total institutional ownership reports for RLGT: 49\n",
      "Total institutional ownership reports for GRMN: 55\n",
      "Total institutional ownership reports for PMTS: 24\n",
      "Total institutional ownership reports for SUN: 37\n",
      "Total institutional ownership reports for ME: 10\n",
      "Total institutional ownership reports for BRP: 16\n",
      "Total institutional ownership reports for CMPO: 8\n",
      "Total institutional ownership reports for PHR: 17\n",
      "Total institutional ownership reports for ETSY: 35\n",
      "Total institutional ownership reports for VMC: 100\n",
      "Total institutional ownership reports for GEO: 39\n",
      "Total institutional ownership reports for WM: 100\n",
      "Total institutional ownership reports for RUSHA: 84\n",
      "Total institutional ownership reports for FRST: 11\n",
      "Total institutional ownership reports for MDRX: 92\n",
      "Total institutional ownership reports for DIS: 100\n",
      "Total institutional ownership reports for MDB: 24\n",
      "Total institutional ownership reports for PBRA: 38\n",
      "Total institutional ownership reports for SQ: 36\n",
      "Total institutional ownership reports for CTRE: 38\n",
      "Total institutional ownership reports for HIG: 100\n",
      "Total institutional ownership reports for RYTM: 24\n",
      "Total institutional ownership reports for NIC: 18\n",
      "Total institutional ownership reports for TALO: 22\n",
      "Total institutional ownership reports for MLM: 100\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR:root:Connection to https://financialmodelingprep.com/api/v4/institutional-ownership/symbol-ownership failed:  DNS failure, refused connection or some other connection related issue.\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total institutional ownership reports for GPRO: 39\n",
      "No IPI institutional ownership reports: inst_ownership=None\n",
      "Total institutional ownership reports for INTC: 106\n",
      "Total institutional ownership reports for BOX: 36\n",
      "Total institutional ownership reports for SNPS: 100\n",
      "Total institutional ownership reports for TILE: 46\n",
      "Total institutional ownership reports for PRG: 19\n",
      "Total institutional ownership reports for PRM: 8\n",
      "Total institutional ownership reports for COMM: 40\n",
      "Total institutional ownership reports for RBCAA: 98\n",
      "Total institutional ownership reports for SNPO: 9\n",
      "Total institutional ownership reports for VRA: 52\n",
      "Total institutional ownership reports for SANA: 11\n",
      "Total institutional ownership reports for PEPG: 6\n",
      "Total institutional ownership reports for OPEN: 19\n",
      "Total institutional ownership reports for HDSN: 75\n",
      "Total institutional ownership reports for LAND: 43\n",
      "Total institutional ownership reports for IRM: 39\n",
      "Total institutional ownership reports for CSTM: 19\n",
      "Total institutional ownership reports for RGP: 92\n",
      "Total institutional ownership reports for ARES: 20\n",
      "Total institutional ownership reports for VLGEA: 95\n",
      "Total institutional ownership reports for CPF: 51\n",
      "Total institutional ownership reports for TTD: 30\n",
      "Total institutional ownership reports for PRPL: 24\n",
      "Total institutional ownership reports for TNGX: 9\n",
      "Total institutional ownership reports for EGRX: 39\n",
      "Total institutional ownership reports for SYY: 100\n",
      "Total institutional ownership reports for DOOR: 42\n",
      "Total institutional ownership reports for MARA: 19\n",
      "Total institutional ownership reports for MQ: 10\n",
      "Total institutional ownership reports for PRLD: 13\n",
      "No NMRA institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for BELFB: 99\n",
      "Total institutional ownership reports for MNRO: 99\n",
      "Total institutional ownership reports for LE: 39\n",
      "Total institutional ownership reports for CXM: 10\n",
      "Total institutional ownership reports for GABC: 99\n",
      "Total institutional ownership reports for AZN: 99\n",
      "Total institutional ownership reports for PSX: 48\n",
      "Total institutional ownership reports for GLRE: 66\n",
      "Total institutional ownership reports for AX: 21\n",
      "Total institutional ownership reports for BIPC: 19\n",
      "Total institutional ownership reports for IOSP: 72\n",
      "Total institutional ownership reports for ARI: 57\n",
      "Total institutional ownership reports for RM: 47\n",
      "Total institutional ownership reports for HNRG: 54\n",
      "Total institutional ownership reports for RSVR: 9\n",
      "Total institutional ownership reports for RIGL: 81\n",
      "Total institutional ownership reports for LYTS: 99\n",
      "Total institutional ownership reports for DC: 6\n",
      "Total institutional ownership reports for FCX: 101\n",
      "Total institutional ownership reports for ONTO: 17\n",
      "Total institutional ownership reports for EYE: 24\n",
      "Total institutional ownership reports for CDW: 42\n",
      "Total institutional ownership reports for LGIH: 40\n",
      "Total institutional ownership reports for BASE: 9\n",
      "Total institutional ownership reports for GWRS: 30\n",
      "Total institutional ownership reports for XMTR: 10\n",
      "Total institutional ownership reports for BFB: 38\n",
      "Total institutional ownership reports for ODC: 99\n",
      "Total institutional ownership reports for LCNB: 65\n",
      "Total institutional ownership reports for CVLT: 71\n",
      "Total institutional ownership reports for CHGG: 40\n",
      "Total institutional ownership reports for BKH: 100\n",
      "Total institutional ownership reports for CAC: 93\n",
      "Total institutional ownership reports for HOPE: 30\n",
      "Total institutional ownership reports for AKAM: 96\n",
      "Total institutional ownership reports for ERII: 61\n",
      "Total institutional ownership reports for ATEX: 18\n",
      "Total institutional ownership reports for PSTG: 33\n",
      "Total institutional ownership reports for RVTY: 9\n",
      "Total institutional ownership reports for SPWR: 48\n",
      "No OBDC institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for ACIW: 68\n",
      "Total institutional ownership reports for MLP: 95\n",
      "Total institutional ownership reports for GBDC: 55\n",
      "Total institutional ownership reports for TEX: 100\n",
      "Total institutional ownership reports for SLQT: 19\n",
      "Total institutional ownership reports for WHR: 100\n",
      "Total institutional ownership reports for PAYC: 38\n",
      "Total institutional ownership reports for TMDX: 19\n",
      "Total institutional ownership reports for BE: 22\n",
      "Total institutional ownership reports for WIX: 40\n",
      "Total institutional ownership reports for LRCX: 99\n",
      "Total institutional ownership reports for KNTK: 4\n",
      "Total institutional ownership reports for LPTV: 3\n",
      "Total institutional ownership reports for INMD: 17\n",
      "Total institutional ownership reports for AXON: 28\n",
      "Total institutional ownership reports for CIM: 36\n",
      "Total institutional ownership reports for O: 38\n",
      "Total institutional ownership reports for DEA: 36\n",
      "No The content contained herein is owned or licensed by BlackRock and/or its third-party information providers and is protected by applicable copyrights, trademarks, service marks, and/or other intellectual property rights. Such content is solely for your personal, non-commercial use. Accordingly, you may not copy, distribute, modify, post, frame or deep link this content. You may download material displayed on this Website for your personal use provided you also retain all copyright and other proprietary notices contained on the materials. Modification or use of the materials for any other purpose violates BlackRock's intellectual property rights.\n",
      "Holdings subject to change. See www.iShares.com for the most recent funds holdings.\n",
      "The values for “price” shown herein generally represent a price provided by a third-party pricing vendor for the portfolio holding and do not reflect the impact of systematic fair valuation (“the vendor price”). The vendor price is not necessarily the price at which the Fund values the portfolio holding for the purposes of determining its net asset value (the “valuation price”). Additionally, where applicable, foreign currency exchange rates with respect to the portfolio holdings denominated in non-U.S. currencies for the valuation price will be generally determined as of the close of business on the New York Stock Exchange, whereas for the vendor price will be generally determined as of 4 p.m. London. The values shown herein for “market value,” “weight,” and “notional value” (the “calculated values”) are based off of the vendor price and may have been different if the valuation price were to have been used to calculate such values. The vendor price is as of the most recent practicable date and may not necessarily be as of the date shown above.\n",
      "Please see the “Determination of Net Asset Value” section of each Fund’s prospectus for additional information on the Fund’s valuation policies and procedures.\n",
      "CAREFULLY CONSIDER THE FUNDS' INVESTMENT OBJECTIVES, RISK FACTORS, AND CHARGES AND EXPENSES BEFORE INVESTING. THIS AND OTHER INFORMATION CAN BE FOUND IN THE FUNDS' PROSPECTUSES OR, IF AVAILABLE, THE SUMMARY PROSPECTUSES WHICH MAY BE OBTAINED BY VISITING WWW.ISHARES.COM OR WWW.BLACKROCK.COM. READ THE PROSPECTUS CAREFULLY BEFORE INVESTING. INVESTING INVOLVES RISK, INCLUDING POSSIBLE LOSS OF PRINCIPAL.\n",
      "This information should not be relied upon as research, investment advice, or a recommendation regarding any products, strategies, or any security in particular.\n",
      "This material is strictly for illustrative, educational, or informational purposes and is subject to change.\n",
      "The Funds are distributed by BlackRock Investments, LLC (together with its affiliates, “BlackRock”).\n",
      "The iShares Funds are not sponsored, endorsed, issued, sold or promoted by Bloomberg, BlackRock Index Services, LLC, Cboe Global Indices, LLC, Cohen & Steers, European Public Real Estate Association (“EPRA® ”), FTSE International Limited (“FTSE”), ICE Data Indices, LLC, NSE Indices Ltd, JPMorgan, JPX Group, London Stock Exchange Group (“LSEG”), MSCI Inc., Markit Indices Limited, Morningstar, Inc., Nasdaq, Inc., National Association of Real Estate Investment Trusts (“NAREIT”), Nikkei, Inc., Russell, S&P Dow Jones Indices LLC or STOXX Ltd. None of these companies make any representation regarding the advisability of investing in the Funds. With the exception of BlackRock Index Services, LLC, who is an affiliate, BlackRock Investments, LLC is not affiliated with the companies listed above. Neither FTSE, LSEG, nor NAREIT makes any warranty regarding the FTSE Nareit Equity REITS Index, FTSE Nareit All Residential Capped Index or FTSE Nareit All Mortgage Capped Index. Neither FTSE, EPRA, LSEG, nor NAREIT makes any warranty regarding the FTSE EPRA Nareit Developed ex-U.S. Index, FTSE EPRA Nareit Developed Green Target Index or FTSE EPRA Nareit Global REITs Index. “FTSE®” is a trademark of London Stock Exchange Group companies and is used by FTSE under license.\n",
      "©2023 BlackRock, Inc or its affiliates. All rights reserved. iSHARES, iBONDS and BLACKROCK are trademarks of BlackRock, Inc. or its affiliates. All other trademarks are those of their respective owners.\n",
      "iCRMH0323U/S-2742939 institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for HOLI: 58\n",
      "Total institutional ownership reports for SCSC: 99\n",
      "Total institutional ownership reports for NEO: 48\n",
      "Total institutional ownership reports for IBRX: 19\n",
      "Total institutional ownership reports for CERE: 12\n",
      "Total institutional ownership reports for MTTR: 9\n",
      "Total institutional ownership reports for STKL: 81\n",
      "Total institutional ownership reports for WING: 34\n",
      "Total institutional ownership reports for LQDA: 21\n",
      "Total institutional ownership reports for EQIX: 38\n",
      "Total institutional ownership reports for INCY: 100\n",
      "Total institutional ownership reports for SP: 40\n",
      "Total institutional ownership reports for CDRE: 8\n",
      "Total institutional ownership reports for CATY: 102\n",
      "Total institutional ownership reports for PTEN: 91\n",
      "Total institutional ownership reports for ALPN: 25\n",
      "Total institutional ownership reports for SMRT: 9\n",
      "Total institutional ownership reports for CCB: 21\n",
      "Total institutional ownership reports for FFIC: 99\n",
      "Total institutional ownership reports for SNBR: 25\n",
      "Total institutional ownership reports for ESMT: 9\n",
      "Total institutional ownership reports for XNCR: 40\n",
      "Total institutional ownership reports for PNTG: 17\n",
      "Total institutional ownership reports for AME: 101\n",
      "Total institutional ownership reports for CHMG: 64\n",
      "Total institutional ownership reports for ODFL: 99\n",
      "Total institutional ownership reports for WLY: 36\n",
      "No MLIFT institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for MORF: 18\n",
      "Total institutional ownership reports for ASTE: 100\n",
      "Total institutional ownership reports for DAKT: 97\n",
      "Total institutional ownership reports for BKKT: 8\n",
      "Total institutional ownership reports for UVV: 100\n",
      "Total institutional ownership reports for SAP: 100\n",
      "Total institutional ownership reports for AFL: 101\n",
      "Total institutional ownership reports for AAON: 99\n",
      "Total institutional ownership reports for FHTX: 12\n",
      "Total institutional ownership reports for AEL: 81\n",
      "Total institutional ownership reports for SYF: 38\n",
      "Total institutional ownership reports for MMI: 40\n",
      "Total institutional ownership reports for ALB: 99\n",
      "Total institutional ownership reports for VZ: 101\n",
      "No RTYH4 institutional ownership reports: inst_ownership=[]\n",
      "No ICSUAGD institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for HBT: 16\n",
      "Total institutional ownership reports for SKX: 98\n",
      "Total institutional ownership reports for VNDA: 70\n",
      "Total institutional ownership reports for TECH: 37\n",
      "Total institutional ownership reports for DO: 10\n",
      "Total institutional ownership reports for RGA: 60\n",
      "Total institutional ownership reports for MYRG: 61\n",
      "Total institutional ownership reports for BTMD: 7\n",
      "Total institutional ownership reports for A: 96\n",
      "Total institutional ownership reports for BLDE: 19\n",
      "Total institutional ownership reports for UONE: 26\n",
      "Total institutional ownership reports for ZUO: 22\n",
      "Total institutional ownership reports for MKTX: 76\n",
      "Total institutional ownership reports for BKNG: 24\n",
      "Total institutional ownership reports for IBM: 100\n",
      "Total institutional ownership reports for UPWK: 20\n",
      "Total institutional ownership reports for JMSB: 26\n",
      "Total institutional ownership reports for LNZA: 2\n",
      "Total institutional ownership reports for FSLY: 19\n",
      "Total institutional ownership reports for SPOK: 38\n",
      "Total institutional ownership reports for QTWO: 39\n",
      "Total institutional ownership reports for HBI: 71\n",
      "Total institutional ownership reports for NMRK: 24\n",
      "Total institutional ownership reports for GAMB: 9\n",
      "Total institutional ownership reports for TVTX: 12\n",
      "Total institutional ownership reports for CDAY: 22\n",
      "Total institutional ownership reports for TYL: 99\n",
      "Total institutional ownership reports for COR: 53\n",
      "Total institutional ownership reports for ADUS: 56\n",
      "Total institutional ownership reports for HLT: 32\n",
      "Total institutional ownership reports for AMWL: 13\n",
      "Total institutional ownership reports for KELYA: 99\n",
      "Total institutional ownership reports for HAE: 99\n",
      "Total institutional ownership reports for PAGS: 23\n",
      "Total institutional ownership reports for EGBN: 80\n",
      "Total institutional ownership reports for NAPA: 11\n",
      "Total institutional ownership reports for MRTX: 42\n",
      "Total institutional ownership reports for APLD: 6\n",
      "Total institutional ownership reports for PGC: 92\n",
      "Total institutional ownership reports for OII: 100\n",
      "Total institutional ownership reports for MAR: 100\n",
      "Total institutional ownership reports for NWBI: 56\n",
      "Total institutional ownership reports for CTS: 100\n",
      "Total institutional ownership reports for SIBN: 20\n",
      "Total institutional ownership reports for RC: 21\n",
      "Total institutional ownership reports for WEAV: 8\n",
      "Total institutional ownership reports for KRMD: 30\n",
      "Total institutional ownership reports for ADV: 13\n",
      "Total institutional ownership reports for ETNB: 16\n",
      "Total institutional ownership reports for MEI: 100\n",
      "Total institutional ownership reports for KEY: 100\n",
      "Total institutional ownership reports for IDXX: 100\n",
      "Total institutional ownership reports for ARTNA: 97\n",
      "Total institutional ownership reports for MGM: 100\n",
      "Total institutional ownership reports for LCTX: 17\n",
      "Total institutional ownership reports for RVLV: 19\n",
      "Total institutional ownership reports for AROC: 33\n",
      "Total institutional ownership reports for AMZN: 100\n",
      "Total institutional ownership reports for ALVR: 19\n",
      "Total institutional ownership reports for AROW: 93\n",
      "Total institutional ownership reports for CARE: 12\n",
      "Total institutional ownership reports for GE: 100\n",
      "Total institutional ownership reports for PLBC: 52\n",
      "Total institutional ownership reports for LQDT: 71\n",
      "Total institutional ownership reports for AMBA: 44\n",
      "Total institutional ownership reports for AMRC: 53\n",
      "Total institutional ownership reports for AVA: 99\n",
      "Total institutional ownership reports for WLLBW: 4\n",
      "Total institutional ownership reports for LGFA: 38\n",
      "Total institutional ownership reports for WSM: 101\n",
      "Total institutional ownership reports for AMCX: 50\n",
      "Total institutional ownership reports for TARS: 12\n",
      "Total institutional ownership reports for IOT: 8\n",
      "Total institutional ownership reports for NSSC: 82\n",
      "Total institutional ownership reports for CSGS: 99\n",
      "Total institutional ownership reports for NSP: 51\n",
      "Total institutional ownership reports for MEC: 18\n",
      "Total institutional ownership reports for PCRX: 51\n",
      "Total institutional ownership reports for XOMA: 29\n",
      "Total institutional ownership reports for DOC: 42\n",
      "Total institutional ownership reports for APAM: 43\n",
      "Total institutional ownership reports for WIRE: 99\n",
      "Total institutional ownership reports for BRCC: 7\n",
      "Total institutional ownership reports for TREE: 37\n",
      "Total institutional ownership reports for CVS: 100\n",
      "Total institutional ownership reports for WAL: 74\n",
      "Total institutional ownership reports for NKTX: 19\n",
      "Total institutional ownership reports for HSIC: 100\n",
      "Total institutional ownership reports for GM: 53\n",
      "Total institutional ownership reports for BMEA: 10\n",
      "Total institutional ownership reports for TK: 96\n",
      "Total institutional ownership reports for AGO: 79\n",
      "Total institutional ownership reports for SNFCA: 70\n",
      "Total institutional ownership reports for TRNO: 55\n",
      "Total institutional ownership reports for AIV: 10\n",
      "Total institutional ownership reports for UPST: 12\n",
      "Total institutional ownership reports for CZNC: 77\n",
      "Total institutional ownership reports for ALKT: 10\n",
      "Total institutional ownership reports for CHRS: 36\n",
      "Total institutional ownership reports for UPBD: 18\n",
      "Total institutional ownership reports for GOGL: 30\n",
      "Total institutional ownership reports for NAUT: 10\n",
      "Total institutional ownership reports for CVGW: 74\n",
      "Total institutional ownership reports for STZ: 94\n",
      "Total institutional ownership reports for TEL: 52\n",
      "Total institutional ownership reports for MLAB: 94\n",
      "Total institutional ownership reports for DOLE: 9\n",
      "Total institutional ownership reports for NRDS: 8\n",
      "Total institutional ownership reports for VCEL: 36\n",
      "Total institutional ownership reports for BLBD: 35\n",
      "Total institutional ownership reports for SQSP: 10\n",
      "Total institutional ownership reports for LIND: 33\n",
      "Total institutional ownership reports for KLAC: 100\n",
      "Total institutional ownership reports for AWK: 63\n",
      "Total institutional ownership reports for RELL: 99\n",
      "Total institutional ownership reports for MET: 94\n",
      "Total institutional ownership reports for PDLB: 7\n",
      "Total institutional ownership reports for NUS: 99\n",
      "Total institutional ownership reports for MMYT: 53\n",
      "Total institutional ownership reports for PRME: 18\n",
      "Total institutional ownership reports for CELC: 25\n",
      "Total institutional ownership reports for VIGL: 7\n",
      "Total institutional ownership reports for LXFR: 24\n",
      "Total institutional ownership reports for PFS: 83\n",
      "Total institutional ownership reports for OMC: 38\n",
      "Total institutional ownership reports for AGIO: 41\n",
      "Total institutional ownership reports for TMUS: 43\n",
      "Total institutional ownership reports for DKNG: 8\n",
      "Total institutional ownership reports for ZWS: 9\n",
      "Total institutional ownership reports for FBMS: 59\n",
      "Total institutional ownership reports for SMMF: 85\n",
      "Total institutional ownership reports for TCBK: 92\n",
      "Total institutional ownership reports for TRIP: 48\n",
      "Total institutional ownership reports for IRON: 2\n",
      "Total institutional ownership reports for BFC: 38\n",
      "Total institutional ownership reports for ALKS: 49\n",
      "Total institutional ownership reports for AAN: 19\n",
      "Total institutional ownership reports for SENEA: 97\n",
      "Total institutional ownership reports for EGLE: 18\n",
      "Total institutional ownership reports for FRME: 99\n",
      "Total institutional ownership reports for PODD: 67\n",
      "Total institutional ownership reports for COST: 101\n",
      "Total institutional ownership reports for SGMO: 93\n",
      "Total institutional ownership reports for CAT: 100\n",
      "Total institutional ownership reports for DRI: 100\n",
      "Total institutional ownership reports for GDEN: 33\n",
      "Total institutional ownership reports for REZI: 20\n",
      "Total institutional ownership reports for BOC: 26\n",
      "Total institutional ownership reports for NTRS: 100\n",
      "Total institutional ownership reports for FCEL: 20\n",
      "Total institutional ownership reports for GWRE: 47\n",
      "Total institutional ownership reports for STKS: 34\n",
      "Total institutional ownership reports for ZVIA: 9\n",
      "Total institutional ownership reports for MVIS: 47\n",
      "Total institutional ownership reports for MTCH: 21\n",
      "Total institutional ownership reports for ITRI: 99\n",
      "Total institutional ownership reports for DOCU: 24\n",
      "Total institutional ownership reports for FCNCA: 100\n",
      "Total institutional ownership reports for PCT: 19\n",
      "Total institutional ownership reports for ONEW: 15\n",
      "Total institutional ownership reports for DMRC: 60\n",
      "Total institutional ownership reports for TNC: 99\n",
      "Total institutional ownership reports for CRNX: 21\n",
      "Total institutional ownership reports for BALY: 13\n",
      "Total institutional ownership reports for CWST: 99\n",
      "Total institutional ownership reports for CAH: 100\n",
      "Total institutional ownership reports for SGH: 26\n",
      "Total institutional ownership reports for RCKT: 23\n",
      "Total institutional ownership reports for PRDO: 16\n",
      "Total institutional ownership reports for RLJ: 51\n",
      "Total institutional ownership reports for EVH: 34\n",
      "Total institutional ownership reports for INOD: 88\n",
      "Total institutional ownership reports for VSEC: 89\n",
      "Total institutional ownership reports for AMRX: 22\n",
      "Total institutional ownership reports for CLW: 60\n",
      "Total institutional ownership reports for FDMT: 13\n",
      "Total institutional ownership reports for BIO: 100\n",
      "Total institutional ownership reports for GIC: 19\n",
      "Total institutional ownership reports for AMPL: 9\n",
      "Total institutional ownership reports for OBK: 9\n",
      "Total institutional ownership reports for PLYM: 26\n",
      "Total institutional ownership reports for FCCO: 75\n",
      "Total institutional ownership reports for TMST: 39\n",
      "Total institutional ownership reports for HIMS: 13\n",
      "Total institutional ownership reports for ASIX: 29\n",
      "No TSBX institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for ATI: 96\n",
      "Total institutional ownership reports for NTST: 13\n",
      "Total institutional ownership reports for EYEN: 23\n",
      "Total institutional ownership reports for ADTN: 99\n",
      "Total institutional ownership reports for BROS: 9\n",
      "Total institutional ownership reports for FEAM: 7\n",
      "Total institutional ownership reports for BKR: 26\n",
      "Total institutional ownership reports for DSGN: 98\n",
      "Total institutional ownership reports for EDIT: 31\n",
      "Total institutional ownership reports for XHR: 36\n",
      "Total institutional ownership reports for ONL: 9\n",
      "Total institutional ownership reports for AMCR: 19\n",
      "Total institutional ownership reports for MTDR: 47\n",
      "Total institutional ownership reports for CARG: 24\n",
      "Total institutional ownership reports for KVHI: 86\n",
      "No SLRN institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for LVWR: 3\n",
