pyEX/stocks.py
def _bookToDF(b):
    '''internal'''
    quote = b.get('quote', [])
    asks = b.get('asks', [])
    bids = b.get('bids', [])
    trades = b.get('trades', [])

    df1 = pd.io.json.json_normalize(quote)
    df1['type'] = 'quote'

    df2 = pd.io.json.json_normalize(asks)
    df2['symbol'] = quote['symbol']
    df2['type'] = 'ask'

    df3 = pd.io.json.json_normalize(bids)
    df3['symbol'] = quote['symbol']
    df3['type'] = 'bid'

    df4 = pd.io.json.json_normalize(trades)
    df4['symbol'] = quote['symbol']
    df3['type'] = 'trade'

    df = pd.concat([df1, df2, df3, df4], sort=True)
    _toDatetime(df)
    return df
def _bookToDF(b):
    '''internal'''
    quote = b.get('quote', [])
    asks = b.get('asks', [])
    bids = b.get('bids', [])
    trades = b.get('trades', [])

    df1 = pd.io.json.json_normalize(quote)
    df1['type'] = 'quote'

    df2 = pd.io.json.json_normalize(asks)
    df2['symbol'] = quote['symbol']
    df2['type'] = 'ask'

    df3 = pd.io.json.json_normalize(bids)
    df3['symbol'] = quote['symbol']
    df3['type'] = 'bid'

    df4 = pd.io.json.json_normalize(trades)
    df4['symbol'] = quote['symbol']
    df3['type'] = 'trade'

    df = pd.concat([df1, df2, df3, df4], sort=True)
    _toDatetime(df)
    return df
internal