PREVIEW / futures_30min / 2017-02-06

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-06.parquet
  size:    87 KB
  rows:    3,106

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
2017-02-06 00:00:00	ES	Futures	2499.93	2500.2	2499.65	2499.65	1125.0
2017-02-06 00:30:00	ES	Futures	2499.65	2500.2	2499.65	2499.65	1430.0
2017-02-06 01:00:00	ES	Futures	2499.93	2499.93	2499.38	2499.65	1023.0
2017-02-06 01:30:00	ES	Futures	2499.65	2500.2	2499.65	2500.2	472.0
2017-02-06 02:00:00	ES	Futures	2500.2	2501.84	2499.93	2501.84	4233.0
2017-02-06 02:30:00	ES	Futures	2501.84	2501.84	2500.47	2500.75	1877.0
2017-02-06 03:00:00	ES	Futures	2501.02	2501.02	2498.56	2499.38	11225.0
2017-02-06 03:30:00	ES	Futures	2499.38	2499.38	2497.75	2499.38	6366.0
2017-02-06 04:00:00	ES	Futures	2499.38	2502.66	2499.11	2501.56	12611.0
2017-02-06 04:30:00	ES	Futures	2501.56	2502.11	2500.75	2501.84	4079.0
2017-02-06 05:00:00	ES	Futures	2501.84	2503.2	2501.56	2502.38	5581.0
2017-02-06 05:30:00	ES	Futures	2502.66	2502.93	2502.11	2502.11	1856.0
2017-02-06 06:00:00	ES	Futures	2502.11	2502.66	2499.65	2499.93	9068.0
2017-02-06 06:30:00	ES	Futures	2499.93	2500.2	2498.84	2499.38	6457.0
2017-02-06 07:00:00	ES	Futures	2499.65	2499.65	2498.29	2498.84	5834.0
2017-02-06 07:30:00	ES	Futures	2498.84	2499.11	2496.11	2496.11	9840.0
2017-02-06 08:00:00	ES	Futures	2496.38	2496.65	2494.2	2495.29	23325.0
2017-02-06 08:30:00	ES	Futures	2495.29	2495.29	2492.02	2495.02	33919.0
2017-02-06 09:00:00	ES	Futures	2495.02	2496.65	2494.47	2495.02	19892.0
2017-02-06 09:30:00	ES	Futures	2495.02	2499.38	2494.47	2498.29	141372.0
2017-02-06 10:00:00	ES	Futures	2498.29	2500.2	2496.93	2499.11	73088.0
2017-02-06 10:30:00	ES	Futures	2499.11	2499.11	2495.56	2495.56	85327.0
2017-02-06 11:00:00	ES	Futures	2495.56	2499.65	2495.29	2498.84	64086.0
2017-02-06 11:30:00	ES	Futures	2498.56	2499.11	2495.84	2496.65	57751.0
2017-02-06 12:00:00	ES	Futures	2496.65	2497.2	2495.56	2496.65	30860.0
2017-02-06 12:30:00	ES	Futures	2496.65	2496.65	2493.65	2493.93	57787.0
2017-02-06 13:00:00	ES	Futures	2493.65	2494.47	2491.47	2493.11	83867.0
2017-02-06 13:30:00	ES	Futures	2493.38	2495.02	2491.47	2494.2	63831.0
2017-02-06 14:00:00	ES	Futures	2494.47	2494.74	2492.84	2493.65	45686.0
2017-02-06 14:30:00	ES	Futures	2493.65	2495.02	2492.84	2493.93	50531.0
2017-02-06 15:00:00	ES	Futures	2493.93	2495.56	2493.93	2494.47	44912.0
2017-02-06 15:30:00	ES	Futures	2494.74	2496.38	2493.93	2496.38	102630.0
2017-02-06 16:00:00	ES	Futures	2496.11	2496.65	2494.2	2494.47	62046.0
2017-02-06 16:30:00	ES	Futures	2494.47	2495.02	2493.93	2494.74	4537.0
2017-02-06 18:00:00	ES	Futures	2494.47	2495.29	2493.93	2495.02	2024.0
2017-02-06 18:30:00	ES	Futures	2495.29	2495.84	2495.02	2495.29	1176.0
2017-02-06 19:00:00	ES	Futures	2495.29	2495.29	2494.2	2494.2	2061.0
2017-02-06 19:30:00	ES	Futures	2494.2	2494.47	2492.29	2493.38	3384.0
2017-02-06 20:00:00	ES	Futures	2493.65	2494.74	2493.38	2493.65	1796.0
2017-02-06 20:30:00	ES	Futures	2493.93	2494.47	2492.84	2494.2	2193.0
2017-02-06 21:00:00	ES	Futures	2494.47	2494.47	2493.11	2493.93	1689.0
2017-02-06 21:30:00	ES	Futures	2493.93	2493.93	2493.38	2493.93	586.0
2017-02-06 22:00:00	ES	Futures	2493.93	2494.2	2492.02	2492.29	2968.0
2017-02-06 22:30:00	ES	Futures	2492.56	2494.2	2492.56	2494.2	1754.0
2017-02-06 23:00:00	ES	Futures	2494.2	2494.47	2493.93	2494.2	1122.0
2017-02-06 23:30:00	ES	Futures	2494.2	2494.74	2493.93	2494.47	1234.0
2017-02-06 00:00:00	NQ	Futures	6148.97	6149.56	6148.07	6148.07	216.0
2017-02-06 00:30:00	NQ	Futures	6148.67	6148.67	6147.48	6147.77	246.0
2017-02-06 01:00:00	NQ	Futures	6147.48	6148.07	6146.88	6148.07	163.0
2017-02-06 01:30:00	NQ	Futures	6148.07	6149.56	6147.77	6149.56	71.0

> showing 50 of 3,106 rows — these rows as CSV

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