      "Total institutional ownership reports for PARA: 21\n",
      "Total institutional ownership reports for INVA: 32\n",
      "Total institutional ownership reports for FLEX: 100\n",
      "Total institutional ownership reports for UAL: 54\n",
      "Total institutional ownership reports for STEP: 13\n",
      "Total institutional ownership reports for SCHL: 99\n",
      "Total institutional ownership reports for NWFL: 75\n",
      "Total institutional ownership reports for BRKB: 38\n",
      "Total institutional ownership reports for REI: 41\n",
      "Total institutional ownership reports for SGHT: 9\n",
      "Total institutional ownership reports for XRX: 100\n",
      "Total institutional ownership reports for PLAY: 36\n",
      "Total institutional ownership reports for SNOW: 19\n",
      "Total institutional ownership reports for EVCM: 9\n",
      "Total institutional ownership reports for GSAT: 69\n",
      "Total institutional ownership reports for HQY: 37\n",
      "Total institutional ownership reports for ASGN: 23\n",
      "Total institutional ownership reports for RRGB: 85\n",
      "Total institutional ownership reports for AVY: 100\n",
      "Total institutional ownership reports for SR: 34\n",
      "Total institutional ownership reports for IBEX: 13\n",
      "Total institutional ownership reports for PRVA: 10\n",
      "Total institutional ownership reports for CVGI: 77\n",
      "Total institutional ownership reports for MDXG: 58\n",
      "Total institutional ownership reports for FAST: 99\n",
      "Total institutional ownership reports for SKYX: 7\n",
      "Total institutional ownership reports for CTAS: 99\n",
      "Total institutional ownership reports for WRLD: 99\n",
      "Total institutional ownership reports for RXT: 19\n",
      "Total institutional ownership reports for AVGO: 30\n",
      "Total institutional ownership reports for CUE: 23\n",
      "Total institutional ownership reports for ASPN: 38\n",
      "Total institutional ownership reports for AON: 52\n",
      "Total institutional ownership reports for SLAB: 95\n",
      "Total institutional ownership reports for REG: 96\n",
      "Total institutional ownership reports for OXY: 100\n",
      "Total institutional ownership reports for TPC: 66\n",
      "Total institutional ownership reports for RXST: 9\n",
      "Total institutional ownership reports for ACIC: 5\n",
      "Total institutional ownership reports for EXPI: 31\n",
      "Total institutional ownership reports for WEST: 3\n",
      "Total institutional ownership reports for AORT: 38\n",
      "Total institutional ownership reports for OB: 9\n",
      "Total institutional ownership reports for PX: 8\n",
      "Total institutional ownership reports for MCS: 99\n",
      "Total institutional ownership reports for JILL: 12\n",
      "Total institutional ownership reports for BMY: 100\n",
      "Total institutional ownership reports for CATC: 83\n",
      "Total institutional ownership reports for FTAI: 34\n",
      "Total institutional ownership reports for PEP: 100\n",
      "Total institutional ownership reports for KRO: 80\n",
      "Total institutional ownership reports for RTX: 90\n",
      "Total institutional ownership reports for LDOS: 62\n",
      "Total institutional ownership reports for INST: 9\n",
      "Total institutional ownership reports for MMM: 91\n",
      "Total institutional ownership reports for SWKS: 87\n",
      "Total institutional ownership reports for GILD: 100\n",
      "Total institutional ownership reports for FELE: 99\n",
      "No ISPR institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for CRM: 78\n",
      "Total institutional ownership reports for CALM: 99\n",
      "Total institutional ownership reports for MCO: 94\n",
      "Total institutional ownership reports for KOS: 21\n",
      "Total institutional ownership reports for FRSH: 9\n",
      "Total institutional ownership reports for EGO: 20\n",
      "Total institutional ownership reports for FFWM: 36\n",
      "Total institutional ownership reports for ATRC: 73\n",
      "Total institutional ownership reports for CRL: 94\n",
      "Total institutional ownership reports for GCO: 99\n",
      "Total institutional ownership reports for BPRN: 48\n",
      "Total institutional ownership reports for LYEL: 10\n",
      "Total institutional ownership reports for FSLR: 69\n",
      "Total institutional ownership reports for HTLD: 100\n",
      "Total institutional ownership reports for IBCP: 53\n",
      "Total institutional ownership reports for KODK: 40\n",
      "Total institutional ownership reports for FTV: 32\n",
      "Total institutional ownership reports for NG: 81\n",
      "Total institutional ownership reports for CANO: 19\n",
      "Total institutional ownership reports for MPC: 52\n",
      "Total institutional ownership reports for HWM: 19\n",
      "Total institutional ownership reports for FI: 37\n",
      "Total institutional ownership reports for SBH: 70\n",
      "Total institutional ownership reports for JYNT: 36\n",
      "Total institutional ownership reports for ARRY: 12\n",
      "Total institutional ownership reports for CNOB: 38\n",
      "Total institutional ownership reports for ERIE: 101\n",
      "Total institutional ownership reports for SNA: 100\n",
      "Total institutional ownership reports for ASML: 45\n",
      "Total institutional ownership reports for DRQ: 99\n",
      "Total institutional ownership reports for JAMF: 13\n",
      "Total institutional ownership reports for NAVI: 38\n",
      "Total institutional ownership reports for SST: 8\n",
      "Total institutional ownership reports for PNRG: 79\n",
      "Total institutional ownership reports for FTCI: 10\n",
      "No   institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for MRUS: 30\n",
      "Total institutional ownership reports for TSE: 32\n",
      "Total institutional ownership reports for INZY: 13\n",
      "Total institutional ownership reports for CHUY: 45\n",
      "Total institutional ownership reports for AMBC: 43\n",
      "Total institutional ownership reports for TWLO: 31\n",
      "Total institutional ownership reports for AMPS: 8\n",
      "Total institutional ownership reports for CPE: 14\n",
      "Total institutional ownership reports for HIPO: 6\n",
      "Total institutional ownership reports for CHRW: 73\n",
      "Total institutional ownership reports for ESSA: 66\n",
      "Total institutional ownership reports for MYE: 100\n",
      "Total institutional ownership reports for DASH: 19\n",
      "Total institutional ownership reports for PDM: 55\n",
      "Total institutional ownership reports for NRDY: 9\n",
      "Total institutional ownership reports for CVCY: 69\n",
      "Total institutional ownership reports for BKD: 72\n",
      "Total institutional ownership reports for ORC: 38\n",
      "Total institutional ownership reports for PTSI: 97\n",
      "Total institutional ownership reports for CPSI: 86\n",
      "Total institutional ownership reports for GBX: 96\n",
      "Total institutional ownership reports for SANM: 44\n",
      "Total institutional ownership reports for XP: 16\n",
      "Total institutional ownership reports for CAMT: 92\n",
      "Total institutional ownership reports for NOG: 19\n",
      "Total institutional ownership reports for IONQ: 9\n",
      "Total institutional ownership reports for PCB: 18\n",
      "Total institutional ownership reports for IIIV: 22\n",
      "No BYON institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for SCS: 99\n",
      "Total institutional ownership reports for WMK: 99\n",
      "Total institutional ownership reports for FFBC: 99\n",
      "Total institutional ownership reports for BBY: 100\n",
      "Total institutional ownership reports for EPRT: 22\n",
      "Total institutional ownership reports for TSCO: 99\n",
      "No VLTO institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for MMS: 100\n",
      "Total institutional ownership reports for CZFS: 78\n",
      "Total institutional ownership reports for OABI: 3\n",
      "Total institutional ownership reports for PCYO: 79\n",
      "Total institutional ownership reports for NET: 19\n",
      "Total institutional ownership reports for PRST: 12\n",
      "Total institutional ownership reports for MG: 56\n",
      "Total institutional ownership reports for HUBS: 36\n",
      "Total institutional ownership reports for CCS: 38\n",
      "Total institutional ownership reports for KOP: 71\n",
      "Total institutional ownership reports for MGNI: 19\n",
      "Total institutional ownership reports for GLUE: 10\n",
      "Total institutional ownership reports for ATKR: 30\n",
      "Total institutional ownership reports for DXPE: 77\n",
      "Total institutional ownership reports for DLX: 100\n",
      "Total institutional ownership reports for INDI: 19\n",
      "Total institutional ownership reports for LBC: 24\n",
      "Total institutional ownership reports for STGW: 9\n",
      "Total institutional ownership reports for TTEC: 24\n",
      "Total institutional ownership reports for APH: 99\n",
      "Total institutional ownership reports for EAF: 22\n",
      "Total institutional ownership reports for ETD: 100\n",
      "Total institutional ownership reports for TNK: 16\n",
      "Total institutional ownership reports for CARS: 26\n",
      "Total institutional ownership reports for LC: 18\n",
      "Total institutional ownership reports for AMPY: 18\n",
      "Total institutional ownership reports for LICY: 9\n",
      "Total institutional ownership reports for CRGE: 10\n",
      "Total institutional ownership reports for AAL: 40\n",
      "Total institutional ownership reports for COOP: 21\n",
      "Total institutional ownership reports for SIGI: 100\n",
      "Total institutional ownership reports for LWLG: 48\n",
      "Total institutional ownership reports for VSH: 99\n",
      "Total institutional ownership reports for DRS: 2\n",
      "Total institutional ownership reports for SKT: 99\n",
      "Total institutional ownership reports for OLO: 11\n",
      "Total institutional ownership reports for NI: 99\n",
      "Total institutional ownership reports for BHB: 93\n",
      "Total institutional ownership reports for CHX: 19\n",
      "Total institutional ownership reports for ECVT: 9\n",
      "Total institutional ownership reports for FSBC: 10\n",
      "Total institutional ownership reports for CIVB: 34\n",
      "Total institutional ownership reports for PNFP: 86\n",
      "Total institutional ownership reports for AZO: 100\n",
      "Total institutional ownership reports for LILA: 25\n",
      "Total institutional ownership reports for NEXT: 25\n",
      "Total institutional ownership reports for GES: 99\n",
      "Total institutional ownership reports for UVSP: 83\n",
      "Total institutional ownership reports for CUTR: 79\n",
      "Total institutional ownership reports for FLYW: 10\n",
      "Total institutional ownership reports for CATO: 100\n",
      "Total institutional ownership reports for WWD: 99\n",
      "Total institutional ownership reports for JAKK: 14\n",
      "Total institutional ownership reports for PDSB: 19\n",
      "Total institutional ownership reports for HAYN: 73\n",
      "Total institutional ownership reports for TDY: 96\n",
      "Total institutional ownership reports for QCOM: 101\n",
      "Total institutional ownership reports for APD: 100\n",
      "Total institutional ownership reports for LPG: 38\n",
      "Total institutional ownership reports for NVTA: 36\n",
      "Total institutional ownership reports for FDX: 100\n",
      "Total institutional ownership reports for TSBK: 99\n",
      "Total institutional ownership reports for FMBH: 38\n",
      "Total institutional ownership reports for LESL: 12\n",
      "Total institutional ownership reports for OTIS: 20\n",
      "Total institutional ownership reports for ALIT: 10\n",
      "Total institutional ownership reports for ATEC: 29\n",
      "Total institutional ownership reports for PEB: 56\n",
      "Total institutional ownership reports for MPWR: 76\n",
      "Total institutional ownership reports for BWMN: 10\n",
      "Total institutional ownership reports for PCH: 71\n",
      "Total institutional ownership reports for KBH: 93\n",
      "Total institutional ownership reports for APLS: 24\n",
      "Total institutional ownership reports for FIGS: 10\n",
      "Total institutional ownership reports for PLMR: 19\n",
      "Total institutional ownership reports for CVX: 100\n",
      "Total institutional ownership reports for BGS: 66\n",
      "Total institutional ownership reports for SXC: 50\n",
      "Total institutional ownership reports for IMKTA: 99\n",
      "Total institutional ownership reports for SAH: 99\n",
      "Total institutional ownership reports for RSI: 12\n",
      "Total institutional ownership reports for EXC: 93\n",
      "Total institutional ownership reports for JCI: 100\n",
      "Total institutional ownership reports for SFST: 65\n",
      "Total institutional ownership reports for CBU: 99\n",
      "Total institutional ownership reports for MITK: 67\n",
      "Total institutional ownership reports for WRB: 101\n",
      "Total institutional ownership reports for UBSI: 100\n",
      "Total institutional ownership reports for RL: 50\n",
      "Total institutional ownership reports for TBI: 68\n",
      "Total institutional ownership reports for CBNK: 21\n",
      "Total institutional ownership reports for CPT: 99\n",
      "Total institutional ownership reports for ZYXI: 28\n",
      "Total institutional ownership reports for NRC: 42\n",
      "Total institutional ownership reports for ACCD: 13\n",
      "No RNAC institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for STE: 21\n",
      "Total institutional ownership reports for DAN: 63\n",
      "Total institutional ownership reports for AMD: 100\n",
      "Total institutional ownership reports for NUE: 100\n",
      "Total institutional ownership reports for BCOV: 47\n",
      "Total institutional ownership reports for SYK: 101\n",
      "Total institutional ownership reports for HES: 72\n",
      "Total institutional ownership reports for CNDT: 28\n",
      "Total institutional ownership reports for ICVX: 9\n",
      "Total institutional ownership reports for PBF: 44\n",
      "Total institutional ownership reports for AEE: 100\n",
      "Total institutional ownership reports for BLDR: 74\n",
      "Total institutional ownership reports for BTAI: 23\n",
      "Total institutional ownership reports for TENB: 21\n",
      "Total institutional ownership reports for AUPH: 37\n",
      "Total institutional ownership reports for TIO: 2\n",
      "Total institutional ownership reports for CUBI: 45\n",
      "Total institutional ownership reports for STNE: 20\n",
      "Total institutional ownership reports for TPB: 30\n",
      "Total institutional ownership reports for KRNY: 34\n",
      "Total institutional ownership reports for EHAB: 6\n",
      "Total institutional ownership reports for PRLB: 48\n",
      "Total institutional ownership reports for HROW: 20\n",
      "Total institutional ownership reports for CVCO: 82\n",
      "Total institutional ownership reports for HLMN: 9\n",
      "Total institutional ownership reports for DAL: 68\n",
      "Total institutional ownership reports for IPG: 100\n",
      "Total institutional ownership reports for EFSC: 74\n",
      "Total institutional ownership reports for CECO: 33\n",
      "Total institutional ownership reports for QLYS: 45\n",
      "Total institutional ownership reports for TOL: 100\n",
      "Total institutional ownership reports for C: 54\n",
      "Total institutional ownership reports for MIRM: 17\n",
      "Total institutional ownership reports for WK: 36\n",
      "Total institutional ownership reports for EVBN: 72\n",
      "Total institutional ownership reports for AWR: 100\n",
      "Total institutional ownership reports for MNKD: 28\n",
      "Total institutional ownership reports for NODK: 27\n",
      "Total institutional ownership reports for GLDD: 68\n",
      "Total institutional ownership reports for NUVL: 9\n",
      "Total institutional ownership reports for ANF: 100\n",
      "Total institutional ownership reports for GWW: 100\n",
      "Total institutional ownership reports for STLA: 19\n",
      "Total institutional ownership reports for SBT: 24\n",
      "Total institutional ownership reports for SATS: 65\n",
      "Total institutional ownership reports for DE: 100\n",
      "Total institutional ownership reports for GKOS: 34\n",
      "Total institutional ownership reports for CRSP: 31\n",
      "Total institutional ownership reports for PL: 8\n",
      "Total institutional ownership reports for VRTX: 100\n",
      "Total institutional ownership reports for SMLR: 33\n",
      "Total institutional ownership reports for LOB: 33\n",
      "Total institutional ownership reports for VERA: 10\n",
      "Total institutional ownership reports for BEN: 100\n",
      "Total institutional ownership reports for NBTB: 99\n",
      "Total institutional ownership reports for ABG: 87\n",
      "Total institutional ownership reports for PANW: 47\n",
      "Total institutional ownership reports for DKS: 84\n",
      "Total institutional ownership reports for SXI: 100\n",
      "Total institutional ownership reports for CNXN: 99\n",
      "Total institutional ownership reports for PINS: 19\n",
      "Total institutional ownership reports for LUMN: 20\n",
      "Total institutional ownership reports for CRAI: 74\n",
      "Total institutional ownership reports for PPTA: 11\n",
      "Total institutional ownership reports for WPM: 29\n",
      "Total institutional ownership reports for GNW: 78\n",
      "Total institutional ownership reports for USD: 58\n",
      "Total institutional ownership reports for EXTR: 98\n",
      "Total institutional ownership reports for CCJ: 99\n",
      "Total institutional ownership reports for OC: 68\n",
      "Total institutional ownership reports for DH: 9\n",
      "Total institutional ownership reports for MCHP: 100\n",
      "Total institutional ownership reports for SFNC: 99\n",
      "Total institutional ownership reports for CTLP: 11\n",
      "Total institutional ownership reports for BLKB: 77\n",
      "Total institutional ownership reports for REFI: 8\n",
      "Total institutional ownership reports for XFOR: 19\n",
      "Total institutional ownership reports for ACRS: 32\n",
      "Total institutional ownership reports for CMCO: 99\n",
      "Total institutional ownership reports for AEO: 99\n",
      "Total institutional ownership reports for SLB: 100\n",
      "Total institutional ownership reports for ABT: 100\n",
      "Total institutional ownership reports for ASLE: 12\n",
      "Total institutional ownership reports for FMAO: 31\n",
      "Total institutional ownership reports for CMPR: 16\n",
      "Total institutional ownership reports for BG: 89\n",
      "Total institutional ownership reports for HD: 105\n",
      "Total institutional ownership reports for BBAI: 8\n",
      "Total institutional ownership reports for CFB: 19\n",
      "Total institutional ownership reports for GBTG: 6\n",
      "Total institutional ownership reports for APPF: 34\n",
      "Total institutional ownership reports for COLL: 34\n",
      "Total institutional ownership reports for RSG: 99\n",
      "Total institutional ownership reports for AMEH: 24\n",
      "Total institutional ownership reports for STOK: 18\n",
      "Total institutional ownership reports for CIX: 99\n",
      "Total institutional ownership reports for GH: 20\n",
      "Total institutional ownership reports for SCLX: 2\n",
      "Total institutional ownership reports for TPX: 80\n",
      "Total institutional ownership reports for TGNA: 34\n",
      "Total institutional ownership reports for MUR: 99\n",
      "Total institutional ownership reports for CHTR: 34\n",
      "Total institutional ownership reports for DOW: 100\n",
      "Total institutional ownership reports for RLYB: 9\n",
      "Total institutional ownership reports for PEAK: 68\n",
      "No WKC institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for PHAT: 16\n",
      "Total institutional ownership reports for DBX: 23\n",
      "Total institutional ownership reports for BCBP: 72\n",
      "Total institutional ownership reports for AI: 19\n",
      "Total institutional ownership reports for PNW: 100\n",
      "Total institutional ownership reports for SPGI: 31\n",
      "Total institutional ownership reports for ED: 101\n",
      "Total institutional ownership reports for HLVX: 6\n",
      "Total institutional ownership reports for UDR: 69\n",
      "Total institutional ownership reports for AMRK: 39\n",
      "Total institutional ownership reports for NHI: 99\n",
      "Total institutional ownership reports for LMAT: 68\n",
      "Total institutional ownership reports for KO: 100\n",
      "Total institutional ownership reports for RVMD: 15\n",
      "Total institutional ownership reports for SKY: 100\n",
      "Total institutional ownership reports for BSX: 100\n",
      "Total institutional ownership reports for INTT: 91\n",
      "Total institutional ownership reports for CBOE: 54\n",
      "Total institutional ownership reports for VZIO: 11\n",
      "Total institutional ownership reports for MOV: 99\n",
      "Total institutional ownership reports for ROP: 100\n",
      "Total institutional ownership reports for SVRA: 26\n",
      "Total institutional ownership reports for JBT: 62\n",
      "Total institutional ownership reports for NWSA: 46\n",
      "Total institutional ownership reports for AZEK: 19\n",
      "Total institutional ownership reports for EFX: 100\n",
      "Total institutional ownership reports for ALG: 99\n",
      "Total institutional ownership reports for MRSN: 26\n",
      "No GBP institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for ELVN: 1\n",
      "Total institutional ownership reports for ATSG: 62\n",
      "Total institutional ownership reports for VTNR: 43\n",
      "Total institutional ownership reports for DXCM: 74\n",
      "Total institutional ownership reports for ARE: 100\n",
      "Total institutional ownership reports for IAS: 10\n",
      "Total institutional ownership reports for UMBF: 99\n",
      "Total institutional ownership reports for COTY: 42\n",
      "Total institutional ownership reports for TH: 19\n",
      "Total institutional ownership reports for PGTI: 70\n",
      "Total institutional ownership reports for SCHW: 100\n",
      "Total institutional ownership reports for BVN: 99\n",
      "Total institutional ownership reports for NFBK: 45\n",
      "No CDP institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for OSG: 30\n",
      "Total institutional ownership reports for HMST: 47\n",
      "Total institutional ownership reports for NOC: 103\n",
      "Total institutional ownership reports for HWC: 99\n",
      "Total institutional ownership reports for GOLF: 28\n",
      "Total institutional ownership reports for PACB: 52\n",
      "Total institutional ownership reports for NMIH: 40\n",
      "Total institutional ownership reports for PDFS: 89\n",
      "Total institutional ownership reports for ATRI: 98\n",
      "Total institutional ownership reports for LOVE: 22\n",
      "Total institutional ownership reports for RES: 99\n",
      "Total institutional ownership reports for IRBT: 72\n",
      "Total institutional ownership reports for NTGR: 82\n",
      "Total institutional ownership reports for CPS: 46\n",
      "Total institutional ownership reports for WLFC: 86\n",
      "Total institutional ownership reports for PRFT: 85\n",
      "Total institutional ownership reports for FMX: 100\n",
      "Total institutional ownership reports for IVAC: 99\n",
      "Total institutional ownership reports for SWIM: 10\n",
      "Total institutional ownership reports for ESRT: 40\n",
      "Total institutional ownership reports for KROS: 14\n",
      "Total institutional ownership reports for GRTS: 21\n",
      "Total institutional ownership reports for GEN: 14\n",
      "Total institutional ownership reports for WINA: 76\n",
      "Total institutional ownership reports for AMN: 88\n",
      "Total institutional ownership reports for SNDX: 31\n",
      "Total institutional ownership reports for CMPX: 8\n",
      "Total institutional ownership reports for ALLK: 21\n",
      "Total institutional ownership reports for BKE: 100\n",
      "Total institutional ownership reports for VTRS: 19\n",
      "Total institutional ownership reports for BNL: 12\n",
      "Total institutional ownership reports for LNT: 99\n",
      "Total institutional ownership reports for ALTM: 12\n",
      "Total institutional ownership reports for BL: 30\n",
      "Total institutional ownership reports for FOUR: 19\n",
      "Total institutional ownership reports for MCBC: 90\n",
      "Total institutional ownership reports for HLF: 76\n",
      "Total institutional ownership reports for CCBG: 98\n",
      "Total institutional ownership reports for FITB: 100\n",
      "Total institutional ownership reports for PAR: 84\n",
      "Total institutional ownership reports for TXRH: 76\n",
      "Total institutional ownership reports for PRA: 90\n",
      "Total institutional ownership reports for VST: 28\n",
      "Total institutional ownership reports for ECPG: 81\n",
      "Total institutional ownership reports for BIRD: 8\n",
      "Total institutional ownership reports for ABNB: 20\n",
      "Total institutional ownership reports for PROK: 4\n",
      "Total institutional ownership reports for YELP: 47\n",
      "Total institutional ownership reports for FE: 100\n",
      "Total institutional ownership reports for HLLY: 10\n",
      "Total institutional ownership reports for ATNM: 25\n",
      "Total institutional ownership reports for SPTN: 38\n",
      "Total institutional ownership reports for UTZ: 19\n",
      "Total institutional ownership reports for CLSK: 15\n",
      "Total institutional ownership reports for BMRC: 65\n",
      "Total institutional ownership reports for BDN: 100\n",
      "Total institutional ownership reports for EBAY: 99\n",
      "Total institutional ownership reports for HBCP: 60\n",
      "Total institutional ownership reports for SMBC: 66\n",
      "Total institutional ownership reports for TDUP: 11\n",
      "Total institutional ownership reports for DOUG: 8\n",
      "Total institutional ownership reports for NC: 100\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR:root:Connection to https://financialmodelingprep.com/api/v4/institutional-ownership/symbol-ownership failed:  DNS failure, refused connection or some other connection related issue.\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total institutional ownership reports for INFU: 54\n",
