PREVIEW / futures_30min / 2017-01-20

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-20.parquet
  size:    73 KB
  rows:    2,512

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
2017-01-20 00:00:00	ES	Futures	2470.2	2470.74	2470.2	2470.47	785.0
2017-01-20 00:30:00	ES	Futures	2470.2	2470.74	2470.2	2470.2	697.0
2017-01-20 01:00:00	ES	Futures	2470.2	2471.01	2470.2	2470.47	1217.0
2017-01-20 01:30:00	ES	Futures	2470.74	2470.74	2469.38	2469.38	1157.0
2017-01-20 02:00:00	ES	Futures	2469.38	2469.92	2468.56	2469.38	3092.0
2017-01-20 02:30:00	ES	Futures	2469.1	2470.47	2469.1	2470.47	2352.0
2017-01-20 03:00:00	ES	Futures	2470.2	2471.29	2469.1	2470.74	8865.0
2017-01-20 03:30:00	ES	Futures	2470.74	2472.1	2470.74	2471.29	8483.0
2017-01-20 04:00:00	ES	Futures	2471.29	2472.1	2470.74	2471.56	4060.0
2017-01-20 04:30:00	ES	Futures	2471.56	2471.83	2470.47	2471.56	4534.0
2017-01-20 05:00:00	ES	Futures	2471.29	2472.38	2471.01	2471.29	5544.0
2017-01-20 05:30:00	ES	Futures	2471.29	2472.38	2471.29	2471.83	5902.0
2017-01-20 06:00:00	ES	Futures	2471.83	2474.01	2471.29	2473.47	9951.0
2017-01-20 06:30:00	ES	Futures	2473.47	2474.56	2470.74	2471.01	9703.0
2017-01-20 07:00:00	ES	Futures	2470.74	2472.1	2470.74	2471.83	6328.0
2017-01-20 07:30:00	ES	Futures	2472.1	2472.92	2471.56	2472.1	4791.0
2017-01-20 08:00:00	ES	Futures	2472.1	2472.92	2471.29	2472.65	7269.0
2017-01-20 08:30:00	ES	Futures	2472.65	2474.01	2472.38	2472.92	13763.0
2017-01-20 09:00:00	ES	Futures	2472.65	2474.01	2469.1	2473.2	49034.0
2017-01-20 09:30:00	ES	Futures	2472.92	2479.74	2472.65	2477.56	263961.0
2017-01-20 10:00:00	ES	Futures	2477.29	2478.11	2474.29	2475.38	95022.0
2017-01-20 10:30:00	ES	Futures	2475.11	2476.47	2474.56	2475.92	64653.0
2017-01-20 11:00:00	ES	Futures	2476.2	2477.56	2474.29	2474.29	48455.0
2017-01-20 11:30:00	ES	Futures	2474.56	2477.01	2474.29	2475.92	54670.0
2017-01-20 12:00:00	ES	Futures	2475.92	2476.47	2468.29	2470.2	233703.0
2017-01-20 12:30:00	ES	Futures	2470.2	2470.74	2465.56	2468.83	145973.0
2017-01-20 13:00:00	ES	Futures	2468.83	2472.38	2467.74	2472.1	62516.0
2017-01-20 13:30:00	ES	Futures	2471.83	2472.38	2468.83	2469.65	34232.0
2017-01-20 14:00:00	ES	Futures	2469.92	2470.74	2466.1	2468.01	50072.0
2017-01-20 14:30:00	ES	Futures	2467.74	2469.65	2466.38	2468.83	64529.0
2017-01-20 15:00:00	ES	Futures	2468.83	2472.92	2467.47	2467.74	108900.0
2017-01-20 15:30:00	ES	Futures	2467.74	2473.2	2466.65	2472.65	210105.0
2017-01-20 16:00:00	ES	Futures	2472.65	2473.47	2471.01	2472.92	91897.0
2017-01-20 16:30:00	ES	Futures	2472.92	2473.2	2472.1	2472.92	6354.0
2017-01-20 00:00:00	NQ	Futures	6041.57	6042.47	6040.98	6040.98	186.0
2017-01-20 00:30:00	NQ	Futures	6041.27	6042.47	6040.68	6041.87	227.0
2017-01-20 01:00:00	NQ	Futures	6041.57	6043.66	6041.27	6041.57	307.0
2017-01-20 01:30:00	NQ	Futures	6041.57	6041.87	6037.4	6037.99	439.0
2017-01-20 02:00:00	NQ	Futures	6037.99	6039.78	6035.61	6038.59	597.0
2017-01-20 02:30:00	NQ	Futures	6038.29	6040.38	6037.69	6040.08	379.0
2017-01-20 03:00:00	NQ	Futures	6040.08	6042.17	6036.2	6041.27	1167.0
2017-01-20 03:30:00	NQ	Futures	6041.27	6045.45	6041.27	6042.77	907.0
2017-01-20 04:00:00	NQ	Futures	6043.06	6043.96	6041.87	6042.47	557.0
2017-01-20 04:30:00	NQ	Futures	6043.06	6043.06	6040.08	6041.27	544.0
2017-01-20 05:00:00	NQ	Futures	6041.57	6043.96	6041.27	6041.57	582.0
2017-01-20 05:30:00	NQ	Futures	6041.57	6046.05	6040.98	6044.56	863.0
2017-01-20 06:00:00	NQ	Futures	6044.56	6048.14	6043.96	6047.54	1276.0
2017-01-20 06:30:00	NQ	Futures	6047.24	6048.73	6042.47	6042.77	1348.0
2017-01-20 07:00:00	NQ	Futures	6042.47	6045.45	6041.87	6045.15	961.0
2017-01-20 07:30:00	NQ	Futures	6045.15	6047.54	6044.26	6046.35	719.0

> showing 50 of 2,512 rows — these rows as CSV

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