PREVIEW / futures_30min / 2017-04-13

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-13.parquet
  size:    70 KB
  rows:    2,521

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
2017-04-13 00:00:00	ES	Futures	2556.62	2556.62	2555.8	2555.8	954.0
2017-04-13 00:30:00	ES	Futures	2556.07	2556.89	2555.53	2556.62	1591.0
2017-04-13 01:00:00	ES	Futures	2556.89	2558.8	2556.62	2558.53	3046.0
2017-04-13 01:30:00	ES	Futures	2558.26	2560.44	2558.26	2559.35	4716.0
2017-04-13 02:00:00	ES	Futures	2559.35	2560.99	2557.98	2558.53	6650.0
2017-04-13 02:30:00	ES	Futures	2558.53	2560.44	2558.53	2559.35	6352.0
2017-04-13 03:00:00	ES	Futures	2559.35	2559.62	2554.16	2554.98	16955.0
2017-04-13 03:30:00	ES	Futures	2554.98	2556.07	2553.89	2554.98	14868.0
2017-04-13 04:00:00	ES	Futures	2554.71	2555.25	2551.7	2553.34	12346.0
2017-04-13 04:30:00	ES	Futures	2553.34	2554.43	2552.79	2553.61	5875.0
2017-04-13 05:00:00	ES	Futures	2553.89	2553.89	2551.16	2551.43	8835.0
2017-04-13 05:30:00	ES	Futures	2551.43	2551.97	2550.61	2551.16	11857.0
2017-04-13 06:00:00	ES	Futures	2551.16	2551.43	2548.42	2549.24	14652.0
2017-04-13 06:30:00	ES	Futures	2549.24	2551.7	2548.15	2550.34	15464.0
2017-04-13 07:00:00	ES	Futures	2550.34	2550.88	2548.97	2550.61	10502.0
2017-04-13 07:30:00	ES	Futures	2550.88	2552.52	2550.34	2551.16	13770.0
2017-04-13 08:00:00	ES	Futures	2551.16	2553.89	2550.88	2551.7	18454.0
2017-04-13 08:30:00	ES	Futures	2551.43	2552.79	2550.61	2550.88	13578.0
2017-04-13 09:00:00	ES	Futures	2550.88	2553.07	2550.88	2552.25	19056.0
2017-04-13 09:30:00	ES	Futures	2552.52	2559.62	2550.06	2557.71	168517.0
2017-04-13 10:00:00	ES	Futures	2557.71	2561.81	2557.16	2557.71	106512.0
2017-04-13 10:30:00	ES	Futures	2557.71	2561.53	2557.16	2559.62	66963.0
2017-04-13 11:00:00	ES	Futures	2559.9	2562.08	2558.26	2559.9	71661.0
2017-04-13 11:30:00	ES	Futures	2559.9	2560.99	2559.08	2559.9	38360.0
2017-04-13 12:00:00	ES	Futures	2559.62	2559.62	2552.79	2554.43	86001.0
2017-04-13 12:30:00	ES	Futures	2554.71	2555.25	2550.61	2552.25	66337.0
2017-04-13 13:00:00	ES	Futures	2551.97	2552.25	2547.33	2550.61	86477.0
2017-04-13 13:30:00	ES	Futures	2550.34	2551.7	2545.97	2547.06	61635.0
2017-04-13 14:00:00	ES	Futures	2547.06	2552.52	2546.24	2551.16	76322.0
2017-04-13 14:30:00	ES	Futures	2550.88	2552.52	2548.97	2551.16	52363.0
2017-04-13 15:00:00	ES	Futures	2550.88	2551.97	2545.15	2546.79	81439.0
2017-04-13 15:30:00	ES	Futures	2546.51	2547.6	2540.5	2540.78	231952.0
2017-04-13 16:00:00	ES	Futures	2540.5	2543.23	2539.14	2542.96	107541.0
2017-04-13 16:30:00	ES	Futures	2542.69	2543.51	2540.5	2542.96	11338.0
2017-04-13 00:00:00	NQ	Futures	6407.33	6407.63	6405.24	6405.24	347.0
2017-04-13 00:30:00	NQ	Futures	6405.24	6407.93	6404.35	6407.63	250.0
2017-04-13 01:00:00	NQ	Futures	6407.33	6413.89	6407.33	6412.4	663.0
2017-04-13 01:30:00	NQ	Futures	6412.7	6418.36	6412.7	6415.38	765.0
2017-04-13 02:00:00	NQ	Futures	6415.38	6418.36	6411.8	6412.7	984.0
2017-04-13 02:30:00	NQ	Futures	6412.4	6417.47	6412.4	6416.28	1500.0
2017-04-13 03:00:00	NQ	Futures	6415.98	6416.87	6400.77	6404.35	2526.0
2017-04-13 03:30:00	NQ	Futures	6404.65	6407.93	6400.47	6402.86	1349.0
2017-04-13 04:00:00	NQ	Futures	6403.46	6404.95	6395.41	6398.98	1584.0
2017-04-13 04:30:00	NQ	Futures	6399.28	6401.37	6397.19	6399.88	801.0
2017-04-13 05:00:00	NQ	Futures	6399.28	6399.28	6394.81	6395.11	929.0
2017-04-13 05:30:00	NQ	Futures	6395.11	6397.79	6393.32	6396.6	1463.0
2017-04-13 06:00:00	NQ	Futures	6396.3	6396.9	6388.55	6389.74	2196.0
2017-04-13 06:30:00	NQ	Futures	6389.74	6394.21	6387.06	6392.13	2488.0
2017-04-13 07:00:00	NQ	Futures	6391.83	6393.32	6388.85	6393.02	1271.0
2017-04-13 07:30:00	NQ	Futures	6393.02	6396.9	6392.72	6394.21	2771.0

> showing 50 of 2,521 rows — these rows as CSV

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