      "No WASH institutional ownership reports: inst_ownership=None\n",
      "Total institutional ownership reports for EVBG: 29\n",
      "Total institutional ownership reports for AMPX: 5\n",
      "Total institutional ownership reports for BHLB: 93\n",
      "Total institutional ownership reports for KMI: 53\n",
      "Total institutional ownership reports for PTLO: 8\n",
      "Total institutional ownership reports for AFRM: 19\n",
      "Total institutional ownership reports for CAD: 5\n",
      "Total institutional ownership reports for EWTX: 11\n",
      "Total institutional ownership reports for BHVN: 26\n",
      "Total institutional ownership reports for UHG: 1\n",
      "Total institutional ownership reports for EPM: 68\n",
      "Total institutional ownership reports for RKLB: 9\n",
      "Total institutional ownership reports for VRNT: 86\n",
      "Total institutional ownership reports for ATNI: 30\n",
      "Total institutional ownership reports for THRD: 5\n",
      "Total institutional ownership reports for BRO: 99\n",
      "Total institutional ownership reports for INTU: 99\n",
      "Total institutional ownership reports for GOOG: 48\n",
      "Total institutional ownership reports for IGT: 37\n",
      "Total institutional ownership reports for CBZ: 74\n",
      "Total institutional ownership reports for WRBY: 9\n",
      "Total institutional ownership reports for FIBK: 55\n",
      "Total institutional ownership reports for FOXA: 20\n",
      "Total institutional ownership reports for EFC: 19\n",
      "Total institutional ownership reports for ABM: 100\n",
      "Total institutional ownership reports for IRMD: 37\n",
      "Total institutional ownership reports for ALE: 78\n",
      "Total institutional ownership reports for BGFV: 86\n",
      "Total institutional ownership reports for APP: 19\n",
      "Total institutional ownership reports for WOW: 26\n",
      "Total institutional ownership reports for ITOS: 13\n",
      "Total institutional ownership reports for SSTK: 44\n",
      "Total institutional ownership reports for UEC: 64\n",
      "Total institutional ownership reports for GLW: 100\n",
      "Total institutional ownership reports for NVTS: 9\n",
      "Total institutional ownership reports for VSTO: 35\n",
      "Total institutional ownership reports for EAT: 100\n",
      "Total institutional ownership reports for SEAS: 43\n",
      "Total institutional ownership reports for AMTB: 18\n",
      "Total institutional ownership reports for DHI: 100\n",
      "Total institutional ownership reports for SOUN: 6\n",
      "Total institutional ownership reports for CELH: 30\n",
      "Total institutional ownership reports for GHC: 40\n",
      "Total institutional ownership reports for EL: 100\n",
      "Total institutional ownership reports for ALEX: 47\n",
      "Total institutional ownership reports for DCGO: 9\n",
      "Total institutional ownership reports for APTV: 30\n",
      "Total institutional ownership reports for SUM: 35\n",
      "Total institutional ownership reports for RMNI: 24\n",
      "Total institutional ownership reports for POWI: 99\n",
      "Total institutional ownership reports for CME: 68\n",
      "Total institutional ownership reports for IVZ: 66\n",
      "Total institutional ownership reports for RPHM: 10\n",
      "Total institutional ownership reports for RBB: 25\n",
      "Total institutional ownership reports for ZG: 36\n",
      "Total institutional ownership reports for ARKO: 12\n",
      "Total institutional ownership reports for SPT: 19\n",
      "Total institutional ownership reports for NKE: 101\n",
      "Total institutional ownership reports for MGTX: 22\n",
      "Total institutional ownership reports for LVS: 76\n",
      "Total institutional ownership reports for SSTI: 26\n",
      "Total institutional ownership reports for HBIO: 92\n",
      "Total institutional ownership reports for BCPC: 97\n",
      "Total institutional ownership reports for EBS: 69\n",
      "Total institutional ownership reports for CMRE: 52\n",
      "Total institutional ownership reports for TRST: 19\n",
      "Total institutional ownership reports for JOUT: 92\n",
      "Total institutional ownership reports for PIPR: 80\n",
      "Total institutional ownership reports for MAX: 12\n",
      "Total institutional ownership reports for PATK: 99\n",
      "Total institutional ownership reports for ELV: 66\n",
      "Total institutional ownership reports for MRNS: 13\n",
      "Total institutional ownership reports for LKFN: 99\n",
      "Total institutional ownership reports for BAM: 73\n",
      "Total institutional ownership reports for NGVT: 30\n",
      "Total institutional ownership reports for NFLX: 86\n",
      "Total institutional ownership reports for LEN: 101\n",
      "Total institutional ownership reports for BFST: 24\n",
      "Total institutional ownership reports for MOND: 6\n",
      "Total institutional ownership reports for MNDY: 10\n",
      "Total institutional ownership reports for ITT: 32\n",
      "Total institutional ownership reports for HASI: 43\n",
      "Total institutional ownership reports for SHLS: 13\n",
      "Total institutional ownership reports for WOR: 100\n",
      "Total institutional ownership reports for CLNE: 67\n",
      "Total institutional ownership reports for CSGP: 97\n",
      "Total institutional ownership reports for KOD: 20\n",
      "Total institutional ownership reports for ELA: 16\n",
      "Total institutional ownership reports for TYRA: 9\n",
      "Total institutional ownership reports for MBC: 2\n",
      "Total institutional ownership reports for BDC: 78\n",
      "Total institutional ownership reports for ARLO: 21\n",
      "Total institutional ownership reports for STRA: 22\n",
      "Total institutional ownership reports for BLD: 35\n",
      "Total institutional ownership reports for WBA: 42\n",
      "Total institutional ownership reports for JXN: 9\n",
      "Total institutional ownership reports for EVC: 93\n",
      "Total institutional ownership reports for QUAD: 53\n",
      "Total institutional ownership reports for GATX: 100\n",
      "Total institutional ownership reports for TFIN: 18\n",
      "Total institutional ownership reports for LOW: 101\n",
      "Total institutional ownership reports for CXW: 30\n",
      "Total institutional ownership reports for EW: 95\n",
      "Total institutional ownership reports for HBNC: 79\n",
      "Total institutional ownership reports for K: 100\n",
      "Total institutional ownership reports for HPK: 13\n",
      "Total institutional ownership reports for RGCO: 97\n",
      "Total institutional ownership reports for USB: 92\n",
      "Total institutional ownership reports for LNTH: 34\n",
      "Total institutional ownership reports for HTGC: 74\n",
      "Total institutional ownership reports for DAWN: 10\n",
      "Total institutional ownership reports for SBAC: 29\n",
      "Total institutional ownership reports for UTI: 80\n",
      "Total institutional ownership reports for TLYS: 46\n",
      "Total institutional ownership reports for PSN: 18\n",
      "Total institutional ownership reports for KD: 11\n",
      "Total institutional ownership reports for PEG: 101\n",
      "Total institutional ownership reports for MEG: 14\n",
      "Total institutional ownership reports for CEIX: 24\n",
      "Total institutional ownership reports for PGEN: 20\n",
      "Total institutional ownership reports for DVN: 98\n",
      "Total institutional ownership reports for SPLK: 46\n",
      "Total institutional ownership reports for SSP: 70\n",
      "Total institutional ownership reports for CINF: 100\n",
      "Total institutional ownership reports for JELD: 27\n",
      "Total institutional ownership reports for MOH: 82\n",
      "Total institutional ownership reports for TSVT: 8\n",
      "Total institutional ownership reports for MKC: 99\n",
      "Total institutional ownership reports for TCX: 38\n",
      "No EUR institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for FPI: 38\n",
      "Total institutional ownership reports for AFRI: 6\n",
      "Total institutional ownership reports for NWE: 76\n",
      "Total institutional ownership reports for SAMG: 42\n",
      "Total institutional ownership reports for ALT: 21\n",
      "Total institutional ownership reports for DY: 100\n",
      "Total institutional ownership reports for GMS: 30\n",
      "Total institutional ownership reports for TJX: 100\n",
      "Total institutional ownership reports for BANC: 42\n",
      "Total institutional ownership reports for ANGO: 78\n",
      "Total institutional ownership reports for LKQ: 82\n",
      "Total institutional ownership reports for TARO: 80\n",
      "Total institutional ownership reports for GLT: 13\n",
      "Total institutional ownership reports for WMT: 103\n",
      "Total institutional ownership reports for STRL: 75\n",
      "Total institutional ownership reports for STHO: 1\n",
      "Total institutional ownership reports for SPHR: 12\n",
      "Total institutional ownership reports for BR: 67\n",
      "Total institutional ownership reports for AZTA: 86\n",
      "Total institutional ownership reports for TCMD: 29\n",
      "No ABVX institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for JBLU: 86\n",
      "Total institutional ownership reports for RF: 80\n",
      "Total institutional ownership reports for UHT: 99\n",
      "Total institutional ownership reports for ANNX: 13\n",
      "Total institutional ownership reports for WDFC: 100\n",
      "Total institutional ownership reports for PAYO: 10\n",
      "Total institutional ownership reports for SCWO: 9\n",
      "Total institutional ownership reports for BKU: 51\n",
      "Total institutional ownership reports for BBWI: 10\n",
      "Total institutional ownership reports for COP: 90\n",
      "Total institutional ownership reports for CMAX: 10\n",
      "Total institutional ownership reports for RWT: 99\n",
      "Total institutional ownership reports for SSD: 100\n",
      "Total institutional ownership reports for ZTS: 44\n",
      "Total institutional ownership reports for AVTE: 10\n",
      "Total institutional ownership reports for CTGO: 51\n",
      "Total institutional ownership reports for STBA: 99\n",
      "Total institutional ownership reports for KZR: 22\n",
      "Total institutional ownership reports for RICK: 37\n",
      "Total institutional ownership reports for ESQ: 26\n",
      "Total institutional ownership reports for MHO: 99\n",
      "Total institutional ownership reports for GSBC: 99\n",
      "Total institutional ownership reports for PMVP: 13\n",
      "Total institutional ownership reports for SPCE: 19\n",
      "Total institutional ownership reports for HCSG: 99\n",
      "Total institutional ownership reports for BCRX: 99\n",
      "Total institutional ownership reports for WAT: 100\n",
      "Total institutional ownership reports for MRNA: 21\n",
      "Total institutional ownership reports for JBGS: 26\n",
      "No SVV institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for PRAA: 44\n",
      "Total institutional ownership reports for AVNW: 30\n",
      "Total institutional ownership reports for PLRX: 14\n",
      "Total institutional ownership reports for HLNE: 27\n",
      "Total institutional ownership reports for NXRT: 35\n",
      "Total institutional ownership reports for SFM: 41\n",
      "Total institutional ownership reports for OEC: 37\n",
      "Total institutional ownership reports for INSE: 28\n",
      "Total institutional ownership reports for GRPH: 10\n",
      "Total institutional ownership reports for ESGR: 67\n",
      "Total institutional ownership reports for OKTA: 26\n",
      "Total institutional ownership reports for FET: 13\n",
      "No ESH4 institutional ownership reports: inst_ownership=[]\n",
      "No - institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for ZBH: 89\n",
      "Total institutional ownership reports for ORA: 76\n",
      "Total institutional ownership reports for MOD: 100\n",
      "Total institutional ownership reports for KMX: 86\n",
      "Total institutional ownership reports for AVDX: 8\n",
      "Total institutional ownership reports for GPC: 100\n",
      "Total institutional ownership reports for EP: 7\n",
      "Total institutional ownership reports for POOL: 71\n",
      "Total institutional ownership reports for WTBA: 85\n",
      "Total institutional ownership reports for FG: 19\n",
      "Total institutional ownership reports for WY: 100\n",
      "Total institutional ownership reports for MCY: 102\n",
      "Total institutional ownership reports for ACA: 20\n",
      "Total institutional ownership reports for LBAI: 93\n",
      "Total institutional ownership reports for SASR: 99\n",
      "Total institutional ownership reports for FFIV: 97\n",
      "Total institutional ownership reports for LIN: 13\n",
      "Total institutional ownership reports for TPIC: 29\n",
      "Total institutional ownership reports for PLD: 51\n",
      "Total institutional ownership reports for CYRX: 33\n",
      "Total institutional ownership reports for HOUS: 44\n",
      "Total institutional ownership reports for SOVO: 9\n",
      "Total institutional ownership reports for STER: 9\n",
      "Total institutional ownership reports for ANIK: 90\n",
      "Total institutional ownership reports for ARR: 34\n",
      "Total institutional ownership reports for NGM: 18\n",
      "Total institutional ownership reports for CUK: 82\n",
      "Total institutional ownership reports for BIIB: 83\n",
      "Total institutional ownership reports for ALLY: 40\n",
      "Total institutional ownership reports for MCK: 100\n",
      "Total institutional ownership reports for KFY: 99\n",
      "Total institutional ownership reports for ACT: 9\n",
      "Total institutional ownership reports for WSR: 53\n",
      "Total institutional ownership reports for COCO: 8\n",
      "Total institutional ownership reports for LMND: 20\n",
      "Total institutional ownership reports for SYNA: 88\n",
      "Total institutional ownership reports for COF: 100\n",
      "Total institutional ownership reports for VRTS: 60\n",
      "Total institutional ownership reports for SIG: 61\n",
      "Total institutional ownership reports for SPRY: 6\n",
      "Total institutional ownership reports for EHTH: 69\n",
      "Total institutional ownership reports for MATW: 99\n",
      "Total institutional ownership reports for CASS: 81\n",
      "No METCB institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for UVE: 66\n",
      "Total institutional ownership reports for UNFI: 100\n",
      "Total institutional ownership reports for VBTX: 36\n",
      "Total institutional ownership reports for PFE: 100\n",
      "Total institutional ownership reports for ES: 37\n",
      "Total institutional ownership reports for CZR: 19\n",
      "Total institutional ownership reports for LADR: 39\n",
      "Total institutional ownership reports for HQI: 17\n",
      "Total institutional ownership reports for HONE: 17\n",
      "Total institutional ownership reports for SHAK: 35\n",
      "Total institutional ownership reports for TWKS: 9\n",
      "Total institutional ownership reports for REPX: 11\n",
      "Total institutional ownership reports for HZO: 95\n",
      "Total institutional ownership reports for ACRV: 2\n",
      "Total institutional ownership reports for HFWA: 99\n",
      "Total institutional ownership reports for CTRA: 100\n",
      "Total institutional ownership reports for XAIR: 17\n",
      "Total institutional ownership reports for EVER: 22\n",
      "Total institutional ownership reports for ADRO: 25\n",
      "Total institutional ownership reports for ALTR: 24\n",
      "Total institutional ownership reports for CRK: 30\n",
      "Total institutional ownership reports for ICFI: 68\n",
      "Total institutional ownership reports for SILK: 18\n",
      "Total institutional ownership reports for CMTL: 96\n",
      "Total institutional ownership reports for DXLG: 43\n",
      "Total institutional ownership reports for MRO: 90\n",
      "Total institutional ownership reports for AMKR: 99\n",
      "Total institutional ownership reports for DCO: 100\n",
      "Total institutional ownership reports for KMT: 100\n",
      "Total institutional ownership reports for SSB: 39\n",
      "Total institutional ownership reports for GRWG: 21\n",
      "Total institutional ownership reports for BFAM: 43\n",
      "Total institutional ownership reports for CENTA: 68\n",
      "Total institutional ownership reports for GMRE: 30\n",
      "Total institutional ownership reports for KRT: 10\n",
      "Total institutional ownership reports for LUNG: 12\n",
      "Total institutional ownership reports for CNSL: 73\n",
      "Total institutional ownership reports for JRVR: 36\n",
      "Total institutional ownership reports for NATR: 98\n",
      "Total institutional ownership reports for FWRD: 99\n",
      "Total institutional ownership reports for ERJ: 52\n",
      "Total institutional ownership reports for PDLI: 36\n",
      "Total institutional ownership reports for AFYA: 17\n",
      "Total institutional ownership reports for AVPT: 9\n",
      "Total institutional ownership reports for EGAN: 72\n",
      "No HG institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for ACVA: 11\n",
      "Total institutional ownership reports for WALD: 6\n",
      "Total institutional ownership reports for MGEE: 85\n",
      "Total institutional ownership reports for OPTN: 24\n",
      "Total institutional ownership reports for ADSK: 100\n",
      "Total institutional ownership reports for XRAY: 100\n",
      "Total institutional ownership reports for NTCT: 97\n",
      "Total institutional ownership reports for CALX: 55\n",
      "Total institutional ownership reports for AGYS: 81\n",
      "Total institutional ownership reports for ROST: 99\n",
      "Total institutional ownership reports for NRIX: 13\n",
      "Total institutional ownership reports for ZNTL: 14\n",
      "Total institutional ownership reports for TPH: 43\n",
      "Total institutional ownership reports for PIII: 8\n",
      "Total institutional ownership reports for TSN: 100\n",
      "Total institutional ownership reports for TWST: 21\n",
      "Total institutional ownership reports for SVC: 31\n",
      "Total institutional ownership reports for OVID: 26\n",
      "Total institutional ownership reports for KW: 56\n",
      "Total institutional ownership reports for EIG: 68\n",
      "Total institutional ownership reports for DNLI: 24\n",
      "Total institutional ownership reports for CABA: 16\n",
      "Total institutional ownership reports for CNX: 98\n",
      "Total institutional ownership reports for TNET: 39\n",
      "Total institutional ownership reports for ALEC: 19\n",
      "Total institutional ownership reports for MC: 38\n",
      "Total institutional ownership reports for DCPH: 25\n",
      "Total institutional ownership reports for GEVO: 22\n",
      "Total institutional ownership reports for HAL: 100\n",
      "Total institutional ownership reports for EVI: 20\n",
      "Total institutional ownership reports for TRMB: 100\n",
      "Total institutional ownership reports for MCBS: 16\n",
      "Total institutional ownership reports for YOU: 10\n",
      "Total institutional ownership reports for EXLS: 70\n",
      "Total institutional ownership reports for BSIG: 18\n",
      "Total institutional ownership reports for MTW: 25\n",
      "Total institutional ownership reports for ICHR: 28\n",
      "Total institutional ownership reports for AMAT: 100\n",
      "Total institutional ownership reports for STNG: 20\n",
      "Total institutional ownership reports for FRGE: 7\n",
      "Total institutional ownership reports for HCAT: 18\n",
      "Total institutional ownership reports for TREX: 98\n",
      "Total institutional ownership reports for SDGR: 15\n",
      "Total institutional ownership reports for BLMN: 45\n",
      "Total institutional ownership reports for ANDE: 96\n",
      "Total institutional ownership reports for FL: 89\n",
      "Total institutional ownership reports for RCUS: 23\n",
      "Total institutional ownership reports for GPS: 101\n",
      "Total institutional ownership reports for KRUS: 17\n",
      "Total institutional ownership reports for EOG: 99\n",
      "Total institutional ownership reports for NVO: 99\n",
      "Total institutional ownership reports for RIOT: 25\n",
      "Total institutional ownership reports for MNTK: 11\n",
      "Total institutional ownership reports for UNTY: 83\n",
      "Total institutional ownership reports for CHKP: 99\n",
      "Total institutional ownership reports for BALL: 100\n",
      "Total institutional ownership reports for TITN: 65\n",
      "Total institutional ownership reports for NTAP: 66\n",
      "Total institutional ownership reports for ORCL: 100\n",
      "Total institutional ownership reports for HAIN: 94\n",
      "Total institutional ownership reports for HTLF: 83\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR:root:Connection to https://financialmodelingprep.com/api/v4/institutional-ownership/symbol-ownership failed:  DNS failure, refused connection or some other connection related issue.\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total institutional ownership reports for JBHT: 99\n",
      "No CTLT institutional ownership reports: inst_ownership=None\n",
      "Total institutional ownership reports for MBUU: 39\n",
      "Total institutional ownership reports for TGT: 101\n",
      "Total institutional ownership reports for DK: 31\n",
      "Total institutional ownership reports for ALXO: 13\n",
      "Total institutional ownership reports for LUV: 100\n",
      "Total institutional ownership reports for NEM: 100\n",
      "Total institutional ownership reports for EXFY: 8\n",
      "Total institutional ownership reports for CTSH: 99\n",
      "Total institutional ownership reports for CLDX: 20\n",
      "Total institutional ownership reports for BRY: 24\n",
      "Total institutional ownership reports for AKRO: 18\n",
      "Total institutional ownership reports for CE: 75\n",
      "Total institutional ownership reports for NCLH: 43\n",
      "Total institutional ownership reports for LTC: 99\n",
      "Total institutional ownership reports for RY: 99\n",
      "Total institutional ownership reports for BOH: 87\n",
      "Total institutional ownership reports for EXP: 81\n",
      "Total institutional ownership reports for RJF: 100\n",
      "Total institutional ownership reports for SMBK: 32\n",
      "Total institutional ownership reports for RHI: 100\n",
      "Total institutional ownership reports for REPL: 21\n",
      "Total institutional ownership reports for UCBI: 50\n",
      "Total institutional ownership reports for MBI: 100\n",
      "Total institutional ownership reports for STC: 100\n",
      "Total institutional ownership reports for HSHP: 1\n",
      "Total institutional ownership reports for IEX: 99\n",
      "Total institutional ownership reports for STN: 75\n",
      "Total institutional ownership reports for ITW: 100\n",
      "Total institutional ownership reports for DORM: 70\n",
      "Total institutional ownership reports for ATXS: 9\n",
      "Total institutional ownership reports for TRDA: 8\n",
      "Total institutional ownership reports for ESS: 99\n",
      "Total institutional ownership reports for EVTC: 42\n",
      "Total institutional ownership reports for GSHD: 22\n",
      "Total institutional ownership reports for CNMD: 99\n",
      "Total institutional ownership reports for GCBC: 47\n",
      "Total institutional ownership reports for T: 75\n",
      "Total institutional ownership reports for GEFB: 38\n",
      "Total institutional ownership reports for FUBO: 20\n",
      "Total institutional ownership reports for OFG: 43\n",
      "Total institutional ownership reports for INDB: 99\n",
      "Total institutional ownership reports for FNA: 8\n",
      "Total institutional ownership reports for COKE: 99\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR:root:Connection to https://financialmodelingprep.com/api/v4/institutional-ownership/symbol-ownership failed:  DNS failure, refused connection or some other connection related issue.\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total institutional ownership reports for GEF: 99\n",
      "No DZSI institutional ownership reports: inst_ownership=None\n",
      "Total institutional ownership reports for CENT: 99\n",
      "Total institutional ownership reports for IMGN: 99\n",
      "Total institutional ownership reports for CIVI: 9\n",
      "Total institutional ownership reports for NTRA: 33\n",
      "Total institutional ownership reports for AMSWA: 99\n",
      "No GORV institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for ASTS: 10\n",
      "Total institutional ownership reports for RELY: 9\n",
      "No ABBNY institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for MKTW: 10\n",
      "Total institutional ownership reports for ANET: 38\n",
      "Total institutional ownership reports for CCRD: 91\n",
      "Total institutional ownership reports for WTFC: 97\n",
      "Total institutional ownership reports for ITGR: 30\n",
      "Total institutional ownership reports for LTH: 8\n",
      "Total institutional ownership reports for USCB: 8\n",
      "Total institutional ownership reports for MAXN: 13\n",
      "Total institutional ownership reports for UFCS: 48\n",
      "Total institutional ownership reports for PRK: 99\n",
      "Total institutional ownership reports for ABUS: 34\n",
      "Total institutional ownership reports for SPWH: 38\n",
      "Total institutional ownership reports for CWH: 29\n",
      "No XTSLA institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for FATE: 40\n",
      "Total institutional ownership reports for MLI: 101\n",
      "Total institutional ownership reports for VUZI: 36\n",
      "Total institutional ownership reports for ANSS: 99\n",
      "Total institutional ownership reports for TCBI: 81\n",
      "Total institutional ownership reports for AMLX: 7\n",
      "Total institutional ownership reports for WLDN: 58\n",
      "Total institutional ownership reports for APLE: 34\n",
      "Total institutional ownership reports for MMSI: 97\n",
      "Total institutional ownership reports for FRPT: 36\n",
      "Total institutional ownership reports for RCL: 99\n",
      "No BIRK institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for CBT: 99\n",
      "Total institutional ownership reports for AVO: 12\n",
