PREVIEW / futures_30min / 2017-04-17

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-17.parquet
  size:    65 KB
  rows:    2,415

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
2017-04-17 00:00:00	ES	Futures	2539.68	2541.05	2539.68	2541.05	1745.0
2017-04-17 00:30:00	ES	Futures	2541.05	2541.05	2539.68	2539.68	1281.0
2017-04-17 01:00:00	ES	Futures	2539.96	2540.78	2539.68	2540.5	763.0
2017-04-17 01:30:00	ES	Futures	2540.5	2541.05	2540.23	2540.23	1289.0
2017-04-17 02:00:00	ES	Futures	2540.23	2540.78	2539.96	2540.78	1084.0
2017-04-17 02:30:00	ES	Futures	2540.78	2541.6	2540.5	2540.78	2492.0
2017-04-17 03:00:00	ES	Futures	2541.05	2541.87	2540.5	2540.5	1866.0
2017-04-17 03:30:00	ES	Futures	2540.5	2541.87	2540.5	2540.78	1422.0
2017-04-17 04:00:00	ES	Futures	2541.05	2541.05	2539.96	2540.23	768.0
2017-04-17 04:30:00	ES	Futures	2540.23	2540.5	2539.41	2539.68	1547.0
2017-04-17 05:00:00	ES	Futures	2539.68	2540.23	2539.14	2539.41	1286.0
2017-04-17 05:30:00	ES	Futures	2539.68	2540.5	2539.14	2540.5	1242.0
2017-04-17 06:00:00	ES	Futures	2540.5	2540.78	2539.96	2540.23	845.0
2017-04-17 06:30:00	ES	Futures	2540.5	2540.78	2539.68	2540.5	1591.0
2017-04-17 07:00:00	ES	Futures	2540.5	2540.78	2539.68	2540.5	1537.0
2017-04-17 07:30:00	ES	Futures	2540.78	2546.24	2540.5	2546.24	12375.0
2017-04-17 08:00:00	ES	Futures	2545.97	2546.79	2544.6	2546.24	8343.0
2017-04-17 08:30:00	ES	Futures	2546.24	2548.15	2545.69	2547.06	13520.0
2017-04-17 09:00:00	ES	Futures	2547.06	2548.42	2546.24	2546.79	10369.0
2017-04-17 09:30:00	ES	Futures	2546.51	2549.24	2544.33	2548.15	101978.0
2017-04-17 10:00:00	ES	Futures	2547.88	2554.16	2547.6	2550.88	96008.0
2017-04-17 10:30:00	ES	Futures	2551.16	2552.79	2549.24	2552.52	57075.0
2017-04-17 11:00:00	ES	Futures	2552.52	2554.71	2551.7	2554.43	44695.0
2017-04-17 11:30:00	ES	Futures	2554.71	2555.8	2551.7	2551.97	43146.0
2017-04-17 12:00:00	ES	Futures	2551.7	2555.8	2551.7	2554.43	35315.0
2017-04-17 12:30:00	ES	Futures	2554.43	2554.98	2552.79	2553.34	25404.0
2017-04-17 13:00:00	ES	Futures	2553.61	2556.07	2553.07	2555.25	26239.0
2017-04-17 13:30:00	ES	Futures	2555.25	2556.07	2553.61	2554.71	27660.0
2017-04-17 14:00:00	ES	Futures	2554.71	2556.35	2554.16	2554.71	37653.0
2017-04-17 14:30:00	ES	Futures	2554.98	2557.44	2553.89	2554.98	45553.0
2017-04-17 15:00:00	ES	Futures	2554.71	2561.53	2554.16	2560.44	91414.0
2017-04-17 15:30:00	ES	Futures	2560.72	2562.63	2558.8	2562.63	148340.0
2017-04-17 16:00:00	ES	Futures	2562.63	2563.17	2560.72	2562.35	75139.0
2017-04-17 16:30:00	ES	Futures	2562.35	2562.9	2561.26	2562.35	7463.0
2017-04-17 18:00:00	ES	Futures	2562.08	2562.35	2560.72	2561.26	3346.0
2017-04-17 18:30:00	ES	Futures	2560.99	2562.35	2560.99	2561.81	1527.0
2017-04-17 19:00:00	ES	Futures	2561.81	2562.08	2560.72	2560.99	1456.0
2017-04-17 19:30:00	ES	Futures	2560.99	2561.53	2560.72	2561.26	1312.0
2017-04-17 20:00:00	ES	Futures	2561.26	2564.27	2561.26	2562.35	6973.0
2017-04-17 20:30:00	ES	Futures	2562.08	2562.63	2560.44	2560.99	3752.0
2017-04-17 21:00:00	ES	Futures	2560.99	2562.08	2560.44	2562.08	3323.0
2017-04-17 21:30:00	ES	Futures	2562.08	2562.08	2560.17	2560.72	5828.0
2017-04-17 22:00:00	ES	Futures	2560.72	2561.26	2560.44	2561.26	1537.0
2017-04-17 22:30:00	ES	Futures	2561.26	2561.81	2560.44	2560.99	2172.0
2017-04-17 23:00:00	ES	Futures	2560.99	2561.53	2560.72	2560.99	1649.0
2017-04-17 23:30:00	ES	Futures	2560.99	2561.26	2560.17	2560.44	2170.0
2017-04-17 00:00:00	NQ	Futures	6384.97	6387.95	6384.97	6387.65	245.0
2017-04-17 00:30:00	NQ	Futures	6387.65	6387.95	6383.48	6384.67	315.0
2017-04-17 01:00:00	NQ	Futures	6384.67	6387.36	6384.67	6387.36	245.0
2017-04-17 01:30:00	NQ	Futures	6387.36	6388.55	6386.16	6387.65	263.0

> showing 50 of 2,415 rows — these rows as CSV

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