PREVIEW / futures_30min / 2017-01-23

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-23.parquet
  size:    85 KB
  rows:    3,062

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
2017-01-23 00:00:00	ES	Futures	2466.65	2467.2	2466.38	2467.2	883.0
2017-01-23 00:30:00	ES	Futures	2466.92	2467.47	2465.83	2465.83	1329.0
2017-01-23 01:00:00	ES	Futures	2465.83	2466.1	2464.47	2464.74	2976.0
2017-01-23 01:30:00	ES	Futures	2465.01	2465.29	2464.47	2465.29	1294.0
2017-01-23 02:00:00	ES	Futures	2465.56	2465.56	2464.74	2464.74	2744.0
2017-01-23 02:30:00	ES	Futures	2464.74	2466.65	2464.47	2465.83	4265.0
2017-01-23 03:00:00	ES	Futures	2465.83	2466.1	2463.65	2465.56	12403.0
2017-01-23 03:30:00	ES	Futures	2465.29	2466.92	2465.01	2465.83	6193.0
2017-01-23 04:00:00	ES	Futures	2466.1	2468.01	2465.56	2468.01	6325.0
2017-01-23 04:30:00	ES	Futures	2468.01	2469.92	2467.47	2468.01	10818.0
2017-01-23 05:00:00	ES	Futures	2468.29	2468.83	2467.74	2468.83	3047.0
2017-01-23 05:30:00	ES	Futures	2468.56	2468.83	2467.47	2468.01	4767.0
2017-01-23 06:00:00	ES	Futures	2467.74	2469.92	2467.47	2469.65	5283.0
2017-01-23 06:30:00	ES	Futures	2469.65	2469.65	2467.74	2467.74	5237.0
2017-01-23 07:00:00	ES	Futures	2467.47	2469.1	2467.47	2468.83	5751.0
2017-01-23 07:30:00	ES	Futures	2468.83	2469.1	2466.38	2467.2	8624.0
2017-01-23 08:00:00	ES	Futures	2467.2	2469.1	2466.65	2466.92	11151.0
2017-01-23 08:30:00	ES	Futures	2467.2	2468.56	2466.38	2468.56	10849.0
2017-01-23 09:00:00	ES	Futures	2468.56	2470.47	2467.2	2468.83	29144.0
2017-01-23 09:30:00	ES	Futures	2468.56	2474.01	2467.47	2469.38	177826.0
2017-01-23 10:00:00	ES	Futures	2469.38	2470.47	2463.92	2463.92	108907.0
2017-01-23 10:30:00	ES	Futures	2464.19	2464.47	2460.38	2462.01	109353.0
2017-01-23 11:00:00	ES	Futures	2462.29	2464.19	2459.56	2462.01	95618.0
2017-01-23 11:30:00	ES	Futures	2462.29	2463.1	2456.83	2459.56	105839.0
2017-01-23 12:00:00	ES	Futures	2459.56	2461.19	2457.38	2460.92	81182.0
2017-01-23 12:30:00	ES	Futures	2460.65	2462.83	2460.65	2462.01	48239.0
2017-01-23 13:00:00	ES	Futures	2461.74	2463.92	2461.47	2461.74	46896.0
2017-01-23 13:30:00	ES	Futures	2461.74	2467.74	2461.74	2463.65	119332.0
2017-01-23 14:00:00	ES	Futures	2463.65	2464.47	2461.47	2462.83	48332.0
2017-01-23 14:30:00	ES	Futures	2462.56	2465.56	2462.29	2465.01	44991.0
2017-01-23 15:00:00	ES	Futures	2465.01	2467.2	2463.38	2465.56	50311.0
2017-01-23 15:30:00	ES	Futures	2465.83	2468.83	2465.29	2467.47	139191.0
2017-01-23 16:00:00	ES	Futures	2467.2	2468.56	2466.65	2468.01	68443.0
2017-01-23 16:30:00	ES	Futures	2468.01	2468.29	2466.92	2467.2	6735.0
2017-01-23 18:00:00	ES	Futures	2466.65	2468.29	2466.38	2466.92	2347.0
2017-01-23 18:30:00	ES	Futures	2467.2	2468.29	2466.65	2467.47	1984.0
2017-01-23 19:00:00	ES	Futures	2467.74	2468.83	2466.92	2468.29	3038.0
2017-01-23 19:30:00	ES	Futures	2468.29	2468.29	2467.47	2467.47	960.0
2017-01-23 20:00:00	ES	Futures	2467.47	2469.38	2467.47	2468.56	2635.0
2017-01-23 20:30:00	ES	Futures	2468.29	2468.56	2467.47	2467.74	1697.0
2017-01-23 21:00:00	ES	Futures	2467.47	2467.74	2467.2	2467.2	754.0
2017-01-23 21:30:00	ES	Futures	2467.2	2467.47	2466.65	2466.92	1657.0
2017-01-23 22:00:00	ES	Futures	2466.65	2467.47	2466.65	2466.92	997.0
2017-01-23 22:30:00	ES	Futures	2466.92	2466.92	2465.83	2465.83	2112.0
2017-01-23 23:00:00	ES	Futures	2465.83	2466.92	2465.83	2466.92	977.0
2017-01-23 23:30:00	ES	Futures	2466.92	2466.92	2465.83	2466.65	2387.0
2017-01-23 00:00:00	NQ	Futures	6020.99	6021.29	6019.8	6020.69	222.0
2017-01-23 00:30:00	NQ	Futures	6021.29	6021.88	6017.41	6017.41	496.0
2017-01-23 01:00:00	NQ	Futures	6017.41	6017.41	6013.53	6013.83	630.0
2017-01-23 01:30:00	NQ	Futures	6013.83	6015.32	6012.93	6015.02	487.0

> showing 50 of 3,062 rows — these rows as CSV

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