      "Total institutional ownership reports for AXNX: 20\n",
      "Total institutional ownership reports for OCUL: 37\n",
      "Total institutional ownership reports for TELL: 27\n",
      "Total institutional ownership reports for AKYA: 10\n",
      "Total institutional ownership reports for OIS: 91\n",
      "Total institutional ownership reports for CFFI: 82\n",
      "Total institutional ownership reports for UDMY: 8\n",
      "Total institutional ownership reports for HURN: 76\n",
      "Total institutional ownership reports for FIP: 5\n",
      "Total institutional ownership reports for QRVO: 36\n",
      "Total institutional ownership reports for OBIO: 2\n",
      "Total institutional ownership reports for GPI: 99\n",
      "Total institutional ownership reports for RNA: 14\n",
      "Total institutional ownership reports for RAIN: 10\n",
      "Total institutional ownership reports for STT: 100\n",
      "Total institutional ownership reports for CRVL: 99\n",
      "Total institutional ownership reports for FFIN: 99\n",
      "Total institutional ownership reports for NWN: 22\n",
      "Total institutional ownership reports for RGR: 101\n",
      "Total institutional ownership reports for HCI: 43\n",
      "Total institutional ownership reports for HOMB: 69\n",
      "Total institutional ownership reports for TPR: 26\n",
      "Total institutional ownership reports for VTR: 99\n",
      "Total institutional ownership reports for TFC: 22\n",
      "Total institutional ownership reports for GLNG: 84\n",
      "Total institutional ownership reports for MFA: 86\n",
      "Total institutional ownership reports for LEU: 37\n",
      "Total institutional ownership reports for LASR: 22\n",
      "Total institutional ownership reports for HELE: 99\n",
      "Total institutional ownership reports for DM: 12\n",
      "Total institutional ownership reports for NWLI: 33\n",
      "Total institutional ownership reports for HPQ: 100\n",
      "Total institutional ownership reports for NNI: 80\n",
      "Total institutional ownership reports for LMT: 100\n",
      "Total institutional ownership reports for DDD: 97\n",
      "Total institutional ownership reports for ITI: 76\n",
      "Total institutional ownership reports for IR: 59\n",
      "Total institutional ownership reports for CPB: 100\n",
      "Total institutional ownership reports for SAFE: 19\n",
      "Total institutional ownership reports for SKWD: 1\n",
      "Total institutional ownership reports for TM: 99\n",
      "Total institutional ownership reports for IBOC: 99\n",
      "Total institutional ownership reports for FBIZ: 63\n",
      "Total institutional ownership reports for ARCB: 48\n",
      "Total institutional ownership reports for UTMD: 99\n",
      "Total institutional ownership reports for IBP: 39\n",
      "Total institutional ownership reports for GNL: 27\n",
      "Total institutional ownership reports for WTW: 30\n",
      "Total institutional ownership reports for LYV: 72\n",
      "Total institutional ownership reports for AIT: 100\n",
      "Total institutional ownership reports for STEL: 10\n",
      "Total institutional ownership reports for JBSS: 99\n",
      "Total institutional ownership reports for VKTX: 34\n",
      "Total institutional ownership reports for ENS: 77\n",
      "Total institutional ownership reports for RAPT: 16\n",
      "Total institutional ownership reports for MVBF: 38\n",
      "Total institutional ownership reports for ADEA: 3\n",
      "Total institutional ownership reports for PETQ: 25\n",
      "Total institutional ownership reports for KTB: 19\n",
      "Total institutional ownership reports for UTL: 98\n",
      "Total institutional ownership reports for IDT: 59\n",
      "Total institutional ownership reports for COMP: 11\n",
      "Total institutional ownership reports for GCMG: 12\n",
      "Total institutional ownership reports for AVIR: 12\n",
      "Total institutional ownership reports for ENR: 39\n",
      "Total institutional ownership reports for ALDX: 38\n",
      "Total institutional ownership reports for AGEN: 48\n",
      "Total institutional ownership reports for AMP: 73\n",
      "Total institutional ownership reports for IKNA: 11\n",
      "Total institutional ownership reports for TEAM: 33\n",
      "Total institutional ownership reports for ZION: 99\n",
      "Total institutional ownership reports for SKYT: 10\n",
      "Total institutional ownership reports for SFBS: 49\n",
      "Total institutional ownership reports for FLWS: 96\n",
      "Total institutional ownership reports for MCD: 100\n",
      "Total institutional ownership reports for VRE: 99\n",
      "Total institutional ownership reports for CDLX: 23\n",
      "Total institutional ownership reports for MATV: 18\n",
      "Total institutional ownership reports for EBC: 12\n",
      "Total institutional ownership reports for WHD: 23\n",
      "Total institutional ownership reports for CCI: 36\n",
      "Total institutional ownership reports for UBER: 19\n",
      "Total institutional ownership reports for LMB: 28\n",
      "Total institutional ownership reports for DNMR: 12\n",
      "Total institutional ownership reports for TRGP: 53\n",
      "Total institutional ownership reports for TROX: 19\n",
      "Total institutional ownership reports for NN: 8\n",
      "Total institutional ownership reports for LW: 28\n",
      "Total institutional ownership reports for FTDR: 21\n",
      "Total institutional ownership reports for PZZA: 99\n",
      "No FLUT institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for DFLI: 2\n",
      "Total institutional ownership reports for HII: 52\n",
      "Total institutional ownership reports for WTI: 75\n",
      "Total institutional ownership reports for SCL: 99\n",
      "Total institutional ownership reports for AXP: 104\n",
      "Total institutional ownership reports for PFC: 20\n",
      "Total institutional ownership reports for ULTA: 64\n",
      "Total institutional ownership reports for DGII: 99\n",
      "Total institutional ownership reports for CHCO: 99\n",
      "Total institutional ownership reports for PCVX: 14\n",
      "Total institutional ownership reports for EYPT: 12\n",
      "Total institutional ownership reports for FENC: 25\n",
      "Total institutional ownership reports for CDXS: 54\n",
      "Total institutional ownership reports for MHK: 100\n",
      "Total institutional ownership reports for JKHY: 100\n",
      "Total institutional ownership reports for VVI: 79\n",
      "Total institutional ownership reports for PACK: 18\n",
      "Total institutional ownership reports for AHH: 42\n",
      "Total institutional ownership reports for TSLA: 55\n",
      "Total institutional ownership reports for GDDY: 34\n",
      "Total institutional ownership reports for HOV: 19\n",
      "Total institutional ownership reports for ARCO: 50\n",
      "Total institutional ownership reports for FC: 99\n",
      "Total institutional ownership reports for HRTX: 39\n",
      "Total institutional ownership reports for MTD: 99\n",
      "Total institutional ownership reports for DUOL: 9\n",
      "Total institutional ownership reports for SNCY: 11\n",
      "Total institutional ownership reports for PRMW: 15\n",
      "Total institutional ownership reports for LOCO: 37\n",
      "Total institutional ownership reports for LIVN: 33\n",
      "Total institutional ownership reports for SRRK: 22\n",
      "Total institutional ownership reports for IESC: 30\n",
      "Total institutional ownership reports for THRX: 8\n",
      "Total institutional ownership reports for ASUR: 53\n",
      "Total institutional ownership reports for RDNT: 68\n",
      "Total institutional ownership reports for AIR: 100\n",
      "Total institutional ownership reports for INFA: 8\n",
      "Total institutional ownership reports for OSPN: 22\n",
      "Total institutional ownership reports for CVLG: 99\n",
      "Total institutional ownership reports for MRC: 46\n",
      "Total institutional ownership reports for HGV: 28\n",
      "Total institutional ownership reports for CVNA: 26\n",
      "Total institutional ownership reports for IBTX: 42\n",
      "Total institutional ownership reports for DHX: 36\n",
      "Total institutional ownership reports for EVLV: 10\n",
      "Total institutional ownership reports for SIRI: 51\n",
      "Total institutional ownership reports for WRK: 35\n",
      "Total institutional ownership reports for ASAN: 19\n",
      "Total institutional ownership reports for ORIC: 14\n",
      "Total institutional ownership reports for GTN: 85\n",
      "Total institutional ownership reports for ARAY: 68\n",
      "Total institutional ownership reports for SLG: 9\n",
      "Total institutional ownership reports for RYI: 37\n",
      "Total institutional ownership reports for NEE: 58\n",
      "Total institutional ownership reports for ABR: 78\n",
      "Total institutional ownership reports for CSWI: 33\n",
      "Total institutional ownership reports for GNTY: 32\n",
      "Total institutional ownership reports for OM: 13\n",
      "Total institutional ownership reports for CSX: 100\n",
      "Total institutional ownership reports for SPNS: 21\n",
      "Total institutional ownership reports for OCFC: 97\n",
      "Total institutional ownership reports for PUMP: 27\n",
      "Total institutional ownership reports for ZUMZ: 74\n",
      "Total institutional ownership reports for GPK: 64\n",
      "Total institutional ownership reports for SBRA: 52\n",
      "Total institutional ownership reports for PARR: 40\n",
      "Total institutional ownership reports for GENC: 64\n",
      "Total institutional ownership reports for MSGE: 19\n",
      "Total institutional ownership reports for CYH: 94\n",
      "Total institutional ownership reports for WDAY: 44\n",
      "Total institutional ownership reports for EVA: 8\n",
      "Total institutional ownership reports for GRND: 2\n",
      "Total institutional ownership reports for TTMI: 93\n",
      "Total institutional ownership reports for CRWD: 20\n",
      "Total institutional ownership reports for OSCR: 11\n",
      "Total institutional ownership reports for DRH: 74\n",
      "Total institutional ownership reports for ATLC: 44\n",
      "Total institutional ownership reports for RVNC: 39\n",
      "Total institutional ownership reports for JNPR: 98\n",
      "Total institutional ownership reports for NOVT: 31\n",
      "Total institutional ownership reports for FORM: 82\n",
      "Total institutional ownership reports for NPK: 100\n",
      "Total institutional ownership reports for POR: 70\n",
      "Total institutional ownership reports for PRTA: 44\n",
      "Total institutional ownership reports for YMAB: 21\n",
      "Total institutional ownership reports for NWPX: 99\n",
      "Total institutional ownership reports for PAYX: 100\n",
      "Total institutional ownership reports for LXRX: 34\n",
      "Total institutional ownership reports for FOR: 26\n",
      "Total institutional ownership reports for FICO: 100\n",
      "Total institutional ownership reports for SG: 8\n",
      "Total institutional ownership reports for HCC: 26\n",
      "Total institutional ownership reports for BFLY: 19\n",
      "Total institutional ownership reports for DTC: 8\n",
      "Total institutional ownership reports for RDW: 9\n",
      "Total institutional ownership reports for ZEUS: 95\n",
      "Total institutional ownership reports for MNSB: 30\n",
      "Total institutional ownership reports for CNNE: 24\n",
      "Total institutional ownership reports for GPN: 91\n",
      "Total institutional ownership reports for CB: 32\n",
      "Total institutional ownership reports for NOVA: 17\n",
      "Total institutional ownership reports for FCF: 99\n",
      "Total institutional ownership reports for ADNT: 29\n",
      "Total institutional ownership reports for CYTK: 42\n",
      "Total institutional ownership reports for WULF: 8\n",
      "Total institutional ownership reports for BMI: 99\n",
      "Total institutional ownership reports for OSUR: 93\n",
      "Total institutional ownership reports for MRVL: 93\n",
      "Total institutional ownership reports for VMD: 20\n",
      "Total institutional ownership reports for TRC: 99\n",
      "Total institutional ownership reports for TRVI: 18\n",
      "Total institutional ownership reports for LHX: 22\n",
      "Total institutional ownership reports for COO: 100\n",
      "Total institutional ownership reports for UFPT: 76\n",
      "Total institutional ownership reports for AHCO: 17\n",
      "Total institutional ownership reports for PDCO: 84\n",
      "Total institutional ownership reports for WFC: 100\n",
      "Total institutional ownership reports for HUM: 101\n",
      "Total institutional ownership reports for RXO: 2\n",
      "Total institutional ownership reports for ATOM: 29\n",
      "Total institutional ownership reports for BLNK: 23\n",
      "Total institutional ownership reports for STRS: 81\n",
      "Total institutional ownership reports for SJM: 86\n",
      "Total institutional ownership reports for AVAV: 68\n",
      "Total institutional ownership reports for PBI: 100\n",
      "Total institutional ownership reports for AMT: 49\n",
      "Total institutional ownership reports for CLPR: 27\n",
      "Total institutional ownership reports for HAFC: 48\n",
      "Total institutional ownership reports for CGEM: 11\n",
      "Total institutional ownership reports for VLY: 100\n",
      "Total institutional ownership reports for BUSE: 33\n",
      "Total institutional ownership reports for AZZ: 89\n",
      "Total institutional ownership reports for ENV: 53\n",
      "Total institutional ownership reports for KREF: 26\n",
      "Total institutional ownership reports for BV: 22\n",
      "Total institutional ownership reports for TOWN: 76\n",
      "Total institutional ownership reports for BJRI: 77\n",
      "Total institutional ownership reports for NVCT: 7\n",
      "Total institutional ownership reports for FIX: 99\n",
      "Total institutional ownership reports for VHI: 14\n",
      "Total institutional ownership reports for GCT: 5\n",
      "Total institutional ownership reports for SCVL: 99\n",
      "Total institutional ownership reports for DIOD: 97\n",
      "Total institutional ownership reports for VRNS: 39\n",
      "Total institutional ownership reports for BY: 26\n",
      "Total institutional ownership reports for PRTH: 21\n",
      "Total institutional ownership reports for MLR: 87\n",
      "Total institutional ownership reports for OFIX: 22\n",
      "Total institutional ownership reports for GNRC: 55\n",
      "Total institutional ownership reports for BX: 67\n",
      "Total institutional ownership reports for CMI: 100\n",
      "Total institutional ownership reports for BGXX: 6\n",
      "Total institutional ownership reports for VATE: 9\n",
      "Total institutional ownership reports for FLGT: 29\n",
      "Total institutional ownership reports for PYPL: 38\n",
      "Total institutional ownership reports for GTLS: 70\n",
      "No RYZB institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for KALU: 70\n",
      "Total institutional ownership reports for GLOB: 37\n",
      "Total institutional ownership reports for CVI: 64\n",
      "Total institutional ownership reports for MA: 71\n",
      "Total institutional ownership reports for SMHI: 26\n",
      "Total institutional ownership reports for QSI: 10\n",
      "Total institutional ownership reports for IDCC: 67\n",
      "Total institutional ownership reports for MSBI: 30\n",
      "Total institutional ownership reports for GNK: 29\n",
      "Total institutional ownership reports for FARO: 88\n",
      "Total institutional ownership reports for FUL: 99\n",
      "Total institutional ownership reports for GT: 100\n",
      "Total institutional ownership reports for HTH: 67\n",
      "Total institutional ownership reports for PKOH: 98\n",
      "Total institutional ownership reports for ALGT: 69\n",
      "Total institutional ownership reports for ETRN: 21\n",
      "Total institutional ownership reports for GERN: 99\n",
      "Total institutional ownership reports for APPN: 26\n",
      "Total institutional ownership reports for RACE: 32\n",
      "Total institutional ownership reports for INVH: 27\n",
      "Total institutional ownership reports for EBF: 99\n",
      "Total institutional ownership reports for EVEX: 7\n",
      "Total institutional ownership reports for DFS: 67\n",
      "Total institutional ownership reports for FLIC: 93\n",
      "Total institutional ownership reports for OMCL: 88\n",
      "Total institutional ownership reports for DSP: 11\n",
      "Total institutional ownership reports for FIS: 72\n",
      "Total institutional ownership reports for JPM: 100\n",
      "Total institutional ownership reports for PTVE: 13\n",
      "Total institutional ownership reports for NR: 99\n",
      "Total institutional ownership reports for TAST: 68\n",
      "Total institutional ownership reports for COOK: 9\n",
      "Total institutional ownership reports for EOSE: 19\n",
      "Total institutional ownership reports for SEM: 56\n",
      "Total institutional ownership reports for SMPL: 25\n",
      "Total institutional ownership reports for NDAQ: 76\n",
      "Total institutional ownership reports for MXCT: 9\n",
      "Total institutional ownership reports for WSBF: 40\n",
      "Total institutional ownership reports for FTNT: 56\n",
      "Total institutional ownership reports for PRIM: 61\n",
      "Total institutional ownership reports for RNST: 74\n",
      "Total institutional ownership reports for VALU: 99\n",
      "Total institutional ownership reports for AAPL: 101\n",
      "Total institutional ownership reports for SHYF: 14\n",
      "Total institutional ownership reports for TT: 20\n",
      "Total institutional ownership reports for WEYS: 92\n",
      "Total institutional ownership reports for ZVRA: 5\n",
      "Total institutional ownership reports for ADM: 100\n",
      "Total institutional ownership reports for MOS: 50\n",
      "Total institutional ownership reports for ATRA: 36\n",
      "Total institutional ownership reports for BRSP: 19\n",
      "No MSFUT institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for CLX: 100\n",
      "Total institutional ownership reports for VABK: 40\n",
      "Total institutional ownership reports for SBOW: 27\n",
      "Total institutional ownership reports for V: 64\n",
      "Total institutional ownership reports for ELF: 29\n",
      "Total institutional ownership reports for VYGR: 33\n",
      "Total institutional ownership reports for SWTX: 19\n",
      "Total institutional ownership reports for JBL: 100\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR:root:Connection to https://financialmodelingprep.com/api/v4/institutional-ownership/symbol-ownership failed:  DNS failure, refused connection or some other connection related issue.\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total institutional ownership reports for PFSI: 21\n",
      "No MFC institutional ownership reports: inst_ownership=None\n",
      "Total institutional ownership reports for PBFS: 17\n",
      "Total institutional ownership reports for NPO: 86\n",
      "Total institutional ownership reports for HLIT: 99\n",
      "Total institutional ownership reports for GLBE: 10\n",
      "Total institutional ownership reports for EB: 21\n",
      "Total institutional ownership reports for AXSM: 32\n",
      "Total institutional ownership reports for DIN: 62\n",
      "Total institutional ownership reports for HCKT: 64\n",
      "Total institutional ownership reports for AGM: 99\n",
      "Total institutional ownership reports for NSC: 100\n",
      "Total institutional ownership reports for ADP: 101\n",
      "Total institutional ownership reports for NRIM: 88\n",
      "Total institutional ownership reports for ZURA: 1\n",
      "Total institutional ownership reports for WLLAW: 4\n",
      "Total institutional ownership reports for MAS: 100\n",
      "Total institutional ownership reports for NKLA: 19\n",
      "Total institutional ownership reports for CBAN: 67\n",
      "Total institutional ownership reports for CBL: 8\n",
      "Total institutional ownership reports for MTX: 99\n",
      "Total institutional ownership reports for MTB: 100\n",
      "Total institutional ownership reports for ASO: 12\n",
      "Total institutional ownership reports for OWL: 10\n",
      "Total institutional ownership reports for ICE: 42\n",
      "Total institutional ownership reports for TMP: 99\n",
      "Total institutional ownership reports for FWRG: 8\n",
      "Total institutional ownership reports for COHU: 99\n",
      "Total institutional ownership reports for SDRL: 29\n",
      "Total institutional ownership reports for OPRX: 22\n",
      "Total institutional ownership reports for GPOR: 77\n",
      "Total institutional ownership reports for SKYW: 100\n",
      "Total institutional ownership reports for NNOX: 13\n",
      "Total institutional ownership reports for HFFG: 21\n",
      "Total institutional ownership reports for REGN: 99\n",
      "Total institutional ownership reports for TRI: 38\n",
      "Total institutional ownership reports for JJSF: 100\n",
      "Total institutional ownership reports for FLT: 52\n",
      "Total institutional ownership reports for BXP: 99\n",
      "Total institutional ownership reports for GPMT: 26\n",
      "Total institutional ownership reports for BRT: 95\n",
      "Total institutional ownership reports for AMK: 17\n",
      "Total institutional ownership reports for USLM: 84\n",
      "Total institutional ownership reports for MAA: 99\n",
      "Total institutional ownership reports for ACTG: 84\n",
      "Total institutional ownership reports for BRBR: 7\n",
      "Total institutional ownership reports for UIS: 57\n",
      "Total institutional ownership reports for CTKB: 9\n",
      "Total institutional ownership reports for IMXI: 21\n",
      "Total institutional ownership reports for SKIL: 10\n",
      "Total institutional ownership reports for ULCC: 10\n",
      "Total institutional ownership reports for ALGN: 91\n",
      "Total institutional ownership reports for TRV: 71\n",
      "Total institutional ownership reports for TFX: 99\n",
      "Total institutional ownership reports for PCAR: 100\n",
      "Total institutional ownership reports for ADMA: 38\n",
      "Total institutional ownership reports for WWW: 100\n",
      "Total institutional ownership reports for HSTM: 93\n",
      "Total institutional ownership reports for GTLB: 8\n",
      "Total institutional ownership reports for URGN: 26\n",
      "Total institutional ownership reports for EQC: 38\n",
      "Total institutional ownership reports for DVAX: 37\n",
      "Total institutional ownership reports for NVEE: 41\n",
      "Total institutional ownership reports for CMS: 100\n",
      "Total institutional ownership reports for CCNE: 88\n",
      "Total institutional ownership reports for VERV: 10\n",
      "Total institutional ownership reports for UFPI: 15\n",
      "Total institutional ownership reports for ADBE: 103\n",
      "Total institutional ownership reports for AIRS: 8\n",
      "Total institutional ownership reports for VITL: 19\n",
      "Total institutional ownership reports for CSTR: 29\n",
      "Total institutional ownership reports for ACCO: 73\n",
      "Total institutional ownership reports for MVST: 9\n",
      "Total institutional ownership reports for RAMP: 21\n",
      "Total institutional ownership reports for ARQT: 15\n",
      "Total institutional ownership reports for CMCL: 25\n",
      "Total institutional ownership reports for RRR: 30\n",
      "Total institutional ownership reports for NXT: 1\n",
      "Total institutional ownership reports for LXP: 99\n",
      "Total institutional ownership reports for RGNX: 33\n",
      "Total institutional ownership reports for SIGA: 81\n",
      "Total institutional ownership reports for CIO: 38\n",
      "Total institutional ownership reports for TERN: 99\n",
      "Total institutional ownership reports for OPFI: 10\n",
      "Total institutional ownership reports for GPRE: 68\n",
      "Total institutional ownership reports for IE: 6\n",
      "Total institutional ownership reports for MOGA: 38\n",
      "Total institutional ownership reports for FBP: 52\n",
      "Total institutional ownership reports for CRGY: 8\n",
      "Total institutional ownership reports for IAUX: 6\n",
      "Total institutional ownership reports for APA: 100\n",
      "Total institutional ownership reports for HALO: 76\n",
      "Total institutional ownership reports for KURA: 32\n",
      "No FIHL institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for DSKE: 27\n",
      "Total institutional ownership reports for PLCE: 99\n",
      "Total institutional ownership reports for EVRG: 22\n",
      "Total institutional ownership reports for DJCO: 99\n",
      "Total institutional ownership reports for SOI: 26\n",
      "Total institutional ownership reports for IMVT: 16\n",
      "Total institutional ownership reports for GFF: 99\n",
      "Total institutional ownership reports for OUT: 36\n",
      "Total institutional ownership reports for MHLD: 62\n",
      "Total institutional ownership reports for KAMN: 100\n",
      "Total institutional ownership reports for PLPC: 81\n",
      "Total institutional ownership reports for ALTI: 6\n",
      "Total institutional ownership reports for HRI: 31\n",
      "Total institutional ownership reports for BIG: 90\n",
      "Total institutional ownership reports for HEAR: 23\n",
      "Total institutional ownership reports for STRO: 21\n",
      "Total institutional ownership reports for EXPD: 101\n",
      "Total institutional ownership reports for SHW: 100\n",
      "Total institutional ownership reports for PBH: 75\n",
      "Total institutional ownership reports for CF: 73\n",
      "Total institutional ownership reports for ANAB: 27\n",
      "Total institutional ownership reports for CNS: 77\n",
      "Total institutional ownership reports for RDVT: 23\n",
      "Total institutional ownership reports for BATRA: 32\n",
      "Total institutional ownership reports for SPXC: 6\n",
      "No SGAFT institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for SXT: 93\n",
      "Total institutional ownership reports for MBWM: 91\n",
      "Total institutional ownership reports for PLAB: 100\n",
      "Total institutional ownership reports for NU: 8\n",
      "Total institutional ownership reports for BGC: 19\n",
      "Total institutional ownership reports for GRBK: 36\n",
      "Total institutional ownership reports for GD: 102\n",
