PREVIEW / futures_30min / 2017-01-18

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-18.parquet
  size:    87 KB
  rows:    3,132

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
2017-01-18 00:00:00	ES	Futures	2471.56	2475.11	2471.29	2474.83	8494.0
2017-01-18 00:30:00	ES	Futures	2474.83	2475.11	2474.29	2475.11	1979.0
2017-01-18 01:00:00	ES	Futures	2474.83	2475.11	2473.74	2473.74	1882.0
2017-01-18 01:30:00	ES	Futures	2474.01	2474.29	2473.47	2473.47	1281.0
2017-01-18 02:00:00	ES	Futures	2473.47	2474.29	2473.47	2473.74	1842.0
2017-01-18 02:30:00	ES	Futures	2473.74	2473.74	2472.38	2472.65	3528.0
2017-01-18 03:00:00	ES	Futures	2472.92	2473.47	2470.2	2471.01	12380.0
2017-01-18 03:30:00	ES	Futures	2470.74	2471.56	2470.74	2471.29	4445.0
2017-01-18 04:00:00	ES	Futures	2471.29	2471.83	2470.74	2471.56	2892.0
2017-01-18 04:30:00	ES	Futures	2471.56	2471.83	2471.01	2471.56	3265.0
2017-01-18 05:00:00	ES	Futures	2471.56	2471.83	2470.47	2471.56	4403.0
2017-01-18 05:30:00	ES	Futures	2471.56	2472.38	2470.74	2472.38	3161.0
2017-01-18 06:00:00	ES	Futures	2472.38	2472.38	2470.2	2470.2	3369.0
2017-01-18 06:30:00	ES	Futures	2470.2	2470.47	2469.1	2469.38	6042.0
2017-01-18 07:00:00	ES	Futures	2469.38	2469.92	2468.83	2469.38	4692.0
2017-01-18 07:30:00	ES	Futures	2469.65	2472.38	2468.83	2472.1	10596.0
2017-01-18 08:00:00	ES	Futures	2472.1	2474.83	2471.83	2474.56	18106.0
2017-01-18 08:30:00	ES	Futures	2474.29	2474.56	2472.65	2472.92	12016.0
2017-01-18 09:00:00	ES	Futures	2473.2	2473.2	2470.74	2471.29	18295.0
2017-01-18 09:30:00	ES	Futures	2471.01	2471.56	2463.92	2469.65	220191.0
2017-01-18 10:00:00	ES	Futures	2469.92	2472.1	2468.83	2470.47	84416.0
2017-01-18 10:30:00	ES	Futures	2470.47	2472.1	2467.47	2469.92	71765.0
2017-01-18 11:00:00	ES	Futures	2470.2	2471.56	2469.1	2470.74	66149.0
2017-01-18 11:30:00	ES	Futures	2471.01	2471.83	2466.92	2467.74	65857.0
2017-01-18 12:00:00	ES	Futures	2467.47	2470.74	2467.47	2468.56	54127.0
2017-01-18 12:30:00	ES	Futures	2468.29	2469.92	2467.2	2467.74	31517.0
2017-01-18 13:00:00	ES	Futures	2467.47	2470.2	2467.2	2468.01	39763.0
2017-01-18 13:30:00	ES	Futures	2467.74	2469.92	2467.74	2468.56	26351.0
2017-01-18 14:00:00	ES	Futures	2468.56	2471.29	2468.29	2470.47	37261.0
2017-01-18 14:30:00	ES	Futures	2470.47	2470.74	2468.56	2470.74	28606.0
2017-01-18 15:00:00	ES	Futures	2470.47	2471.83	2469.65	2470.47	43638.0
2017-01-18 15:30:00	ES	Futures	2470.74	2473.74	2469.92	2472.92	116280.0
2017-01-18 16:00:00	ES	Futures	2472.92	2474.01	2472.38	2472.38	66819.0
2017-01-18 16:30:00	ES	Futures	2472.65	2472.92	2471.29	2471.56	8539.0
2017-01-18 18:00:00	ES	Futures	2471.83	2473.2	2471.56	2472.1	2362.0
2017-01-18 18:30:00	ES	Futures	2472.1	2473.74	2472.1	2473.2	1588.0
2017-01-18 19:00:00	ES	Futures	2473.2	2474.29	2472.92	2473.74	2642.0
2017-01-18 19:30:00	ES	Futures	2474.01	2474.83	2473.74	2473.74	2202.0
2017-01-18 20:00:00	ES	Futures	2473.47	2473.74	2472.38	2472.65	2819.0
2017-01-18 20:30:00	ES	Futures	2472.65	2473.2	2472.38	2473.2	1182.0
2017-01-18 21:00:00	ES	Futures	2473.2	2473.47	2472.92	2473.2	778.0
2017-01-18 21:30:00	ES	Futures	2473.2	2473.2	2472.65	2472.92	941.0
2017-01-18 22:00:00	ES	Futures	2472.92	2473.47	2472.65	2472.65	950.0
2017-01-18 22:30:00	ES	Futures	2472.65	2472.65	2471.83	2472.65	2547.0
2017-01-18 23:00:00	ES	Futures	2472.38	2472.38	2471.56	2472.1	862.0
2017-01-18 23:30:00	ES	Futures	2472.1	2472.38	2471.83	2472.1	777.0
2017-01-18 00:00:00	NQ	Futures	6023.97	6034.71	6023.97	6033.52	1086.0
2017-01-18 00:30:00	NQ	Futures	6033.22	6033.52	6031.13	6033.22	480.0
2017-01-18 01:00:00	NQ	Futures	6032.92	6032.92	6028.75	6029.64	635.0
2017-01-18 01:30:00	NQ	Futures	6029.94	6030.83	6028.45	6029.04	240.0

> showing 50 of 3,132 rows — these rows as CSV

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