PREVIEW / futures_30min / 2017-01-09

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-09.parquet
  size:    86 KB
  rows:    3,065

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
2017-01-09 00:00:00	ES	Futures	2481.38	2481.65	2481.11	2481.38	704.0
2017-01-09 00:30:00	ES	Futures	2481.38	2481.65	2480.83	2481.65	597.0
2017-01-09 01:00:00	ES	Futures	2481.38	2481.65	2481.11	2481.65	302.0
2017-01-09 01:30:00	ES	Futures	2481.38	2482.47	2481.38	2481.65	2099.0
2017-01-09 02:00:00	ES	Futures	2481.65	2482.47	2481.65	2482.2	2025.0
2017-01-09 02:30:00	ES	Futures	2481.92	2482.47	2481.11	2481.65	1881.0
2017-01-09 03:00:00	ES	Futures	2481.38	2481.38	2479.47	2479.74	8570.0
2017-01-09 03:30:00	ES	Futures	2479.74	2480.29	2478.11	2478.11	4880.0
2017-01-09 04:00:00	ES	Futures	2478.38	2478.38	2477.01	2477.83	4396.0
2017-01-09 04:30:00	ES	Futures	2478.11	2478.92	2477.29	2478.11	3209.0
2017-01-09 05:00:00	ES	Futures	2478.11	2478.11	2477.01	2477.01	2801.0
2017-01-09 05:30:00	ES	Futures	2477.01	2477.29	2476.47	2476.74	2619.0
2017-01-09 06:00:00	ES	Futures	2476.74	2477.01	2474.83	2475.38	4683.0
2017-01-09 06:30:00	ES	Futures	2475.38	2476.2	2474.29	2475.92	4799.0
2017-01-09 07:00:00	ES	Futures	2475.92	2476.47	2474.83	2476.2	6108.0
2017-01-09 07:30:00	ES	Futures	2476.2	2477.01	2475.65	2477.01	4090.0
2017-01-09 08:00:00	ES	Futures	2477.01	2477.29	2475.92	2476.2	6431.0
2017-01-09 08:30:00	ES	Futures	2476.47	2477.01	2474.29	2475.38	9334.0
2017-01-09 09:00:00	ES	Futures	2475.11	2475.65	2473.74	2475.38	14961.0
2017-01-09 09:30:00	ES	Futures	2475.38	2475.65	2469.65	2472.38	169591.0
2017-01-09 10:00:00	ES	Futures	2472.65	2473.74	2470.2	2473.2	91854.0
2017-01-09 10:30:00	ES	Futures	2472.92	2476.2	2472.1	2475.92	69250.0
2017-01-09 11:00:00	ES	Futures	2475.65	2477.01	2474.29	2475.92	53539.0
2017-01-09 11:30:00	ES	Futures	2476.2	2476.2	2472.92	2474.56	47913.0
2017-01-09 12:00:00	ES	Futures	2474.29	2475.65	2472.65	2474.56	34961.0
2017-01-09 12:30:00	ES	Futures	2474.56	2476.47	2473.74	2475.65	29577.0
2017-01-09 13:00:00	ES	Futures	2475.38	2475.92	2472.65	2473.2	37730.0
2017-01-09 13:30:00	ES	Futures	2473.2	2474.29	2472.38	2473.74	31893.0
2017-01-09 14:00:00	ES	Futures	2473.47	2474.01	2471.01	2472.38	54182.0
2017-01-09 14:30:00	ES	Futures	2472.38	2472.38	2469.92	2471.56	51554.0
2017-01-09 15:00:00	ES	Futures	2471.56	2473.74	2470.74	2473.47	53878.0
2017-01-09 15:30:00	ES	Futures	2473.47	2474.01	2470.2	2471.01	108242.0
2017-01-09 16:00:00	ES	Futures	2470.74	2472.38	2470.47	2471.29	78125.0
2017-01-09 16:30:00	ES	Futures	2471.29	2471.56	2470.2	2470.47	5283.0
2017-01-09 18:00:00	ES	Futures	2470.74	2471.56	2467.74	2468.56	5722.0
2017-01-09 18:30:00	ES	Futures	2468.56	2469.38	2468.01	2468.29	2359.0
2017-01-09 19:00:00	ES	Futures	2468.29	2469.1	2468.29	2468.56	1332.0
2017-01-09 19:30:00	ES	Futures	2468.56	2468.83	2467.74	2467.74	1389.0
2017-01-09 20:00:00	ES	Futures	2467.74	2468.29	2467.2	2467.74	2587.0
2017-01-09 20:30:00	ES	Futures	2468.01	2469.38	2467.74	2468.29	2003.0
2017-01-09 21:00:00	ES	Futures	2468.56	2469.38	2468.29	2469.1	1508.0
2017-01-09 21:30:00	ES	Futures	2469.1	2469.38	2467.47	2468.83	2335.0
2017-01-09 22:00:00	ES	Futures	2468.83	2468.83	2467.74	2468.56	1216.0
2017-01-09 22:30:00	ES	Futures	2468.29	2468.29	2465.83	2466.38	4890.0
2017-01-09 23:00:00	ES	Futures	2466.38	2466.92	2465.56	2466.38	1784.0
2017-01-09 23:30:00	ES	Futures	2466.1	2467.2	2466.1	2467.2	1256.0
2017-01-09 00:00:00	NQ	Futures	5982.21	5983.1	5981.61	5982.51	280.0
2017-01-09 00:30:00	NQ	Futures	5982.21	5983.1	5981.31	5982.51	191.0
2017-01-09 01:00:00	NQ	Futures	5982.51	5983.1	5982.21	5983.1	145.0
2017-01-09 01:30:00	NQ	Futures	5983.1	5986.38	5983.1	5984.89	571.0

> showing 50 of 3,065 rows — these rows as CSV

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