PREVIEW / futures_30min / 2017-04-05

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-05.parquet
  size:    83 KB
  rows:    3,117

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
2017-04-05 00:00:00	ES	Futures	2571.37	2571.91	2570.55	2571.64	2083.0
2017-04-05 00:30:00	ES	Futures	2571.64	2572.46	2571.37	2572.19	1397.0
2017-04-05 01:00:00	ES	Futures	2572.19	2572.46	2570.82	2572.19	2117.0
2017-04-05 01:30:00	ES	Futures	2572.19	2573.01	2570.82	2573.01	2754.0
2017-04-05 02:00:00	ES	Futures	2572.73	2573.55	2571.64	2572.46	4272.0
2017-04-05 02:30:00	ES	Futures	2572.73	2572.73	2570.82	2571.91	3385.0
2017-04-05 03:00:00	ES	Futures	2571.91	2573.28	2570.28	2570.55	9209.0
2017-04-05 03:30:00	ES	Futures	2570.28	2571.64	2570.28	2571.09	4941.0
2017-04-05 04:00:00	ES	Futures	2571.37	2572.73	2570.28	2572.19	6518.0
2017-04-05 04:30:00	ES	Futures	2572.19	2572.46	2570.82	2571.91	4373.0
2017-04-05 05:00:00	ES	Futures	2572.19	2575.47	2571.91	2574.1	7141.0
2017-04-05 05:30:00	ES	Futures	2574.1	2574.65	2573.28	2573.28	2948.0
2017-04-05 06:00:00	ES	Futures	2573.28	2573.83	2573.01	2573.01	2429.0
2017-04-05 06:30:00	ES	Futures	2573.01	2574.37	2572.73	2573.28	2851.0
2017-04-05 07:00:00	ES	Futures	2573.55	2573.55	2571.09	2571.64	5106.0
2017-04-05 07:30:00	ES	Futures	2571.64	2575.74	2571.37	2574.92	11074.0
2017-04-05 08:00:00	ES	Futures	2574.92	2580.11	2574.1	2578.74	27954.0
2017-04-05 08:30:00	ES	Futures	2578.74	2581.47	2578.2	2580.38	20711.0
2017-04-05 09:00:00	ES	Futures	2580.65	2582.29	2579.56	2582.02	25830.0
2017-04-05 09:30:00	ES	Futures	2581.75	2589.67	2581.2	2589.12	167428.0
2017-04-05 10:00:00	ES	Futures	2588.85	2594.86	2587.21	2592.95	167768.0
2017-04-05 10:30:00	ES	Futures	2593.22	2593.22	2589.94	2591.85	109212.0
2017-04-05 11:00:00	ES	Futures	2591.58	2592.67	2585.3	2585.84	118986.0
2017-04-05 11:30:00	ES	Futures	2585.84	2590.76	2583.93	2588.03	97469.0
2017-04-05 12:00:00	ES	Futures	2588.03	2591.58	2587.21	2590.76	65238.0
2017-04-05 12:30:00	ES	Futures	2590.76	2592.67	2590.21	2591.31	48275.0
2017-04-05 13:00:00	ES	Futures	2591.58	2594.31	2591.31	2592.95	49496.0
2017-04-05 13:30:00	ES	Futures	2592.95	2594.59	2592.13	2593.22	40470.0
2017-04-05 14:00:00	ES	Futures	2593.22	2593.22	2588.3	2590.21	108365.0
2017-04-05 14:30:00	ES	Futures	2590.21	2590.76	2579.56	2580.65	145228.0
2017-04-05 15:00:00	ES	Futures	2580.65	2583.11	2567.82	2571.91	228438.0
2017-04-05 15:30:00	ES	Futures	2571.91	2571.91	2563.45	2565.63	275311.0
2017-04-05 16:00:00	ES	Futures	2565.91	2567.27	2561.26	2563.72	115523.0
2017-04-05 16:30:00	ES	Futures	2563.72	2563.99	2560.72	2562.63	11487.0
2017-04-05 18:00:00	ES	Futures	2562.63	2562.9	2560.72	2562.08	4851.0
2017-04-05 18:30:00	ES	Futures	2562.08	2564.81	2561.81	2563.99	3376.0
2017-04-05 19:00:00	ES	Futures	2564.27	2565.09	2563.17	2564.81	3604.0
2017-04-05 19:30:00	ES	Futures	2564.81	2564.81	2560.99	2561.26	3653.0
2017-04-05 20:00:00	ES	Futures	2561.26	2561.53	2557.98	2558.26	11995.0
2017-04-05 20:30:00	ES	Futures	2558.53	2559.62	2557.16	2559.62	6525.0
2017-04-05 21:00:00	ES	Futures	2559.35	2559.62	2557.98	2558.26	2823.0
2017-04-05 21:30:00	ES	Futures	2557.98	2560.17	2557.44	2559.35	4717.0
2017-04-05 22:00:00	ES	Futures	2559.35	2559.62	2554.43	2555.8	9293.0
2017-04-05 22:30:00	ES	Futures	2555.8	2557.16	2554.43	2556.89	5790.0
2017-04-05 23:00:00	ES	Futures	2556.89	2557.44	2556.07	2556.62	3526.0
2017-04-05 23:30:00	ES	Futures	2556.62	2559.62	2556.62	2559.08	3745.0
2017-04-05 00:00:00	NQ	Futures	6484.25	6486.04	6482.46	6485.74	511.0
2017-04-05 00:30:00	NQ	Futures	6485.44	6488.13	6485.15	6487.83	225.0
2017-04-05 01:00:00	NQ	Futures	6487.83	6488.13	6483.65	6488.13	346.0
2017-04-05 01:30:00	NQ	Futures	6487.83	6489.92	6484.85	6489.62	406.0

> showing 50 of 3,117 rows — these rows as CSV

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