PREVIEW / futures_30min / 2017-01-05

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-05.parquet
  size:    88 KB
  rows:    3,129

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
2017-01-05 00:00:00	ES	Futures	2469.38	2470.47	2469.38	2470.47	1365.0
2017-01-05 00:30:00	ES	Futures	2470.47	2471.29	2470.2	2470.47	1594.0
2017-01-05 01:00:00	ES	Futures	2470.74	2471.29	2470.2	2470.74	2050.0
2017-01-05 01:30:00	ES	Futures	2470.47	2470.74	2467.47	2467.74	3633.0
2017-01-05 02:00:00	ES	Futures	2467.74	2468.29	2466.1	2466.65	5866.0
2017-01-05 02:30:00	ES	Futures	2466.92	2468.01	2466.1	2466.92	2959.0
2017-01-05 03:00:00	ES	Futures	2466.65	2468.83	2466.38	2468.56	8423.0
2017-01-05 03:30:00	ES	Futures	2468.56	2469.65	2467.74	2467.74	5465.0
2017-01-05 04:00:00	ES	Futures	2467.74	2469.65	2467.74	2469.65	4474.0
2017-01-05 04:30:00	ES	Futures	2469.65	2470.74	2468.83	2470.47	5613.0
2017-01-05 05:00:00	ES	Futures	2470.47	2470.74	2467.2	2467.47	4465.0
2017-01-05 05:30:00	ES	Futures	2467.74	2470.47	2466.65	2469.92	8729.0
2017-01-05 06:00:00	ES	Futures	2469.92	2470.2	2468.29	2468.56	3386.0
2017-01-05 06:30:00	ES	Futures	2468.56	2469.92	2468.29	2469.1	3741.0
2017-01-05 07:00:00	ES	Futures	2468.83	2469.38	2465.01	2465.56	10625.0
2017-01-05 07:30:00	ES	Futures	2465.56	2465.83	2464.47	2465.29	11805.0
2017-01-05 08:00:00	ES	Futures	2465.29	2467.2	2465.01	2466.92	14016.0
2017-01-05 08:30:00	ES	Futures	2466.65	2468.83	2466.65	2467.74	16970.0
2017-01-05 09:00:00	ES	Futures	2467.74	2468.29	2466.65	2468.01	14737.0
2017-01-05 09:30:00	ES	Futures	2467.74	2471.29	2466.38	2469.38	120395.0
2017-01-05 10:00:00	ES	Futures	2469.1	2471.56	2468.29	2470.74	84865.0
2017-01-05 10:30:00	ES	Futures	2470.74	2471.01	2466.92	2468.83	89225.0
2017-01-05 11:00:00	ES	Futures	2468.56	2469.38	2462.01	2463.92	146656.0
2017-01-05 11:30:00	ES	Futures	2464.19	2464.74	2459.28	2461.47	112399.0
2017-01-05 12:00:00	ES	Futures	2461.74	2464.47	2460.38	2463.92	74867.0
2017-01-05 12:30:00	ES	Futures	2463.92	2465.01	2462.29	2464.19	42786.0
2017-01-05 13:00:00	ES	Futures	2463.92	2466.65	2463.65	2465.01	53288.0
2017-01-05 13:30:00	ES	Futures	2465.29	2466.1	2464.19	2465.01	30645.0
2017-01-05 14:00:00	ES	Futures	2465.01	2468.29	2465.01	2467.2	54527.0
2017-01-05 14:30:00	ES	Futures	2466.92	2467.47	2465.01	2465.29	45876.0
2017-01-05 15:00:00	ES	Futures	2465.29	2468.83	2464.74	2468.56	67793.0
2017-01-05 15:30:00	ES	Futures	2468.56	2471.01	2467.2	2469.65	150381.0
2017-01-05 16:00:00	ES	Futures	2469.38	2471.29	2468.83	2470.2	74006.0
2017-01-05 16:30:00	ES	Futures	2470.2	2471.29	2469.65	2471.29	6406.0
2017-01-05 18:00:00	ES	Futures	2470.47	2471.56	2470.2	2471.01	3029.0
2017-01-05 18:30:00	ES	Futures	2471.01	2471.29	2469.65	2469.65	1577.0
2017-01-05 19:00:00	ES	Futures	2469.65	2469.92	2469.1	2469.38	1620.0
2017-01-05 19:30:00	ES	Futures	2469.38	2469.92	2468.83	2469.92	1812.0
2017-01-05 20:00:00	ES	Futures	2469.65	2471.01	2469.65	2471.01	1415.0
2017-01-05 20:30:00	ES	Futures	2470.74	2471.29	2470.47	2470.74	1355.0
2017-01-05 21:00:00	ES	Futures	2470.74	2471.01	2470.74	2470.74	583.0
2017-01-05 21:30:00	ES	Futures	2470.47	2471.29	2470.47	2470.74	531.0
2017-01-05 22:00:00	ES	Futures	2470.74	2471.01	2470.2	2470.2	1419.0
2017-01-05 22:30:00	ES	Futures	2470.47	2470.74	2470.2	2470.47	432.0
2017-01-05 23:00:00	ES	Futures	2470.47	2470.74	2469.92	2470.2	535.0
2017-01-05 23:30:00	ES	Futures	2470.2	2470.47	2469.65	2469.65	712.0
2017-01-05 00:00:00	NQ	Futures	5882.57	5884.36	5881.97	5883.76	212.0
2017-01-05 00:30:00	NQ	Futures	5883.76	5885.85	5883.76	5884.66	259.0
2017-01-05 01:00:00	NQ	Futures	5885.25	5886.15	5884.66	5884.96	308.0
2017-01-05 01:30:00	NQ	Futures	5884.96	5885.25	5878.09	5878.39	574.0

> showing 50 of 3,129 rows — these rows as CSV

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