PREVIEW / futures_30min / 2017-04-04

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-04.parquet
  size:    81 KB
  rows:    3,078

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
2017-04-04 00:00:00	ES	Futures	2570.28	2570.55	2569.18	2569.46	2250.0
2017-04-04 00:30:00	ES	Futures	2569.46	2570.55	2568.09	2569.73	3925.0
2017-04-04 01:00:00	ES	Futures	2569.73	2570.55	2569.18	2569.73	1691.0
2017-04-04 01:30:00	ES	Futures	2569.73	2569.73	2568.36	2568.91	4084.0
2017-04-04 02:00:00	ES	Futures	2568.91	2569.18	2566.72	2568.09	6374.0
2017-04-04 02:30:00	ES	Futures	2568.36	2568.36	2567.0	2567.54	3688.0
2017-04-04 03:00:00	ES	Futures	2567.54	2569.73	2566.18	2567.27	11802.0
2017-04-04 03:30:00	ES	Futures	2567.27	2567.27	2564.81	2566.72	10191.0
2017-04-04 04:00:00	ES	Futures	2566.45	2566.72	2564.54	2566.45	5822.0
2017-04-04 04:30:00	ES	Futures	2566.45	2567.82	2566.18	2566.18	4909.0
2017-04-04 05:00:00	ES	Futures	2566.18	2566.72	2565.09	2565.36	5172.0
2017-04-04 05:30:00	ES	Futures	2565.09	2566.72	2564.81	2566.72	4279.0
2017-04-04 06:00:00	ES	Futures	2566.72	2569.46	2566.45	2568.64	6021.0
2017-04-04 06:30:00	ES	Futures	2568.64	2569.18	2568.36	2568.91	5288.0
2017-04-04 07:00:00	ES	Futures	2568.64	2569.18	2565.36	2565.36	7960.0
2017-04-04 07:30:00	ES	Futures	2565.36	2565.91	2562.63	2563.72	16479.0
2017-04-04 08:00:00	ES	Futures	2563.72	2565.09	2561.81	2565.09	16480.0
2017-04-04 08:30:00	ES	Futures	2565.09	2565.63	2563.45	2565.63	13267.0
2017-04-04 09:00:00	ES	Futures	2565.63	2568.64	2565.63	2568.09	23704.0
2017-04-04 09:30:00	ES	Futures	2568.36	2572.46	2567.0	2569.46	158518.0
2017-04-04 10:00:00	ES	Futures	2569.46	2570.28	2563.72	2566.72	118510.0
2017-04-04 10:30:00	ES	Futures	2567.0	2570.28	2565.91	2567.27	96954.0
2017-04-04 11:00:00	ES	Futures	2567.27	2574.1	2566.72	2571.64	83217.0
2017-04-04 11:30:00	ES	Futures	2571.37	2574.37	2570.55	2572.19	56794.0
2017-04-04 12:00:00	ES	Futures	2572.46	2573.28	2570.55	2571.64	50253.0
2017-04-04 12:30:00	ES	Futures	2571.64	2572.46	2568.91	2569.73	51226.0
2017-04-04 13:00:00	ES	Futures	2569.73	2571.91	2568.09	2570.55	37528.0
2017-04-04 13:30:00	ES	Futures	2570.55	2572.46	2570.28	2571.64	23474.0
2017-04-04 14:00:00	ES	Futures	2571.64	2574.65	2571.37	2574.37	42514.0
2017-04-04 14:30:00	ES	Futures	2574.1	2574.65	2571.09	2571.37	44959.0
2017-04-04 15:00:00	ES	Futures	2571.37	2572.73	2569.73	2570.82	60294.0
2017-04-04 15:30:00	ES	Futures	2570.55	2575.19	2570.55	2574.37	129384.0
2017-04-04 16:00:00	ES	Futures	2574.37	2576.83	2574.1	2574.65	61574.0
2017-04-04 16:30:00	ES	Futures	2574.92	2577.1	2574.92	2577.1	5802.0
2017-04-04 18:00:00	ES	Futures	2577.1	2578.2	2576.83	2577.38	3730.0
2017-04-04 18:30:00	ES	Futures	2577.38	2577.65	2576.83	2576.83	700.0
2017-04-04 19:00:00	ES	Futures	2577.1	2577.38	2576.83	2576.83	514.0
2017-04-04 19:30:00	ES	Futures	2576.83	2577.38	2576.83	2576.83	1152.0
2017-04-04 20:00:00	ES	Futures	2576.83	2577.1	2575.47	2575.74	3346.0
2017-04-04 20:30:00	ES	Futures	2576.01	2576.01	2575.19	2575.47	2239.0
2017-04-04 21:00:00	ES	Futures	2575.47	2576.56	2575.19	2576.01	3302.0
2017-04-04 21:30:00	ES	Futures	2576.01	2576.28	2574.1	2574.92	3264.0
2017-04-04 22:00:00	ES	Futures	2574.92	2575.19	2574.1	2574.37	2153.0
2017-04-04 22:30:00	ES	Futures	2574.37	2574.65	2573.55	2573.83	2596.0
2017-04-04 23:00:00	ES	Futures	2573.83	2573.83	2572.73	2572.73	1926.0
2017-04-04 23:30:00	ES	Futures	2572.73	2572.73	2570.55	2571.37	3701.0
2017-04-04 00:00:00	NQ	Futures	6474.41	6475.31	6470.24	6471.73	639.0
2017-04-04 00:30:00	NQ	Futures	6471.73	6475.01	6467.85	6473.82	1286.0
2017-04-04 01:00:00	NQ	Futures	6473.52	6475.31	6472.33	6473.22	416.0
2017-04-04 01:30:00	NQ	Futures	6473.22	6473.82	6469.94	6472.33	624.0

> showing 50 of 3,078 rows — these rows as CSV

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