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July 6, 2025 04:40
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Get trade counts on all listed NG outrights
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| import databento as db | |
| import pandas as pd | |
| client = db.Historical() | |
| def print_ng_summary_by_date(date_str: str): | |
| date = pd.to_datetime(date_str) | |
| weekday = date.weekday() | |
| if weekday == 5: | |
| raise ValueError("Provided date is a Saturday. Please choose a date from Sunday to Friday.") | |
| next_day = date + pd.Timedelta(days=1) | |
| end_str = next_day.strftime("%Y-%m-%d") | |
| pattern = r"^NG.\d{1,2}$" | |
| defn = client.timeseries.get_range( | |
| dataset="GLBX.MDP3", | |
| schema="definition", | |
| stype_in="parent", | |
| symbols=["NG.FUT"], | |
| start=date_str, | |
| end=end_str, | |
| ).to_df() | |
| defn = defn[defn["symbol"].str.match(pattern)].copy() | |
| defn["expiration"] = pd.to_datetime(defn["expiration"]).dt.strftime("%Y-%m") | |
| defn = defn[["symbol", "expiration"]].sort_values(by="expiration") | |
| trades = client.timeseries.get_range( | |
| dataset="GLBX.MDP3", | |
| schema="trades", | |
| stype_in="parent", | |
| symbols=["NG.FUT"], | |
| start=date_str, | |
| end=end_str, | |
| ).to_df() | |
| trade_counts = ( | |
| trades[trades["symbol"].str.match(pattern)]["symbol"] | |
| .value_counts() | |
| .sort_index() | |
| .rename("trade_count") | |
| .reset_index() | |
| .rename(columns={"index": "symbol"}) | |
| ) | |
| summary = pd.merge(defn, trade_counts, on="symbol", how="left").fillna(0) | |
| summary["trade_count"] = summary["trade_count"].astype(int) | |
| print(f"\nSummary on {date_str}:") | |
| print(summary.to_string(index=False)) | |
| print_ng_summary_by_date("2019-04-09") | |
| print_ng_summary_by_date("2021-04-09") | |
| print_ng_summary_by_date("2025-04-09") |
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| Summary on 2019-04-09: | |
| symbol expiration trade_count | |
| NGK9 2019-04 17545 | |
| NGM9 2019-05 6027 | |
| NGN9 2019-06 2664 | |
| NGQ9 2019-07 852 | |
| NGU9 2019-08 1047 | |
| NGV9 2019-09 1292 | |
| NGX9 2019-10 782 | |
| NGZ9 2019-11 340 | |
| NGF0 2019-12 519 | |
| NGG0 2020-01 123 | |
| NGH0 2020-02 223 | |
| NGJ0 2020-03 516 | |
| NGK0 2020-04 166 | |
| NGM0 2020-05 145 | |
| NGN0 2020-06 144 | |
| NGQ0 2020-07 128 | |
| NGU0 2020-08 305 | |
| NGV0 2020-09 228 | |
| NGX0 2020-10 27 | |
| NGZ0 2020-11 22 | |
