PREVIEW / futures_30min / 2017-01-30

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-30.parquet
  size:    84 KB
  rows:    3,096

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
2017-01-30 00:00:00	ES	Futures	2490.93	2491.47	2490.65	2491.2	2048.0
2017-01-30 00:30:00	ES	Futures	2491.47	2492.29	2490.93	2491.74	2102.0
2017-01-30 01:00:00	ES	Futures	2492.02	2493.11	2491.2	2491.47	3188.0
2017-01-30 01:30:00	ES	Futures	2491.47	2491.74	2490.65	2491.2	1298.0
2017-01-30 02:00:00	ES	Futures	2491.47	2491.74	2490.38	2491.47	2608.0
2017-01-30 02:30:00	ES	Futures	2491.2	2491.74	2491.2	2491.74	1338.0
2017-01-30 03:00:00	ES	Futures	2491.47	2493.93	2491.2	2491.74	11207.0
2017-01-30 03:30:00	ES	Futures	2492.02	2492.56	2490.11	2491.2	9296.0
2017-01-30 04:00:00	ES	Futures	2491.47	2492.29	2490.38	2492.29	5057.0
2017-01-30 04:30:00	ES	Futures	2492.02	2492.56	2490.38	2490.65	5578.0
2017-01-30 05:00:00	ES	Futures	2490.65	2491.47	2490.38	2491.2	3205.0
2017-01-30 05:30:00	ES	Futures	2491.2	2491.47	2490.11	2490.38	3469.0
2017-01-30 06:00:00	ES	Futures	2490.65	2491.2	2490.11	2491.2	2886.0
2017-01-30 06:30:00	ES	Futures	2491.2	2491.47	2490.38	2490.38	1572.0
2017-01-30 07:00:00	ES	Futures	2490.65	2491.47	2490.38	2491.2	4255.0
2017-01-30 07:30:00	ES	Futures	2491.2	2491.47	2489.29	2490.38	9921.0
2017-01-30 08:00:00	ES	Futures	2490.11	2490.38	2487.11	2487.65	21076.0
2017-01-30 08:30:00	ES	Futures	2487.38	2489.56	2486.83	2489.02	14119.0
2017-01-30 09:00:00	ES	Futures	2488.74	2489.56	2488.2	2488.74	14142.0
2017-01-30 09:30:00	ES	Futures	2488.74	2489.02	2476.2	2479.2	372964.0
2017-01-30 10:00:00	ES	Futures	2479.2	2480.29	2472.38	2475.38	193147.0
2017-01-30 10:30:00	ES	Futures	2475.65	2475.65	2469.38	2471.56	153093.0
2017-01-30 11:00:00	ES	Futures	2471.56	2476.47	2470.74	2473.47	128967.0
2017-01-30 11:30:00	ES	Futures	2473.47	2477.83	2473.2	2477.29	99031.0
2017-01-30 12:00:00	ES	Futures	2477.29	2477.83	2475.11	2476.74	54164.0
2017-01-30 12:30:00	ES	Futures	2476.47	2476.47	2473.74	2475.11	47372.0
2017-01-30 13:00:00	ES	Futures	2475.11	2477.29	2474.01	2475.38	51745.0
2017-01-30 13:30:00	ES	Futures	2475.38	2475.65	2472.65	2474.29	44186.0
2017-01-30 14:00:00	ES	Futures	2474.29	2479.2	2474.29	2478.92	68837.0
2017-01-30 14:30:00	ES	Futures	2478.65	2480.29	2477.29	2479.2	71567.0
2017-01-30 15:00:00	ES	Futures	2479.2	2479.47	2475.65	2477.56	66511.0
2017-01-30 15:30:00	ES	Futures	2477.56	2484.38	2477.01	2482.47	241961.0
2017-01-30 16:00:00	ES	Futures	2482.47	2483.56	2481.65	2483.56	78369.0
2017-01-30 16:30:00	ES	Futures	2483.29	2483.56	2483.02	2483.56	7106.0
2017-01-30 18:00:00	ES	Futures	2483.02	2483.56	2481.65	2482.47	3226.0
2017-01-30 18:30:00	ES	Futures	2482.74	2483.29	2482.2	2483.29	1350.0
2017-01-30 19:00:00	ES	Futures	2483.29	2483.56	2482.2	2482.74	2400.0
2017-01-30 19:30:00	ES	Futures	2482.74	2483.29	2482.2	2483.02	1203.0
2017-01-30 20:00:00	ES	Futures	2483.02	2484.11	2482.74	2483.83	1539.0
2017-01-30 20:30:00	ES	Futures	2483.83	2484.11	2483.02	2483.02	1285.0
2017-01-30 21:00:00	ES	Futures	2483.02	2483.29	2480.56	2480.56	4193.0
2017-01-30 21:30:00	ES	Futures	2480.83	2481.38	2478.38	2478.65	4226.0
2017-01-30 22:00:00	ES	Futures	2478.65	2478.65	2474.83	2476.47	12456.0
2017-01-30 22:30:00	ES	Futures	2476.74	2477.29	2475.92	2477.01	3121.0
2017-01-30 23:00:00	ES	Futures	2477.01	2477.29	2476.2	2476.2	1840.0
2017-01-30 23:30:00	ES	Futures	2476.47	2477.29	2476.2	2476.47	1908.0
2017-01-30 00:00:00	NQ	Futures	6142.41	6143.9	6141.81	6143.3	297.0
2017-01-30 00:30:00	NQ	Futures	6143.6	6147.18	6143.3	6146.58	404.0
2017-01-30 01:00:00	NQ	Futures	6146.58	6149.27	6144.79	6147.77	812.0
2017-01-30 01:30:00	NQ	Futures	6147.77	6147.77	6145.09	6145.69	280.0

> showing 50 of 3,096 rows — these rows as CSV

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