CODEWITHSUNDEEP
pythonpandasnumpy
Abdul
Abdul

Reputation: 261

Separate multiindex dataframe into multiple single-index dataframes in pandas

I have a multiindex dataframe describing stock movements (OHLC). The indices are date and symbol. The dataframe looks like this:

                             open   high    low  close  volume
date                symbol
2017-12-03 07:00:00 4005    38.75  38.75  38.75  38.75    2518
2018-01-04 09:58:00 4333    12.06  12.06  12.06  12.06    2000
2018-01-22 10:06:00 4338     9.22   9.22   9.22   9.22      10
2018-01-22 11:23:00 4338     9.22   9.22   9.22   9.22    1000
2017-12-14 08:41:00 4334     9.28   9.28   9.28   9.28       2
2018-01-02 10:19:00 4332    10.30  10.30  10.30  10.30     100
2018-01-09 08:56:00 4332    10.28  10.30  10.28  10.30    1500

Is there a way to separate the dataframe by symbol to produce a single-index dataframe with date as the index? Something like this:

In [1]: df.symbol('4338')
Out[1]:
                      open   high    low  close  volume
date               
2018-01-22 10:06:00   9.22   9.22   9.22   9.22      10
2018-01-22 11:23:00   9.22   9.22   9.22   9.22    1000

Any guidance to right direction would be greatly appreciated.

Upvotes: 4

Views: 1759

Answers (1)

jezrael
jezrael

Reputation: 862741

Simpliest is use xs:

print (df.xs('4338', level=1))
                     open  high   low  close  volume
date                                                
2018-01-22 10:06:00  9.22  9.22  9.22   9.22      10
2018-01-22 11:23:00  9.22  9.22  9.22   9.22    1000

If values are numeric, use:

print (df.xs(4338, level=1))

Upvotes: 3

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