| NGF1 2020-12 4 | |
| NGG1 2021-01 2 | |
| NGH1 2021-02 3 | |
| NGJ1 2021-03 5 | |
| NGK1 2021-04 9 | |
| NGM1 2021-05 0 | |
| NGN1 2021-06 0 | |
| NGQ1 2021-07 0 | |
| NGU1 2021-08 0 | |
| NGV1 2021-09 0 | |
| NGX1 2021-10 1 | |
| NGZ1 2021-11 1 | |
| NGF2 2021-12 0 | |
| NGG2 2022-01 0 | |
| NGH2 2022-02 0 | |
| NGJ2 2022-03 0 | |
| NGK2 2022-04 1 | |
| NGM2 2022-05 0 | |
| NGN2 2022-06 0 | |
| NGQ2 2022-07 0 | |
| NGU2 2022-08 0 | |
| NGV2 2022-09 0 | |
| NGX2 2022-10 0 | |
| NGZ2 2022-11 0 | |
| NGF3 2022-12 0 | |
| NGG3 2023-01 0 | |
| NGH3 2023-02 0 | |
| NGJ3 2023-03 0 | |
| NGK3 2023-04 0 | |
| NGM3 2023-05 0 | |
| NGN3 2023-06 0 | |
| NGQ3 2023-07 0 | |
| NGU3 2023-08 0 | |
| NGV3 2023-09 0 | |
| NGX3 2023-10 0 | |
| NGZ3 2023-11 0 | |
| NGF4 2023-12 0 | |
| NGG4 2024-01 0 | |
| NGH4 2024-02 0 | |
| NGJ4 2024-03 0 | |
| NGK4 2024-04 0 | |
| NGM4 2024-05 0 | |
| NGN4 2024-06 0 | |
| NGQ4 2024-07 0 | |
| NGU4 2024-08 0 | |
| NGV4 2024-09 0 | |
| NGX4 2024-10 0 | |
| NGZ4 2024-11 0 | |
| NGF5 2024-12 0 | |
| NGG5 2025-01 0 | |
| NGH5 2025-02 0 | |
| NGJ5 2025-03 0 | |
| NGK5 2025-04 0 | |
| NGM5 2025-05 0 | |
| NGN25 2025-06 0 | |
| NGQ25 2025-07 0 | |
| NGU25 2025-08 0 | |
| NGV25 2025-09 0 | |
| NGX25 2025-10 0 | |
| NGZ25 2025-11 0 | |
| NGF26 2025-12 0 | |
| NGG26 2026-01 0 | |
| NGH26 2026-02 0 | |
| NGJ26 2026-03 0 | |
| NGK26 2026-04 0 | |
| NGM26 2026-05 0 | |
| NGN26 2026-06 0 | |
| NGQ26 2026-07 0 | |
| NGU26 2026-08 0 | |
| NGV26 2026-09 0 | |
| NGX26 2026-10 0 | |
| NGZ26 2026-11 0 | |
| NGF27 2026-12 0 | |
| NGG27 2027-01 0 | |
| NGH27 2027-02 0 | |
| NGJ27 2027-03 0 | |
| NGK27 2027-04 0 | |
| NGM27 2027-05 0 | |
| NGN27 2027-06 0 | |
| NGQ27 2027-07 0 | |
| NGU27 2027-08 0 | |
| NGV27 2027-09 0 | |
| NGX27 2027-10 0 | |
| NGZ27 2027-11 0 | |
| NGF28 2027-12 0 | |
| NGG28 2028-01 0 | |
| NGH28 2028-02 0 | |
| NGJ28 2028-03 0 | |
| NGK28 2028-04 0 | |
| NGM28 2028-05 0 | |
| NGN28 2028-06 0 | |
| NGQ28 2028-07 0 | |
| NGU28 2028-08 0 | |
| NGV28 2028-09 0 | |
| NGX28 2028-10 0 | |
| NGZ28 2028-11 0 | |
| NGF29 2028-12 0 | |
| NGG29 2029-01 0 | |
| NGH29 2029-02 0 | |
| NGJ29 2029-03 0 | |
| NGK29 2029-04 0 | |
| NGM29 2029-05 0 | |
| NGN29 2029-06 0 | |
| NGQ29 2029-07 0 | |
| NGU29 2029-08 0 | |
| NGV29 2029-09 0 | |
| NGX29 2029-10 0 | |
| NGZ29 2029-11 0 | |
| NGF30 2029-12 0 | |
| NGG30 2030-01 0 | |
| NGH30 2030-02 0 | |
| NGJ30 2030-03 0 | |
| NGK30 2030-04 0 | |
| NGM30 2030-05 0 | |
| NGN30 2030-06 0 | |
