PREVIEW / futures_30min / 2017-04-06

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-06.parquet
  size:    81 KB
  rows:    3,070

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
2017-04-06 00:00:00	ES	Futures	2559.35	2559.35	2557.71	2558.53	2501.0
2017-04-06 00:30:00	ES	Futures	2558.26	2559.08	2557.71	2559.08	1362.0
2017-04-06 01:00:00	ES	Futures	2558.8	2559.08	2556.89	2558.26	2437.0
2017-04-06 01:30:00	ES	Futures	2557.98	2559.08	2557.44	2558.53	2674.0
2017-04-06 02:00:00	ES	Futures	2558.53	2562.63	2557.98	2561.53	8050.0
2017-04-06 02:30:00	ES	Futures	2561.53	2563.17	2559.9	2560.44	6831.0
2017-04-06 03:00:00	ES	Futures	2560.44	2562.35	2556.62	2559.08	20459.0
2017-04-06 03:30:00	ES	Futures	2558.8	2560.17	2556.62	2558.8	11563.0
2017-04-06 04:00:00	ES	Futures	2559.08	2563.17	2558.53	2561.26	13123.0
2017-04-06 04:30:00	ES	Futures	2560.99	2562.9	2560.44	2562.08	9162.0
2017-04-06 05:00:00	ES	Futures	2562.08	2563.99	2562.08	2563.17	8861.0
2017-04-06 05:30:00	ES	Futures	2562.9	2564.54	2562.35	2563.17	6433.0
2017-04-06 06:00:00	ES	Futures	2562.9	2564.54	2562.9	2563.99	5940.0
2017-04-06 06:30:00	ES	Futures	2564.27	2567.54	2563.99	2566.45	11273.0
2017-04-06 07:00:00	ES	Futures	2566.45	2567.27	2565.91	2566.18	5002.0
2017-04-06 07:30:00	ES	Futures	2566.45	2567.54	2564.81	2565.09	12175.0
2017-04-06 08:00:00	ES	Futures	2565.09	2565.91	2563.45	2565.63	12553.0
2017-04-06 08:30:00	ES	Futures	2565.63	2568.09	2565.09	2567.54	18658.0
2017-04-06 09:00:00	ES	Futures	2567.54	2570.55	2567.27	2567.82	33512.0
2017-04-06 09:30:00	ES	Futures	2568.09	2571.91	2562.08	2571.64	223628.0
2017-04-06 10:00:00	ES	Futures	2571.64	2573.01	2567.27	2571.64	124169.0
2017-04-06 10:30:00	ES	Futures	2571.64	2574.1	2567.54	2571.09	111719.0
2017-04-06 11:00:00	ES	Futures	2571.09	2576.01	2570.82	2575.47	76702.0
2017-04-06 11:30:00	ES	Futures	2575.47	2576.01	2573.55	2574.92	60310.0
2017-04-06 12:00:00	ES	Futures	2574.65	2575.74	2573.55	2574.37	36770.0
2017-04-06 12:30:00	ES	Futures	2574.37	2575.19	2570.55	2572.46	53441.0
2017-04-06 13:00:00	ES	Futures	2572.46	2578.74	2571.91	2577.92	57373.0
2017-04-06 13:30:00	ES	Futures	2577.65	2579.84	2575.47	2575.47	64634.0
2017-04-06 14:00:00	ES	Futures	2575.74	2576.83	2572.46	2573.28	51078.0
2017-04-06 14:30:00	ES	Futures	2573.01	2574.92	2567.0	2568.36	110995.0
2017-04-06 15:00:00	ES	Futures	2568.36	2572.46	2567.82	2571.09	97836.0
2017-04-06 15:30:00	ES	Futures	2570.82	2573.28	2568.36	2572.46	173219.0
2017-04-06 16:00:00	ES	Futures	2572.46	2573.01	2570.0	2571.37	71400.0
2017-04-06 16:30:00	ES	Futures	2571.64	2573.28	2571.09	2573.28	4975.0
2017-04-06 18:00:00	ES	Futures	2573.28	2574.37	2572.46	2573.28	3007.0
2017-04-06 18:30:00	ES	Futures	2573.28	2573.83	2573.01	2573.28	749.0
2017-04-06 19:00:00	ES	Futures	2573.28	2574.1	2572.46	2572.73	1834.0
2017-04-06 19:30:00	ES	Futures	2572.73	2573.55	2572.19	2572.19	1239.0
2017-04-06 20:00:00	ES	Futures	2572.19	2573.83	2571.64	2573.28	3137.0
2017-04-06 20:30:00	ES	Futures	2573.28	2574.65	2572.73	2573.01	2343.0
2017-04-06 21:00:00	ES	Futures	2572.73	2573.83	2553.07	2558.53	39745.0
2017-04-06 21:30:00	ES	Futures	2558.8	2567.0	2555.8	2558.53	42640.0
2017-04-06 22:00:00	ES	Futures	2558.26	2562.08	2555.25	2559.9	33234.0
2017-04-06 22:30:00	ES	Futures	2559.9	2561.53	2557.44	2561.26	10869.0
2017-04-06 23:00:00	ES	Futures	2560.99	2564.81	2560.99	2563.72	11581.0
2017-04-06 23:30:00	ES	Futures	2563.72	2565.09	2562.63	2564.81	4179.0
2017-04-06 00:00:00	NQ	Futures	6442.51	6442.51	6438.93	6440.13	769.0
2017-04-06 00:30:00	NQ	Futures	6440.13	6441.62	6437.74	6441.32	460.0
2017-04-06 01:00:00	NQ	Futures	6441.32	6441.32	6435.95	6439.23	506.0
2017-04-06 01:30:00	NQ	Futures	6438.93	6441.32	6437.14	6441.02	568.0

> showing 50 of 3,070 rows — these rows as CSV

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