PREVIEW / futures_30min / 2017-02-03

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-03.parquet
  size:    73 KB
  rows:    2,553

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
2017-02-03 00:00:00	ES	Futures	2478.92	2479.2	2478.11	2479.2	1807.0
2017-02-03 00:30:00	ES	Futures	2479.2	2479.47	2478.92	2479.2	777.0
2017-02-03 01:00:00	ES	Futures	2479.47	2480.02	2479.2	2479.47	660.0
2017-02-03 01:30:00	ES	Futures	2479.74	2480.56	2479.47	2480.29	1482.0
2017-02-03 02:00:00	ES	Futures	2480.29	2483.02	2480.29	2482.2	4361.0
2017-02-03 02:30:00	ES	Futures	2482.2	2484.11	2482.2	2483.83	3945.0
2017-02-03 03:00:00	ES	Futures	2484.11	2486.02	2482.2	2485.2	11421.0
2017-02-03 03:30:00	ES	Futures	2485.2	2487.38	2485.2	2486.02	8026.0
2017-02-03 04:00:00	ES	Futures	2486.02	2486.29	2484.65	2485.2	5359.0
2017-02-03 04:30:00	ES	Futures	2485.2	2486.29	2484.38	2484.93	4228.0
2017-02-03 05:00:00	ES	Futures	2484.93	2486.02	2484.38	2484.65	5512.0
2017-02-03 05:30:00	ES	Futures	2484.65	2485.47	2484.38	2485.2	3623.0
2017-02-03 06:00:00	ES	Futures	2484.93	2487.65	2484.65	2487.38	7552.0
2017-02-03 06:30:00	ES	Futures	2487.11	2488.2	2486.29	2486.56	5578.0
2017-02-03 07:00:00	ES	Futures	2486.56	2487.38	2486.29	2486.56	6259.0
2017-02-03 07:30:00	ES	Futures	2486.56	2486.83	2486.02	2486.29	4889.0
2017-02-03 08:00:00	ES	Futures	2486.29	2487.65	2485.74	2486.83	16204.0
2017-02-03 08:30:00	ES	Futures	2486.83	2494.74	2486.83	2493.65	77864.0
2017-02-03 09:00:00	ES	Futures	2493.93	2495.29	2492.29	2495.29	30410.0
2017-02-03 09:30:00	ES	Futures	2495.29	2495.84	2490.93	2493.93	158473.0
2017-02-03 10:00:00	ES	Futures	2493.65	2500.47	2493.38	2498.02	173464.0
2017-02-03 10:30:00	ES	Futures	2498.29	2501.56	2496.65	2499.93	105799.0
2017-02-03 11:00:00	ES	Futures	2499.93	2502.66	2498.29	2499.93	110091.0
2017-02-03 11:30:00	ES	Futures	2499.93	2500.47	2497.75	2499.38	72513.0
2017-02-03 12:00:00	ES	Futures	2499.65	2501.56	2499.38	2500.2	43410.0
2017-02-03 12:30:00	ES	Futures	2500.47	2501.29	2500.2	2500.75	31166.0
2017-02-03 13:00:00	ES	Futures	2501.02	2501.84	2499.38	2500.75	40018.0
2017-02-03 13:30:00	ES	Futures	2500.75	2501.02	2498.84	2499.38	44933.0
2017-02-03 14:00:00	ES	Futures	2499.11	2501.29	2499.11	2499.65	34304.0
2017-02-03 14:30:00	ES	Futures	2499.65	2501.84	2499.65	2501.02	29386.0
2017-02-03 15:00:00	ES	Futures	2500.75	2502.66	2500.47	2500.75	64238.0
2017-02-03 15:30:00	ES	Futures	2501.02	2502.93	2499.38	2500.75	163959.0
2017-02-03 16:00:00	ES	Futures	2500.75	2501.29	2498.56	2499.93	99512.0
2017-02-03 16:30:00	ES	Futures	2499.65	2501.02	2499.38	2500.47	8097.0
2017-02-03 00:00:00	NQ	Futures	6114.66	6116.15	6112.87	6114.66	457.0
2017-02-03 00:30:00	NQ	Futures	6114.66	6115.26	6113.77	6114.06	210.0
2017-02-03 01:00:00	NQ	Futures	6114.06	6116.75	6114.06	6116.75	155.0
2017-02-03 01:30:00	NQ	Futures	6116.45	6119.43	6115.85	6119.43	365.0
2017-02-03 02:00:00	NQ	Futures	6119.14	6125.4	6118.54	6123.61	1096.0
2017-02-03 02:30:00	NQ	Futures	6123.31	6128.38	6123.31	6128.38	726.0
2017-02-03 03:00:00	NQ	Futures	6128.09	6132.86	6123.01	6131.07	2283.0
2017-02-03 03:30:00	NQ	Futures	6131.37	6135.54	6131.07	6132.56	1330.0
2017-02-03 04:00:00	NQ	Futures	6132.56	6132.56	6127.19	6128.98	1199.0
2017-02-03 04:30:00	NQ	Futures	6128.98	6131.37	6125.7	6126.89	660.0
2017-02-03 05:00:00	NQ	Futures	6126.59	6129.88	6126.3	6126.89	846.0
2017-02-03 05:30:00	NQ	Futures	6126.89	6127.49	6125.4	6126.59	525.0
2017-02-03 06:00:00	NQ	Futures	6126.59	6133.16	6126.0	6131.37	1186.0
2017-02-03 06:30:00	NQ	Futures	6131.37	6134.05	6128.68	6129.28	676.0
2017-02-03 07:00:00	NQ	Futures	6128.98	6131.67	6127.19	6127.49	799.0
2017-02-03 07:30:00	NQ	Futures	6127.49	6128.38	6126.0	6127.49	982.0

> showing 50 of 2,553 rows — these rows as CSV

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