PREVIEW / futures_30min / 2017-04-03

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-03.parquet
  size:    82 KB
  rows:    3,102

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
2017-04-03 00:00:00	ES	Futures	2577.38	2577.65	2576.56	2577.38	1800.0
2017-04-03 00:30:00	ES	Futures	2577.38	2577.65	2576.83	2577.65	777.0
2017-04-03 01:00:00	ES	Futures	2577.65	2578.47	2577.38	2578.2	2481.0
2017-04-03 01:30:00	ES	Futures	2577.92	2579.02	2577.65	2578.47	3485.0
2017-04-03 02:00:00	ES	Futures	2578.74	2582.02	2578.47	2582.02	6441.0
2017-04-03 02:30:00	ES	Futures	2581.75	2582.02	2581.2	2581.47	2913.0
2017-04-03 03:00:00	ES	Futures	2581.75	2581.75	2579.29	2579.84	6603.0
2017-04-03 03:30:00	ES	Futures	2579.56	2579.84	2578.74	2579.29	4626.0
2017-04-03 04:00:00	ES	Futures	2579.29	2579.29	2577.92	2578.2	5120.0
2017-04-03 04:30:00	ES	Futures	2578.2	2579.29	2577.92	2579.02	5581.0
2017-04-03 05:00:00	ES	Futures	2579.02	2579.56	2578.47	2579.02	3968.0
2017-04-03 05:30:00	ES	Futures	2579.02	2581.2	2578.47	2580.93	4720.0
2017-04-03 06:00:00	ES	Futures	2581.2	2581.2	2578.2	2578.47	6920.0
2017-04-03 06:30:00	ES	Futures	2578.47	2578.47	2577.38	2577.65	5497.0
2017-04-03 07:00:00	ES	Futures	2577.65	2577.92	2576.83	2577.38	4637.0
2017-04-03 07:30:00	ES	Futures	2577.1	2577.92	2576.56	2576.83	5622.0
2017-04-03 08:00:00	ES	Futures	2577.1	2578.2	2576.28	2577.65	7600.0
2017-04-03 08:30:00	ES	Futures	2577.92	2579.02	2577.1	2578.47	7329.0
2017-04-03 09:00:00	ES	Futures	2578.47	2578.74	2577.38	2577.65	14682.0
2017-04-03 09:30:00	ES	Futures	2577.65	2580.38	2576.28	2577.1	131680.0
2017-04-03 10:00:00	ES	Futures	2577.1	2578.74	2570.55	2574.92	152912.0
2017-04-03 10:30:00	ES	Futures	2574.92	2576.28	2564.81	2565.36	146871.0
2017-04-03 11:00:00	ES	Futures	2565.09	2567.0	2560.44	2564.27	153391.0
2017-04-03 11:30:00	ES	Futures	2564.54	2565.36	2559.35	2561.26	100292.0
2017-04-03 12:00:00	ES	Futures	2561.26	2565.63	2556.62	2565.36	118811.0
2017-04-03 12:30:00	ES	Futures	2565.36	2567.0	2563.99	2567.0	67359.0
2017-04-03 13:00:00	ES	Futures	2566.72	2568.36	2564.81	2565.91	77895.0
2017-04-03 13:30:00	ES	Futures	2566.18	2566.45	2562.63	2565.91	60263.0
2017-04-03 14:00:00	ES	Futures	2566.18	2567.54	2562.9	2567.0	59763.0
2017-04-03 14:30:00	ES	Futures	2567.0	2571.64	2566.45	2570.28	104742.0
2017-04-03 15:00:00	ES	Futures	2570.28	2574.65	2569.46	2572.73	99329.0
2017-04-03 15:30:00	ES	Futures	2573.01	2574.1	2570.55	2572.73	189348.0
2017-04-03 16:00:00	ES	Futures	2573.01	2575.74	2572.46	2574.1	89786.0
2017-04-03 16:30:00	ES	Futures	2574.1	2574.1	2572.19	2572.46	7834.0
2017-04-03 18:00:00	ES	Futures	2572.19	2573.55	2572.19	2573.01	2202.0
2017-04-03 18:30:00	ES	Futures	2572.73	2573.01	2571.64	2572.46	2096.0
2017-04-03 19:00:00	ES	Futures	2572.73	2573.28	2572.19	2573.01	812.0
2017-04-03 19:30:00	ES	Futures	2573.01	2573.01	2572.19	2572.46	1178.0
2017-04-03 20:00:00	ES	Futures	2572.19	2572.46	2568.36	2569.46	7769.0
2017-04-03 20:30:00	ES	Futures	2569.46	2570.82	2569.18	2570.82	2465.0
2017-04-03 21:00:00	ES	Futures	2570.55	2571.09	2569.73	2571.09	2476.0
2017-04-03 21:30:00	ES	Futures	2570.82	2571.64	2570.55	2571.09	1721.0
2017-04-03 22:00:00	ES	Futures	2571.09	2571.64	2570.55	2570.82	1823.0
2017-04-03 22:30:00	ES	Futures	2570.82	2571.09	2570.28	2570.28	1215.0
2017-04-03 23:00:00	ES	Futures	2570.28	2570.55	2568.64	2569.73	2707.0
2017-04-03 23:30:00	ES	Futures	2569.73	2570.28	2569.73	2570.28	1625.0
2017-04-03 00:00:00	NQ	Futures	6488.43	6489.32	6487.23	6488.43	414.0
2017-04-03 00:30:00	NQ	Futures	6488.13	6489.62	6487.83	6489.32	148.0
2017-04-03 01:00:00	NQ	Futures	6489.62	6492.0	6489.62	6491.11	557.0
2017-04-03 01:30:00	NQ	Futures	6490.81	6492.3	6489.62	6492.0	449.0

> showing 50 of 3,102 rows — these rows as CSV

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