PREVIEW / futures_30min / 2017-04-12

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-12.parquet
  size:    85 KB
  rows:    3,074

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
2017-04-12 00:00:00	ES	Futures	2564.54	2565.91	2564.54	2565.36	1685.0
2017-04-12 00:30:00	ES	Futures	2565.36	2565.63	2564.81	2564.81	1039.0
2017-04-12 01:00:00	ES	Futures	2565.09	2565.09	2564.27	2565.09	1718.0
2017-04-12 01:30:00	ES	Futures	2564.81	2567.27	2564.54	2567.0	3948.0
2017-04-12 02:00:00	ES	Futures	2567.0	2567.54	2565.91	2567.54	4511.0
2017-04-12 02:30:00	ES	Futures	2567.54	2569.18	2566.72	2568.91	4460.0
2017-04-12 03:00:00	ES	Futures	2568.91	2574.1	2567.0	2574.1	24769.0
2017-04-12 03:30:00	ES	Futures	2573.83	2574.65	2572.46	2573.01	9663.0
2017-04-12 04:00:00	ES	Futures	2573.01	2573.01	2569.73	2571.91	10164.0
2017-04-12 04:30:00	ES	Futures	2571.91	2571.91	2569.73	2570.0	7491.0
2017-04-12 05:00:00	ES	Futures	2570.28	2571.37	2569.18	2571.09	5696.0
2017-04-12 05:30:00	ES	Futures	2571.37	2571.64	2568.36	2568.91	6831.0
2017-04-12 06:00:00	ES	Futures	2568.64	2569.46	2566.45	2566.72	13419.0
2017-04-12 06:30:00	ES	Futures	2566.72	2567.54	2565.36	2566.72	8191.0
2017-04-12 07:00:00	ES	Futures	2566.45	2567.27	2563.99	2564.27	10575.0
2017-04-12 07:30:00	ES	Futures	2564.27	2565.63	2563.72	2565.09	10483.0
2017-04-12 08:00:00	ES	Futures	2564.81	2565.63	2563.17	2564.81	13853.0
2017-04-12 08:30:00	ES	Futures	2564.81	2565.36	2562.9	2563.72	9641.0
2017-04-12 09:00:00	ES	Futures	2563.99	2565.09	2562.9	2564.54	19275.0
2017-04-12 09:30:00	ES	Futures	2564.27	2566.18	2560.44	2563.45	165840.0
2017-04-12 10:00:00	ES	Futures	2563.45	2567.0	2560.99	2563.17	99004.0
2017-04-12 10:30:00	ES	Futures	2563.17	2565.09	2558.53	2559.62	116036.0
2017-04-12 11:00:00	ES	Futures	2559.62	2561.53	2558.26	2559.9	67492.0
2017-04-12 11:30:00	ES	Futures	2559.62	2560.17	2553.89	2556.62	104278.0
2017-04-12 12:00:00	ES	Futures	2556.89	2559.35	2555.8	2556.89	59079.0
2017-04-12 12:30:00	ES	Futures	2556.89	2558.8	2554.43	2555.8	44330.0
2017-04-12 13:00:00	ES	Futures	2555.8	2559.9	2555.8	2557.44	59284.0
2017-04-12 13:30:00	ES	Futures	2557.71	2563.99	2556.35	2563.45	80778.0
2017-04-12 14:00:00	ES	Futures	2563.45	2563.99	2559.9	2560.99	43626.0
2017-04-12 14:30:00	ES	Futures	2560.99	2562.35	2555.8	2558.8	70978.0
2017-04-12 15:00:00	ES	Futures	2558.8	2560.72	2554.98	2558.53	121986.0
2017-04-12 15:30:00	ES	Futures	2558.53	2560.44	2555.53	2557.71	174432.0
2017-04-12 16:00:00	ES	Futures	2557.98	2560.99	2556.62	2557.16	87603.0
2017-04-12 16:30:00	ES	Futures	2557.44	2557.71	2555.53	2555.8	13318.0
2017-04-12 18:00:00	ES	Futures	2555.25	2557.98	2555.25	2557.16	5188.0
2017-04-12 18:30:00	ES	Futures	2557.44	2558.53	2556.89	2557.71	2080.0
2017-04-12 19:00:00	ES	Futures	2557.44	2558.53	2556.89	2557.98	1978.0
2017-04-12 19:30:00	ES	Futures	2557.98	2557.98	2556.35	2556.35	2000.0
2017-04-12 20:00:00	ES	Futures	2556.35	2557.71	2555.25	2556.89	6293.0
2017-04-12 20:30:00	ES	Futures	2557.16	2557.16	2554.98	2555.25	4984.0
2017-04-12 21:00:00	ES	Futures	2555.53	2556.07	2550.61	2552.79	14872.0
2017-04-12 21:30:00	ES	Futures	2552.79	2557.16	2552.52	2554.71	9602.0
2017-04-12 22:00:00	ES	Futures	2554.71	2556.89	2554.43	2555.25	3721.0
2017-04-12 22:30:00	ES	Futures	2555.53	2555.53	2554.16	2555.25	2472.0
2017-04-12 23:00:00	ES	Futures	2555.53	2557.16	2555.25	2556.35	4091.0
2017-04-12 23:30:00	ES	Futures	2556.62	2557.16	2556.07	2556.62	2055.0
2017-04-12 00:00:00	NQ	Futures	6426.71	6432.08	6426.11	6430.29	726.0
2017-04-12 00:30:00	NQ	Futures	6430.29	6430.88	6428.5	6428.5	206.0
2017-04-12 01:00:00	NQ	Futures	6428.2	6429.69	6426.11	6429.1	353.0
2017-04-12 01:30:00	NQ	Futures	6429.1	6433.87	6427.9	6432.97	516.0

> showing 50 of 3,074 rows — these rows as CSV

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