PREVIEW / futures_30min / 2017-01-13

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-13.parquet
  size:    70 KB
  rows:    2,487

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
2017-01-13 00:00:00	ES	Futures	2472.1	2472.1	2471.83	2472.1	495.0
2017-01-13 00:30:00	ES	Futures	2471.83	2472.1	2471.56	2471.83	722.0
2017-01-13 01:00:00	ES	Futures	2471.83	2472.1	2471.56	2471.83	1353.0
2017-01-13 01:30:00	ES	Futures	2471.83	2472.1	2471.56	2472.1	510.0
2017-01-13 02:00:00	ES	Futures	2472.1	2472.38	2471.56	2471.56	2026.0
2017-01-13 02:30:00	ES	Futures	2471.56	2472.1	2471.29	2471.56	1986.0
2017-01-13 03:00:00	ES	Futures	2471.56	2472.92	2470.74	2472.1	8417.0
2017-01-13 03:30:00	ES	Futures	2471.83	2472.65	2470.74	2471.01	5263.0
2017-01-13 04:00:00	ES	Futures	2471.29	2471.83	2470.74	2470.74	4255.0
2017-01-13 04:30:00	ES	Futures	2470.74	2472.65	2470.74	2472.38	4816.0
2017-01-13 05:00:00	ES	Futures	2472.65	2472.92	2471.83	2472.1	3109.0
2017-01-13 05:30:00	ES	Futures	2472.1	2474.29	2471.83	2474.29	7199.0
2017-01-13 06:00:00	ES	Futures	2474.01	2474.29	2472.92	2473.2	4403.0
2017-01-13 06:30:00	ES	Futures	2473.47	2473.74	2471.83	2472.1	5528.0
2017-01-13 07:00:00	ES	Futures	2472.38	2473.2	2471.83	2472.38	3434.0
2017-01-13 07:30:00	ES	Futures	2472.38	2473.47	2471.83	2473.47	7252.0
2017-01-13 08:00:00	ES	Futures	2473.47	2474.01	2470.2	2470.47	11149.0
2017-01-13 08:30:00	ES	Futures	2470.47	2473.2	2468.83	2472.92	21600.0
2017-01-13 09:00:00	ES	Futures	2472.92	2474.01	2472.1	2473.2	16808.0
2017-01-13 09:30:00	ES	Futures	2473.2	2480.56	2472.92	2478.11	187537.0
2017-01-13 10:00:00	ES	Futures	2478.38	2479.47	2476.2	2477.29	96829.0
2017-01-13 10:30:00	ES	Futures	2477.29	2479.47	2477.01	2478.11	58520.0
2017-01-13 11:00:00	ES	Futures	2478.11	2479.2	2476.47	2478.92	56232.0
2017-01-13 11:30:00	ES	Futures	2478.92	2479.74	2477.01	2478.92	52440.0
2017-01-13 12:00:00	ES	Futures	2479.2	2479.47	2474.01	2475.38	70114.0
2017-01-13 12:30:00	ES	Futures	2475.11	2477.29	2475.11	2477.01	43472.0
2017-01-13 13:00:00	ES	Futures	2477.29	2477.83	2476.2	2477.01	31717.0
2017-01-13 13:30:00	ES	Futures	2477.29	2477.83	2475.65	2476.2	31372.0
2017-01-13 14:00:00	ES	Futures	2475.92	2476.74	2472.65	2472.92	67480.0
2017-01-13 14:30:00	ES	Futures	2472.92	2476.47	2472.65	2476.2	61089.0
2017-01-13 15:00:00	ES	Futures	2475.92	2476.2	2474.56	2475.65	35603.0
2017-01-13 15:30:00	ES	Futures	2475.65	2478.38	2474.29	2476.47	158593.0
2017-01-13 16:00:00	ES	Futures	2476.47	2480.02	2475.38	2479.2	96427.0
2017-01-13 16:30:00	ES	Futures	2479.2	2479.47	2477.29	2477.56	7857.0
2017-01-13 00:00:00	NQ	Futures	6014.72	6015.02	6013.53	6013.83	122.0
2017-01-13 00:30:00	NQ	Futures	6013.83	6014.72	6013.23	6014.13	164.0
2017-01-13 01:00:00	NQ	Futures	6014.72	6015.32	6013.83	6014.72	176.0
2017-01-13 01:30:00	NQ	Futures	6014.72	6015.32	6013.53	6015.32	215.0
2017-01-13 02:00:00	NQ	Futures	6015.32	6015.62	6012.34	6012.64	379.0
2017-01-13 02:30:00	NQ	Futures	6012.34	6014.43	6012.04	6013.23	349.0
2017-01-13 03:00:00	NQ	Futures	6012.93	6018.01	6010.25	6014.72	1468.0
2017-01-13 03:30:00	NQ	Futures	6015.02	6016.22	6011.14	6012.34	644.0
2017-01-13 04:00:00	NQ	Futures	6012.34	6013.83	6009.65	6010.85	554.0
2017-01-13 04:30:00	NQ	Futures	6010.85	6015.32	6010.85	6015.32	470.0
2017-01-13 05:00:00	NQ	Futures	6015.32	6017.71	6014.43	6014.43	719.0
2017-01-13 05:30:00	NQ	Futures	6014.72	6019.8	6014.43	6019.2	956.0
2017-01-13 06:00:00	NQ	Futures	6018.9	6019.2	6016.81	6017.11	620.0
2017-01-13 06:30:00	NQ	Futures	6017.41	6018.6	6015.62	6017.41	690.0
2017-01-13 07:00:00	NQ	Futures	6017.41	6018.9	6015.92	6018.01	556.0
2017-01-13 07:30:00	NQ	Futures	6018.3	6020.39	6016.22	6019.2	1073.0

> showing 50 of 2,487 rows — these rows as CSV

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