PREVIEW / futures_30min / 2017-01-16

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-16.parquet
  size:    59 KB
  rows:    2,227

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
2017-01-16 00:00:00	ES	Futures	2474.29	2474.56	2473.47	2474.01	1345.0
2017-01-16 00:30:00	ES	Futures	2474.01	2474.56	2473.74	2474.29	510.0
2017-01-16 01:00:00	ES	Futures	2474.29	2474.29	2472.92	2473.2	1554.0
2017-01-16 01:30:00	ES	Futures	2473.2	2473.47	2472.1	2473.2	2531.0
2017-01-16 02:00:00	ES	Futures	2473.2	2473.47	2472.38	2472.92	2376.0
2017-01-16 02:30:00	ES	Futures	2472.92	2473.2	2472.38	2473.2	1142.0
2017-01-16 03:00:00	ES	Futures	2472.92	2474.56	2471.56	2472.38	7734.0
2017-01-16 03:30:00	ES	Futures	2472.38	2473.2	2471.29	2472.65	6149.0
2017-01-16 04:00:00	ES	Futures	2472.65	2473.74	2471.83	2473.74	3478.0
2017-01-16 04:30:00	ES	Futures	2473.47	2474.01	2473.2	2474.01	3225.0
2017-01-16 05:00:00	ES	Futures	2473.74	2474.56	2472.92	2473.74	2962.0
2017-01-16 05:30:00	ES	Futures	2473.74	2474.56	2473.74	2474.01	1405.0
2017-01-16 06:00:00	ES	Futures	2474.29	2474.29	2473.47	2473.74	1312.0
2017-01-16 06:30:00	ES	Futures	2473.47	2474.01	2472.92	2473.47	1808.0
2017-01-16 07:00:00	ES	Futures	2473.74	2474.56	2472.92	2474.29	2663.0
2017-01-16 07:30:00	ES	Futures	2474.01	2475.38	2474.01	2475.38	2314.0
2017-01-16 08:00:00	ES	Futures	2475.11	2475.38	2474.01	2474.29	2450.0
2017-01-16 08:30:00	ES	Futures	2474.56	2475.11	2473.47	2473.74	2328.0
2017-01-16 09:00:00	ES	Futures	2473.74	2474.01	2472.92	2473.74	3298.0
2017-01-16 09:30:00	ES	Futures	2473.74	2473.74	2471.83	2471.83	6108.0
2017-01-16 10:00:00	ES	Futures	2471.83	2472.92	2471.83	2472.92	5701.0
2017-01-16 10:30:00	ES	Futures	2472.65	2473.47	2472.1	2473.47	3445.0
2017-01-16 11:00:00	ES	Futures	2473.47	2474.29	2472.65	2473.47	4049.0
2017-01-16 11:30:00	ES	Futures	2473.47	2473.74	2472.65	2473.47	3796.0
2017-01-16 12:00:00	ES	Futures	2473.2	2473.74	2472.65	2472.92	2367.0
2017-01-16 12:30:00	ES	Futures	2472.92	2474.01	2471.56	2472.38	5601.0
2017-01-16 18:00:00	ES	Futures	2472.1	2473.47	2471.83	2473.47	1708.0
2017-01-16 18:30:00	ES	Futures	2473.47	2473.47	2472.65	2472.92	582.0
2017-01-16 19:00:00	ES	Futures	2472.92	2472.92	2471.83	2472.38	1994.0
2017-01-16 19:30:00	ES	Futures	2472.38	2472.65	2471.56	2471.56	1372.0
2017-01-16 20:00:00	ES	Futures	2471.56	2472.92	2471.56	2472.38	2161.0
2017-01-16 20:30:00	ES	Futures	2472.65	2473.47	2472.38	2473.2	2146.0
2017-01-16 21:00:00	ES	Futures	2472.92	2473.2	2472.65	2472.65	671.0
2017-01-16 21:30:00	ES	Futures	2472.92	2473.74	2472.65	2473.47	1155.0
2017-01-16 22:00:00	ES	Futures	2473.74	2473.74	2472.92	2473.2	1051.0
2017-01-16 22:30:00	ES	Futures	2473.2	2473.74	2473.2	2473.47	942.0
2017-01-16 23:00:00	ES	Futures	2473.47	2473.74	2472.92	2473.47	844.0
2017-01-16 23:30:00	ES	Futures	2473.2	2474.01	2472.92	2473.47	1200.0
2017-01-16 00:00:00	NQ	Futures	6028.15	6028.75	6026.96	6028.15	240.0
2017-01-16 00:30:00	NQ	Futures	6028.15	6028.75	6027.25	6027.85	173.0
2017-01-16 01:00:00	NQ	Futures	6027.85	6028.15	6025.17	6025.17	362.0
2017-01-16 01:30:00	NQ	Futures	6025.46	6025.76	6023.38	6025.46	460.0
2017-01-16 02:00:00	NQ	Futures	6025.17	6025.17	6022.48	6024.87	397.0
2017-01-16 02:30:00	NQ	Futures	6024.27	6025.17	6023.08	6025.17	323.0
2017-01-16 03:00:00	NQ	Futures	6025.17	6026.66	6020.39	6020.99	1399.0
2017-01-16 03:30:00	NQ	Futures	6020.69	6023.38	6019.2	6021.59	1026.0
2017-01-16 04:00:00	NQ	Futures	6021.88	6026.96	6020.99	6026.96	686.0
2017-01-16 04:30:00	NQ	Futures	6026.96	6029.04	6026.06	6028.75	635.0
2017-01-16 05:00:00	NQ	Futures	6028.75	6030.54	6028.15	6029.94	836.0
2017-01-16 05:30:00	NQ	Futures	6030.24	6031.43	6029.34	6029.94	243.0

> showing 50 of 2,227 rows — these rows as CSV

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