PREVIEW / futures_30min / 2017-02-08

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-08.parquet
  size:    85 KB
  rows:    3,095

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
2017-02-08 00:00:00	ES	Futures	2495.29	2495.56	2495.29	2495.29	418.0
2017-02-08 00:30:00	ES	Futures	2495.56	2496.93	2495.56	2496.38	2506.0
2017-02-08 01:00:00	ES	Futures	2496.38	2496.93	2496.11	2496.11	1418.0
2017-02-08 01:30:00	ES	Futures	2496.38	2499.38	2496.11	2499.11	4701.0
2017-02-08 02:00:00	ES	Futures	2498.84	2499.93	2498.29	2498.56	3971.0
2017-02-08 02:30:00	ES	Futures	2498.56	2499.11	2498.29	2498.56	2383.0
2017-02-08 03:00:00	ES	Futures	2498.29	2499.93	2496.11	2496.38	12175.0
2017-02-08 03:30:00	ES	Futures	2496.38	2496.65	2494.74	2495.29	6220.0
2017-02-08 04:00:00	ES	Futures	2495.56	2497.47	2494.74	2496.65	4103.0
2017-02-08 04:30:00	ES	Futures	2496.93	2499.38	2496.11	2499.38	5971.0
2017-02-08 05:00:00	ES	Futures	2499.11	2499.93	2498.56	2498.56	6406.0
2017-02-08 05:30:00	ES	Futures	2498.56	2498.84	2496.93	2497.75	4907.0
2017-02-08 06:00:00	ES	Futures	2497.47	2498.29	2497.2	2498.02	3889.0
2017-02-08 06:30:00	ES	Futures	2498.02	2498.29	2496.38	2497.2	3310.0
2017-02-08 07:00:00	ES	Futures	2496.93	2498.02	2496.38	2496.93	4373.0
2017-02-08 07:30:00	ES	Futures	2496.65	2496.93	2493.65	2493.93	15419.0
2017-02-08 08:00:00	ES	Futures	2493.93	2494.74	2493.11	2493.11	12850.0
2017-02-08 08:30:00	ES	Futures	2493.38	2494.2	2492.02	2493.65	18746.0
2017-02-08 09:00:00	ES	Futures	2493.93	2493.93	2491.2	2492.29	25710.0
2017-02-08 09:30:00	ES	Futures	2492.29	2492.84	2488.74	2491.47	185917.0
2017-02-08 10:00:00	ES	Futures	2491.47	2494.74	2490.65	2493.11	106165.0
2017-02-08 10:30:00	ES	Futures	2492.84	2497.2	2491.2	2496.38	145945.0
2017-02-08 11:00:00	ES	Futures	2496.38	2499.11	2495.84	2497.47	121068.0
2017-02-08 11:30:00	ES	Futures	2497.47	2498.29	2494.47	2495.02	78681.0
2017-02-08 12:00:00	ES	Futures	2495.02	2497.75	2494.74	2496.38	72548.0
2017-02-08 12:30:00	ES	Futures	2496.38	2496.38	2494.47	2495.56	28172.0
2017-02-08 13:00:00	ES	Futures	2495.56	2498.29	2495.56	2497.75	38938.0
2017-02-08 13:30:00	ES	Futures	2497.75	2499.65	2497.2	2498.56	43368.0
2017-02-08 14:00:00	ES	Futures	2498.56	2499.38	2497.47	2498.29	30221.0
2017-02-08 14:30:00	ES	Futures	2498.29	2499.65	2498.02	2498.56	27515.0
2017-02-08 15:00:00	ES	Futures	2498.56	2500.2	2496.93	2499.93	61052.0
2017-02-08 15:30:00	ES	Futures	2499.93	2500.75	2498.29	2499.11	107172.0
2017-02-08 16:00:00	ES	Futures	2499.38	2499.93	2498.29	2498.84	62655.0
2017-02-08 16:30:00	ES	Futures	2498.56	2499.38	2498.29	2499.11	4524.0
2017-02-08 18:00:00	ES	Futures	2499.11	2499.93	2498.56	2499.65	2201.0
2017-02-08 18:30:00	ES	Futures	2499.65	2499.65	2498.84	2499.11	988.0
2017-02-08 19:00:00	ES	Futures	2499.11	2499.11	2496.93	2497.75	3321.0
2017-02-08 19:30:00	ES	Futures	2497.47	2498.02	2497.47	2497.47	723.0
2017-02-08 20:00:00	ES	Futures	2497.75	2497.75	2496.11	2496.11	3098.0
2017-02-08 20:30:00	ES	Futures	2496.11	2497.75	2496.11	2497.2	1460.0
2017-02-08 21:00:00	ES	Futures	2497.47	2498.29	2497.47	2498.29	1049.0
2017-02-08 21:30:00	ES	Futures	2498.29	2498.29	2497.2	2497.47	845.0
2017-02-08 22:00:00	ES	Futures	2497.2	2498.02	2497.2	2497.75	437.0
2017-02-08 22:30:00	ES	Futures	2497.75	2497.75	2496.93	2497.47	957.0
2017-02-08 23:00:00	ES	Futures	2497.2	2498.29	2497.2	2498.02	833.0
2017-02-08 23:30:00	ES	Futures	2498.29	2499.38	2497.75	2499.11	1687.0
2017-02-08 00:00:00	NQ	Futures	6178.8	6179.99	6178.8	6179.7	122.0
2017-02-08 00:30:00	NQ	Futures	6179.4	6183.87	6179.4	6182.38	714.0
2017-02-08 01:00:00	NQ	Futures	6182.68	6183.28	6181.78	6182.08	349.0
2017-02-08 01:30:00	NQ	Futures	6182.38	6189.84	6182.38	6189.24	1443.0

> showing 50 of 3,095 rows — these rows as CSV

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