PREVIEW / futures_30min / 2017-01-17

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-17.parquet
  size:    87 KB
  rows:    3,133

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
2017-01-17 00:00:00	ES	Futures	2473.47	2473.47	2472.92	2472.92	1010.0
2017-01-17 00:30:00	ES	Futures	2472.92	2473.2	2472.1	2472.1	1557.0
2017-01-17 01:00:00	ES	Futures	2472.38	2472.38	2470.47	2471.01	4516.0
2017-01-17 01:30:00	ES	Futures	2471.29	2471.56	2471.01	2471.01	1151.0
2017-01-17 02:00:00	ES	Futures	2471.01	2471.56	2470.74	2471.29	1934.0
2017-01-17 02:30:00	ES	Futures	2471.56	2471.83	2470.74	2471.56	2627.0
2017-01-17 03:00:00	ES	Futures	2471.56	2471.83	2467.74	2468.29	15980.0
2017-01-17 03:30:00	ES	Futures	2468.29	2469.65	2467.47	2469.1	10664.0
2017-01-17 04:00:00	ES	Futures	2469.1	2469.92	2468.29	2469.65	8396.0
2017-01-17 04:30:00	ES	Futures	2469.65	2470.2	2468.56	2468.56	7317.0
2017-01-17 05:00:00	ES	Futures	2468.56	2469.65	2467.2	2468.56	10111.0
2017-01-17 05:30:00	ES	Futures	2468.29	2468.29	2465.29	2466.1	10178.0
2017-01-17 06:00:00	ES	Futures	2466.1	2466.65	2464.74	2466.38	10721.0
2017-01-17 06:30:00	ES	Futures	2466.1	2468.01	2463.1	2466.92	17652.0
2017-01-17 07:00:00	ES	Futures	2467.2	2471.29	2466.65	2470.2	20607.0
2017-01-17 07:30:00	ES	Futures	2470.2	2472.92	2469.38	2472.38	15919.0
2017-01-17 08:00:00	ES	Futures	2472.38	2472.38	2468.83	2470.47	17319.0
2017-01-17 08:30:00	ES	Futures	2470.47	2472.38	2469.38	2471.01	19954.0
2017-01-17 09:00:00	ES	Futures	2470.74	2471.01	2467.74	2468.29	27650.0
2017-01-17 09:30:00	ES	Futures	2468.56	2470.74	2465.56	2466.65	185276.0
2017-01-17 10:00:00	ES	Futures	2466.92	2473.74	2465.56	2471.56	147184.0
2017-01-17 10:30:00	ES	Futures	2471.56	2473.2	2470.2	2472.65	60948.0
2017-01-17 11:00:00	ES	Futures	2472.92	2472.92	2468.01	2469.92	81253.0
2017-01-17 11:30:00	ES	Futures	2469.92	2472.38	2468.83	2471.56	41889.0
2017-01-17 12:00:00	ES	Futures	2471.56	2472.65	2469.1	2471.29	52246.0
2017-01-17 12:30:00	ES	Futures	2471.01	2472.1	2469.92	2470.47	38756.0
2017-01-17 13:00:00	ES	Futures	2470.47	2472.92	2470.2	2472.1	29971.0
2017-01-17 13:30:00	ES	Futures	2472.38	2472.92	2471.01	2471.56	28197.0
2017-01-17 14:00:00	ES	Futures	2471.56	2472.38	2466.65	2466.92	68924.0
2017-01-17 14:30:00	ES	Futures	2467.2	2467.47	2463.38	2465.29	105959.0
2017-01-17 15:00:00	ES	Futures	2465.29	2465.83	2462.83	2464.47	93360.0
2017-01-17 15:30:00	ES	Futures	2464.74	2468.83	2464.47	2468.29	180034.0
2017-01-17 16:00:00	ES	Futures	2468.29	2469.38	2467.2	2468.56	88290.0
2017-01-17 16:30:00	ES	Futures	2468.29	2468.83	2467.47	2468.29	9470.0
2017-01-17 18:00:00	ES	Futures	2468.01	2468.83	2467.2	2468.29	2989.0
2017-01-17 18:30:00	ES	Futures	2468.29	2469.38	2468.29	2468.83	925.0
2017-01-17 19:00:00	ES	Futures	2468.83	2469.65	2468.56	2468.56	1384.0
2017-01-17 19:30:00	ES	Futures	2468.56	2469.1	2468.01	2468.01	1211.0
2017-01-17 20:00:00	ES	Futures	2468.01	2469.65	2467.74	2469.38	2513.0
2017-01-17 20:30:00	ES	Futures	2469.38	2470.2	2469.1	2469.92	1674.0
2017-01-17 21:00:00	ES	Futures	2469.92	2471.29	2469.65	2471.01	2789.0
2017-01-17 21:30:00	ES	Futures	2471.01	2471.29	2470.74	2471.01	1267.0
2017-01-17 22:00:00	ES	Futures	2471.29	2471.29	2470.47	2470.74	1439.0
2017-01-17 22:30:00	ES	Futures	2471.01	2471.83	2470.47	2471.29	2514.0
2017-01-17 23:00:00	ES	Futures	2471.29	2471.56	2471.01	2471.01	1089.0
2017-01-17 23:30:00	ES	Futures	2471.29	2471.56	2471.01	2471.29	663.0
2017-01-17 00:00:00	NQ	Futures	6029.34	6029.34	6026.96	6026.96	178.0
2017-01-17 00:30:00	NQ	Futures	6026.66	6027.25	6024.87	6025.76	276.0
2017-01-17 01:00:00	NQ	Futures	6025.76	6025.76	6021.88	6023.08	496.0
2017-01-17 01:30:00	NQ	Futures	6023.08	6024.27	6022.48	6023.08	213.0

> showing 50 of 3,133 rows — these rows as CSV

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