PREVIEW / futures_30min / 2017-01-31

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-31.parquet
  size:    89 KB
  rows:    3,112

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
2017-01-31 00:00:00	ES	Futures	2476.47	2476.74	2474.56	2475.38	2747.0
2017-01-31 00:30:00	ES	Futures	2475.38	2477.01	2475.38	2477.01	2064.0
2017-01-31 01:00:00	ES	Futures	2476.74	2477.01	2474.56	2475.38	2243.0
2017-01-31 01:30:00	ES	Futures	2475.38	2477.01	2475.38	2476.74	2053.0
2017-01-31 02:00:00	ES	Futures	2477.01	2478.92	2476.74	2478.11	4144.0
2017-01-31 02:30:00	ES	Futures	2478.11	2478.11	2476.47	2477.29	2704.0
2017-01-31 03:00:00	ES	Futures	2477.29	2478.65	2475.92	2478.38	10342.0
2017-01-31 03:30:00	ES	Futures	2478.38	2481.65	2478.11	2480.83	11238.0
2017-01-31 04:00:00	ES	Futures	2480.83	2481.38	2479.47	2480.56	6377.0
2017-01-31 04:30:00	ES	Futures	2480.56	2482.2	2480.56	2480.83	5340.0
2017-01-31 05:00:00	ES	Futures	2481.11	2481.38	2478.11	2478.65	6760.0
2017-01-31 05:30:00	ES	Futures	2478.65	2479.2	2477.01	2479.2	6778.0
2017-01-31 06:00:00	ES	Futures	2479.2	2481.65	2478.65	2480.83	7636.0
2017-01-31 06:30:00	ES	Futures	2481.11	2481.11	2478.92	2479.74	6977.0
2017-01-31 07:00:00	ES	Futures	2479.74	2481.11	2479.2	2479.74	6266.0
2017-01-31 07:30:00	ES	Futures	2480.02	2480.29	2475.92	2476.47	18879.0
2017-01-31 08:00:00	ES	Futures	2476.47	2478.92	2476.47	2478.11	9265.0
2017-01-31 08:30:00	ES	Futures	2478.11	2479.74	2476.47	2477.56	17991.0
2017-01-31 09:00:00	ES	Futures	2477.56	2478.65	2475.11	2475.38	26480.0
2017-01-31 09:30:00	ES	Futures	2475.38	2479.47	2473.2	2474.83	154697.0
2017-01-31 10:00:00	ES	Futures	2474.56	2476.2	2470.2	2473.2	146676.0
2017-01-31 10:30:00	ES	Futures	2473.2	2476.47	2470.47	2471.83	113589.0
2017-01-31 11:00:00	ES	Futures	2471.83	2474.56	2470.74	2471.01	86874.0
2017-01-31 11:30:00	ES	Futures	2471.01	2472.1	2468.29	2470.2	100889.0
2017-01-31 12:00:00	ES	Futures	2470.2	2474.56	2469.92	2473.74	65459.0
2017-01-31 12:30:00	ES	Futures	2473.74	2475.11	2473.2	2474.01	38766.0
2017-01-31 13:00:00	ES	Futures	2474.01	2474.29	2470.74	2473.74	54542.0
2017-01-31 13:30:00	ES	Futures	2474.01	2474.56	2469.65	2470.74	65775.0
2017-01-31 14:00:00	ES	Futures	2470.74	2473.2	2469.38	2472.92	88474.0
2017-01-31 14:30:00	ES	Futures	2472.92	2477.01	2471.29	2476.47	81966.0
2017-01-31 15:00:00	ES	Futures	2476.47	2479.2	2476.2	2477.56	76146.0
2017-01-31 15:30:00	ES	Futures	2477.56	2482.47	2477.56	2482.2	211009.0
2017-01-31 16:00:00	ES	Futures	2482.2	2483.83	2481.38	2482.2	116824.0
2017-01-31 16:30:00	ES	Futures	2482.47	2485.74	2482.2	2484.65	14815.0
2017-01-31 18:00:00	ES	Futures	2484.38	2485.74	2482.47	2483.29	5447.0
2017-01-31 18:30:00	ES	Futures	2483.02	2483.56	2482.47	2483.56	1968.0
2017-01-31 19:00:00	ES	Futures	2483.29	2483.56	2482.74	2483.29	2088.0
2017-01-31 19:30:00	ES	Futures	2483.29	2484.65	2483.02	2484.65	2122.0
2017-01-31 20:00:00	ES	Futures	2484.38	2485.2	2482.47	2483.02	3900.0
2017-01-31 20:30:00	ES	Futures	2483.02	2483.02	2481.92	2482.74	2805.0
2017-01-31 21:00:00	ES	Futures	2482.74	2483.56	2482.47	2482.74	1380.0
2017-01-31 21:30:00	ES	Futures	2482.74	2483.29	2482.47	2483.02	910.0
2017-01-31 22:00:00	ES	Futures	2483.02	2483.56	2483.02	2483.29	953.0
2017-01-31 22:30:00	ES	Futures	2483.02	2483.56	2483.02	2483.56	879.0
2017-01-31 23:00:00	ES	Futures	2483.29	2484.11	2483.29	2484.11	1283.0
2017-01-31 23:30:00	ES	Futures	2484.11	2484.93	2483.83	2484.65	2381.0
2017-01-31 00:00:00	NQ	Futures	6099.45	6099.45	6093.78	6094.97	487.0
2017-01-31 00:30:00	NQ	Futures	6094.97	6100.64	6094.97	6099.15	531.0
2017-01-31 01:00:00	NQ	Futures	6098.85	6098.85	6094.38	6096.76	536.0
2017-01-31 01:30:00	NQ	Futures	6097.06	6098.85	6094.38	6097.96	682.0

> showing 50 of 3,112 rows — these rows as CSV

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