PREVIEW / futures_30min / 2017-04-11

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-11.parquet
  size:    82 KB
  rows:    3,068

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
2017-04-11 00:00:00	ES	Futures	2567.82	2568.09	2567.0	2568.09	1688.0
2017-04-11 00:30:00	ES	Futures	2568.09	2568.09	2566.72	2567.82	1487.0
2017-04-11 01:00:00	ES	Futures	2567.82	2568.36	2567.54	2567.54	1714.0
2017-04-11 01:30:00	ES	Futures	2567.54	2568.09	2566.72	2568.09	2106.0
2017-04-11 02:00:00	ES	Futures	2568.09	2568.36	2565.91	2567.54	5314.0
2017-04-11 02:30:00	ES	Futures	2567.27	2567.54	2565.63	2566.18	3677.0
2017-04-11 03:00:00	ES	Futures	2566.18	2569.46	2565.09	2568.36	14697.0
2017-04-11 03:30:00	ES	Futures	2568.36	2569.46	2566.72	2568.64	10015.0
2017-04-11 04:00:00	ES	Futures	2568.91	2570.82	2567.27	2567.54	12176.0
2017-04-11 04:30:00	ES	Futures	2567.82	2568.36	2566.18	2567.0	6651.0
2017-04-11 05:00:00	ES	Futures	2567.0	2568.09	2566.18	2567.54	7444.0
2017-04-11 05:30:00	ES	Futures	2567.82	2569.73	2567.0	2569.46	6093.0
2017-04-11 06:00:00	ES	Futures	2569.73	2571.37	2568.91	2570.0	6956.0
2017-04-11 06:30:00	ES	Futures	2570.0	2570.55	2568.91	2570.0	4634.0
2017-04-11 07:00:00	ES	Futures	2570.0	2570.82	2568.09	2568.64	5210.0
2017-04-11 07:30:00	ES	Futures	2568.64	2568.91	2567.0	2567.27	7716.0
2017-04-11 08:00:00	ES	Futures	2567.27	2568.36	2566.72	2567.27	7063.0
2017-04-11 08:30:00	ES	Futures	2567.27	2569.46	2567.0	2568.36	12246.0
2017-04-11 09:00:00	ES	Futures	2568.36	2568.64	2565.63	2566.18	21561.0
2017-04-11 09:30:00	ES	Futures	2566.45	2569.46	2557.44	2561.81	260103.0
2017-04-11 10:00:00	ES	Futures	2561.81	2564.54	2556.62	2558.8	172646.0
2017-04-11 10:30:00	ES	Futures	2558.8	2559.08	2549.24	2552.79	242762.0
2017-04-11 11:00:00	ES	Futures	2553.07	2556.62	2550.88	2552.52	131442.0
2017-04-11 11:30:00	ES	Futures	2552.52	2556.89	2551.97	2555.8	93107.0
2017-04-11 12:00:00	ES	Futures	2555.8	2562.35	2553.61	2562.08	101699.0
2017-04-11 12:30:00	ES	Futures	2561.81	2563.99	2560.44	2562.9	75264.0
2017-04-11 13:00:00	ES	Futures	2562.9	2567.0	2562.63	2564.27	85049.0
2017-04-11 13:30:00	ES	Futures	2564.27	2566.18	2561.26	2563.72	64626.0
2017-04-11 14:00:00	ES	Futures	2563.45	2565.36	2559.9	2563.45	57977.0
2017-04-11 14:30:00	ES	Futures	2563.72	2567.82	2562.63	2565.36	58963.0
2017-04-11 15:00:00	ES	Futures	2565.09	2565.91	2559.08	2562.35	86771.0
2017-04-11 15:30:00	ES	Futures	2562.35	2568.36	2561.81	2567.82	149696.0
2017-04-11 16:00:00	ES	Futures	2568.09	2569.18	2566.72	2568.91	77276.0
2017-04-11 16:30:00	ES	Futures	2568.64	2569.73	2568.36	2569.46	8733.0
2017-04-11 18:00:00	ES	Futures	2569.46	2570.0	2567.27	2567.54	4853.0
2017-04-11 18:30:00	ES	Futures	2567.82	2568.64	2567.82	2568.09	1720.0
2017-04-11 19:00:00	ES	Futures	2568.09	2568.64	2567.82	2568.64	2005.0
2017-04-11 19:30:00	ES	Futures	2568.36	2568.64	2567.0	2567.0	3155.0
2017-04-11 20:00:00	ES	Futures	2567.0	2567.54	2563.99	2564.81	8935.0
2017-04-11 20:30:00	ES	Futures	2564.81	2565.63	2563.45	2563.45	4729.0
2017-04-11 21:00:00	ES	Futures	2563.45	2564.81	2562.63	2563.72	6637.0
2017-04-11 21:30:00	ES	Futures	2563.72	2566.18	2563.17	2564.81	4277.0
2017-04-11 22:00:00	ES	Futures	2565.09	2565.36	2563.72	2563.72	1897.0
2017-04-11 22:30:00	ES	Futures	2563.99	2564.81	2562.63	2564.27	2934.0
2017-04-11 23:00:00	ES	Futures	2564.27	2565.63	2563.72	2565.63	1601.0
2017-04-11 23:30:00	ES	Futures	2565.36	2565.63	2564.27	2564.54	1747.0
2017-04-11 00:00:00	NQ	Futures	6459.8	6460.4	6455.93	6459.21	542.0
2017-04-11 00:30:00	NQ	Futures	6459.21	6459.8	6456.82	6458.91	303.0
2017-04-11 01:00:00	NQ	Futures	6458.61	6461.89	6458.31	6459.21	371.0
2017-04-11 01:30:00	NQ	Futures	6458.91	6460.7	6456.23	6460.7	464.0

> showing 50 of 3,068 rows — these rows as CSV

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