PREVIEW / futures_30min / 2017-01-06

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-06.parquet
  size:    73 KB
  rows:    2,513

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
2017-01-06 00:00:00	ES	Futures	2469.65	2469.92	2468.83	2469.1	1468.0
2017-01-06 00:30:00	ES	Futures	2469.1	2469.92	2468.83	2469.38	1027.0
2017-01-06 01:00:00	ES	Futures	2469.65	2469.92	2469.38	2469.65	956.0
2017-01-06 01:30:00	ES	Futures	2469.38	2469.92	2469.38	2469.65	477.0
2017-01-06 02:00:00	ES	Futures	2469.38	2469.38	2468.01	2468.83	2559.0
2017-01-06 02:30:00	ES	Futures	2468.56	2469.38	2467.74	2468.56	2788.0
2017-01-06 03:00:00	ES	Futures	2468.56	2468.83	2467.47	2468.29	5670.0
2017-01-06 03:30:00	ES	Futures	2468.56	2469.65	2467.74	2468.56	4315.0
2017-01-06 04:00:00	ES	Futures	2468.56	2469.38	2468.56	2468.83	2648.0
2017-01-06 04:30:00	ES	Futures	2468.83	2469.1	2468.01	2468.01	3741.0
2017-01-06 05:00:00	ES	Futures	2468.01	2469.92	2468.01	2469.38	3227.0
2017-01-06 05:30:00	ES	Futures	2469.38	2469.92	2468.83	2469.65	1815.0
2017-01-06 06:00:00	ES	Futures	2469.65	2469.92	2469.1	2469.1	2079.0
2017-01-06 06:30:00	ES	Futures	2469.38	2470.2	2469.1	2469.65	2315.0
2017-01-06 07:00:00	ES	Futures	2469.65	2470.74	2469.38	2469.38	3804.0
2017-01-06 07:30:00	ES	Futures	2469.38	2469.65	2468.01	2468.29	3941.0
2017-01-06 08:00:00	ES	Futures	2468.01	2469.38	2467.47	2468.83	11012.0
2017-01-06 08:30:00	ES	Futures	2468.56	2473.2	2468.56	2472.92	36909.0
2017-01-06 09:00:00	ES	Futures	2472.92	2473.2	2470.74	2471.01	15770.0
2017-01-06 09:30:00	ES	Futures	2471.01	2472.65	2463.92	2469.65	214619.0
2017-01-06 10:00:00	ES	Futures	2469.65	2472.38	2468.83	2470.47	102162.0
2017-01-06 10:30:00	ES	Futures	2470.74	2473.2	2466.92	2471.29	88894.0
2017-01-06 11:00:00	ES	Futures	2471.56	2476.47	2470.74	2475.65	110659.0
2017-01-06 11:30:00	ES	Futures	2475.92	2480.83	2475.11	2479.47	123025.0
2017-01-06 12:00:00	ES	Futures	2479.2	2481.38	2478.11	2481.38	71778.0
2017-01-06 12:30:00	ES	Futures	2481.11	2484.38	2481.11	2483.29	102016.0
2017-01-06 13:00:00	ES	Futures	2483.29	2483.56	2480.02	2480.02	55738.0
2017-01-06 13:30:00	ES	Futures	2480.29	2483.56	2480.02	2481.92	47357.0
2017-01-06 14:00:00	ES	Futures	2481.92	2484.38	2480.83	2481.65	70855.0
2017-01-06 14:30:00	ES	Futures	2481.65	2482.74	2480.29	2480.56	61760.0
2017-01-06 15:00:00	ES	Futures	2480.83	2482.47	2480.02	2480.02	81334.0
2017-01-06 15:30:00	ES	Futures	2480.29	2482.47	2478.11	2478.65	199308.0
2017-01-06 16:00:00	ES	Futures	2478.65	2480.29	2477.83	2478.11	81221.0
2017-01-06 16:30:00	ES	Futures	2478.11	2478.92	2477.56	2477.56	8836.0
2017-01-06 00:00:00	NQ	Futures	5921.05	5921.35	5919.86	5920.16	292.0
2017-01-06 00:30:00	NQ	Futures	5919.86	5921.35	5919.56	5921.05	166.0
2017-01-06 01:00:00	NQ	Futures	5921.05	5922.25	5920.75	5921.35	203.0
2017-01-06 01:30:00	NQ	Futures	5921.05	5922.25	5920.75	5921.95	205.0
2017-01-06 02:00:00	NQ	Futures	5921.35	5921.35	5918.37	5919.86	469.0
2017-01-06 02:30:00	NQ	Futures	5919.56	5921.05	5918.67	5919.26	296.0
2017-01-06 03:00:00	NQ	Futures	5918.96	5919.56	5916.58	5918.67	1032.0
2017-01-06 03:30:00	NQ	Futures	5918.37	5921.35	5917.77	5919.86	428.0
2017-01-06 04:00:00	NQ	Futures	5919.86	5921.65	5918.96	5920.75	275.0
2017-01-06 04:30:00	NQ	Futures	5921.05	5922.25	5919.26	5919.86	362.0
2017-01-06 05:00:00	NQ	Futures	5919.56	5923.14	5919.26	5922.25	278.0
2017-01-06 05:30:00	NQ	Futures	5921.95	5922.25	5919.86	5921.35	221.0
2017-01-06 06:00:00	NQ	Futures	5921.65	5922.84	5920.46	5922.54	314.0
2017-01-06 06:30:00	NQ	Futures	5922.25	5924.33	5921.95	5923.74	404.0
2017-01-06 07:00:00	NQ	Futures	5923.74	5926.12	5921.65	5922.25	826.0
2017-01-06 07:30:00	NQ	Futures	5922.25	5922.54	5919.86	5920.16	376.0

> showing 50 of 2,513 rows — these rows as CSV

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