      "Total institutional ownership reports for LYB: 55\n",
      "Total institutional ownership reports for LOGI: 69\n",
      "Total institutional ownership reports for DCOM: 12\n",
      "Total institutional ownership reports for VRSK: 56\n",
      "Total institutional ownership reports for TDW: 31\n",
      "Total institutional ownership reports for AES: 100\n",
      "Total institutional ownership reports for TER: 38\n",
      "Total institutional ownership reports for BORR: 9\n",
      "Total institutional ownership reports for LLY: 102\n",
      "Total institutional ownership reports for CARR: 21\n",
      "Total institutional ownership reports for CLFD: 62\n",
      "Total institutional ownership reports for AIZ: 80\n",
      "Total institutional ownership reports for ROVR: 10\n",
      "Total institutional ownership reports for BBIO: 18\n",
      "Total institutional ownership reports for MPB: 67\n",
      "Total institutional ownership reports for EXPO: 99\n",
      "Total institutional ownership reports for HL: 99\n",
      "Total institutional ownership reports for KALV: 28\n",
      "Total institutional ownership reports for EVRI: 33\n",
      "Total institutional ownership reports for PWP: 10\n",
      "Total institutional ownership reports for GEL: 97\n",
      "Total institutional ownership reports for LNN: 100\n",
      "Total institutional ownership reports for SAGE: 37\n",
      "Total institutional ownership reports for ACAD: 78\n",
      "Total institutional ownership reports for ALRM: 34\n",
      "Total institutional ownership reports for EQBK: 32\n",
      "Total institutional ownership reports for NUVB: 11\n",
      "Total institutional ownership reports for SRCE: 99\n",
      "Total institutional ownership reports for ISRG: 82\n",
      "Total institutional ownership reports for DSGR: 100\n",
      "Total institutional ownership reports for RPAY: 18\n",
      "Total institutional ownership reports for TWI: 99\n",
      "Total institutional ownership reports for COIN: 20\n",
      "Total institutional ownership reports for CNP: 87\n",
      "Total institutional ownership reports for BBW: 76\n",
      "Total institutional ownership reports for UBS: 37\n",
      "Total institutional ownership reports for NVGS: 40\n",
      "Total institutional ownership reports for CPRX: 68\n",
      "Total institutional ownership reports for MXL: 55\n",
      "Total institutional ownership reports for CHCT: 34\n",
      "Total institutional ownership reports for SBGI: 99\n",
      "Total institutional ownership reports for VVX: 22\n",
      "Total institutional ownership reports for TRTX: 25\n",
      "Total institutional ownership reports for CRS: 99\n",
      "Total institutional ownership reports for BLFY: 9\n",
      "Total institutional ownership reports for BH: 23\n",
      "Total institutional ownership reports for CNTY: 81\n",
      "Total institutional ownership reports for AMGN: 104\n",
      "Total institutional ownership reports for AIN: 99\n",
      "Total institutional ownership reports for PECO: 10\n",
      "Total institutional ownership reports for OZK: 22\n",
      "Total institutional ownership reports for ROCK: 77\n",
      "Total institutional ownership reports for LZB: 38\n",
      "Total institutional ownership reports for KHC: 36\n",
      "Total institutional ownership reports for INGN: 39\n",
      "Total institutional ownership reports for AWI: 68\n",
      "Total institutional ownership reports for KTOS: 57\n",
      "Total institutional ownership reports for NBN: 18\n",
      "Total institutional ownership reports for GDYN: 15\n",
      "Total institutional ownership reports for CNK: 67\n",
      "Total institutional ownership reports for VCTR: 23\n",
      "Total institutional ownership reports for ALLE: 40\n",
      "Total institutional ownership reports for GOOGL: 78\n",
      "No ALNT institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for SEAT: 8\n",
      "Total institutional ownership reports for FCPT: 32\n",
      "Total institutional ownership reports for ACGL: 92\n",
      "Total institutional ownership reports for FIZZ: 99\n",
      "Total institutional ownership reports for BPMC: 34\n",
      "Total institutional ownership reports for WT: 22\n",
      "Total institutional ownership reports for ETN: 52\n",
      "Total institutional ownership reports for HRT: 8\n",
      "Total institutional ownership reports for OPCH: 16\n",
      "Total institutional ownership reports for ENVX: 10\n",
      "Total institutional ownership reports for GFS: 8\n",
      "Total institutional ownership reports for OCN: 102\n",
      "Total institutional ownership reports for PLL: 88\n",
      "Total institutional ownership reports for LZ: 10\n",
      "Total institutional ownership reports for CIFR: 9\n",
      "Total institutional ownership reports for MBIN: 24\n",
      "Total institutional ownership reports for FF: 53\n",
      "Total institutional ownership reports for SLDP: 9\n",
      "Total institutional ownership reports for BWFG: 38\n",
      "Total institutional ownership reports for ATO: 100\n",
      "Total institutional ownership reports for NARI: 19\n",
      "Total institutional ownership reports for B: 100\n",
      "No KGS institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for ORLY: 54\n",
      "Total institutional ownership reports for LUNA: 69\n",
      "Total institutional ownership reports for TGH: 64\n",
      "Total institutional ownership reports for CBRE: 49\n",
      "Total institutional ownership reports for PWR: 99\n",
      "Total institutional ownership reports for ORRF: 67\n",
      "Total institutional ownership reports for SFL: 17\n",
      "Total institutional ownership reports for TROW: 96\n",
      "Total institutional ownership reports for VPG: 53\n",
      "Total institutional ownership reports for EEX: 15\n",
      "Total institutional ownership reports for PSTL: 18\n",
      "Total institutional ownership reports for PPBI: 80\n",
      "Total institutional ownership reports for AESI: 1\n",
      "Total institutional ownership reports for CDNA: 37\n",
      "Total institutional ownership reports for CVBF: 99\n",
      "Total institutional ownership reports for FCFS: 8\n",
      "Total institutional ownership reports for FISI: 94\n",
      "Total institutional ownership reports for BHR: 23\n",
      "Total institutional ownership reports for GIS: 100\n",
      "Total institutional ownership reports for PSMT: 99\n",
      "Total institutional ownership reports for BFS: 99\n",
      "Total institutional ownership reports for BRKL: 86\n",
      "Total institutional ownership reports for CMTG: 8\n",
      "Total institutional ownership reports for CRMD: 20\n",
      "Total institutional ownership reports for TSLX: 14\n",
      "Total institutional ownership reports for LH: 96\n",
      "Total institutional ownership reports for SPSC: 54\n",
      "Total institutional ownership reports for KIM: 100\n",
      "Total institutional ownership reports for BIGC: 19\n",
      "Total institutional ownership reports for OFLX: 73\n",
      "Total institutional ownership reports for TSP: 10\n",
      "Total institutional ownership reports for PETS: 80\n",
      "Total institutional ownership reports for APOG: 100\n",
      "Total institutional ownership reports for ADPT: 19\n",
      "Total institutional ownership reports for CLS: 99\n",
      "Total institutional ownership reports for CPSS: 98\n",
      "Total institutional ownership reports for ACET: 13\n",
      "Total institutional ownership reports for HON: 100\n",
      "Total institutional ownership reports for PR: 5\n",
      "Total institutional ownership reports for PPL: 96\n",
      "Total institutional ownership reports for PMT: 57\n",
      "Total institutional ownership reports for SPG: 99\n",
      "No CAVA institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for LLAP: 7\n",
      "Total institutional ownership reports for CFG: 37\n",
      "Total institutional ownership reports for MED: 82\n",
      "Total institutional ownership reports for CHEF: 49\n",
      "Total institutional ownership reports for CTBI: 99\n",
      "Total institutional ownership reports for TIPT: 41\n",
      "Total institutional ownership reports for AVB: 99\n",
      "Total institutional ownership reports for EXPE: 48\n",
      "Total institutional ownership reports for CI: 100\n",
      "Total institutional ownership reports for MMC: 101\n",
      "Total institutional ownership reports for FDBC: 31\n",
      "Total institutional ownership reports for MS: 100\n",
      "Total institutional ownership reports for BA: 100\n",
      "Total institutional ownership reports for MGY: 22\n",
      "Total institutional ownership reports for CSWC: 94\n",
      "Total institutional ownership reports for PAX: 11\n",
      "Total institutional ownership reports for AVNT: 19\n",
      "Total institutional ownership reports for OSK: 99\n",
      "Total institutional ownership reports for CVRX: 10\n",
      "Total institutional ownership reports for UNP: 100\n",
      "Total institutional ownership reports for EQR: 100\n",
      "Total institutional ownership reports for OLMA: 12\n",
      "Total institutional ownership reports for FRT: 99\n",
      "Total institutional ownership reports for CSTL: 17\n",
      "Total institutional ownership reports for UONEK: 26\n",
      "Total institutional ownership reports for PTGX: 29\n",
      "Total institutional ownership reports for PDD: 21\n",
      "Total institutional ownership reports for OSIS: 98\n",
      "Total institutional ownership reports for COFS: 23\n",
      "Total institutional ownership reports for TTWO: 98\n",
      "Total institutional ownership reports for RMD: 99\n",
      "Total institutional ownership reports for WKHS: 32\n",
      "Total institutional ownership reports for PTCT: 42\n",
      "Total institutional ownership reports for ATGE: 26\n",
      "Total institutional ownership reports for BATRK: 31\n",
      "Total institutional ownership reports for EQT: 60\n",
      "Total institutional ownership reports for PM: 65\n",
      "Total institutional ownership reports for QIPT: 11\n",
      "Total institutional ownership reports for OMI: 100\n",
      "Total institutional ownership reports for CCO: 19\n",
      "Total institutional ownership reports for MODG: 99\n",
      "Total institutional ownership reports for MSTR: 86\n",
      "Total institutional ownership reports for RNGR: 25\n",
      "Total institutional ownership reports for CHD: 99\n",
      "Total institutional ownership reports for ASND: 35\n",
      "Total institutional ownership reports for ASC: 41\n",
      "Total institutional ownership reports for EIX: 100\n",
      "Total institutional ownership reports for PAYS: 18\n",
      "Total institutional ownership reports for NE: 5\n",
      "Total institutional ownership reports for DELL: 20\n",
      "Total institutional ownership reports for LULU: 66\n",
      "Total institutional ownership reports for ILMN: 93\n",
      "Total institutional ownership reports for VRSN: 99\n",
      "Total institutional ownership reports for OI: 16\n",
      "Total institutional ownership reports for PUBM: 19\n",
      "Total institutional ownership reports for J: 99\n",
      "Total institutional ownership reports for FULT: 99\n",
      "Total institutional ownership reports for SWK: 56\n",
      "Total institutional ownership reports for ZD: 61\n",
      "Total institutional ownership reports for PLSE: 30\n",
      "Total institutional ownership reports for LBRT: 24\n",
      "Total institutional ownership reports for BBCP: 20\n",
      "Total institutional ownership reports for YORW: 88\n",
      "Total institutional ownership reports for BK: 76\n",
      "Total institutional ownership reports for CSV: 100\n",
      "Total institutional ownership reports for VGAS: 1\n",
      "Total institutional ownership reports for CWK: 87\n",
      "Total institutional ownership reports for EDU: 69\n",
      "Total institutional ownership reports for KIND: 10\n",
      "Total institutional ownership reports for CDNS: 100\n",
      "Total institutional ownership reports for BCAB: 12\n",
      "Total institutional ownership reports for MDC: 100\n",
      "Total institutional ownership reports for WW: 27\n",
      "Total institutional ownership reports for SMTC: 100\n",
      "Total institutional ownership reports for KE: 36\n",
      "Total institutional ownership reports for IFF: 100\n",
      "Total institutional ownership reports for ACMR: 24\n",
      "Total institutional ownership reports for MNST: 40\n",
      "Total institutional ownership reports for BHE: 100\n",
      "Total institutional ownership reports for PCOR: 19\n",
      "Total institutional ownership reports for TG: 100\n",
      "Total institutional ownership reports for ATRO: 95\n",
      "Total institutional ownership reports for ESTC: 20\n",
      "Total institutional ownership reports for XPOF: 9\n",
      "Total institutional ownership reports for CLAR: 25\n",
      "Total institutional ownership reports for MGPI: 48\n",
      "Total institutional ownership reports for FLL: 77\n",
      "Total institutional ownership reports for SN: 23\n",
      "No P5N994 institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for SLVM: 10\n",
      "Total institutional ownership reports for SRDX: 99\n",
      "Total institutional ownership reports for NTB: 29\n",
      "Total institutional ownership reports for ACRE: 46\n",
      "Total institutional ownership reports for JNJ: 104\n",
      "Total institutional ownership reports for SEMR: 11\n",
      "Total institutional ownership reports for LFST: 10\n",
      "Total institutional ownership reports for TRS: 66\n",
      "No KVUE institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for KFS: 45\n",
      "Total institutional ownership reports for RILY: 33\n",
      "Total institutional ownership reports for STR: 3\n",
      "Total institutional ownership reports for CRDA: 38\n",
      "Total institutional ownership reports for VEL: 15\n",
      "Total institutional ownership reports for KN: 39\n",
      "Total institutional ownership reports for MGRC: 99\n",
      "Total institutional ownership reports for AFCG: 11\n",
      "Total institutional ownership reports for BKSY: 9\n",
      "Total institutional ownership reports for SBUX: 99\n",
      "Total institutional ownership reports for AUB: 19\n",
      "Total institutional ownership reports for NVRO: 36\n",
      "No VSTS institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for PGR: 100\n",
      "Total institutional ownership reports for DHT: 46\n",
      "Total institutional ownership reports for GDOT: 53\n",
      "Total institutional ownership reports for DYN: 13\n",
      "Total institutional ownership reports for L: 100\n",
      "Total institutional ownership reports for CARA: 39\n",
      "Total institutional ownership reports for UPS: 99\n",
      "Total institutional ownership reports for KWR: 100\n",
      "Total institutional ownership reports for MCFT: 20\n",
      "Total institutional ownership reports for OSW: 19\n",
      "Total institutional ownership reports for SLP: 72\n",
      "Total institutional ownership reports for AVNS: 22\n",
      "Total institutional ownership reports for RUSHB: 84\n",
      "Total institutional ownership reports for LSEA: 11\n",
      "Total institutional ownership reports for XPER: 13\n",
      "Total institutional ownership reports for FBRT: 8\n",
      "Total institutional ownership reports for PAHC: 38\n",
      "Total institutional ownership reports for ORGN: 10\n",
      "Total institutional ownership reports for ONTF: 11\n",
      "Total institutional ownership reports for DHR: 100\n",
      "Total institutional ownership reports for SPNT: 34\n",
      "No WS institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for PRU: 38\n",
      "Total institutional ownership reports for IQV: 25\n",
      "Total institutional ownership reports for IVR: 8\n",
      "Total institutional ownership reports for ITIC: 96\n",
      "Total institutional ownership reports for HOFT: 85\n",
      "Total institutional ownership reports for JACK: 99\n",
      "Total institutional ownership reports for NATH: 82\n",
      "Total institutional ownership reports for CAL: 35\n",
      "Total institutional ownership reports for ASRT: 10\n",
      "Total institutional ownership reports for WTTR: 26\n",
      "Total institutional ownership reports for AUR: 9\n",
      "Total institutional ownership reports for CASH: 71\n",
      "Total institutional ownership reports for NJR: 100\n",
      "Total institutional ownership reports for POWW: 23\n",
      "Total institutional ownership reports for FBIN: 21\n",
      "Total institutional ownership reports for AGX: 64\n",
      "Total institutional ownership reports for SMCI: 66\n",
      "Total institutional ownership reports for SITC: 21\n",
      "Total institutional ownership reports for EGHT: 80\n",
      "Total institutional ownership reports for OTEX: 99\n",
      "Total institutional ownership reports for ON: 94\n",
      "Total institutional ownership reports for VICR: 100\n",
      "Total institutional ownership reports for NVDA: 100\n",
      "Total institutional ownership reports for SIX: 53\n",
      "Total institutional ownership reports for EPAM: 48\n",
      "Total institutional ownership reports for BMBL: 19\n",
      "Total institutional ownership reports for SWI: 10\n",
      "Total institutional ownership reports for KIDS: 24\n",
      "Total institutional ownership reports for VICI: 24\n",
      "Total institutional ownership reports for THR: 50\n",
      "Total institutional ownership reports for WELL: 35\n",
      "Total institutional ownership reports for ETWO: 12\n",
      "Total institutional ownership reports for BBUC: 8\n",
      "Total institutional ownership reports for ROIC: 56\n",
      "Total institutional ownership reports for PFIS: 42\n",
      "Total institutional ownership reports for ACNB: 71\n",
      "Total institutional ownership reports for PTC: 47\n",
      "Total institutional ownership reports for CURV: 9\n",
      "Total institutional ownership reports for USNA: 91\n",
      "Total institutional ownership reports for ARL: 89\n",
      "Total institutional ownership reports for EVGO: 11\n",
      "Total institutional ownership reports for CLPT: 15\n",
      "Total institutional ownership reports for WD: 52\n",
      "Total institutional ownership reports for PNM: 89\n",
      "Total institutional ownership reports for WERN: 100\n",
      "Total institutional ownership reports for III: 67\n",
      "Total institutional ownership reports for XPRO: 9\n",
      "Total institutional ownership reports for KLTR: 9\n",
      "Total institutional ownership reports for BCO: 84\n",
      "Total institutional ownership reports for ONB: 99\n",
      "Total institutional ownership reports for SBCF: 41\n",
      "Total institutional ownership reports for SHO: 76\n",
      "Total institutional ownership reports for SNEX: 20\n",
      "Total institutional ownership reports for CRH: 100\n",
      "Total institutional ownership reports for ITCI: 39\n",
      "Total institutional ownership reports for TRUP: 37\n",
      "Total institutional ownership reports for APO: 10\n",
      "Total institutional ownership reports for BLK: 96\n",
      "Total institutional ownership reports for AMR: 11\n",
      "Total institutional ownership reports for RHP: 46\n",
      "Total institutional ownership reports for IMCR: 11\n",
      "Total institutional ownership reports for REVG: 27\n",
      "Total institutional ownership reports for TTSH: 45\n",
      "Total institutional ownership reports for THS: 74\n",
      "Total institutional ownership reports for HLX: 71\n",
      "Total institutional ownership reports for ROL: 99\n",
      "Total institutional ownership reports for BLFS: 38\n",
      "Total institutional ownership reports for FSR: 19\n",
      "Total institutional ownership reports for BANF: 99\n",
      "Total institutional ownership reports for SWBI: 19\n",
      "Total institutional ownership reports for CSR: 12\n",
      "Total institutional ownership reports for AEIS: 99\n",
      "Total institutional ownership reports for PKG: 95\n",
      "Total institutional ownership reports for HSY: 100\n",
      "Total institutional ownership reports for IRT: 41\n",
      "Total institutional ownership reports for HRL: 99\n",
      "Total institutional ownership reports for HUBG: 99\n",
      "Total institutional ownership reports for DNUT: 9\n",
      "Total institutional ownership reports for FOX: 19\n",
      "Total institutional ownership reports for NBR: 18\n",
      "Total institutional ownership reports for GVA: 100\n",
      "Total institutional ownership reports for PBPB: 40\n",
      "Total institutional ownership reports for AVD: 92\n",
      "Total institutional ownership reports for CNO: 55\n",
      "Total institutional ownership reports for KAR: 56\n",
      "Total institutional ownership reports for HYLN: 19\n",
      "Total institutional ownership reports for ALRS: 42\n",
      "Total institutional ownership reports for HUBB: 32\n",
      "Total institutional ownership reports for FSS: 100\n",
      "Total institutional ownership reports for TDS: 49\n",
      "Total institutional ownership reports for PG: 105\n",
      "Total institutional ownership reports for CWT: 99\n",
      "Total institutional ownership reports for ENFN: 8\n",
      "Total institutional ownership reports for ESCA: 92\n",
      "Total institutional ownership reports for AGTI: 10\n",
      "Total institutional ownership reports for LILAK: 25\n",
      "Total institutional ownership reports for FLS: 100\n",
      "Total institutional ownership reports for TIMB: 12\n",
      "Total institutional ownership reports for MDGL: 29\n",
      "Total institutional ownership reports for CBRL: 60\n",
      "Total institutional ownership reports for OPI: 30\n",
      "No KNF institutional ownership reports: inst_ownership=[]\n",
      "Total institutional ownership reports for MGNX: 40\n",
      "Total institutional ownership reports for CHRD: 12\n",
      "Total institutional ownership reports for DENN: 79\n",
      "Total institutional ownership reports for CMT: 91\n",
      "Total institutional ownership reports for EMN: 100\n",
      "Total institutional ownership reports for MAC: 100\n",
      "Total institutional ownership reports for ARCH: 15\n",
      "Total institutional ownership reports for AOSL: 54\n",
      "Total institutional ownership reports for NDLS: 42\n",
      "Total institutional ownership reports for VERI: 26\n",
      "Total institutional ownership reports for COLB: 99\n",
      "Total institutional ownership reports for PLOW: 54\n",
      "Total institutional ownership reports for HNI: 79\n",
      "Total institutional ownership reports for MACK: 25\n",
      "Total institutional ownership reports for ACLX: 7\n",
      "Total institutional ownership reports for RCEL: 19\n",
      "Total institutional ownership reports for ARM: 8\n",
      "Total institutional ownership reports for PSFE: 19\n",
      "Total institutional ownership reports for ARIS: 8\n",
      "Total institutional ownership reports for LGND: 52\n",
      "Total institutional ownership reports for PSA: 100\n",
      "Total institutional ownership reports for BSRR: 82\n",
      "Total institutional ownership reports for CVLY: 92\n",
      "Total institutional ownership reports for AOS: 100\n",
      "Total institutional ownership reports for EGY: 77\n",
      "Total institutional ownership reports for UMH: 70\n",
      "Total institutional ownership reports for NVAX: 19\n",
      "Total institutional ownership reports for TRUE: 38\n",
      "Total institutional ownership reports for APG: 15\n",
      "Total institutional ownership reports for SAVA: 19\n",
      "Total institutional ownership reports for GOOD: 81\n",
      "Total institutional ownership reports for BXC: 30\n",
      "Total institutional ownership reports for GTY: 99\n",
      "Total institutional ownership reports for PGRE: 36\n",
      "Total institutional ownership reports for SRI: 99\n",
      "Total institutional ownership reports for UE: 35\n",
      "Total institutional ownership reports for CRBG: 5\n",
      "Total institutional ownership reports for FRPH: 36\n",
      "Total institutional ownership reports for DG: 57\n",
      "Total institutional ownership reports for BARK: 10\n",
      "Total institutional ownership reports for NRGV: 8\n",
      "Total institutional ownership reports for POWL: 99\n",
      "Total institutional ownership reports for SSNT: 26\n",
      "Total institutional ownership reports for NVR: 100\n",
      "Total institutional ownership reports for ZYME: 23\n",
      "Total institutional ownership reports for KLIC: 100\n",
      "Total institutional ownership reports for THRY: 13\n",
      "Total institutional ownership reports for CCSI: 9\n",
      "Total institutional ownership reports for AXGN: 42\n",
      "Total institutional ownership reports for AGS: 23\n",
      "Total institutional ownership reports for FDP: 99\n",
      "Total institutional ownership reports for ATLO: 75\n",
      "Total institutional ownership reports for DV: 19\n",
      "Total institutional ownership reports for PNC: 101\n",
      "Total institutional ownership reports for DPZ: 77\n",
      "Total institutional ownership reports for HST: 99\n",
      "Total institutional ownership reports for DB: 89\n",
      "Total institutional ownership reports for SWX: 100\n",
      "Total institutional ownership reports for IMRX: 9\n",
      "Total institutional ownership reports for DUK: 63\n",
      "Total institutional ownership reports for BAC: 104\n",
      "Total institutional ownership reports for FLNC: 8\n",
      "Total institutional ownership reports for EPAC: 16\n",
      "Total institutional ownership reports for ORGO: 20\n",
      "Total institutional ownership reports for GRC: 99\n",
      "Total institutional ownership reports for MDT: 100\n",
      "Total institutional ownership reports for TRMK: 99\n",
      "Total institutional ownership reports for AMAL: 11\n",
      "Total institutional ownership reports for BECN: 77\n",
      "Total institutional ownership reports for HUMA: 9\n",
      "Total institutional ownership reports for STEM: 19\n",
      "Total institutional ownership reports for LAW: 9\n",
      "Total institutional ownership reports for OTTR: 99\n",
      "Total institutional ownership reports for CYBR: 38\n"
     ]
    }
   ],
   "source": [
    "\n",
    "inst_ownership_all_df = pd.DataFrame()\n",
    "for ticker in stocks_ticker_set:\n",