| NGQ30 2030-07 0 | |
| NGU30 2030-08 0 | |
| NGV30 2030-09 0 | |
| NGX30 2030-10 0 | |
| NGZ30 2030-11 0 | |
| NGF31 2030-12 0 | |
| NGG31 2031-01 0 | |
| NGH31 2031-02 0 | |
| NGJ31 2031-03 0 | |
| NGK31 2031-04 0 | |
| NGM31 2031-05 0 | |
| NGN31 2031-06 0 | |
| NGQ31 2031-07 0 | |
| NGU31 2031-08 0 | |
| NGV31 2031-09 0 | |
| NGX31 2031-10 0 | |
| NGZ31 2031-11 0 |
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| Summary on 2021-04-09: | |
| symbol expiration trade_count | |
| NGK1 2021-04 16923 | |
| NGM1 2021-05 5418 | |
| NGN1 2021-06 4841 | |
| NGQ1 2021-07 815 | |
| NGU1 2021-08 600 | |
| NGV1 2021-09 1286 | |
| NGX1 2021-10 546 | |
| NGZ1 2021-11 470 | |
| NGF2 2021-12 1128 | |
| NGG2 2022-01 327 | |
| NGH2 2022-02 378 | |
| NGJ2 2022-03 518 | |
| NGK2 2022-04 318 | |
| NGM2 2022-05 91 | |
| NGN2 2022-06 45 | |
| NGQ2 2022-07 50 | |
| NGU2 2022-08 54 | |
| NGV2 2022-09 238 | |
| NGX2 2022-10 21 | |
| NGZ2 2022-11 55 | |
| NGF3 2022-12 14 | |
| NGG3 2023-01 6 | |
| NGH3 2023-02 22 | |
| NGJ3 2023-03 17 | |
| NGK3 2023-04 2 | |
| NGM3 2023-05 1 | |
| NGN3 2023-06 0 | |
| NGQ3 2023-07 0 | |
| NGU3 2023-08 0 | |
| NGV3 2023-09 1 | |
| NGX3 2023-10 1 | |
| NGZ3 2023-11 3 | |
| NGF4 2023-12 0 | |
| NGG4 2024-01 0 | |
| NGH4 2024-02 0 | |
| NGJ4 2024-03 1 | |
| NGK4 2024-04 0 | |
| NGM4 2024-05 0 | |
| NGN4 2024-06 0 | |
| NGQ4 2024-07 0 | |
| NGU4 2024-08 0 | |
| NGV4 2024-09 1 | |
| NGX4 2024-10 0 | |
| NGZ4 2024-11 0 | |
| NGF5 2024-12 0 | |
| NGG5 2025-01 0 | |
| NGH5 2025-02 0 | |
| NGJ5 2025-03 0 | |
| NGK5 2025-04 0 | |
| NGM5 2025-05 0 | |
| NGN25 2025-06 0 | |
| NGQ25 2025-07 0 | |
| NGU25 2025-08 0 | |
| NGV25 2025-09 0 | |
| NGX25 2025-10 0 | |
| NGZ25 2025-11 0 | |
| NGF26 2025-12 0 | |
| NGG26 2026-01 0 | |
| NGH26 2026-02 0 | |
| NGJ26 2026-03 0 | |
| NGK26 2026-04 0 | |
| NGM26 2026-05 0 | |
| NGN26 2026-06 0 | |
| NGQ26 2026-07 0 | |
| NGU26 2026-08 0 | |
| NGV26 2026-09 0 | |
| NGX26 2026-10 0 | |
| NGZ26 2026-11 0 | |
| NGF27 2026-12 0 | |
| NGG27 2027-01 0 | |
| NGH27 2027-02 0 | |
| NGJ27 2027-03 0 | |
| NGK27 2027-04 0 | |
| NGM27 2027-05 0 | |
| NGN27 2027-06 0 | |
| NGQ27 2027-07 0 | |
| NGU27 2027-08 0 | |
| NGV27 2027-09 0 | |
| NGX27 2027-10 0 | |
| NGZ27 2027-11 0 | |
| NGF28 2027-12 0 | |
| NGG28 2028-01 0 | |
| NGH28 2028-02 0 | |
| NGJ28 2028-03 0 | |
| NGK28 2028-04 0 | |
| NGM28 2028-05 0 | |
| NGN28 2028-06 0 | |
| NGQ28 2028-07 0 | |
| NGU28 2028-08 0 | |
| NGV28 2028-09 0 | |
