title: convert IbPy data request into pandas dataframe
body: <p>I have the below code, which downloads historical data using IbPy from Interactive Brokers, and saves this to csv. Instead of saving it to csv, I would like to directly feed the data into a pandas dataframe (bypassing the csv bit).</p>
  
  <p>Can anyone help?</p>
  
  <pre><code>from time import sleep, strftime, localtime  
  from ib.ext.Contract import Contract  
  from ib.opt import ibConnection, message  
  
  
  new_symbolinput = ['ES', 'NQ']
  newDataList = []  
  dataDownload = []  
  
  def historical_data_handler(msg):  
      global newDataList  
      print (msg.reqId, msg.date, msg.close)
      if ('finished' in str(msg.date)) == False:  
          new_symbol = new_symbolinput[msg.reqId]  
          dataStr = '%s, %s, %s' % (new_symbol, strftime("%Y-%m-%d", localtime(int(msg.date))), msg.close)  
          newDataList = newDataList + [dataStr]
      else:  
          new_symbol = new_symbolinput[msg.reqId]  
          filename = 'minutetrades' + new_symbol + '.csv'  
          csvfile = open('csv_day_test/' + filename,'w')  
          for item in newDataList:  
              csvfile.write('{} \n'.format(item))
          csvfile.close()  
          newDataList = []  
          global dataDownload  
          dataDownload.append(new_symbol)  
  
  con = ibConnection()  
  con.register(historical_data_handler, message.historicalData)  
  con.connect()  
  
  symbol_id = 0  
  for i in new_symbolinput:  
      print (i)  
      qqq = Contract()  
      qqq.m_symbol = i  
      qqq.m_secType = 'FUT'  
      qqq.m_exchange = 'GLOBEX'  
      qqq.m_currency = 'USD'
      qqq.m_expiry = '201609'
      con.reqHistoricalData(symbol_id, qqq, '', '1 W', '1 day', 'TRADES', 1, 2)  
  
      symbol_id = symbol_id + 1  
      sleep(10)  
  
  print (dataDownload) 
  filename = 'downloaded_symbols.csv'  
  csvfile = open('csv_day_test/' + filename,'w')  
  for item in dataDownload:  
      csvfile.write('%s \n' % item)  
  csvfile.close()
  </code></pre>