PREVIEW / futures_30min / 2017-04-07

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-07.parquet
  size:    73 KB
  rows:    2,540

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
2017-04-07 00:00:00	ES	Futures	2564.54	2566.45	2563.45	2563.99	5422.0
2017-04-07 00:30:00	ES	Futures	2564.27	2566.18	2563.99	2564.81	3395.0
2017-04-07 01:00:00	ES	Futures	2565.09	2566.72	2563.45	2566.45	5323.0
2017-04-07 01:30:00	ES	Futures	2566.45	2566.72	2562.08	2563.99	8242.0
2017-04-07 02:00:00	ES	Futures	2563.99	2566.72	2563.72	2565.63	7856.0
2017-04-07 02:30:00	ES	Futures	2565.63	2566.18	2565.09	2565.36	5615.0
2017-04-07 03:00:00	ES	Futures	2565.36	2566.72	2563.72	2564.81	11660.0
2017-04-07 03:30:00	ES	Futures	2565.09	2570.55	2565.09	2569.46	13170.0
2017-04-07 04:00:00	ES	Futures	2569.46	2569.73	2567.27	2567.82	6561.0
2017-04-07 04:30:00	ES	Futures	2567.82	2569.73	2567.0	2568.36	8640.0
2017-04-07 05:00:00	ES	Futures	2568.09	2569.18	2565.63	2565.91	9756.0
2017-04-07 05:30:00	ES	Futures	2565.91	2567.54	2564.81	2567.0	8207.0
2017-04-07 06:00:00	ES	Futures	2567.0	2568.64	2566.45	2568.36	6319.0
2017-04-07 06:30:00	ES	Futures	2568.64	2572.19	2568.36	2570.28	11171.0
2017-04-07 07:00:00	ES	Futures	2570.55	2573.28	2570.28	2573.01	9175.0
2017-04-07 07:30:00	ES	Futures	2573.28	2573.83	2570.55	2570.82	9029.0
2017-04-07 08:00:00	ES	Futures	2570.82	2571.37	2567.27	2569.46	20145.0
2017-04-07 08:30:00	ES	Futures	2569.73	2570.0	2562.63	2567.54	62275.0
2017-04-07 09:00:00	ES	Futures	2567.27	2571.37	2566.45	2569.73	32031.0
2017-04-07 09:30:00	ES	Futures	2570.0	2576.01	2564.54	2565.09	197894.0
2017-04-07 10:00:00	ES	Futures	2565.09	2573.28	2564.27	2572.19	93511.0
2017-04-07 10:30:00	ES	Futures	2572.46	2574.37	2569.18	2570.28	72815.0
2017-04-07 11:00:00	ES	Futures	2570.55	2572.19	2567.27	2570.55	73069.0
2017-04-07 11:30:00	ES	Futures	2570.55	2571.91	2568.64	2571.37	47256.0
2017-04-07 12:00:00	ES	Futures	2571.09	2574.1	2571.09	2572.73	37206.0
2017-04-07 12:30:00	ES	Futures	2573.01	2574.65	2571.64	2574.1	32209.0
2017-04-07 13:00:00	ES	Futures	2573.83	2577.38	2571.91	2576.83	52505.0
2017-04-07 13:30:00	ES	Futures	2576.56	2579.29	2575.19	2575.74	77796.0
2017-04-07 14:00:00	ES	Futures	2576.01	2578.2	2575.74	2576.28	35290.0
2017-04-07 14:30:00	ES	Futures	2576.01	2576.83	2573.01	2573.01	64121.0
2017-04-07 15:00:00	ES	Futures	2573.01	2575.19	2572.46	2572.46	63933.0
2017-04-07 15:30:00	ES	Futures	2572.46	2573.01	2569.18	2570.28	152844.0
2017-04-07 16:00:00	ES	Futures	2570.28	2571.37	2569.46	2570.0	54487.0
2017-04-07 16:30:00	ES	Futures	2570.0	2571.09	2569.73	2570.82	4895.0
2017-04-07 00:00:00	NQ	Futures	6451.46	6457.12	6449.37	6450.86	1034.0
2017-04-07 00:30:00	NQ	Futures	6450.56	6455.03	6450.26	6452.35	775.0
2017-04-07 01:00:00	NQ	Futures	6452.35	6456.23	6447.58	6456.23	830.0
2017-04-07 01:30:00	NQ	Futures	6455.93	6456.52	6446.39	6448.18	1856.0
2017-04-07 02:00:00	NQ	Futures	6447.88	6455.03	6447.88	6452.35	1496.0
2017-04-07 02:30:00	NQ	Futures	6452.35	6455.93	6450.56	6450.86	823.0
2017-04-07 03:00:00	NQ	Futures	6450.86	6454.14	6447.28	6450.26	1556.0
2017-04-07 03:30:00	NQ	Futures	6450.86	6465.17	6450.56	6461.59	2576.0
2017-04-07 04:00:00	NQ	Futures	6461.59	6461.89	6455.03	6456.82	1158.0
2017-04-07 04:30:00	NQ	Futures	6456.52	6462.49	6455.03	6458.31	1271.0
2017-04-07 05:00:00	NQ	Futures	6458.31	6461.0	6452.65	6453.84	1639.0
2017-04-07 05:30:00	NQ	Futures	6453.84	6458.31	6452.05	6456.52	1263.0
2017-04-07 06:00:00	NQ	Futures	6456.23	6461.59	6455.33	6460.4	1119.0
2017-04-07 06:30:00	NQ	Futures	6460.7	6468.45	6460.4	6464.57	1742.0
2017-04-07 07:00:00	NQ	Futures	6464.57	6471.73	6464.57	6471.43	1511.0
2017-04-07 07:30:00	NQ	Futures	6471.43	6472.92	6465.17	6465.77	1482.0

> showing 50 of 2,540 rows — these rows as CSV

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