| NGX28 2028-10 0 | |
| NGZ28 2028-11 0 | |
| NGF29 2028-12 0 | |
| NGG29 2029-01 0 | |
| NGH29 2029-02 0 | |
| NGJ29 2029-03 0 | |
| NGK29 2029-04 0 | |
| NGM29 2029-05 0 | |
| NGN29 2029-06 0 | |
| NGQ29 2029-07 0 | |
| NGU29 2029-08 0 | |
| NGV29 2029-09 0 | |
| NGX29 2029-10 0 | |
| NGZ29 2029-11 0 | |
| NGF30 2029-12 0 | |
| NGG30 2030-01 0 | |
| NGH30 2030-02 0 | |
| NGJ30 2030-03 0 | |
| NGK30 2030-04 0 | |
| NGM30 2030-05 0 | |
| NGN30 2030-06 0 | |
| NGQ30 2030-07 0 | |
| NGU30 2030-08 0 | |
| NGV30 2030-09 0 | |
| NGX30 2030-10 0 | |
| NGZ30 2030-11 0 | |
| NGF31 2030-12 0 | |
| NGG31 2031-01 0 | |
| NGH31 2031-02 0 | |
| NGJ31 2031-03 0 | |
| NGK31 2031-04 0 | |
| NGM31 2031-05 0 | |
| NGN31 2031-06 0 | |
| NGQ31 2031-07 0 | |
| NGU31 2031-08 0 | |
| NGV31 2031-09 0 | |
| NGX31 2031-10 0 | |
| NGZ31 2031-11 0 | |
| NGF32 2031-12 0 | |
| NGG32 2032-01 0 | |
| NGH32 2032-02 0 | |
| NGJ32 2032-03 0 | |
| NGK32 2032-04 0 | |
| NGM32 2032-05 0 | |
| NGN32 2032-06 0 | |
| NGQ32 2032-07 0 | |
| NGU32 2032-08 0 | |
| NGV32 2032-09 0 | |
| NGX32 2032-10 0 | |
| NGZ32 2032-11 0 | |
| NGF33 2032-12 0 | |
| NGG33 2033-01 0 | |
| NGH33 2033-02 0 | |
| NGJ33 2033-03 0 | |
| NGK33 2033-04 0 | |
| NGM33 2033-05 0 | |
| NGN33 2033-06 0 | |
| NGQ33 2033-07 0 | |
| NGU33 2033-08 0 | |
| NGV33 2033-09 0 | |
| NGX33 2033-10 0 | |
| NGZ33 2033-11 0 |
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| Summary on 2025-04-09: | |
| symbol expiration trade_count | |
| NGK5 2025-04 103669 | |
| NGM5 2025-05 32130 | |
| NGN25 2025-06 14087 | |
| NGQ25 2025-07 10327 | |
| NGU25 2025-08 6069 | |
| NGV25 2025-09 11255 | |
| NGX25 2025-10 3239 | |
| NGZ25 2025-11 3969 | |
| NGF26 2025-12 9088 | |
| NGG26 2026-01 3066 | |
| NGH26 2026-02 3978 | |
| NGJ26 2026-03 8066 | |
| NGK26 2026-04 2257 | |
| NGM26 2026-05 2020 | |
| NGN26 2026-06 1405 | |
| NGQ26 2026-07 1335 | |
| NGU26 2026-08 785 | |
| NGV26 2026-09 1548 | |
| NGX26 2026-10 368 | |
| NGZ26 2026-11 258 | |
| NGF27 2026-12 523 | |
| NGG27 2027-01 35 | |
| NGH27 2027-02 67 | |
| NGJ27 2027-03 93 | |
| NGK27 2027-04 0 | |
| NGM27 2027-05 0 | |
| NGN27 2027-06 0 | |
| NGQ27 2027-07 0 | |
| NGU27 2027-08 0 | |
| NGV27 2027-09 2 | |
| NGX27 2027-10 1 | |
| NGZ27 2027-11 2 | |
| NGF28 2027-12 1 | |
| NGG28 2028-01 1 | |
| NGH28 2028-02 0 | |
| NGJ28 2028-03 1 | |
| NGK28 2028-04 1 | |
| NGM28 2028-05 0 | |
| NGN28 2028-06 1 | |
| NGQ28 2028-07 2 | |
| NGU28 2028-08 0 | |
| NGV28 2028-09 1 | |
