PREVIEW / futures_30min / 2017-01-04

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-04.parquet
  size:    86 KB
  rows:    3,075

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2017-01-04 00:00:00	ES	Futures	2460.92	2461.47	2460.65	2460.92	1698.0
2017-01-04 00:30:00	ES	Futures	2460.92	2461.19	2460.1	2460.65	1607.0
2017-01-04 01:00:00	ES	Futures	2460.38	2461.19	2460.1	2460.1	1665.0
2017-01-04 01:30:00	ES	Futures	2460.1	2461.47	2459.83	2460.65	1515.0
2017-01-04 02:00:00	ES	Futures	2460.65	2460.92	2459.28	2460.1	2863.0
2017-01-04 02:30:00	ES	Futures	2460.1	2460.65	2459.28	2460.38	2512.0
2017-01-04 03:00:00	ES	Futures	2460.1	2461.47	2459.56	2460.38	8289.0
2017-01-04 03:30:00	ES	Futures	2460.65	2461.19	2459.83	2460.1	6232.0
2017-01-04 04:00:00	ES	Futures	2459.83	2460.92	2459.83	2460.92	5417.0
2017-01-04 04:30:00	ES	Futures	2460.65	2462.29	2460.38	2461.19	4974.0
2017-01-04 05:00:00	ES	Futures	2461.19	2462.56	2460.92	2462.01	4709.0
2017-01-04 05:30:00	ES	Futures	2462.01	2462.56	2460.38	2460.38	5391.0
2017-01-04 06:00:00	ES	Futures	2460.65	2462.56	2459.56	2462.01	7304.0
2017-01-04 06:30:00	ES	Futures	2462.29	2462.29	2461.47	2461.47	3114.0
2017-01-04 07:00:00	ES	Futures	2461.47	2462.01	2461.19	2461.74	4119.0
2017-01-04 07:30:00	ES	Futures	2462.01	2462.83	2461.47	2462.83	7066.0
2017-01-04 08:00:00	ES	Futures	2462.83	2464.19	2462.01	2463.65	12724.0
2017-01-04 08:30:00	ES	Futures	2463.38	2463.92	2462.56	2462.56	9236.0
2017-01-04 09:00:00	ES	Futures	2462.56	2462.83	2461.19	2462.01	18063.0
2017-01-04 09:30:00	ES	Futures	2461.74	2469.92	2461.47	2466.38	224878.0
2017-01-04 10:00:00	ES	Futures	2466.38	2468.83	2463.1	2463.1	115375.0
2017-01-04 10:30:00	ES	Futures	2463.38	2467.47	2463.1	2466.92	71693.0
2017-01-04 11:00:00	ES	Futures	2466.65	2468.56	2466.38	2468.29	69878.0
2017-01-04 11:30:00	ES	Futures	2468.01	2470.74	2468.01	2469.92	71603.0
2017-01-04 12:00:00	ES	Futures	2469.92	2471.01	2468.83	2469.38	40702.0
2017-01-04 12:30:00	ES	Futures	2469.38	2470.2	2468.83	2469.38	20924.0
2017-01-04 13:00:00	ES	Futures	2469.65	2469.65	2468.56	2469.1	25807.0
2017-01-04 13:30:00	ES	Futures	2469.38	2470.2	2468.83	2469.38	26237.0
2017-01-04 14:00:00	ES	Futures	2469.38	2473.2	2468.56	2471.56	88992.0
2017-01-04 14:30:00	ES	Futures	2471.56	2472.65	2469.65	2471.01	81434.0
2017-01-04 15:00:00	ES	Futures	2470.74	2472.38	2470.47	2471.83	81066.0
2017-01-04 15:30:00	ES	Futures	2471.56	2473.74	2469.1	2471.01	240678.0
2017-01-04 16:00:00	ES	Futures	2471.29	2471.83	2469.38	2470.74	83825.0
2017-01-04 16:30:00	ES	Futures	2470.74	2471.29	2470.2	2470.74	5724.0
2017-01-04 18:00:00	ES	Futures	2470.74	2471.83	2470.2	2471.56	2708.0
2017-01-04 18:30:00	ES	Futures	2471.56	2472.38	2469.65	2469.65	2364.0
2017-01-04 19:00:00	ES	Futures	2469.92	2470.2	2468.01	2468.83	4658.0
2017-01-04 19:30:00	ES	Futures	2468.83	2469.65	2468.29	2468.56	2230.0
2017-01-04 20:00:00	ES	Futures	2468.56	2469.92	2468.01	2469.38	3208.0
2017-01-04 20:30:00	ES	Futures	2469.38	2469.92	2468.83	2469.65	1907.0
2017-01-04 21:00:00	ES	Futures	2469.38	2469.92	2468.83	2469.38	1456.0
2017-01-04 21:30:00	ES	Futures	2469.38	2469.65	2469.1	2469.38	599.0
2017-01-04 22:00:00	ES	Futures	2469.38	2469.65	2468.83	2469.1	1469.0
2017-01-04 22:30:00	ES	Futures	2469.1	2469.92	2468.83	2469.65	809.0
2017-01-04 23:00:00	ES	Futures	2469.65	2470.2	2469.65	2470.2	981.0
2017-01-04 23:30:00	ES	Futures	2470.2	2470.2	2469.38	2469.38	660.0
2017-01-04 00:00:00	NQ	Futures	5866.76	5868.25	5864.97	5865.56	262.0
2017-01-04 00:30:00	NQ	Futures	5865.27	5866.76	5863.77	5864.97	221.0
2017-01-04 01:00:00	NQ	Futures	5864.97	5866.46	5863.18	5864.07	184.0
2017-01-04 01:30:00	NQ	Futures	5863.77	5866.76	5863.77	5864.67	258.0

> showing 50 of 3,075 rows — these rows as CSV

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