PREVIEW / futures_30min / 2017-02-01

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-01.parquet
  size:    87 KB
  rows:    3,148

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
2017-02-01 00:00:00	ES	Futures	2484.93	2485.47	2484.65	2485.2	1709.0
2017-02-01 00:30:00	ES	Futures	2484.93	2485.2	2484.65	2484.93	545.0
2017-02-01 01:00:00	ES	Futures	2484.93	2486.83	2484.65	2486.56	3149.0
2017-02-01 01:30:00	ES	Futures	2486.83	2489.29	2486.29	2488.74	5388.0
2017-02-01 02:00:00	ES	Futures	2488.74	2488.74	2485.47	2485.74	5529.0
2017-02-01 02:30:00	ES	Futures	2485.74	2487.11	2485.74	2487.11	3992.0
2017-02-01 03:00:00	ES	Futures	2486.83	2488.2	2485.74	2486.56	12826.0
2017-02-01 03:30:00	ES	Futures	2486.56	2486.56	2485.2	2486.02	7764.0
2017-02-01 04:00:00	ES	Futures	2486.29	2487.11	2485.74	2486.56	5102.0
2017-02-01 04:30:00	ES	Futures	2486.56	2487.65	2486.02	2487.11	3313.0
2017-02-01 05:00:00	ES	Futures	2487.38	2489.02	2486.83	2488.74	5751.0
2017-02-01 05:30:00	ES	Futures	2488.74	2488.74	2487.11	2487.11	6490.0
2017-02-01 06:00:00	ES	Futures	2487.38	2487.65	2487.11	2487.11	2926.0
2017-02-01 06:30:00	ES	Futures	2487.38	2487.38	2486.02	2486.56	3661.0
2017-02-01 07:00:00	ES	Futures	2486.29	2488.2	2486.29	2487.11	6467.0
2017-02-01 07:30:00	ES	Futures	2487.38	2487.93	2486.83	2487.93	7042.0
2017-02-01 08:00:00	ES	Futures	2487.65	2489.83	2486.83	2488.74	14184.0
2017-02-01 08:30:00	ES	Futures	2489.02	2489.83	2488.2	2488.47	12843.0
2017-02-01 09:00:00	ES	Futures	2488.47	2490.38	2487.65	2489.56	24367.0
2017-02-01 09:30:00	ES	Futures	2489.56	2493.11	2488.47	2488.74	152465.0
2017-02-01 10:00:00	ES	Futures	2489.02	2490.65	2483.83	2484.93	128219.0
2017-02-01 10:30:00	ES	Futures	2484.93	2485.47	2477.29	2478.38	159272.0
2017-02-01 11:00:00	ES	Futures	2478.65	2481.65	2477.01	2478.38	117125.0
2017-02-01 11:30:00	ES	Futures	2478.11	2479.47	2474.83	2477.83	103530.0
2017-02-01 12:00:00	ES	Futures	2477.56	2479.47	2476.74	2478.92	65830.0
2017-02-01 12:30:00	ES	Futures	2478.92	2481.11	2478.65	2479.74	64880.0
2017-02-01 13:00:00	ES	Futures	2480.02	2482.2	2478.92	2479.74	43184.0
2017-02-01 13:30:00	ES	Futures	2479.47	2480.83	2476.47	2478.65	51982.0
2017-02-01 14:00:00	ES	Futures	2478.38	2485.2	2475.65	2483.83	136197.0
2017-02-01 14:30:00	ES	Futures	2483.83	2484.11	2476.74	2479.2	85834.0
2017-02-01 15:00:00	ES	Futures	2479.47	2483.02	2479.2	2482.47	81080.0
2017-02-01 15:30:00	ES	Futures	2482.47	2484.65	2481.11	2482.2	123062.0
2017-02-01 16:00:00	ES	Futures	2482.2	2483.29	2481.38	2481.92	74439.0
2017-02-01 16:30:00	ES	Futures	2481.92	2482.74	2481.11	2481.92	5047.0
2017-02-01 18:00:00	ES	Futures	2482.2	2482.47	2479.2	2479.47	3189.0
2017-02-01 18:30:00	ES	Futures	2479.47	2479.74	2478.38	2479.47	2716.0
2017-02-01 19:00:00	ES	Futures	2479.2	2479.47	2477.29	2477.83	3119.0
2017-02-01 19:30:00	ES	Futures	2477.83	2478.11	2476.2	2476.74	3232.0
2017-02-01 20:00:00	ES	Futures	2476.47	2478.92	2476.47	2478.65	3033.0
2017-02-01 20:30:00	ES	Futures	2478.65	2479.2	2477.01	2477.29	2229.0
2017-02-01 21:00:00	ES	Futures	2477.29	2478.11	2477.01	2478.11	1656.0
2017-02-01 21:30:00	ES	Futures	2477.83	2477.83	2476.74	2477.01	1277.0
2017-02-01 22:00:00	ES	Futures	2477.01	2477.29	2473.47	2473.47	5574.0
2017-02-01 22:30:00	ES	Futures	2473.74	2474.01	2471.56	2472.38	6893.0
2017-02-01 23:00:00	ES	Futures	2472.38	2473.2	2472.1	2472.65	3143.0
2017-02-01 23:30:00	ES	Futures	2472.65	2473.74	2472.38	2473.2	2457.0
2017-02-01 00:00:00	NQ	Futures	6121.52	6123.31	6121.52	6122.42	367.0
2017-02-01 00:30:00	NQ	Futures	6122.42	6122.42	6121.52	6122.12	160.0
2017-02-01 01:00:00	NQ	Futures	6122.12	6126.3	6121.82	6125.7	517.0
2017-02-01 01:30:00	NQ	Futures	6125.4	6132.56	6125.1	6131.67	1113.0

> showing 50 of 3,148 rows — these rows as CSV

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