    "    inst_ownership = institutional_symbol_ownership(apikey=FMP_API_KEY, symbol=ticker, limit=-1, includeCurrentQuarter=False)\n",
    "    # print(\"inst_ownership: \", inst_ownership)\n",
    "    if inst_ownership is not None and len(inst_ownership) > 0:\n",
    "        inst_ownership_df = pd.DataFrame(inst_ownership)\n",
    "        inst_ownership_df['date'] = pd.to_datetime(inst_ownership_df['date'])\n",
    "        inst_ownership_df = inst_ownership_df.set_index(['symbol', 'date'])\n",
    "        # print(f\"Institutional ownership for {ticker} # columns: \\n{len(inst_ownership_df.columns)}\")\n",
    "        n_iown = len(inst_ownership_df)\n",
    "        print(f\"Total institutional ownership reports for {ticker}: {n_iown}\")\n",
    "        inst_ownership_all_df = pd.concat([inst_ownership_all_df, inst_ownership_df])\n",
    "        # print(f\"Institutional ownership concatenated {ticker} # columns: \\n{inst_ownership_all_df.columns}\")\n",
    "    else:\n",
    "        print(f\"No {ticker} institutional ownership reports: inst_ownership={inst_ownership}\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 101,
   "metadata": {},
   "outputs": [],
   "source": [
    "inst_own_df = inst_ownership_all_df.copy()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 111,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>cik</th>\n",
       "      <th>investorsHolding</th>\n",
       "      <th>lastInvestorsHolding</th>\n",
       "      <th>investorsHoldingChange</th>\n",
       "      <th>numberOf13Fshares</th>\n",
       "      <th>lastNumberOf13Fshares</th>\n",
       "      <th>numberOf13FsharesChange</th>\n",
       "      <th>totalInvested</th>\n",
       "      <th>lastTotalInvested</th>\n",
       "      <th>totalInvestedChange</th>\n",
       "      <th>...</th>\n",
       "      <th>reducedPositionsChange</th>\n",
       "      <th>totalCalls</th>\n",
       "      <th>lastTotalCalls</th>\n",
       "      <th>totalCallsChange</th>\n",
       "      <th>totalPuts</th>\n",
       "      <th>lastTotalPuts</th>\n",
       "      <th>totalPutsChange</th>\n",
       "      <th>putCallRatio</th>\n",
       "      <th>lastPutCallRatio</th>\n",
       "      <th>putCallRatioChange</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>symbol</th>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">AAT</th>\n",
       "      <th>2023-09-30</th>\n",
       "      <td>1500217</td>\n",
       "      <td>179</td>\n",
       "      <td>173</td>\n",
       "      <td>6</td>\n",
       "      <td>53143863</td>\n",
       "      <td>54106944</td>\n",
       "      <td>-963081</td>\n",
       "      <td>1.031812e+09</td>\n",
       "      <td>1.686976e+09</td>\n",
       "      <td>-655164822</td>\n",
       "      <td>...</td>\n",
       "      <td>8</td>\n",
       "      <td>51500.0</td>\n",
       "      <td>12300.0</td>\n",
       "      <td>39200</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>9000.0</td>\n",
       "      <td>-7500</td>\n",
       "      <td>0.0291</td>\n",
       "      <td>0.7317</td>\n",
       "      <td>-70.2581</td>\n",
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       "    <tr>\n",
       "      <th>2023-06-30</th>\n",
       "      <td>1500217</td>\n",
       "      <td>173</td>\n",
       "      <td>190</td>\n",
       "      <td>-17</td>\n",
       "      <td>54106944</td>\n",
       "      <td>55578800</td>\n",
       "      <td>-1471856</td>\n",
       "      <td>1.686976e+09</td>\n",
       "      <td>1.962058e+09</td>\n",
       "      <td>-275081870</td>\n",
       "      <td>...</td>\n",
       "      <td>18</td>\n",
       "      <td>12300.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>12300</td>\n",
       "      <td>9000.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>9000</td>\n",
       "      <td>0.7317</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>73.1707</td>\n",
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       "    <tr>\n",
       "      <th>2023-03-31</th>\n",
       "      <td>1500217</td>\n",
       "      <td>190</td>\n",
       "      <td>189</td>\n",
       "      <td>1</td>\n",
       "      <td>55578800</td>\n",
       "      <td>56689571</td>\n",
       "      <td>-1110771</td>\n",
       "      <td>1.962058e+09</td>\n",
       "      <td>1.505419e+09</td>\n",
       "      <td>456639094</td>\n",
       "      <td>...</td>\n",
       "      <td>-3</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
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       "    <tr>\n",
       "      <th>2022-12-31</th>\n",
       "      <td>1500217</td>\n",
       "      <td>189</td>\n",
       "      <td>181</td>\n",
       "      <td>8</td>\n",
       "      <td>56689571</td>\n",
       "      <td>56532348</td>\n",
       "      <td>157223</td>\n",
       "      <td>1.505419e+09</td>\n",
       "      <td>1.454094e+09</td>\n",
       "      <td>51324839</td>\n",
       "      <td>...</td>\n",
       "      <td>-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
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       "    <tr>\n",
       "      <th>2022-09-30</th>\n",
       "      <td>1500217</td>\n",
       "      <td>181</td>\n",
       "      <td>199</td>\n",
       "      <td>-18</td>\n",
       "      <td>56532348</td>\n",
       "      <td>57748945</td>\n",
       "      <td>-1216597</td>\n",
       "      <td>1.454094e+09</td>\n",
       "      <td>1.715183e+09</td>\n",
       "      <td>-261088756</td>\n",
       "      <td>...</td>\n",
       "      <td>6</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
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       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">CYBR</th>\n",
       "      <th>2015-06-30</th>\n",
       "      <td>1598110</td>\n",
       "      <td>157</td>\n",
       "      <td>97</td>\n",
       "      <td>60</td>\n",
       "      <td>14394181</td>\n",
       "      <td>9779375</td>\n",
       "      <td>4614806</td>\n",
       "      <td>9.032510e+08</td>\n",
       "      <td>5.429883e+08</td>\n",
       "      <td>360262723</td>\n",
       "      <td>...</td>\n",
       "      <td>7</td>\n",
       "      <td>314100.0</td>\n",
       "      <td>97900.0</td>\n",
       "      <td>216200</td>\n",
       "      <td>399970.0</td>\n",
       "      <td>193754.0</td>\n",
       "      <td>206216</td>\n",
       "      <td>1.2734</td>\n",
       "      <td>1.9791</td>\n",
       "      <td>-70.5717</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-03-31</th>\n",
       "      <td>1598110</td>\n",
       "      <td>97</td>\n",
       "      <td>56</td>\n",
       "      <td>41</td>\n",
       "      <td>9779375</td>\n",
       "      <td>7711977</td>\n",
       "      <td>2067398</td>\n",
       "      <td>5.429883e+08</td>\n",
       "      <td>3.056906e+08</td>\n",
       "      <td>237297670</td>\n",
       "      <td>...</td>\n",
       "      <td>11</td>\n",
       "      <td>97900.0</td>\n",
       "      <td>10000.0</td>\n",
       "      <td>87900</td>\n",
       "      <td>193754.0</td>\n",
       "      <td>6600.0</td>\n",
       "      <td>187154</td>\n",
       "      <td>1.9791</td>\n",
       "      <td>0.6600</td>\n",
       "      <td>131.9101</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-12-31</th>\n",
       "      <td>1598110</td>\n",
       "      <td>56</td>\n",
       "      <td>44</td>\n",
       "      <td>12</td>\n",
       "      <td>7711977</td>\n",
       "      <td>7571273</td>\n",
       "      <td>140704</td>\n",
       "      <td>3.056906e+08</td>\n",
       "      <td>2.423507e+08</td>\n",
       "      <td>63339941</td>\n",
       "      <td>...</td>\n",
       "      <td>5</td>\n",
       "      <td>10000.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>10000</td>\n",
       "      <td>6600.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>6600</td>\n",
       "      <td>0.6600</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>66.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-09-30</th>\n",
       "      <td>1598110</td>\n",
       "      <td>44</td>\n",
       "      <td>0</td>\n",
       "      <td>44</td>\n",
       "      <td>7571273</td>\n",
       "      <td>0</td>\n",
       "      <td>7571273</td>\n",
       "      <td>2.423507e+08</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>242350682</td>\n",
       "      <td>...</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-06-30</th>\n",
       "      <td>1598110</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>175</td>\n",
       "      <td>0</td>\n",
       "      <td>175</td>\n",
       "      <td>5.238000e+03</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>5238</td>\n",
       "      <td>...</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>136337 rows × 34 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                       cik  investorsHolding  lastInvestorsHolding  \\\n",
       "symbol date                                                          \n",
       "AAT    2023-09-30  1500217               179                   173   \n",
       "       2023-06-30  1500217               173                   190   \n",
       "       2023-03-31  1500217               190                   189   \n",
       "       2022-12-31  1500217               189                   181   \n",
       "       2022-09-30  1500217               181                   199   \n",
       "...                    ...               ...                   ...   \n",
       "CYBR   2015-06-30  1598110               157                    97   \n",
       "       2015-03-31  1598110                97                    56   \n",
       "       2014-12-31  1598110                56                    44   \n",
       "       2014-09-30  1598110                44                     0   \n",
       "       2010-06-30  1598110                 1                     0   \n",
       "\n",
       "                   investorsHoldingChange  numberOf13Fshares  \\\n",
       "symbol date                                                    \n",
       "AAT    2023-09-30                       6           53143863   \n",
       "       2023-06-30                     -17           54106944   \n",
       "       2023-03-31                       1           55578800   \n",
       "       2022-12-31                       8           56689571   \n",
       "       2022-09-30                     -18           56532348   \n",
       "...                                   ...                ...   \n",
       "CYBR   2015-06-30                      60           14394181   \n",
       "       2015-03-31                      41            9779375   \n",
       "       2014-12-31                      12            7711977   \n",
       "       2014-09-30                      44            7571273   \n",
       "       2010-06-30                       1                175   \n",
       "\n",
       "                   lastNumberOf13Fshares  numberOf13FsharesChange  \\\n",
       "symbol date                                                         \n",
       "AAT    2023-09-30               54106944                  -963081   \n",
       "       2023-06-30               55578800                 -1471856   \n",
       "       2023-03-31               56689571                 -1110771   \n",
       "       2022-12-31               56532348                   157223   \n",
       "       2022-09-30               57748945                 -1216597   \n",
       "...                                  ...                      ...   \n",
       "CYBR   2015-06-30                9779375                  4614806   \n",
       "       2015-03-31                7711977                  2067398   \n",
       "       2014-12-31                7571273                   140704   \n",
       "       2014-09-30                      0                  7571273   \n",
       "       2010-06-30                      0                      175   \n",
       "\n",
       "                   totalInvested  lastTotalInvested  totalInvestedChange  ...  \\\n",
       "symbol date                                                               ...   \n",
       "AAT    2023-09-30   1.031812e+09       1.686976e+09           -655164822  ...   \n",
       "       2023-06-30   1.686976e+09       1.962058e+09           -275081870  ...   \n",
       "       2023-03-31   1.962058e+09       1.505419e+09            456639094  ...   \n",
       "       2022-12-31   1.505419e+09       1.454094e+09             51324839  ...   \n",
       "       2022-09-30   1.454094e+09       1.715183e+09           -261088756  ...   \n",
       "...                          ...                ...                  ...  ...   \n",
       "CYBR   2015-06-30   9.032510e+08       5.429883e+08            360262723  ...   \n",
       "       2015-03-31   5.429883e+08       3.056906e+08            237297670  ...   \n",
       "       2014-12-31   3.056906e+08       2.423507e+08             63339941  ...   \n",
       "       2014-09-30   2.423507e+08       0.000000e+00            242350682  ...   \n",
       "       2010-06-30   5.238000e+03       0.000000e+00                 5238  ...   \n",
       "\n",
       "                   reducedPositionsChange  totalCalls  lastTotalCalls  \\\n",
       "symbol date                                                             \n",
       "AAT    2023-09-30                       8     51500.0         12300.0   \n",
       "       2023-06-30                      18     12300.0             0.0   \n",
       "       2023-03-31                      -3         0.0             0.0   \n",
       "       2022-12-31                     -17         0.0             0.0   \n",
       "       2022-09-30                       6         0.0             0.0   \n",
       "...                                   ...         ...             ...   \n",
       "CYBR   2015-06-30                       7    314100.0         97900.0   \n",
       "       2015-03-31                      11     97900.0         10000.0   \n",
       "       2014-12-31                       5     10000.0             0.0   \n",
       "       2014-09-30                       0         0.0             0.0   \n",
       "       2010-06-30                       0         0.0             0.0   \n",
       "\n",
       "                   totalCallsChange  totalPuts  lastTotalPuts  \\\n",
       "symbol date                                                     \n",
       "AAT    2023-09-30             39200     1500.0         9000.0   \n",
       "       2023-06-30             12300     9000.0            0.0   \n",
       "       2023-03-31                 0        0.0            0.0   \n",
       "       2022-12-31                 0        0.0            0.0   \n",
       "       2022-09-30                 0        0.0            0.0   \n",
       "...                             ...        ...            ...   \n",
       "CYBR   2015-06-30            216200   399970.0       193754.0   \n",
       "       2015-03-31             87900   193754.0         6600.0   \n",
       "       2014-12-31             10000     6600.0            0.0   \n",
       "       2014-09-30                 0        0.0            0.0   \n",
       "       2010-06-30                 0        0.0            0.0   \n",
       "\n",
       "                   totalPutsChange  putCallRatio  lastPutCallRatio  \\\n",
       "symbol date                                                          \n",
       "AAT    2023-09-30            -7500        0.0291            0.7317   \n",
       "       2023-06-30             9000        0.7317            0.0000   \n",
       "       2023-03-31                0        0.0000            0.0000   \n",
       "       2022-12-31                0        0.0000            0.0000   \n",
       "       2022-09-30                0        0.0000            0.0000   \n",
       "...                            ...           ...               ...   \n",
       "CYBR   2015-06-30           206216        1.2734            1.9791   \n",
       "       2015-03-31           187154        1.9791            0.6600   \n",
       "       2014-12-31             6600        0.6600            0.0000   \n",
       "       2014-09-30                0        0.0000            0.0000   \n",
       "       2010-06-30                0        0.0000            0.0000   \n",
       "\n",
       "                   putCallRatioChange  \n",
       "symbol date                            \n",
       "AAT    2023-09-30            -70.2581  \n",
       "       2023-06-30             73.1707  \n",
       "       2023-03-31              0.0000  \n",
       "       2022-12-31              0.0000  \n",
       "       2022-09-30              0.0000  \n",
       "...                               ...  \n",
       "CYBR   2015-06-30            -70.5717  \n",
       "       2015-03-31            131.9101  \n",
       "       2014-12-31             66.0000  \n",
       "       2014-09-30              0.0000  \n",
       "       2010-06-30              0.0000  \n",
       "\n",
       "[136337 rows x 34 columns]"
      ]
     },
     "execution_count": 111,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "inst_own_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "metadata": {},
   "outputs": [],
   "source": [
    "# prevent parquet serialization issues\n",
    "inst_own_df[\"totalInvestedChange\"] = pd.to_numeric(inst_own_df[\"totalInvestedChange\"], dtype_backend=\"pyarrow\", downcast = 'integer')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 86,
   "metadata": {},
   "outputs": [],
   "source": [
    "def find_bad_cell():\n",
    "    for index, row in inst_own_df.iterrows():\n",
    "        try:\n",
    "            x = row[\"totalPutsChange\"]\n",
    "            assert isinstance(x, int)\n",
    "        except Exception as e:\n",
    "            print(f\"Unable to convert to numeric type value:({x}), type({type(x)}), index({index}, \\nerror:{e}\\nrow:{row})\")\n",
    "            break"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 87,
   "metadata": {},
   "outputs": [],
   "source": [
    "find_bad_cell()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "int"
      ]
     },
     "execution_count": 46,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "type(inst_own_df[\"totalInvestedChange\"][0])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 102,
   "metadata": {},
   "outputs": [],
   "source": [
    "# clean up bad data from the third party source feed\n",
    "inst_own_df[\"totalInvestedChange\"] = inst_own_df[\"totalInvestedChange\"].astype(\"float64\")\n",
    "inst_own_df[\"totalInvestedChange\"] = inst_own_df[\"totalInvestedChange\"].astype(\"int64\")\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 103,
   "metadata": {},
   "outputs": [],
   "source": [
    "inst_own_df[\"cik\"] = inst_own_df[\"cik\"].replace('', -1)\n",
    "inst_own_df[\"cik\"] = inst_own_df[\"cik\"].astype(\"int64\")\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 104,
   "metadata": {},
   "outputs": [],
   "source": [
    "inst_own_df[\"totalPutsChange\"] = inst_own_df[\"totalPutsChange\"].astype(\"float64\")\n",
    "inst_own_df[\"totalPutsChange\"] = inst_own_df[\"totalPutsChange\"].astype(\"int64\")\n",
    "# inst_own_df[\"totalPutsChange\"] = pd.to_numeric(inst_own_df[\"totalPutsChange\"], dtype_backend=\"pyarrow\", downcast = 'integer')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 107,
   "metadata": {},
   "outputs": [],
   "source": [
    "inst_own_df[\"totalCallsChange\"] = inst_own_df[\"totalCallsChange\"].astype(\"float64\")\n",
    "inst_own_df[\"totalCallsChange\"] = inst_own_df[\"totalCallsChange\"].astype(\"int64\")\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 108,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "cik                           int64\n",
       "investorsHolding              int64\n",
       "lastInvestorsHolding          int64\n",
       "investorsHoldingChange        int64\n",
       "numberOf13Fshares             int64\n",
       "lastNumberOf13Fshares         int64\n",
       "numberOf13FsharesChange       int64\n",
       "totalInvested               float64\n",
       "lastTotalInvested           float64\n",
       "totalInvestedChange           int64\n",
       "ownershipPercent            float64\n",
       "lastOwnershipPercent        float64\n",
       "ownershipPercentChange      float64\n",
       "newPositions                  int64\n",
       "lastNewPositions              int64\n",
       "newPositionsChange            int64\n",
       "increasedPositions            int64\n",
       "lastIncreasedPositions        int64\n",
       "increasedPositionsChange      int64\n",
       "closedPositions               int64\n",
       "lastClosedPositions           int64\n",
       "closedPositionsChange         int64\n",
       "reducedPositions              int64\n",
       "lastReducedPositions          int64\n",
       "reducedPositionsChange        int64\n",
       "totalCalls                  float64\n",
       "lastTotalCalls              float64\n",
       "totalCallsChange              int64\n",
       "totalPuts                   float64\n",
       "lastTotalPuts               float64\n",
       "totalPutsChange               int64\n",
       "putCallRatio                float64\n",
       "lastPutCallRatio            float64\n",
       "putCallRatioChange          float64\n",
       "dtype: object"
      ]
     },
     "execution_count": 108,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "inst_own_df.dtypes"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 124,
   "metadata": {},
   "outputs": [],
   "source": [
    "# inst_ownership_file = 'data/institutional_symbol_ownership.csv.bz2'\n",
    "# inst_ownership_all_df.to_csv(inst_ownership_file)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 77,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .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></th>\n",
       "      <th>cik</th>\n",
       "      <th>investorsHolding</th>\n",
       "      <th>lastInvestorsHolding</th>\n",
       "      <th>investorsHoldingChange</th>\n",
       "      <th>numberOf13Fshares</th>\n",
       "      <th>lastNumberOf13Fshares</th>\n",
       "      <th>numberOf13FsharesChange</th>\n",
       "      <th>totalInvested</th>\n",
       "      <th>lastTotalInvested</th>\n",
       "      <th>totalInvestedChange</th>\n",
       "      <th>...</th>\n",
       "      <th>reducedPositionsChange</th>\n",
       "      <th>totalCalls</th>\n",
       "      <th>lastTotalCalls</th>\n",
       "      <th>totalCallsChange</th>\n",
       "      <th>totalPuts</th>\n",
       "      <th>lastTotalPuts</th>\n",
       "      <th>totalPutsChange</th>\n",
       "      <th>putCallRatio</th>\n",
       "      <th>lastPutCallRatio</th>\n",
       "      <th>putCallRatioChange</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>symbol</th>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">A</th>\n",
       "      <th>1999-12-31</th>\n",
       "      <td>1090872</td>\n",
       "      <td>15</td>\n",
       "      <td>0</td>\n",
       "      <td>15</td>\n",
       "      <td>16350001</td>\n",
       "      <td>0</td>\n",
       "      <td>16350001</td>\n",
       "      <td>1259479.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1259479</td>\n",
       "      <td>...</td>\n",
       "      <td>0</td>\n",
       "      <td>200.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>200</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-03-31</th>\n",
       "      <td>1090872</td>\n",
       "      <td>19</td>\n",
       "      <td>15</td>\n",
       "      <td>4</td>\n",
       "      <td>19655547</td>\n",
       "      <td>16350001</td>\n",
       "      <td>3305546</td>\n",
       "      <td>10596271.0</td>\n",
       "      <td>1259479.0</td>\n",
       "      <td>9336792</td>\n",
       "      <td>...</td>\n",
       "      <td>3</td>\n",
       "      <td>0.0</td>\n",
       "      <td>200.0</td>\n",
       "      <td>-200</td>\n",
       "      <td>1000.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-06-30</th>\n",
       "      <td>1090872</td>\n",
       "      <td>99</td>\n",
       "      <td>19</td>\n",
       "      <td>80</td>\n",
       "      <td>61180271</td>\n",
       "      <td>19655547</td>\n",
       "      <td>41524724</td>\n",
       "      <td>19609932.0</td>\n",
       "      <td>10596271.0</td>\n",
       "      <td>9013661</td>\n",
       "      <td>...</td>\n",
       "      <td>0</td>\n",
       "      <td>500.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "      <td>1700.0</td>\n",
       "      <td>1000.0</td>\n",
       "      <td>700</td>\n",
       "      <td>3.4000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>340.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-09-30</th>\n",
       "      <td>1090872</td>\n",
       "      <td>77</td>\n",
       "      <td>99</td>\n",
       "      <td>-22</td>\n",
       "      <td>60125149</td>\n",
       "      <td>61180271</td>\n",
       "      <td>-1055122</td>\n",
       "      <td>5746041.0</td>\n",
       "      <td>19609932.0</td>\n",
       "      <td>-13863891</td>\n",
       "      <td>...</td>\n",
       "      <td>25</td>\n",
       "      <td>85000.0</td>\n",
       "      <td>500.0</td>\n",
       "      <td>84500</td>\n",
       "      <td>20000.0</td>\n",
       "      <td>1700.0</td>\n",
       "      <td>18300</td>\n",
       "      <td>0.2353</td>\n",
       "      <td>3.4000</td>\n",
       "      <td>-316.4706</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-12-31</th>\n",
       "      <td>1090872</td>\n",
       "      <td>81</td>\n",
       "      <td>77</td>\n",
       "      <td>4</td>\n",
       "      <td>36801893</td>\n",
       "      <td>60125149</td>\n",
       "      <td>-23323256</td>\n",
       "      <td>5956761.0</td>\n",
       "      <td>5746041.0</td>\n",
       "      <td>210720</td>\n",
       "      <td>...</td>\n",
       "      <td>4</td>\n",
       "      <td>85000.0</td>\n",
       "      <td>85000.0</td>\n",
       "      <td>0</td>\n",
       "      <td>20200.0</td>\n",
       "      <td>20000.0</td>\n",
       "      <td>200</td>\n",
       "      <td>0.2376</td>\n",
       "      <td>0.2353</td>\n",
       "      <td>0.2353</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">ZYXI</th>\n",
       "      <th>2022-09-30</th>\n",
       "      <td>846475</td>\n",
       "      <td>115</td>\n",
       "      <td>103</td>\n",
       "      <td>12</td>\n",
       "      <td>10539839</td>\n",
       "      <td>11010023</td>\n",
       "      <td>-470184</td>\n",
       "      <td>96250915.0</td>\n",
