PREVIEW / futures_30min / 2017-01-10

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-10.parquet
  size:    80 KB
  rows:    3,030

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
2017-01-10 00:00:00	ES	Futures	2467.2	2467.47	2466.1	2466.38	791.0
2017-01-10 00:30:00	ES	Futures	2466.38	2466.92	2466.1	2466.65	1024.0
2017-01-10 01:00:00	ES	Futures	2466.92	2466.92	2465.29	2466.92	2128.0
2017-01-10 01:30:00	ES	Futures	2466.92	2468.56	2466.65	2468.56	1658.0
2017-01-10 02:00:00	ES	Futures	2468.56	2469.1	2468.29	2468.83	1400.0
2017-01-10 02:30:00	ES	Futures	2468.83	2470.47	2468.83	2469.92	3664.0
2017-01-10 03:00:00	ES	Futures	2469.92	2472.38	2469.65	2470.2	13453.0
2017-01-10 03:30:00	ES	Futures	2469.92	2470.2	2468.29	2469.1	6707.0
2017-01-10 04:00:00	ES	Futures	2469.38	2471.01	2469.1	2470.74	3724.0
2017-01-10 04:30:00	ES	Futures	2471.01	2471.01	2469.92	2470.74	4171.0
2017-01-10 05:00:00	ES	Futures	2470.74	2472.92	2470.2	2472.92	4706.0
2017-01-10 05:30:00	ES	Futures	2472.65	2472.92	2471.29	2472.38	6257.0
2017-01-10 06:00:00	ES	Futures	2472.38	2472.38	2471.29	2472.1	2846.0
2017-01-10 06:30:00	ES	Futures	2471.83	2472.65	2471.29	2471.56	4641.0
2017-01-10 07:00:00	ES	Futures	2471.29	2472.38	2471.01	2471.83	3692.0
2017-01-10 07:30:00	ES	Futures	2471.83	2472.38	2470.47	2470.74	5084.0
2017-01-10 08:00:00	ES	Futures	2470.74	2472.1	2469.92	2470.2	6595.0
2017-01-10 08:30:00	ES	Futures	2470.2	2471.56	2469.92	2470.74	9505.0
2017-01-10 09:00:00	ES	Futures	2470.47	2471.56	2470.47	2470.74	13333.0
2017-01-10 09:30:00	ES	Futures	2470.74	2470.74	2465.29	2468.01	170622.0
2017-01-10 10:00:00	ES	Futures	2468.29	2470.2	2467.74	2469.92	74730.0
2017-01-10 10:30:00	ES	Futures	2469.92	2474.01	2469.65	2472.38	94501.0
2017-01-10 11:00:00	ES	Futures	2472.65	2477.56	2472.38	2476.47	94741.0
2017-01-10 11:30:00	ES	Futures	2476.47	2479.47	2476.2	2478.11	60319.0
2017-01-10 12:00:00	ES	Futures	2477.83	2481.11	2477.83	2480.29	56553.0
2017-01-10 12:30:00	ES	Futures	2480.02	2480.83	2477.83	2478.38	40472.0
2017-01-10 13:00:00	ES	Futures	2478.38	2478.92	2477.56	2478.11	34844.0
2017-01-10 13:30:00	ES	Futures	2477.83	2478.11	2471.29	2472.1	75840.0
2017-01-10 14:00:00	ES	Futures	2472.1	2473.2	2469.38	2470.2	98083.0
2017-01-10 14:30:00	ES	Futures	2470.47	2473.47	2470.2	2471.56	58298.0
2017-01-10 15:00:00	ES	Futures	2471.56	2474.29	2471.56	2473.2	48844.0
2017-01-10 15:30:00	ES	Futures	2473.2	2475.92	2469.38	2469.92	186297.0
2017-01-10 16:00:00	ES	Futures	2469.92	2471.56	2469.38	2470.2	76329.0
2017-01-10 16:30:00	ES	Futures	2469.92	2471.01	2469.65	2470.2	5599.0
2017-01-10 18:00:00	ES	Futures	2469.92	2471.01	2468.83	2469.65	3045.0
2017-01-10 18:30:00	ES	Futures	2469.65	2470.47	2469.1	2470.47	1523.0
2017-01-10 19:00:00	ES	Futures	2470.47	2471.29	2469.38	2470.2	2058.0
2017-01-10 19:30:00	ES	Futures	2470.2	2471.83	2469.92	2470.47	2983.0
2017-01-10 20:00:00	ES	Futures	2470.47	2471.01	2467.2	2467.47	6042.0
2017-01-10 20:30:00	ES	Futures	2467.47	2467.74	2465.56	2466.65	5954.0
2017-01-10 21:00:00	ES	Futures	2466.65	2468.56	2466.1	2468.29	3911.0
2017-01-10 21:30:00	ES	Futures	2468.29	2468.83	2467.74	2468.29	1315.0
2017-01-10 22:00:00	ES	Futures	2468.29	2469.1	2467.2	2467.47	1745.0
2017-01-10 22:30:00	ES	Futures	2467.74	2468.29	2467.47	2468.01	1167.0
2017-01-10 23:00:00	ES	Futures	2468.29	2468.29	2467.74	2468.01	449.0
2017-01-10 23:30:00	ES	Futures	2468.01	2468.29	2466.38	2466.38	1924.0
2017-01-10 00:00:00	NQ	Futures	5979.22	5980.72	5977.73	5978.33	244.0
2017-01-10 00:30:00	NQ	Futures	5978.03	5981.01	5977.43	5980.72	360.0
2017-01-10 01:00:00	NQ	Futures	5980.72	5980.72	5977.73	5980.72	444.0
2017-01-10 01:30:00	NQ	Futures	5980.72	5986.09	5980.42	5985.49	477.0

> showing 50 of 3,030 rows — these rows as CSV

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