PREVIEW / futures_30min / 2017-01-26

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-26.parquet
  size:    86 KB
  rows:    3,120

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
2017-01-26 00:00:00	ES	Futures	2506.75	2506.75	2505.38	2506.2	2836.0
2017-01-26 00:30:00	ES	Futures	2506.2	2507.02	2505.38	2505.93	2023.0
2017-01-26 01:00:00	ES	Futures	2505.93	2508.93	2505.66	2507.84	5628.0
2017-01-26 01:30:00	ES	Futures	2507.84	2508.66	2507.29	2507.84	2402.0
2017-01-26 02:00:00	ES	Futures	2507.84	2508.11	2506.47	2507.02	5251.0
2017-01-26 02:30:00	ES	Futures	2507.02	2507.56	2506.2	2507.02	3471.0
2017-01-26 03:00:00	ES	Futures	2507.29	2507.84	2506.2	2507.02	11547.0
2017-01-26 03:30:00	ES	Futures	2506.75	2507.29	2505.38	2505.93	7445.0
2017-01-26 04:00:00	ES	Futures	2505.93	2506.47	2505.38	2505.66	4851.0
2017-01-26 04:30:00	ES	Futures	2505.66	2506.47	2505.11	2505.93	3830.0
2017-01-26 05:00:00	ES	Futures	2506.2	2506.47	2505.11	2505.38	2341.0
2017-01-26 05:30:00	ES	Futures	2505.38	2505.93	2504.29	2505.38	5939.0
2017-01-26 06:00:00	ES	Futures	2505.66	2505.66	2503.75	2503.75	4595.0
2017-01-26 06:30:00	ES	Futures	2504.02	2504.56	2502.93	2504.29	5077.0
2017-01-26 07:00:00	ES	Futures	2504.56	2504.56	2502.93	2503.75	5001.0
2017-01-26 07:30:00	ES	Futures	2504.02	2504.29	2502.66	2502.66	6745.0
2017-01-26 08:00:00	ES	Futures	2502.66	2502.93	2501.29	2502.11	10515.0
2017-01-26 08:30:00	ES	Futures	2502.11	2504.02	2501.56	2503.2	11944.0
2017-01-26 09:00:00	ES	Futures	2503.2	2504.02	2501.29	2502.11	23547.0
2017-01-26 09:30:00	ES	Futures	2501.84	2505.11	2500.47	2504.02	146770.0
2017-01-26 10:00:00	ES	Futures	2504.02	2505.66	2501.56	2502.11	133199.0
2017-01-26 10:30:00	ES	Futures	2502.11	2505.66	2501.02	2502.11	77148.0
2017-01-26 11:00:00	ES	Futures	2502.11	2503.75	2500.47	2502.11	65032.0
2017-01-26 11:30:00	ES	Futures	2502.38	2503.75	2500.47	2501.29	74094.0
2017-01-26 12:00:00	ES	Futures	2501.29	2502.38	2500.2	2501.02	32252.0
2017-01-26 12:30:00	ES	Futures	2501.29	2501.56	2499.65	2501.02	46570.0
2017-01-26 13:00:00	ES	Futures	2501.29	2501.84	2498.02	2499.93	48788.0
2017-01-26 13:30:00	ES	Futures	2499.93	2501.56	2499.11	2501.56	42204.0
2017-01-26 14:00:00	ES	Futures	2501.56	2503.47	2500.47	2503.47	44842.0
2017-01-26 14:30:00	ES	Futures	2503.47	2503.75	2501.84	2502.11	36237.0
2017-01-26 15:00:00	ES	Futures	2502.38	2502.38	2500.2	2501.56	50934.0
2017-01-26 15:30:00	ES	Futures	2501.56	2502.66	2498.84	2501.29	130295.0
2017-01-26 16:00:00	ES	Futures	2501.56	2504.02	2501.02	2502.93	63965.0
2017-01-26 16:30:00	ES	Futures	2503.47	2503.75	2501.84	2503.2	4837.0
2017-01-26 18:00:00	ES	Futures	2502.93	2503.47	2502.11	2502.38	2968.0
2017-01-26 18:30:00	ES	Futures	2502.11	2502.38	2501.29	2501.84	1940.0
2017-01-26 19:00:00	ES	Futures	2501.56	2501.84	2500.75	2501.02	1853.0
2017-01-26 19:30:00	ES	Futures	2501.02	2501.02	2500.2	2500.47	985.0
2017-01-26 20:00:00	ES	Futures	2500.47	2500.75	2499.65	2500.2	1519.0
2017-01-26 20:30:00	ES	Futures	2499.93	2502.38	2499.93	2502.11	2528.0
2017-01-26 21:00:00	ES	Futures	2502.38	2502.66	2501.56	2501.56	1442.0
2017-01-26 21:30:00	ES	Futures	2501.56	2502.11	2501.56	2501.84	278.0
2017-01-26 22:00:00	ES	Futures	2501.56	2502.11	2501.56	2502.11	367.0
2017-01-26 22:30:00	ES	Futures	2501.84	2502.11	2501.56	2501.84	360.0
2017-01-26 23:00:00	ES	Futures	2501.84	2502.11	2501.29	2502.11	526.0
2017-01-26 23:30:00	ES	Futures	2502.11	2502.11	2501.56	2501.56	273.0
2017-01-26 00:00:00	NQ	Futures	6160.6	6161.2	6157.92	6160.3	815.0
2017-01-26 00:30:00	NQ	Futures	6160.01	6162.09	6157.92	6159.41	391.0
2017-01-26 01:00:00	NQ	Futures	6159.11	6167.46	6159.11	6165.38	815.0
2017-01-26 01:30:00	NQ	Futures	6165.08	6166.57	6163.88	6165.08	507.0

> showing 50 of 3,120 rows — these rows as CSV

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