PREVIEW / futures_30min / 2017-02-09

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-09.parquet
  size:    87 KB
  rows:    3,116

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
2017-02-09 00:00:00	ES	Futures	2499.11	2499.93	2498.84	2499.38	1726.0
2017-02-09 00:30:00	ES	Futures	2499.65	2499.65	2497.75	2498.29	1321.0
2017-02-09 01:00:00	ES	Futures	2498.29	2499.11	2498.02	2498.56	695.0
2017-02-09 01:30:00	ES	Futures	2498.84	2498.84	2498.02	2498.84	535.0
2017-02-09 02:00:00	ES	Futures	2498.84	2499.38	2498.56	2498.56	2241.0
2017-02-09 02:30:00	ES	Futures	2498.56	2499.65	2498.56	2499.38	1588.0
2017-02-09 03:00:00	ES	Futures	2499.11	2501.02	2499.11	2499.93	10865.0
2017-02-09 03:30:00	ES	Futures	2499.93	2499.93	2497.47	2499.11	6358.0
2017-02-09 04:00:00	ES	Futures	2498.84	2499.65	2498.56	2499.38	3602.0
2017-02-09 04:30:00	ES	Futures	2499.11	2500.2	2498.84	2499.11	3925.0
2017-02-09 05:00:00	ES	Futures	2499.11	2499.93	2498.56	2499.65	3360.0
2017-02-09 05:30:00	ES	Futures	2499.65	2500.2	2498.56	2499.38	2784.0
2017-02-09 06:00:00	ES	Futures	2499.11	2505.38	2499.11	2505.11	23315.0
2017-02-09 06:30:00	ES	Futures	2505.11	2505.38	2503.75	2504.02	7800.0
2017-02-09 07:00:00	ES	Futures	2504.02	2504.29	2503.47	2503.75	5641.0
2017-02-09 07:30:00	ES	Futures	2503.75	2504.02	2501.84	2503.2	11620.0
2017-02-09 08:00:00	ES	Futures	2502.93	2503.2	2501.02	2501.56	10619.0
2017-02-09 08:30:00	ES	Futures	2501.56	2501.84	2500.2	2501.56	14661.0
2017-02-09 09:00:00	ES	Futures	2501.56	2502.66	2501.29	2502.66	10306.0
2017-02-09 09:30:00	ES	Futures	2502.66	2505.11	2501.84	2504.84	136979.0
2017-02-09 10:00:00	ES	Futures	2504.84	2509.47	2504.02	2509.2	145025.0
2017-02-09 10:30:00	ES	Futures	2509.2	2513.02	2508.38	2512.47	161915.0
2017-02-09 11:00:00	ES	Futures	2512.47	2516.02	2511.38	2515.48	105518.0
2017-02-09 11:30:00	ES	Futures	2515.48	2516.02	2513.57	2514.38	83828.0
2017-02-09 12:00:00	ES	Futures	2514.11	2516.02	2513.02	2513.29	74296.0
2017-02-09 12:30:00	ES	Futures	2513.57	2514.11	2511.93	2513.29	47606.0
2017-02-09 13:00:00	ES	Futures	2513.57	2515.2	2513.02	2515.2	45029.0
2017-02-09 13:30:00	ES	Futures	2515.2	2515.75	2513.57	2515.48	34489.0
2017-02-09 14:00:00	ES	Futures	2515.48	2516.29	2514.93	2515.48	36385.0
2017-02-09 14:30:00	ES	Futures	2515.48	2517.93	2515.2	2517.11	55527.0
2017-02-09 15:00:00	ES	Futures	2517.38	2517.93	2515.48	2515.75	45360.0
2017-02-09 15:30:00	ES	Futures	2515.75	2516.02	2513.02	2513.84	148065.0
2017-02-09 16:00:00	ES	Futures	2513.57	2514.38	2512.75	2513.84	72178.0
2017-02-09 16:30:00	ES	Futures	2513.84	2514.11	2513.02	2514.11	7616.0
2017-02-09 18:00:00	ES	Futures	2514.11	2514.38	2513.02	2513.84	3889.0
2017-02-09 18:30:00	ES	Futures	2513.57	2514.66	2513.29	2513.57	1823.0
2017-02-09 19:00:00	ES	Futures	2513.57	2513.84	2512.75	2513.84	1844.0
2017-02-09 19:30:00	ES	Futures	2513.57	2514.38	2513.02	2513.84	2026.0
2017-02-09 20:00:00	ES	Futures	2513.84	2516.84	2513.57	2516.84	4245.0
2017-02-09 20:30:00	ES	Futures	2516.84	2516.84	2515.75	2516.02	1951.0
2017-02-09 21:00:00	ES	Futures	2516.02	2516.29	2515.48	2516.02	1239.0
2017-02-09 21:30:00	ES	Futures	2516.02	2517.11	2516.02	2516.84	1230.0
2017-02-09 22:00:00	ES	Futures	2517.11	2517.66	2516.84	2517.38	1992.0
2017-02-09 22:30:00	ES	Futures	2517.11	2517.38	2516.57	2516.84	1105.0
2017-02-09 23:00:00	ES	Futures	2517.11	2517.38	2516.57	2517.38	1153.0
2017-02-09 23:30:00	ES	Futures	2517.11	2517.38	2516.29	2517.11	1174.0
2017-02-09 00:00:00	NQ	Futures	6194.31	6196.7	6194.31	6195.8	350.0
2017-02-09 00:30:00	NQ	Futures	6196.1	6196.1	6191.93	6193.12	491.0
2017-02-09 01:00:00	NQ	Futures	6193.42	6195.51	6192.82	6194.91	214.0
2017-02-09 01:30:00	NQ	Futures	6194.91	6195.21	6193.72	6195.21	158.0

> showing 50 of 3,116 rows — these rows as CSV

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