PREVIEW / futures_30min / 2017-01-19

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-19.parquet
  size:    86 KB
  rows:    3,114

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
2017-01-19 00:00:00	ES	Futures	2472.1	2472.38	2471.83	2472.1	552.0
2017-01-19 00:30:00	ES	Futures	2472.38	2472.38	2471.29	2471.56	1538.0
2017-01-19 01:00:00	ES	Futures	2471.56	2473.2	2471.56	2472.92	1124.0
2017-01-19 01:30:00	ES	Futures	2472.92	2473.2	2472.1	2472.92	1383.0
2017-01-19 02:00:00	ES	Futures	2472.65	2473.2	2472.1	2472.65	1788.0
2017-01-19 02:30:00	ES	Futures	2472.38	2473.2	2472.38	2472.65	1913.0
2017-01-19 03:00:00	ES	Futures	2472.65	2472.92	2471.01	2472.38	7469.0
2017-01-19 03:30:00	ES	Futures	2472.38	2472.65	2470.47	2470.74	4357.0
2017-01-19 04:00:00	ES	Futures	2470.74	2472.1	2470.2	2471.56	5213.0
2017-01-19 04:30:00	ES	Futures	2471.83	2471.83	2469.1	2469.1	7064.0
2017-01-19 05:00:00	ES	Futures	2469.1	2469.1	2467.47	2468.83	10438.0
2017-01-19 05:30:00	ES	Futures	2468.83	2469.38	2468.01	2468.56	3564.0
2017-01-19 06:00:00	ES	Futures	2468.29	2471.29	2468.29	2471.01	4190.0
2017-01-19 06:30:00	ES	Futures	2471.29	2471.29	2470.74	2471.29	3246.0
2017-01-19 07:00:00	ES	Futures	2471.29	2471.29	2470.74	2470.74	3541.0
2017-01-19 07:30:00	ES	Futures	2470.74	2471.29	2469.92	2470.47	5452.0
2017-01-19 08:00:00	ES	Futures	2470.47	2471.01	2469.92	2470.2	4266.0
2017-01-19 08:30:00	ES	Futures	2470.2	2472.92	2470.2	2472.1	16120.0
2017-01-19 09:00:00	ES	Futures	2472.1	2474.29	2471.56	2474.01	18799.0
2017-01-19 09:30:00	ES	Futures	2474.29	2476.2	2472.1	2473.47	149081.0
2017-01-19 10:00:00	ES	Futures	2473.2	2473.74	2468.01	2470.74	114663.0
2017-01-19 10:30:00	ES	Futures	2470.74	2471.29	2468.83	2469.65	63013.0
2017-01-19 11:00:00	ES	Futures	2469.65	2471.01	2465.29	2469.92	110954.0
2017-01-19 11:30:00	ES	Futures	2469.92	2471.29	2468.56	2469.65	53161.0
2017-01-19 12:00:00	ES	Futures	2469.38	2470.2	2468.01	2469.1	48135.0
2017-01-19 12:30:00	ES	Futures	2468.83	2469.38	2467.2	2468.56	42576.0
2017-01-19 13:00:00	ES	Futures	2468.83	2469.65	2466.38	2466.65	52998.0
2017-01-19 13:30:00	ES	Futures	2466.65	2468.56	2465.83	2466.38	41031.0
2017-01-19 14:00:00	ES	Futures	2466.38	2466.92	2458.19	2462.83	141731.0
2017-01-19 14:30:00	ES	Futures	2462.56	2463.92	2461.19	2462.01	63804.0
2017-01-19 15:00:00	ES	Futures	2462.01	2465.83	2460.65	2464.74	104804.0
2017-01-19 15:30:00	ES	Futures	2465.01	2466.38	2462.56	2464.47	158741.0
2017-01-19 16:00:00	ES	Futures	2464.47	2468.56	2464.47	2467.74	106035.0
2017-01-19 16:30:00	ES	Futures	2467.47	2467.74	2466.65	2467.2	6808.0
2017-01-19 18:00:00	ES	Futures	2466.92	2468.83	2466.65	2468.56	3582.0
2017-01-19 18:30:00	ES	Futures	2468.83	2469.38	2468.56	2469.1	1832.0
2017-01-19 19:00:00	ES	Futures	2469.1	2471.83	2468.83	2470.74	6831.0
2017-01-19 19:30:00	ES	Futures	2470.74	2471.01	2470.2	2470.74	1281.0
2017-01-19 20:00:00	ES	Futures	2470.47	2470.74	2470.2	2470.47	1757.0
2017-01-19 20:30:00	ES	Futures	2470.2	2470.47	2469.1	2469.38	2205.0
2017-01-19 21:00:00	ES	Futures	2469.65	2470.74	2469.38	2470.2	2815.0
2017-01-19 21:30:00	ES	Futures	2470.2	2470.74	2469.1	2469.38	1640.0
2017-01-19 22:00:00	ES	Futures	2469.38	2470.2	2469.38	2470.2	786.0
2017-01-19 22:30:00	ES	Futures	2470.47	2471.29	2469.92	2470.47	1924.0
2017-01-19 23:00:00	ES	Futures	2470.2	2470.47	2469.65	2470.47	853.0
2017-01-19 23:30:00	ES	Futures	2470.47	2470.47	2470.2	2470.2	427.0
2017-01-19 00:00:00	NQ	Futures	6028.45	6029.94	6028.15	6029.04	215.0
2017-01-19 00:30:00	NQ	Futures	6029.04	6029.04	6026.96	6028.15	313.0
2017-01-19 01:00:00	NQ	Futures	6027.85	6031.43	6027.85	6030.83	338.0
2017-01-19 01:30:00	NQ	Futures	6030.24	6030.24	6028.45	6029.94	187.0

> showing 50 of 3,114 rows — these rows as CSV

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