PREVIEW / futures_30min / 2017-01-24

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-24.parquet
  size:    87 KB
  rows:    3,113

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
2017-01-24 00:00:00	ES	Futures	2466.65	2466.65	2465.29	2465.56	1756.0
2017-01-24 00:30:00	ES	Futures	2465.56	2466.65	2465.56	2466.38	1025.0
2017-01-24 01:00:00	ES	Futures	2466.38	2466.92	2465.83	2466.65	832.0
2017-01-24 01:30:00	ES	Futures	2466.65	2467.74	2466.65	2467.2	1808.0
2017-01-24 02:00:00	ES	Futures	2467.2	2467.47	2466.38	2466.38	2010.0
2017-01-24 02:30:00	ES	Futures	2466.38	2468.01	2466.1	2467.2	2828.0
2017-01-24 03:00:00	ES	Futures	2467.2	2467.74	2465.83	2466.38	6138.0
2017-01-24 03:30:00	ES	Futures	2466.38	2466.65	2465.29	2465.83	4882.0
2017-01-24 04:00:00	ES	Futures	2465.83	2468.01	2465.56	2466.65	4960.0
2017-01-24 04:30:00	ES	Futures	2466.65	2469.38	2466.38	2468.83	7725.0
2017-01-24 05:00:00	ES	Futures	2468.56	2470.47	2468.29	2468.83	6678.0
2017-01-24 05:30:00	ES	Futures	2468.83	2469.92	2468.83	2469.1	4528.0
2017-01-24 06:00:00	ES	Futures	2469.1	2469.1	2468.01	2468.29	3759.0
2017-01-24 06:30:00	ES	Futures	2468.29	2468.83	2466.1	2467.2	6870.0
2017-01-24 07:00:00	ES	Futures	2467.47	2468.01	2467.2	2467.74	2865.0
2017-01-24 07:30:00	ES	Futures	2467.74	2468.29	2467.2	2467.74	3511.0
2017-01-24 08:00:00	ES	Futures	2467.74	2468.29	2467.2	2467.47	6263.0
2017-01-24 08:30:00	ES	Futures	2467.2	2470.2	2467.2	2469.92	14938.0
2017-01-24 09:00:00	ES	Futures	2469.92	2470.47	2469.1	2469.65	10422.0
2017-01-24 09:30:00	ES	Futures	2469.65	2471.56	2468.01	2469.65	106891.0
2017-01-24 10:00:00	ES	Futures	2469.92	2472.38	2468.01	2470.2	89664.0
2017-01-24 10:30:00	ES	Futures	2470.47	2472.1	2469.65	2471.29	57481.0
2017-01-24 11:00:00	ES	Futures	2471.29	2474.29	2470.74	2472.92	88530.0
2017-01-24 11:30:00	ES	Futures	2473.2	2475.65	2472.65	2475.11	56263.0
2017-01-24 12:00:00	ES	Futures	2475.11	2478.38	2474.56	2477.83	70613.0
2017-01-24 12:30:00	ES	Futures	2477.83	2479.2	2477.29	2478.65	40084.0
2017-01-24 13:00:00	ES	Futures	2478.65	2481.92	2478.38	2481.38	69097.0
2017-01-24 13:30:00	ES	Futures	2481.38	2485.47	2481.11	2483.56	109272.0
2017-01-24 14:00:00	ES	Futures	2483.56	2485.2	2483.02	2483.29	79692.0
2017-01-24 14:30:00	ES	Futures	2483.29	2486.02	2483.29	2485.47	54159.0
2017-01-24 15:00:00	ES	Futures	2485.74	2488.2	2484.11	2485.2	92489.0
2017-01-24 15:30:00	ES	Futures	2485.47	2485.74	2481.65	2482.74	131301.0
2017-01-24 16:00:00	ES	Futures	2482.47	2483.29	2481.38	2481.65	87414.0
2017-01-24 16:30:00	ES	Futures	2481.92	2483.56	2481.38	2483.02	9393.0
2017-01-24 18:00:00	ES	Futures	2483.02	2484.11	2482.74	2483.83	2483.0
2017-01-24 18:30:00	ES	Futures	2483.56	2484.65	2483.29	2483.83	2182.0
2017-01-24 19:00:00	ES	Futures	2484.11	2484.93	2483.83	2484.11	3024.0
2017-01-24 19:30:00	ES	Futures	2484.38	2484.38	2483.02	2483.29	1955.0
2017-01-24 20:00:00	ES	Futures	2483.02	2483.56	2481.92	2482.2	2335.0
2017-01-24 20:30:00	ES	Futures	2482.2	2483.56	2482.2	2483.56	1536.0
2017-01-24 21:00:00	ES	Futures	2483.56	2484.11	2483.02	2483.02	1184.0
2017-01-24 21:30:00	ES	Futures	2483.29	2483.29	2483.02	2483.02	710.0
2017-01-24 22:00:00	ES	Futures	2483.02	2483.29	2483.02	2483.02	673.0
2017-01-24 22:30:00	ES	Futures	2483.02	2484.11	2483.02	2483.56	1438.0
2017-01-24 23:00:00	ES	Futures	2483.56	2483.83	2483.29	2483.56	600.0
2017-01-24 23:30:00	ES	Futures	2483.56	2483.56	2483.02	2483.56	1560.0
2017-01-24 00:00:00	NQ	Futures	6041.27	6041.27	6037.99	6038.59	501.0
2017-01-24 00:30:00	NQ	Futures	6038.59	6040.98	6038.59	6040.38	270.0
2017-01-24 01:00:00	NQ	Futures	6040.38	6042.47	6039.78	6042.17	246.0
2017-01-24 01:30:00	NQ	Futures	6042.17	6044.85	6042.17	6043.06	610.0

> showing 50 of 3,113 rows — these rows as CSV

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