| NGX28 2028-10 0 | |
| NGZ28 2028-11 0 | |
| NGF29 2028-12 1 | |
| NGG29 2029-01 1 | |
| NGH29 2029-02 0 | |
| NGJ29 2029-03 1 | |
| NGK29 2029-04 0 | |
| NGM29 2029-05 0 | |
| NGN29 2029-06 1 | |
| NGQ29 2029-07 1 | |
| NGU29 2029-08 1 | |
| NGV29 2029-09 2 | |
| NGX29 2029-10 1 | |
| NGZ29 2029-11 1 | |
| NGF30 2029-12 0 | |
| NGG30 2030-01 2 | |
| NGH30 2030-02 0 | |
| NGJ30 2030-03 0 | |
| NGK30 2030-04 0 | |
| NGM30 2030-05 0 | |
| NGN30 2030-06 0 | |
| NGQ30 2030-07 0 | |
| NGU30 2030-08 0 | |
| NGV30 2030-09 0 | |
| NGX30 2030-10 0 | |
| NGZ30 2030-11 0 | |
| NGF31 2030-12 0 | |
| NGG31 2031-01 0 | |
| NGH31 2031-02 0 | |
| NGJ31 2031-03 0 | |
| NGK31 2031-04 0 | |
| NGM31 2031-05 0 | |
| NGN31 2031-06 0 | |
| NGQ31 2031-07 0 | |
| NGU31 2031-08 0 | |
| NGV31 2031-09 0 | |
| NGX31 2031-10 0 | |
| NGZ31 2031-11 0 | |
| NGF32 2031-12 0 | |
| NGG32 2032-01 0 | |
| NGH32 2032-02 0 | |
| NGJ32 2032-03 0 | |
| NGK32 2032-04 0 | |
| NGM32 2032-05 0 | |
| NGN32 2032-06 0 | |
| NGQ32 2032-07 0 | |
| NGU32 2032-08 0 | |
| NGV32 2032-09 0 | |
| NGX32 2032-10 0 | |
| NGZ32 2032-11 0 | |
| NGF33 2032-12 0 | |
| NGG33 2033-01 0 | |
| NGH33 2033-02 0 | |
| NGJ33 2033-03 0 | |
| NGK33 2033-04 0 | |
| NGM33 2033-05 0 | |
| NGN33 2033-06 0 | |
| NGQ33 2033-07 0 | |
| NGU33 2033-08 0 | |
| NGV33 2033-09 0 | |
| NGX33 2033-10 0 | |
| NGZ33 2033-11 0 | |
| NGF34 2033-12 0 | |
| NGG34 2034-01 0 | |
| NGH34 2034-02 0 | |
| NGJ34 2034-03 0 | |
| NGK34 2034-04 0 | |
| NGM34 2034-05 0 | |
| NGN34 2034-06 0 | |
| NGQ34 2034-07 0 | |
| NGU34 2034-08 0 | |
| NGV34 2034-09 0 | |
| NGX34 2034-10 0 | |
| NGZ34 2034-11 0 | |
| NGF35 2034-12 0 | |
| NGG35 2035-01 0 | |
| NGH35 2035-02 0 | |
| NGJ35 2035-03 0 | |
| NGK35 2035-04 0 | |
| NGM35 2035-05 0 | |
| NGN35 2035-06 0 | |
| NGQ35 2035-07 0 | |
| NGU35 2035-08 0 | |
| NGV35 2035-09 0 | |
| NGX35 2035-10 0 | |
| NGZ35 2035-11 0 | |
| NGF36 2035-12 0 | |
| NGG36 2036-01 0 | |
| NGH36 2036-02 0 | |
| NGJ36 2036-03 0 | |
| NGK36 2036-04 0 | |
| NGM36 2036-05 0 | |
| NGN36 2036-06 0 | |
| NGQ36 2036-07 0 | |
| NGU36 2036-08 0 | |
| NGV36 2036-09 0 | |
| NGX36 2036-10 0 | |
| NGZ36 2036-11 0 | |
| NGF37 2036-12 0 | |
| NGG37 2037-01 0 | |
| NGH37 2037-02 0 | |
| NGJ37 2037-03 0 | |
| NGK37 2037-04 0 | |
| NGM37 2037-05 0 | |
| NGN37 2037-06 0 | |
| NGQ37 2037-07 0 | |
| NGU37 2037-08 0 | |
| NGV37 2037-09 0 | |
| NGX37 2037-10 0 | |
| NGZ37 2037-11 0 |
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