       "      <td>87843124.0</td>\n",
       "      <td>8407791</td>\n",
       "      <td>...</td>\n",
       "      <td>-7</td>\n",
       "      <td>18000.0</td>\n",
       "      <td>29510.0</td>\n",
       "      <td>-11510</td>\n",
       "      <td>14200.0</td>\n",
       "      <td>10730.0</td>\n",
       "      <td>3470</td>\n",
       "      <td>0.7889</td>\n",
       "      <td>0.3636</td>\n",
       "      <td>42.5283</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-31</th>\n",
       "      <td>846475</td>\n",
       "      <td>129</td>\n",
       "      <td>115</td>\n",
       "      <td>14</td>\n",
       "      <td>10286348</td>\n",
       "      <td>10539839</td>\n",
       "      <td>-253491</td>\n",
       "      <td>268096710.0</td>\n",
       "      <td>96250915.0</td>\n",
       "      <td>171845795</td>\n",
       "      <td>...</td>\n",
       "      <td>15</td>\n",
       "      <td>22500.0</td>\n",
       "      <td>18000.0</td>\n",
       "      <td>4500</td>\n",
       "      <td>2200.0</td>\n",
       "      <td>14200.0</td>\n",
       "      <td>-12000</td>\n",
       "      <td>0.0978</td>\n",
       "      <td>0.7889</td>\n",
       "      <td>-69.1111</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-03-31</th>\n",
       "      <td>846475</td>\n",
       "      <td>129</td>\n",
       "      <td>129</td>\n",
       "      <td>0</td>\n",
       "      <td>10881276</td>\n",
       "      <td>10286348</td>\n",
       "      <td>594928</td>\n",
       "      <td>130575312.0</td>\n",
       "      <td>268096710.0</td>\n",
       "      <td>-137521398</td>\n",
       "      <td>...</td>\n",
       "      <td>-11</td>\n",
       "      <td>0.0</td>\n",
       "      <td>22500.0</td>\n",
       "      <td>-22500</td>\n",
       "      <td>333200.0</td>\n",
       "      <td>2200.0</td>\n",
       "      <td>331000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0978</td>\n",
       "      <td>-9.7778</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-06-30</th>\n",
       "      <td>846475</td>\n",
       "      <td>147</td>\n",
       "      <td>129</td>\n",
       "      <td>18</td>\n",
       "      <td>12911045</td>\n",
       "      <td>10881276</td>\n",
       "      <td>2029769</td>\n",
       "      <td>170590938.0</td>\n",
       "      <td>130575312.0</td>\n",
       "      <td>40015626</td>\n",
       "      <td>...</td>\n",
       "      <td>-3</td>\n",
       "      <td>1400.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1400</td>\n",
       "      <td>17000.0</td>\n",
       "      <td>333200.0</td>\n",
       "      <td>-316200</td>\n",
       "      <td>12.1429</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>1214.2857</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-09-30</th>\n",
       "      <td>846475</td>\n",
       "      <td>124</td>\n",
       "      <td>147</td>\n",
       "      <td>-23</td>\n",
       "      <td>10187922</td>\n",
       "      <td>12911045</td>\n",
       "      <td>-2723123</td>\n",
       "      <td>81505648.0</td>\n",
       "      <td>170590938.0</td>\n",
       "      <td>-89085290</td>\n",
       "      <td>...</td>\n",
       "      <td>7</td>\n",
       "      <td>100.0</td>\n",
       "      <td>1400.0</td>\n",
       "      <td>-1300</td>\n",
       "      <td>510400.0</td>\n",
       "      <td>17000.0</td>\n",
       "      <td>493400</td>\n",
       "      <td>5104.0000</td>\n",
       "      <td>12.1429</td>\n",
       "      <td>509185.7143</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>136337 rows × 34 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                       cik  investorsHolding  lastInvestorsHolding  \\\n",
       "symbol date                                                          \n",
       "A      1999-12-31  1090872                15                     0   \n",
       "       2000-03-31  1090872                19                    15   \n",
       "       2000-06-30  1090872                99                    19   \n",
       "       2000-09-30  1090872                77                    99   \n",
       "       2000-12-31  1090872                81                    77   \n",
       "...                    ...               ...                   ...   \n",
       "ZYXI   2022-09-30   846475               115                   103   \n",
       "       2022-12-31   846475               129                   115   \n",
       "       2023-03-31   846475               129                   129   \n",
       "       2023-06-30   846475               147                   129   \n",
       "       2023-09-30   846475               124                   147   \n",
       "\n",
       "                   investorsHoldingChange  numberOf13Fshares  \\\n",
       "symbol date                                                    \n",
       "A      1999-12-31                      15           16350001   \n",
       "       2000-03-31                       4           19655547   \n",
       "       2000-06-30                      80           61180271   \n",
       "       2000-09-30                     -22           60125149   \n",
       "       2000-12-31                       4           36801893   \n",
       "...                                   ...                ...   \n",
       "ZYXI   2022-09-30                      12           10539839   \n",
       "       2022-12-31                      14           10286348   \n",
       "       2023-03-31                       0           10881276   \n",
       "       2023-06-30                      18           12911045   \n",
       "       2023-09-30                     -23           10187922   \n",
       "\n",
       "                   lastNumberOf13Fshares  numberOf13FsharesChange  \\\n",
       "symbol date                                                         \n",
       "A      1999-12-31                      0                 16350001   \n",
       "       2000-03-31               16350001                  3305546   \n",
       "       2000-06-30               19655547                 41524724   \n",
       "       2000-09-30               61180271                 -1055122   \n",
       "       2000-12-31               60125149                -23323256   \n",
       "...                                  ...                      ...   \n",
       "ZYXI   2022-09-30               11010023                  -470184   \n",
       "       2022-12-31               10539839                  -253491   \n",
       "       2023-03-31               10286348                   594928   \n",
       "       2023-06-30               10881276                  2029769   \n",
       "       2023-09-30               12911045                 -2723123   \n",
       "\n",
       "                   totalInvested  lastTotalInvested  totalInvestedChange  ...  \\\n",
       "symbol date                                                               ...   \n",
       "A      1999-12-31      1259479.0                0.0              1259479  ...   \n",
       "       2000-03-31     10596271.0          1259479.0              9336792  ...   \n",
       "       2000-06-30     19609932.0         10596271.0              9013661  ...   \n",
       "       2000-09-30      5746041.0         19609932.0            -13863891  ...   \n",
       "       2000-12-31      5956761.0          5746041.0               210720  ...   \n",
       "...                          ...                ...                  ...  ...   \n",
       "ZYXI   2022-09-30     96250915.0         87843124.0              8407791  ...   \n",
       "       2022-12-31    268096710.0         96250915.0            171845795  ...   \n",
       "       2023-03-31    130575312.0        268096710.0           -137521398  ...   \n",
       "       2023-06-30    170590938.0        130575312.0             40015626  ...   \n",
       "       2023-09-30     81505648.0        170590938.0            -89085290  ...   \n",
       "\n",
       "                   reducedPositionsChange  totalCalls  lastTotalCalls  \\\n",
       "symbol date                                                             \n",
       "A      1999-12-31                       0       200.0             0.0   \n",
       "       2000-03-31                       3         0.0           200.0   \n",
       "       2000-06-30                       0       500.0             0.0   \n",
       "       2000-09-30                      25     85000.0           500.0   \n",
       "       2000-12-31                       4     85000.0         85000.0   \n",
       "...                                   ...         ...             ...   \n",
       "ZYXI   2022-09-30                      -7     18000.0         29510.0   \n",
       "       2022-12-31                      15     22500.0         18000.0   \n",
       "       2023-03-31                     -11         0.0         22500.0   \n",
       "       2023-06-30                      -3      1400.0             0.0   \n",
       "       2023-09-30                       7       100.0          1400.0   \n",
       "\n",
       "                   totalCallsChange  totalPuts  lastTotalPuts  \\\n",
       "symbol date                                                     \n",
       "A      1999-12-31               200        0.0            0.0   \n",
       "       2000-03-31              -200     1000.0            0.0   \n",
       "       2000-06-30               500     1700.0         1000.0   \n",
       "       2000-09-30             84500    20000.0         1700.0   \n",
       "       2000-12-31                 0    20200.0        20000.0   \n",
       "...                             ...        ...            ...   \n",
       "ZYXI   2022-09-30            -11510    14200.0        10730.0   \n",
       "       2022-12-31              4500     2200.0        14200.0   \n",
       "       2023-03-31            -22500   333200.0         2200.0   \n",
       "       2023-06-30              1400    17000.0       333200.0   \n",
       "       2023-09-30             -1300   510400.0        17000.0   \n",
       "\n",
       "                   totalPutsChange  putCallRatio  lastPutCallRatio  \\\n",
       "symbol date                                                          \n",
       "A      1999-12-31                0        0.0000            0.0000   \n",
       "       2000-03-31             1000        0.0000            0.0000   \n",
       "       2000-06-30              700        3.4000            0.0000   \n",
       "       2000-09-30            18300        0.2353            3.4000   \n",
       "       2000-12-31              200        0.2376            0.2353   \n",
       "...                            ...           ...               ...   \n",
       "ZYXI   2022-09-30             3470        0.7889            0.3636   \n",
       "       2022-12-31           -12000        0.0978            0.7889   \n",
       "       2023-03-31           331000        0.0000            0.0978   \n",
       "       2023-06-30          -316200       12.1429            0.0000   \n",
       "       2023-09-30           493400     5104.0000           12.1429   \n",
       "\n",
       "                   putCallRatioChange  \n",
       "symbol date                            \n",
       "A      1999-12-31              0.0000  \n",
       "       2000-03-31              0.0000  \n",
       "       2000-06-30            340.0000  \n",
       "       2000-09-30           -316.4706  \n",
       "       2000-12-31              0.2353  \n",
       "...                               ...  \n",
       "ZYXI   2022-09-30             42.5283  \n",
       "       2022-12-31            -69.1111  \n",
       "       2023-03-31             -9.7778  \n",
       "       2023-06-30           1214.2857  \n",
       "       2023-09-30         509185.7143  \n",
       "\n",
       "[136337 rows x 34 columns]"
      ]
     },
     "execution_count": 77,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "inst_own_df = inst_own_df.sort_index()\n",
    "inst_own_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 78,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "FrozenList(['Symbol', 'Date'])"
      ]
     },
     "execution_count": 78,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "inst_own_df.index.names = [\"Symbol\", \"Date\"]\n",
    "inst_own_df.index.names"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 72,
   "metadata": {},
   "outputs": [],
   "source": [
    "inst_ownership_file = 'data/data-3rd-party/institutional_symbol_ownership.parquet'\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 79,
   "metadata": {},
   "outputs": [],
   "source": [
    "inst_own_df.to_parquet(inst_ownership_file, engine=\"pyarrow\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 73,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>cik</th>\n",
       "      <th>investorsHolding</th>\n",
       "      <th>lastInvestorsHolding</th>\n",
       "      <th>investorsHoldingChange</th>\n",
       "      <th>numberOf13Fshares</th>\n",
       "      <th>lastNumberOf13Fshares</th>\n",
       "      <th>numberOf13FsharesChange</th>\n",
       "      <th>totalInvested</th>\n",
       "      <th>lastTotalInvested</th>\n",
       "      <th>totalInvestedChange</th>\n",
       "      <th>...</th>\n",
       "      <th>reducedPositionsChange</th>\n",
       "      <th>totalCalls</th>\n",
       "      <th>lastTotalCalls</th>\n",
       "      <th>totalCallsChange</th>\n",
       "      <th>totalPuts</th>\n",
       "      <th>lastTotalPuts</th>\n",
       "      <th>totalPutsChange</th>\n",
       "      <th>putCallRatio</th>\n",
       "      <th>lastPutCallRatio</th>\n",
       "      <th>putCallRatioChange</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>symbol</th>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">AAT</th>\n",
       "      <th>2023-09-30</th>\n",
       "      <td>1500217</td>\n",
       "      <td>179</td>\n",
       "      <td>173</td>\n",
       "      <td>6</td>\n",
       "      <td>53143863</td>\n",
       "      <td>54106944</td>\n",
       "      <td>-963081</td>\n",
       "      <td>1.031812e+09</td>\n",
       "      <td>1.686976e+09</td>\n",
       "      <td>-655164822</td>\n",
       "      <td>...</td>\n",
       "      <td>8</td>\n",
       "      <td>51500.0</td>\n",
       "      <td>12300.0</td>\n",
       "      <td>39200</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>9000.0</td>\n",
       "      <td>-7500</td>\n",
       "      <td>0.0291</td>\n",
       "      <td>0.7317</td>\n",
       "      <td>-70.2581</td>\n",
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       "    <tr>\n",
       "      <th>2023-06-30</th>\n",
       "      <td>1500217</td>\n",
       "      <td>173</td>\n",
       "      <td>190</td>\n",
       "      <td>-17</td>\n",
       "      <td>54106944</td>\n",
       "      <td>55578800</td>\n",
       "      <td>-1471856</td>\n",
       "      <td>1.686976e+09</td>\n",
       "      <td>1.962058e+09</td>\n",
       "      <td>-275081870</td>\n",
       "      <td>...</td>\n",
       "      <td>18</td>\n",
       "      <td>12300.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>12300</td>\n",
       "      <td>9000.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>9000</td>\n",
       "      <td>0.7317</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>73.1707</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-03-31</th>\n",
       "      <td>1500217</td>\n",
       "      <td>190</td>\n",
       "      <td>189</td>\n",
       "      <td>1</td>\n",
       "      <td>55578800</td>\n",
       "      <td>56689571</td>\n",
       "      <td>-1110771</td>\n",
       "      <td>1.962058e+09</td>\n",
       "      <td>1.505419e+09</td>\n",
       "      <td>456639094</td>\n",
       "      <td>...</td>\n",
       "      <td>-3</td>\n",
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       "      <td>0.0000</td>\n",
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       "    <tr>\n",
       "      <th>2022-12-31</th>\n",
       "      <td>1500217</td>\n",
       "      <td>189</td>\n",
       "      <td>181</td>\n",
       "      <td>8</td>\n",
       "      <td>56689571</td>\n",
       "      <td>56532348</td>\n",
       "      <td>157223</td>\n",
       "      <td>1.505419e+09</td>\n",
       "      <td>1.454094e+09</td>\n",
       "      <td>51324839</td>\n",
       "      <td>...</td>\n",
       "      <td>-17</td>\n",
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       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-09-30</th>\n",
       "      <td>1500217</td>\n",
       "      <td>181</td>\n",
       "      <td>199</td>\n",
       "      <td>-18</td>\n",
       "      <td>56532348</td>\n",
       "      <td>57748945</td>\n",
       "      <td>-1216597</td>\n",
       "      <td>1.454094e+09</td>\n",
       "      <td>1.715183e+09</td>\n",
       "      <td>-261088756</td>\n",
       "      <td>...</td>\n",
       "      <td>6</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">CYBR</th>\n",
       "      <th>2015-06-30</th>\n",
       "      <td>1598110</td>\n",
       "      <td>157</td>\n",
       "      <td>97</td>\n",
       "      <td>60</td>\n",
       "      <td>14394181</td>\n",
       "      <td>9779375</td>\n",
       "      <td>4614806</td>\n",
       "      <td>9.032510e+08</td>\n",
       "      <td>5.429883e+08</td>\n",
       "      <td>360262723</td>\n",
       "      <td>...</td>\n",
       "      <td>7</td>\n",
       "      <td>314100.0</td>\n",
       "      <td>97900.0</td>\n",
       "      <td>216200</td>\n",
       "      <td>399970.0</td>\n",
       "      <td>193754.0</td>\n",
       "      <td>206216</td>\n",
       "      <td>1.2734</td>\n",
       "      <td>1.9791</td>\n",
       "      <td>-70.5717</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-03-31</th>\n",
       "      <td>1598110</td>\n",
       "      <td>97</td>\n",
       "      <td>56</td>\n",
       "      <td>41</td>\n",
       "      <td>9779375</td>\n",
       "      <td>7711977</td>\n",
       "      <td>2067398</td>\n",
       "      <td>5.429883e+08</td>\n",
       "      <td>3.056906e+08</td>\n",
       "      <td>237297670</td>\n",
       "      <td>...</td>\n",
       "      <td>11</td>\n",
       "      <td>97900.0</td>\n",
       "      <td>10000.0</td>\n",
       "      <td>87900</td>\n",
       "      <td>193754.0</td>\n",
       "      <td>6600.0</td>\n",
       "      <td>187154</td>\n",
       "      <td>1.9791</td>\n",
       "      <td>0.6600</td>\n",
       "      <td>131.9101</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-12-31</th>\n",
       "      <td>1598110</td>\n",
       "      <td>56</td>\n",
       "      <td>44</td>\n",
       "      <td>12</td>\n",
       "      <td>7711977</td>\n",
       "      <td>7571273</td>\n",
       "      <td>140704</td>\n",
       "      <td>3.056906e+08</td>\n",
       "      <td>2.423507e+08</td>\n",
       "      <td>63339941</td>\n",
       "      <td>...</td>\n",
       "      <td>5</td>\n",
       "      <td>10000.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>10000</td>\n",
       "      <td>6600.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>6600</td>\n",
       "      <td>0.6600</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>66.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-09-30</th>\n",
       "      <td>1598110</td>\n",
       "      <td>44</td>\n",
       "      <td>0</td>\n",
       "      <td>44</td>\n",
       "      <td>7571273</td>\n",
       "      <td>0</td>\n",
       "      <td>7571273</td>\n",
       "      <td>2.423507e+08</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>242350682</td>\n",
       "      <td>...</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-06-30</th>\n",
       "      <td>1598110</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>175</td>\n",
       "      <td>0</td>\n",
       "      <td>175</td>\n",
       "      <td>5.238000e+03</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>5238</td>\n",
       "      <td>...</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>136337 rows × 34 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                       cik  investorsHolding  lastInvestorsHolding  \\\n",
       "symbol date                                                          \n",
       "AAT    2023-09-30  1500217               179                   173   \n",
       "       2023-06-30  1500217               173                   190   \n",
       "       2023-03-31  1500217               190                   189   \n",
       "       2022-12-31  1500217               189                   181   \n",
       "       2022-09-30  1500217               181                   199   \n",
       "...                    ...               ...                   ...   \n",
       "CYBR   2015-06-30  1598110               157                    97   \n",
       "       2015-03-31  1598110                97                    56   \n",
       "       2014-12-31  1598110                56                    44   \n",
       "       2014-09-30  1598110                44                     0   \n",
       "       2010-06-30  1598110                 1                     0   \n",
       "\n",
       "                   investorsHoldingChange  numberOf13Fshares  \\\n",
       "symbol date                                                    \n",
       "AAT    2023-09-30                       6           53143863   \n",
       "       2023-06-30                     -17           54106944   \n",
       "       2023-03-31                       1           55578800   \n",
       "       2022-12-31                       8           56689571   \n",
       "       2022-09-30                     -18           56532348   \n",
       "...                                   ...                ...   \n",
       "CYBR   2015-06-30                      60           14394181   \n",
       "       2015-03-31                      41            9779375   \n",
       "       2014-12-31                      12            7711977   \n",
       "       2014-09-30                      44            7571273   \n",
       "       2010-06-30                       1                175   \n",
       "\n",
       "                   lastNumberOf13Fshares  numberOf13FsharesChange  \\\n",
       "symbol date                                                         \n",
       "AAT    2023-09-30               54106944                  -963081   \n",
       "       2023-06-30               55578800                 -1471856   \n",
       "       2023-03-31               56689571                 -1110771   \n",
       "       2022-12-31               56532348                   157223   \n",
       "       2022-09-30               57748945                 -1216597   \n",
       "...                                  ...                      ...   \n",
       "CYBR   2015-06-30                9779375                  4614806   \n",
       "       2015-03-31                7711977                  2067398   \n",
       "       2014-12-31                7571273                   140704   \n",
       "       2014-09-30                      0                  7571273   \n",
       "       2010-06-30                      0                      175   \n",
       "\n",
       "                   totalInvested  lastTotalInvested  totalInvestedChange  ...  \\\n",
       "symbol date                                                               ...   \n",
       "AAT    2023-09-30   1.031812e+09       1.686976e+09           -655164822  ...   \n",
       "       2023-06-30   1.686976e+09       1.962058e+09           -275081870  ...   \n",
       "       2023-03-31   1.962058e+09       1.505419e+09            456639094  ...   \n",
       "       2022-12-31   1.505419e+09       1.454094e+09             51324839  ...   \n",
       "       2022-09-30   1.454094e+09       1.715183e+09           -261088756  ...   \n",
       "...                          ...                ...                  ...  ...   \n",
       "CYBR   2015-06-30   9.032510e+08       5.429883e+08            360262723  ...   \n",
       "       2015-03-31   5.429883e+08       3.056906e+08            237297670  ...   \n",
       "       2014-12-31   3.056906e+08       2.423507e+08             63339941  ...   \n",
       "       2014-09-30   2.423507e+08       0.000000e+00            242350682  ...   \n",
       "       2010-06-30   5.238000e+03       0.000000e+00                 5238  ...   \n",
       "\n",
       "                   reducedPositionsChange  totalCalls  lastTotalCalls  \\\n",
       "symbol date                                                             \n",
       "AAT    2023-09-30                       8     51500.0         12300.0   \n",
       "       2023-06-30                      18     12300.0             0.0   \n",
       "       2023-03-31                      -3         0.0             0.0   \n",
       "       2022-12-31                     -17         0.0             0.0   \n",
       "       2022-09-30                       6         0.0             0.0   \n",
       "...                                   ...         ...             ...   \n",
       "CYBR   2015-06-30                       7    314100.0         97900.0   \n",
       "       2015-03-31                      11     97900.0         10000.0   \n",
       "       2014-12-31                       5     10000.0             0.0   \n",
       "       2014-09-30                       0         0.0             0.0   \n",
       "       2010-06-30                       0         0.0             0.0   \n",
       "\n",
       "                   totalCallsChange  totalPuts  lastTotalPuts  \\\n",
       "symbol date                                                     \n",
       "AAT    2023-09-30             39200     1500.0         9000.0   \n",
       "       2023-06-30             12300     9000.0            0.0   \n",
       "       2023-03-31                 0        0.0            0.0   \n",
       "       2022-12-31                 0        0.0            0.0   \n",
       "       2022-09-30                 0        0.0            0.0   \n",
       "...                             ...        ...            ...   \n",
       "CYBR   2015-06-30            216200   399970.0       193754.0   \n",
       "       2015-03-31             87900   193754.0         6600.0   \n",
       "       2014-12-31             10000     6600.0            0.0   \n",
       "       2014-09-30                 0        0.0            0.0   \n",
       "       2010-06-30                 0        0.0            0.0   \n",
       "\n",
       "                   totalPutsChange  putCallRatio  lastPutCallRatio  \\\n",
