PREVIEW / futures_30min / 2017-04-10

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-10.parquet
  size:    79 KB
  rows:    3,012

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
2017-04-10 00:00:00	ES	Futures	2574.92	2576.01	2574.65	2575.74	1931.0
2017-04-10 00:30:00	ES	Futures	2575.74	2576.28	2575.47	2575.47	1214.0
2017-04-10 01:00:00	ES	Futures	2575.47	2576.01	2574.37	2574.37	1654.0
2017-04-10 01:30:00	ES	Futures	2574.37	2575.19	2573.83	2574.37	1813.0
2017-04-10 02:00:00	ES	Futures	2574.37	2574.65	2573.28	2573.28	3481.0
2017-04-10 02:30:00	ES	Futures	2573.28	2574.65	2573.28	2573.55	3341.0
2017-04-10 03:00:00	ES	Futures	2573.55	2573.83	2571.37	2572.19	13924.0
2017-04-10 03:30:00	ES	Futures	2571.91	2573.28	2571.37	2572.19	7921.0
2017-04-10 04:00:00	ES	Futures	2572.19	2573.55	2571.37	2573.28	5459.0
2017-04-10 04:30:00	ES	Futures	2573.01	2573.55	2571.64	2571.91	3837.0
2017-04-10 05:00:00	ES	Futures	2571.64	2572.46	2570.82	2571.09	3641.0
2017-04-10 05:30:00	ES	Futures	2570.82	2571.37	2568.36	2568.36	6978.0
2017-04-10 06:00:00	ES	Futures	2568.36	2569.73	2567.27	2569.73	7469.0
2017-04-10 06:30:00	ES	Futures	2569.73	2570.82	2569.46	2570.0	3564.0
2017-04-10 07:00:00	ES	Futures	2570.28	2572.46	2570.0	2572.46	6607.0
2017-04-10 07:30:00	ES	Futures	2572.19	2573.55	2572.19	2572.73	5884.0
2017-04-10 08:00:00	ES	Futures	2572.73	2573.55	2572.19	2572.73	5276.0
2017-04-10 08:30:00	ES	Futures	2572.46	2572.73	2570.28	2570.28	8957.0
2017-04-10 09:00:00	ES	Futures	2570.55	2572.46	2570.28	2572.19	12046.0
2017-04-10 09:30:00	ES	Futures	2572.19	2578.74	2571.09	2578.74	122544.0
2017-04-10 10:00:00	ES	Futures	2578.47	2580.11	2577.65	2578.74	76922.0
2017-04-10 10:30:00	ES	Futures	2578.74	2582.02	2576.83	2577.1	84345.0
2017-04-10 11:00:00	ES	Futures	2577.1	2579.02	2576.01	2577.1	58514.0
2017-04-10 11:30:00	ES	Futures	2577.1	2577.65	2568.36	2570.82	129349.0
2017-04-10 12:00:00	ES	Futures	2571.09	2571.91	2564.81	2567.82	103102.0
2017-04-10 12:30:00	ES	Futures	2567.82	2575.74	2567.27	2575.47	85500.0
2017-04-10 13:00:00	ES	Futures	2575.19	2576.83	2574.37	2575.47	51048.0
2017-04-10 13:30:00	ES	Futures	2575.74	2578.47	2575.47	2576.83	47873.0
2017-04-10 14:00:00	ES	Futures	2576.56	2576.83	2572.46	2573.28	57396.0
2017-04-10 14:30:00	ES	Futures	2573.55	2577.65	2572.46	2576.56	64626.0
2017-04-10 15:00:00	ES	Futures	2576.83	2578.74	2571.91	2573.55	102788.0
2017-04-10 15:30:00	ES	Futures	2573.55	2574.65	2569.46	2571.64	141926.0
2017-04-10 16:00:00	ES	Futures	2571.37	2572.19	2568.64	2570.55	66924.0
2017-04-10 16:30:00	ES	Futures	2570.28	2572.19	2569.73	2572.19	5806.0
2017-04-10 18:00:00	ES	Futures	2572.19	2573.83	2571.37	2573.55	2595.0
2017-04-10 18:30:00	ES	Futures	2573.55	2573.55	2571.91	2572.73	1377.0
2017-04-10 19:00:00	ES	Futures	2572.73	2572.73	2571.64	2572.19	844.0
2017-04-10 19:30:00	ES	Futures	2572.19	2572.19	2570.55	2570.82	1802.0
2017-04-10 20:00:00	ES	Futures	2570.55	2572.19	2568.91	2570.0	5992.0
2017-04-10 20:30:00	ES	Futures	2570.28	2571.91	2570.0	2570.82	2408.0
2017-04-10 21:00:00	ES	Futures	2570.55	2571.91	2570.28	2571.09	3407.0
2017-04-10 21:30:00	ES	Futures	2571.37	2571.64	2570.28	2570.55	2335.0
2017-04-10 22:00:00	ES	Futures	2570.55	2570.82	2568.09	2568.36	4124.0
2017-04-10 22:30:00	ES	Futures	2568.09	2568.36	2564.81	2566.45	8300.0
2017-04-10 23:00:00	ES	Futures	2566.45	2567.54	2565.63	2567.54	2951.0
2017-04-10 23:30:00	ES	Futures	2567.54	2568.36	2567.27	2567.82	2112.0
2017-04-10 00:00:00	NQ	Futures	6473.52	6475.61	6472.92	6474.41	366.0
2017-04-10 00:30:00	NQ	Futures	6474.71	6476.2	6474.41	6475.01	258.0
2017-04-10 01:00:00	NQ	Futures	6475.01	6475.9	6472.33	6472.92	262.0
2017-04-10 01:30:00	NQ	Futures	6472.62	6474.41	6471.13	6472.92	426.0

> showing 50 of 3,012 rows — these rows as CSV

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