How to normalize json correctly by Python Pandas

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You could just pass data without any extra params.

df = pd.io.json.json_normalize(data)
df

   complete    mid.c    mid.h    mid.l    mid.o                  time  volume
0      True  119.743  119.891  119.249  119.341  1488319200.000000000   14651
1      True  119.893  119.954  119.552  119.738  1488348000.000000000   10738
2      True  119.946  120.221  119.840  119.888  1488376800.000000000   10041

If you want to change the column order, use df.reindex:

df = df.reindex(columns=['time', 'volume', 'complete', 'mid.h', 'mid.l', 'mid.c', 'mid.o'])
df

                   time  volume  complete    mid.h    mid.l    mid.c    mid.o
0  1488319200.000000000   14651      True  119.891  119.249  119.743  119.341
1  1488348000.000000000   10738      True  119.954  119.552  119.893  119.738
2  1488376800.000000000   10041      True  120.221  119.840  119.946  119.888

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