       "symbol date                                                          \n",
       "AAT    2023-09-30            -7500        0.0291            0.7317   \n",
       "       2023-06-30             9000        0.7317            0.0000   \n",
       "       2023-03-31                0        0.0000            0.0000   \n",
       "       2022-12-31                0        0.0000            0.0000   \n",
       "       2022-09-30                0        0.0000            0.0000   \n",
       "...                            ...           ...               ...   \n",
       "CYBR   2015-06-30           206216        1.2734            1.9791   \n",
       "       2015-03-31           187154        1.9791            0.6600   \n",
       "       2014-12-31             6600        0.6600            0.0000   \n",
       "       2014-09-30                0        0.0000            0.0000   \n",
       "       2010-06-30                0        0.0000            0.0000   \n",
       "\n",
       "                   putCallRatioChange  \n",
       "symbol date                            \n",
       "AAT    2023-09-30            -70.2581  \n",
       "       2023-06-30             73.1707  \n",
       "       2023-03-31              0.0000  \n",
       "       2022-12-31              0.0000  \n",
       "       2022-09-30              0.0000  \n",
       "...                               ...  \n",
       "CYBR   2015-06-30            -70.5717  \n",
       "       2015-03-31            131.9101  \n",
       "       2014-12-31             66.0000  \n",
       "       2014-09-30              0.0000  \n",
       "       2010-06-30              0.0000  \n",
       "\n",
       "[136337 rows x 34 columns]"
      ]
     },
     "execution_count": 73,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "tmp_int_own_df = pd.read_parquet(inst_ownership_file)\n",
    "tmp_int_own_df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Prepare forward looking analyst estimates to be used as future covariates"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 115,
   "metadata": {},
   "outputs": [],
   "source": [
    "DEFAULT_LIMIT=-1\n",
    "import typing\n",
    "from fmpsdk.url_methods import __return_json_v3, __validate_period\n",
    "\n",
    "\n",
    "def analyst_estimates(\n",
    "    apikey: str,\n",
    "    symbol: str,\n",
    "    period: str = \"annual\",\n",
    "    limit: int = DEFAULT_LIMIT\n",
    ") -> typing.Optional[typing.List[typing.Dict]]:\n",
    "    \"\"\"\n",
    "    Query FMP /analyst-estimates/ API.\n",
    "\n",
    "    :param apikey: Your API key.\n",
    "    :param symbol: Company ticker.\n",
    "    :param period: 'annual' or 'quarter'\n",
    "    :param limit: Number of rows to return.\n",
    "    :return: A list of dictionaries.\n",
    "    \"\"\"\n",
    "    path = f\"/analyst-estimates/{symbol}\"\n",
    "    query_vars = {\n",
    "        \"apikey\": apikey,\n",
    "        \"symbol\": symbol,\n",
    "        \"period\": __validate_period(value=period),\n",
    "        \"limit\": limit,\n",
    "    }\n",
    "    return __return_json_v3(path=path, query_vars=query_vars)\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 116,
   "metadata": {},
   "outputs": [],
   "source": [
    "def fetch_estimates(period=None):\n",
    "    assert period in ['quarter', 'annual']\n",
    "    estimates_all_df = pd.DataFrame()\n",
    "    for ticker in stocks_ticker_set: # ['ALTR']:\n",
    "        est = analyst_estimates(apikey=FMP_API_KEY, symbol=ticker, period=period, limit=-1)\n",
    "        # print('est:', est)\n",
    "        if est is not None and len(est) > 0:\n",
    "            est_df = pd.DataFrame(est)\n",
    "            est_df['date'] = pd.to_datetime(est_df['date'])\n",
    "            est_df = est_df.set_index(['symbol', 'date'])\n",
    "            # print(f\"Analyst estimates for {ticker} sample: \\n{est_df.columns}\")\n",
    "            estimates_all_df = pd.concat([estimates_all_df, est_df])\n",
    "            # print(f\"Key metrics concatenated {ticker}: \\n{estimates_all_df.columns}\")\n",
    "            n_est = len(est_df)\n",
    "            print(f\"{n_est} total {ticker} {period} analyst estimates reports\")\n",
    "        else:\n",
    "            print(f\"No {ticker} {period} analyst estimates reports: est={est}\")\n",
    "\n",
    "    return estimates_all_df\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 117,
   "metadata": {},
   "outputs": [],
   "source": [
    "# 'TW' in stocks_ticker_set"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 85,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "all annual estimates count: 43626\n",
      "all quarter estimates count: 149305\n"
     ]
    }
   ],
   "source": [
    "for p in ['annual', 'quarter']:\n",
    "    est_file_name= f'data/data-3rd-party/analyst_estimates_{p}.parquet'\n",
    "    estimates_all_df = fetch_estimates(p)\n",
    "    estimates_all_df = estimates_all_df.sort_index()\n",
    "    estimates_all_df.index.names = [\"Symbol\", \"Date\"]\n",
    "    # est_file_name= f'data/analyst_estimates_{p}.csv.bz2'\n",
    "    # estimates_all_df.to_csv(est_file_name)\n",
    "    estimates_all_df.to_parquet(est_file_name)\n",
    "    print(f'all {p} estimates count:', len(estimates_all_df.index))\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 86,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "all annual estimates count: 43626\n",
      "all quarter estimates count: 149305\n"
     ]
    }
   ],
   "source": [
    "tmp_est_dict = {}\n",
    "for p in ['annual', 'quarter']:\n",
    "    est_file_name= f'data/data-3rd-party/analyst_estimates_{p}.parquet'\n",
    "    tmp_est_dict[p] = pd.read_parquet(est_file_name)\n",
    "    print(f'all {p} estimates count:', len(tmp_est_dict[p]))\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 89,
   "metadata": {},
   "outputs": [],
   "source": [
    "estimates_all_df = tmp_est_dict['quarter']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 90,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>estimatedRevenueLow</th>\n",
       "      <th>estimatedRevenueHigh</th>\n",
       "      <th>estimatedRevenueAvg</th>\n",
       "      <th>estimatedEbitdaLow</th>\n",
       "      <th>estimatedEbitdaHigh</th>\n",
       "      <th>estimatedEbitdaAvg</th>\n",
       "      <th>estimatedEbitLow</th>\n",
       "      <th>estimatedEbitHigh</th>\n",
       "      <th>estimatedEbitAvg</th>\n",
       "      <th>estimatedNetIncomeLow</th>\n",
       "      <th>estimatedNetIncomeHigh</th>\n",
       "      <th>estimatedNetIncomeAvg</th>\n",
       "      <th>estimatedSgaExpenseLow</th>\n",
       "      <th>estimatedSgaExpenseHigh</th>\n",
       "      <th>estimatedSgaExpenseAvg</th>\n",
       "      <th>estimatedEpsAvg</th>\n",
       "      <th>estimatedEpsHigh</th>\n",
       "      <th>estimatedEpsLow</th>\n",
       "      <th>numberAnalystEstimatedRevenue</th>\n",
       "      <th>numberAnalystsEstimatedEps</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Symbol</th>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">A</th>\n",
       "      <th>2000-01-31</th>\n",
       "      <td>1233480090</td>\n",
       "      <td>1469878657</td>\n",
       "      <td>1357400000</td>\n",
       "      <td>314775889.0</td>\n",
       "      <td>375103226.0</td>\n",
       "      <td>346399423.0</td>\n",
       "      <td>246185043.0</td>\n",
       "      <td>293366828.0</td>\n",
       "      <td>270917691.0</td>\n",
       "      <td>59746350.0</td>\n",
       "      <td>71180550.0</td>\n",
       "      <td>64900000.0</td>\n",
       "      <td>330042814.0</td>\n",
       "      <td>393296083.0</td>\n",
       "      <td>363200119.0</td>\n",
       "      <td>0.22000</td>\n",
       "      <td>0.24129</td>\n",
       "      <td>0.20253</td>\n",
       "      <td>3.0</td>\n",
       "      <td>6.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-05-01</th>\n",
       "      <td>1779613532</td>\n",
       "      <td>2120679507</td>\n",
       "      <td>1958400000</td>\n",
       "      <td>151709090.0</td>\n",
       "      <td>227563636.0</td>\n",
       "      <td>189636363.0</td>\n",
       "      <td>87054545.0</td>\n",
       "      <td>130581818.0</td>\n",
       "      <td>108818181.0</td>\n",
       "      <td>66690909.0</td>\n",
       "      <td>100036363.0</td>\n",
       "      <td>83363636.0</td>\n",
       "      <td>318181818.0</td>\n",
       "      <td>477272727.0</td>\n",
       "      <td>397727272.0</td>\n",
       "      <td>0.32000</td>\n",
       "      <td>0.35097</td>\n",
       "      <td>0.29459</td>\n",
       "      <td>3.0</td>\n",
       "      <td>9.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-07-31</th>\n",
       "      <td>2280011634</td>\n",
       "      <td>2716979761</td>\n",
       "      <td>2509069921</td>\n",
       "      <td>260275000.0</td>\n",
       "      <td>390412500.0</td>\n",
       "      <td>325343750.0</td>\n",
       "      <td>155150000.0</td>\n",
       "      <td>232725000.0</td>\n",
       "      <td>193937500.0</td>\n",
       "      <td>120350000.0</td>\n",
       "      <td>180525000.0</td>\n",
       "      <td>150437500.0</td>\n",
       "      <td>517650000.0</td>\n",
       "      <td>776475000.0</td>\n",
       "      <td>647062500.0</td>\n",
       "      <td>0.20000</td>\n",
       "      <td>0.21935</td>\n",
       "      <td>0.18412</td>\n",
       "      <td>3.0</td>\n",
       "      <td>4.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-10-31</th>\n",
       "      <td>1986031577</td>\n",
       "      <td>2366657923</td>\n",
       "      <td>2185555555</td>\n",
       "      <td>287496396.0</td>\n",
       "      <td>431244594.0</td>\n",
       "      <td>359370495.0</td>\n",
       "      <td>157224591.0</td>\n",
       "      <td>235836887.0</td>\n",
       "      <td>196530739.0</td>\n",
       "      <td>116046722.0</td>\n",
       "      <td>174070083.0</td>\n",
       "      <td>145058402.0</td>\n",
       "      <td>578736234.0</td>\n",
       "      <td>868104352.0</td>\n",
       "      <td>723420293.0</td>\n",
       "      <td>0.54000</td>\n",
       "      <td>0.59226</td>\n",
       "      <td>0.49712</td>\n",
       "      <td>3.0</td>\n",
       "      <td>4.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2001-01-31</th>\n",
       "      <td>2056619769</td>\n",
       "      <td>2450774463</td>\n",
       "      <td>2263235294</td>\n",
       "      <td>320444444.0</td>\n",
       "      <td>480666666.0</td>\n",
       "      <td>400555555.0</td>\n",
       "      <td>237481481.0</td>\n",
       "      <td>356222222.0</td>\n",
       "      <td>296851851.0</td>\n",
       "      <td>158148148.0</td>\n",
       "      <td>237222222.0</td>\n",
       "      <td>197685185.0</td>\n",
       "      <td>429333333.0</td>\n",
       "      <td>644000000.0</td>\n",
       "      <td>536666666.0</td>\n",
       "      <td>0.45000</td>\n",
       "      <td>0.49355</td>\n",
       "      <td>0.41427</td>\n",
       "      <td>2.0</td>\n",
       "      <td>8.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">ZYXI</th>\n",
       "      <th>2023-09-30</th>\n",
       "      <td>49500000</td>\n",
       "      <td>50120000</td>\n",
       "      <td>49807000</td>\n",
       "      <td>5790798.0</td>\n",
       "      <td>8686197.0</td>\n",
       "      <td>7238497.0</td>\n",
       "      <td>5392057.0</td>\n",
       "      <td>8088085.0</td>\n",
       "      <td>6740071.0</td>\n",
       "      <td>4092628.0</td>\n",
       "      <td>6138942.0</td>\n",
       "      <td>5115785.0</td>\n",
       "      <td>13338072.0</td>\n",
       "      <td>20007108.0</td>\n",
       "      <td>16672590.0</td>\n",
       "      <td>0.09300</td>\n",
       "      <td>0.10000</td>\n",
       "      <td>0.09000</td>\n",
       "      <td>3.0</td>\n",
       "      <td>3.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-12-30</th>\n",
       "      <td>55800000</td>\n",
       "      <td>58570000</td>\n",
       "      <td>57190000</td>\n",
       "      <td>10024172.0</td>\n",
       "      <td>15036258.0</td>\n",
       "      <td>12530215.0</td>\n",
       "      <td>9532960.0</td>\n",
       "      <td>14299441.0</td>\n",
       "      <td>11916200.0</td>\n",
       "      <td>7317983.0</td>\n",
       "      <td>10976974.0</td>\n",
       "      <td>9147478.0</td>\n",
       "      <td>17648237.0</td>\n",
       "      <td>26472355.0</td>\n",
       "      <td>22060296.0</td>\n",
       "      <td>0.20000</td>\n",
       "      <td>0.23000</td>\n",
       "      <td>0.18000</td>\n",
       "      <td>2.0</td>\n",
       "      <td>2.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-03-30</th>\n",
       "      <td>37911313</td>\n",
       "      <td>56866969</td>\n",
       "      <td>47389141</td>\n",
       "      <td>3457792.0</td>\n",
       "      <td>5186689.0</td>\n",
       "      <td>4322240.0</td>\n",
       "      <td>2324709.0</td>\n",
       "      <td>3487064.0</td>\n",
       "      <td>2905886.0</td>\n",
       "      <td>1679498.0</td>\n",
       "      <td>2519248.0</td>\n",
       "      <td>2099373.0</td>\n",
       "      <td>27145197.0</td>\n",
       "      <td>40717796.0</td>\n",
       "      <td>33931496.0</td>\n",
       "      <td>0.17000</td>\n",
       "      <td>0.19550</td>\n",
       "      <td>0.15300</td>\n",
       "      <td>1.0</td>\n",
       "      <td>1.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-06-30</th>\n",
       "      <td>78273738</td>\n",
       "      <td>96420408</td>\n",
       "      <td>87351250</td>\n",
       "      <td>16148074.0</td>\n",
       "      <td>19891778.0</td>\n",
       "      <td>18020788.0</td>\n",
       "      <td>14784246.0</td>\n",
       "      <td>18211766.0</td>\n",
       "      <td>16498795.0</td>\n",
       "      <td>43624339.0</td>\n",
       "      <td>55742311.0</td>\n",
       "      <td>48471528.0</td>\n",
       "      <td>46568614.0</td>\n",
       "      <td>57364896.0</td>\n",
       "      <td>51969240.0</td>\n",
       "      <td>1.34259</td>\n",
       "      <td>1.54398</td>\n",
       "      <td>1.20833</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-09-30</th>\n",
       "      <td>89455701</td>\n",
       "      <td>110194753</td>\n",
       "      <td>99830000</td>\n",
       "      <td>18454941.0</td>\n",
       "      <td>22733461.0</td>\n",
       "      <td>20595186.0</td>\n",
       "      <td>16896281.0</td>\n",
       "      <td>20813447.0</td>\n",
       "      <td>18855766.0</td>\n",
       "      <td>50084610.0</td>\n",
       "      <td>63996901.0</td>\n",
       "      <td>55649526.0</td>\n",
       "      <td>53221274.0</td>\n",
       "      <td>65559881.0</td>\n",
       "      <td>59393417.0</td>\n",
       "      <td>1.54141</td>\n",
       "      <td>1.77262</td>\n",
       "      <td>1.38727</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>149305 rows × 20 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                   estimatedRevenueLow  estimatedRevenueHigh  \\\n",
       "Symbol Date                                                    \n",
       "A      2000-01-31           1233480090            1469878657   \n",
       "       2000-05-01           1779613532            2120679507   \n",
       "       2000-07-31           2280011634            2716979761   \n",
       "       2000-10-31           1986031577            2366657923   \n",
       "       2001-01-31           2056619769            2450774463   \n",
       "...                                ...                   ...   \n",
       "ZYXI   2023-09-30             49500000              50120000   \n",
       "       2023-12-30             55800000              58570000   \n",
       "       2024-03-30             37911313              56866969   \n",
       "       2024-06-30             78273738              96420408   \n",
       "       2024-09-30             89455701             110194753   \n",
       "\n",
       "                   estimatedRevenueAvg  estimatedEbitdaLow  \\\n",
       "Symbol Date                                                  \n",
       "A      2000-01-31           1357400000         314775889.0   \n",
       "       2000-05-01           1958400000         151709090.0   \n",
       "       2000-07-31           2509069921         260275000.0   \n",
       "       2000-10-31           2185555555         287496396.0   \n",
       "       2001-01-31           2263235294         320444444.0   \n",
       "...                                ...                 ...   \n",
       "ZYXI   2023-09-30             49807000           5790798.0   \n",
       "       2023-12-30             57190000          10024172.0   \n",
       "       2024-03-30             47389141           3457792.0   \n",
       "       2024-06-30             87351250          16148074.0   \n",
       "       2024-09-30             99830000          18454941.0   \n",
       "\n",
       "                   estimatedEbitdaHigh  estimatedEbitdaAvg  estimatedEbitLow  \\\n",
       "Symbol Date                                                                    \n",
       "A      2000-01-31          375103226.0         346399423.0       246185043.0   \n",
       "       2000-05-01          227563636.0         189636363.0        87054545.0   \n",
       "       2000-07-31          390412500.0         325343750.0       155150000.0   \n",
       "       2000-10-31          431244594.0         359370495.0       157224591.0   \n",
       "       2001-01-31          480666666.0         400555555.0       237481481.0   \n",
       "...                                ...                 ...               ...   \n",
       "ZYXI   2023-09-30            8686197.0           7238497.0         5392057.0   \n",
       "       2023-12-30           15036258.0          12530215.0         9532960.0   \n",
       "       2024-03-30            5186689.0           4322240.0         2324709.0   \n",
       "       2024-06-30           19891778.0          18020788.0        14784246.0   \n",
       "       2024-09-30           22733461.0          20595186.0        16896281.0   \n",
       "\n",
       "                   estimatedEbitHigh  estimatedEbitAvg  estimatedNetIncomeLow  \\\n",
       "Symbol Date                                                                     \n",
       "A      2000-01-31        293366828.0       270917691.0             59746350.0   \n",
       "       2000-05-01        130581818.0       108818181.0             66690909.0   \n",
       "       2000-07-31        232725000.0       193937500.0            120350000.0   \n",
       "       2000-10-31        235836887.0       196530739.0            116046722.0   \n",
       "       2001-01-31        356222222.0       296851851.0            158148148.0   \n",
       "...                              ...               ...                    ...   \n",
       "ZYXI   2023-09-30          8088085.0         6740071.0              4092628.0   \n",
       "       2023-12-30         14299441.0        11916200.0              7317983.0   \n",
       "       2024-03-30          3487064.0         2905886.0              1679498.0   \n",
       "       2024-06-30         18211766.0        16498795.0             43624339.0   \n",
       "       2024-09-30         20813447.0        18855766.0             50084610.0   \n",
       "\n",
       "                   estimatedNetIncomeHigh  estimatedNetIncomeAvg  \\\n",
       "Symbol Date                                                        \n",
       "A      2000-01-31              71180550.0             64900000.0   \n",
       "       2000-05-01             100036363.0             83363636.0   \n",
       "       2000-07-31             180525000.0            150437500.0   \n",
       "       2000-10-31             174070083.0            145058402.0   \n",
       "       2001-01-31             237222222.0            197685185.0   \n",
       "...                                   ...                    ...   \n",
       "ZYXI   2023-09-30               6138942.0              5115785.0   \n",
       "       2023-12-30              10976974.0              9147478.0   \n",
       "       2024-03-30               2519248.0              2099373.0   \n",
       "       2024-06-30              55742311.0             48471528.0   \n",
       "       2024-09-30              63996901.0             55649526.0   \n",
       "\n",
       "                   estimatedSgaExpenseLow  estimatedSgaExpenseHigh  \\\n",
       "Symbol Date                                                          \n",
       "A      2000-01-31             330042814.0              393296083.0   \n",
       "       2000-05-01             318181818.0              477272727.0   \n",
       "       2000-07-31             517650000.0              776475000.0   \n",
       "       2000-10-31             578736234.0              868104352.0   \n",
       "       2001-01-31             429333333.0              644000000.0   \n",
       "...                                   ...                      ...   \n",
       "ZYXI   2023-09-30              13338072.0               20007108.0   \n",
       "       2023-12-30              17648237.0               26472355.0   \n",
       "       2024-03-30              27145197.0               40717796.0   \n",
       "       2024-06-30              46568614.0               57364896.0   \n",
       "       2024-09-30              53221274.0               65559881.0   \n",
       "\n",
       "                   estimatedSgaExpenseAvg  estimatedEpsAvg  estimatedEpsHigh  \\\n",
       "Symbol Date                                                                    \n",
       "A      2000-01-31             363200119.0          0.22000           0.24129   \n",
       "       2000-05-01             397727272.0          0.32000           0.35097   \n",
       "       2000-07-31             647062500.0          0.20000           0.21935   \n",
       "       2000-10-31             723420293.0          0.54000           0.59226   \n",
       "       2001-01-31             536666666.0          0.45000           0.49355   \n",
       "...                                   ...              ...               ...   \n",
       "ZYXI   2023-09-30              16672590.0          0.09300           0.10000   \n",
       "       2023-12-30              22060296.0          0.20000           0.23000   \n",
       "       2024-03-30              33931496.0          0.17000           0.19550   \n",
       "       2024-06-30              51969240.0          1.34259           1.54398   \n",
       "       2024-09-30              59393417.0          1.54141           1.77262   \n",
       "\n",
       "                   estimatedEpsLow  numberAnalystEstimatedRevenue  \\\n",
       "Symbol Date                                                         \n",
       "A      2000-01-31          0.20253                            3.0   \n",
       "       2000-05-01          0.29459                            3.0   \n",
       "       2000-07-31          0.18412                            3.0   \n",
       "       2000-10-31          0.49712                            3.0   \n",
       "       2001-01-31          0.41427                            2.0   \n",
       "...                            ...                            ...   \n",
       "ZYXI   2023-09-30          0.09000                            3.0   \n",
       "       2023-12-30          0.18000                            2.0   \n",
       "       2024-03-30          0.15300                            1.0   \n",
       "       2024-06-30          1.20833                            0.0   \n",
       "       2024-09-30          1.38727                            0.0   \n",
       "\n",
       "                   numberAnalystsEstimatedEps  \n",
       "Symbol Date                                    \n",
       "A      2000-01-31                         6.0  \n",
       "       2000-05-01                         9.0  \n",
       "       2000-07-31                         4.0  \n",
       "       2000-10-31                         4.0  \n",
       "       2001-01-31                         8.0  \n",
       "...                                       ...  \n",
       "ZYXI   2023-09-30                         3.0  \n",
       "       2023-12-30                         2.0  \n",
       "       2024-03-30                         1.0  \n",
       "       2024-06-30                         0.0  \n",
       "       2024-09-30                         0.0  \n",
       "\n",
       "[149305 rows x 20 columns]"
      ]
     },
     "execution_count": 90,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "\n",
    "estimates_all_df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Upload raw data to hf hub"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "HF_TOKEN=True\n"
     ]
    }
   ],
   "source": [
    "import os\n",
    "from pathlib import Path\n",
    "from dotenv import load_dotenv\n",
    "from huggingface_hub import snapshot_download, upload_folder, create_repo\n",
    "from canswim.hfhub import HFHub\n",
    "\n",
    "# prefix for HF Hub dataset repo\n",
    "repo_id = \"ivelin/canswim\"\n",
    "private=True\n",
    "\n",
    "load_dotenv(override=True)\n",
    "\n",
    "HF_TOKEN=os.getenv(\"HF_TOKEN\")\n",
    "\n",
    "print(f'HF_TOKEN={HF_TOKEN!= None}')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "repo_info:  https://huggingface.co/datasets/ivelin/canswim\n"
     ]
    },
    {
     "data": {
      "application/vnd.jupyter.widget-view+json": {
       "model_id": "865a51d3ce8d4b908ce1192b18c522ba",
       "version_major": 2,
       "version_minor": 0
      },
      "text/plain": [
       "sectors.parquet:   0%|          | 0.00/3.12M [00:00<?, ?B/s]"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/plain": [
       "CommitInfo(commit_url='https://huggingface.co/datasets/ivelin/canswim/commit/6d3a1c9c577bd79abf642d4e1b4f606d1ab06e43', commit_message='Upload folder using huggingface_hub', commit_description='', oid='6d3a1c9c577bd79abf642d4e1b4f606d1ab06e43', pr_url=None, pr_revision=None, pr_num=None)"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Create repo if not existing yet\n",
    "repo_info = create_repo(\n",
    "    repo_id=repo_id, repo_type=\"dataset\", private=private, exist_ok=True, token=HF_TOKEN\n",
    ")\n",
    "print(f\"repo_info: \", repo_info)\n",
    "data_path = Path(\"data\")\n",
    "upload_folder(\n",
    "    repo_id=repo_id,\n",
    "    # path_in_repo=\"data-3rd-party\",\n",
    "    repo_type=\"dataset\",\n",
    "    folder_path=data_path,\n",
    "    token=HF_TOKEN,\n",
    ")"
   ]
  }
 ],
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