PREVIEW / futures_30min / 2017-01-27

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-27.parquet
  size:    71 KB
  rows:    2,520

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
2017-01-27 00:00:00	ES	Futures	2501.84	2501.84	2500.75	2501.02	936.0
2017-01-27 00:30:00	ES	Futures	2501.29	2501.56	2501.29	2501.29	498.0
2017-01-27 01:00:00	ES	Futures	2501.56	2502.38	2501.56	2502.11	654.0
2017-01-27 01:30:00	ES	Futures	2502.11	2502.66	2501.84	2502.66	852.0
2017-01-27 02:00:00	ES	Futures	2502.66	2505.11	2502.38	2503.47	5867.0
2017-01-27 02:30:00	ES	Futures	2503.75	2505.93	2503.2	2505.11	3425.0
2017-01-27 03:00:00	ES	Futures	2505.38	2505.38	2502.93	2504.29	7700.0
2017-01-27 03:30:00	ES	Futures	2504.56	2504.84	2503.47	2504.56	3094.0
2017-01-27 04:00:00	ES	Futures	2504.56	2504.84	2502.38	2502.38	6096.0
2017-01-27 04:30:00	ES	Futures	2502.66	2503.47	2500.75	2501.29	5491.0
2017-01-27 05:00:00	ES	Futures	2501.29	2501.56	2499.93	2501.29	6060.0
2017-01-27 05:30:00	ES	Futures	2501.29	2502.11	2501.02	2501.56	2654.0
2017-01-27 06:00:00	ES	Futures	2501.84	2502.93	2501.29	2502.11	4362.0
2017-01-27 06:30:00	ES	Futures	2502.11	2502.93	2501.29	2501.29	2705.0
2017-01-27 07:00:00	ES	Futures	2501.29	2502.93	2501.29	2502.66	5466.0
2017-01-27 07:30:00	ES	Futures	2502.66	2504.02	2502.11	2503.75	5137.0
2017-01-27 08:00:00	ES	Futures	2503.75	2504.29	2503.2	2504.02	4967.0
2017-01-27 08:30:00	ES	Futures	2504.02	2504.29	2502.11	2502.93	15827.0
2017-01-27 09:00:00	ES	Futures	2502.93	2503.75	2501.56	2502.66	18700.0
2017-01-27 09:30:00	ES	Futures	2502.66	2504.56	2496.65	2498.02	146921.0
2017-01-27 10:00:00	ES	Futures	2498.29	2499.38	2496.65	2497.47	86578.0
2017-01-27 10:30:00	ES	Futures	2497.47	2499.38	2495.56	2496.38	70824.0
2017-01-27 11:00:00	ES	Futures	2496.38	2499.11	2496.11	2498.02	56017.0
2017-01-27 11:30:00	ES	Futures	2498.02	2499.11	2496.93	2498.84	51432.0
2017-01-27 12:00:00	ES	Futures	2498.84	2499.93	2498.29	2498.56	39407.0
2017-01-27 12:30:00	ES	Futures	2498.56	2499.11	2496.65	2498.02	30712.0
2017-01-27 13:00:00	ES	Futures	2498.29	2498.29	2496.65	2497.75	27767.0
2017-01-27 13:30:00	ES	Futures	2497.75	2498.56	2496.93	2496.93	26055.0
2017-01-27 14:00:00	ES	Futures	2497.2	2497.75	2496.65	2496.93	30065.0
2017-01-27 14:30:00	ES	Futures	2497.2	2498.29	2496.93	2497.75	28840.0
2017-01-27 15:00:00	ES	Futures	2497.75	2497.75	2495.29	2495.84	30067.0
2017-01-27 15:30:00	ES	Futures	2495.56	2498.84	2495.56	2497.75	131649.0
2017-01-27 16:00:00	ES	Futures	2497.75	2498.29	2497.2	2497.2	52669.0
2017-01-27 16:30:00	ES	Futures	2497.47	2498.29	2496.93	2498.29	7267.0
2017-01-27 00:00:00	NQ	Futures	6143.9	6144.49	6141.51	6143.0	259.0
2017-01-27 00:30:00	NQ	Futures	6143.3	6145.09	6143.3	6143.6	247.0
2017-01-27 01:00:00	NQ	Futures	6144.2	6145.09	6143.9	6144.79	209.0
2017-01-27 01:30:00	NQ	Futures	6144.49	6145.09	6144.2	6145.09	142.0
2017-01-27 02:00:00	NQ	Futures	6145.39	6150.46	6144.79	6146.88	976.0
2017-01-27 02:30:00	NQ	Futures	6146.88	6150.76	6145.69	6149.86	607.0
2017-01-27 03:00:00	NQ	Futures	6149.86	6150.16	6144.49	6148.07	1164.0
2017-01-27 03:30:00	NQ	Futures	6148.07	6149.27	6145.99	6148.97	352.0
2017-01-27 04:00:00	NQ	Futures	6149.27	6149.27	6143.3	6144.79	748.0
2017-01-27 04:30:00	NQ	Futures	6144.79	6146.58	6140.91	6142.41	965.0
2017-01-27 05:00:00	NQ	Futures	6142.7	6143.6	6140.02	6143.3	959.0
2017-01-27 05:30:00	NQ	Futures	6143.3	6144.79	6142.7	6143.3	507.0
2017-01-27 06:00:00	NQ	Futures	6143.6	6147.18	6143.3	6146.28	709.0
2017-01-27 06:30:00	NQ	Futures	6145.99	6147.77	6144.49	6144.79	451.0
2017-01-27 07:00:00	NQ	Futures	6145.09	6150.46	6145.09	6149.56	983.0
2017-01-27 07:30:00	NQ	Futures	6149.56	6153.44	6149.56	6152.55	917.0

> showing 50 of 2,520 rows — these rows as CSV

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