PREVIEW / futures_30min / 2017-04-18

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-18.parquet
  size:    84 KB
  rows:    3,053

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
2017-04-18 00:00:00	ES	Futures	2560.44	2561.53	2560.44	2561.26	1205.0
2017-04-18 00:30:00	ES	Futures	2561.26	2561.81	2560.99	2561.81	1703.0
2017-04-18 01:00:00	ES	Futures	2561.81	2562.08	2561.26	2561.81	1186.0
2017-04-18 01:30:00	ES	Futures	2561.53	2562.08	2561.26	2561.53	1840.0
2017-04-18 02:00:00	ES	Futures	2561.81	2562.63	2561.26	2561.53	7536.0
2017-04-18 02:30:00	ES	Futures	2561.53	2562.08	2561.26	2561.53	2935.0
2017-04-18 03:00:00	ES	Futures	2561.81	2562.35	2559.62	2559.9	14022.0
2017-04-18 03:30:00	ES	Futures	2559.9	2560.44	2556.89	2557.98	15325.0
2017-04-18 04:00:00	ES	Futures	2557.71	2558.8	2557.44	2557.98	7396.0
2017-04-18 04:30:00	ES	Futures	2557.71	2558.26	2555.8	2557.16	6636.0
2017-04-18 05:00:00	ES	Futures	2556.89	2557.44	2555.53	2555.53	7198.0
2017-04-18 05:30:00	ES	Futures	2555.53	2555.8	2550.61	2551.7	25583.0
2017-04-18 06:00:00	ES	Futures	2551.7	2553.61	2551.16	2553.34	14378.0
2017-04-18 06:30:00	ES	Futures	2553.07	2555.25	2552.52	2554.98	8474.0
2017-04-18 07:00:00	ES	Futures	2554.71	2558.53	2554.43	2555.8	16750.0
2017-04-18 07:30:00	ES	Futures	2556.07	2557.44	2555.25	2556.35	11747.0
2017-04-18 08:00:00	ES	Futures	2556.07	2556.89	2554.43	2554.71	8248.0
2017-04-18 08:30:00	ES	Futures	2554.43	2556.35	2553.61	2554.98	14425.0
2017-04-18 09:00:00	ES	Futures	2554.98	2555.25	2552.52	2552.79	21009.0
2017-04-18 09:30:00	ES	Futures	2553.07	2561.26	2551.16	2560.99	162868.0
2017-04-18 10:00:00	ES	Futures	2561.26	2561.53	2553.07	2553.89	131974.0
2017-04-18 10:30:00	ES	Futures	2553.89	2556.89	2553.61	2555.8	82818.0
2017-04-18 11:00:00	ES	Futures	2555.8	2557.71	2553.07	2556.89	81866.0
2017-04-18 11:30:00	ES	Futures	2556.89	2556.89	2548.42	2548.42	111654.0
2017-04-18 12:00:00	ES	Futures	2548.7	2550.61	2545.97	2550.34	84593.0
2017-04-18 12:30:00	ES	Futures	2550.06	2551.43	2548.15	2550.06	49747.0
2017-04-18 13:00:00	ES	Futures	2550.06	2552.79	2548.15	2552.52	44253.0
2017-04-18 13:30:00	ES	Futures	2552.79	2554.71	2551.7	2553.89	48006.0
2017-04-18 14:00:00	ES	Futures	2553.89	2556.89	2553.89	2556.35	57437.0
2017-04-18 14:30:00	ES	Futures	2556.07	2557.98	2553.34	2554.71	69358.0
2017-04-18 15:00:00	ES	Futures	2554.98	2556.35	2552.52	2555.25	54241.0
2017-04-18 15:30:00	ES	Futures	2555.25	2557.98	2554.16	2554.71	137945.0
2017-04-18 16:00:00	ES	Futures	2554.43	2555.25	2553.07	2554.16	76468.0
2017-04-18 16:30:00	ES	Futures	2553.89	2554.98	2553.61	2554.71	7428.0
2017-04-18 18:00:00	ES	Futures	2554.16	2554.71	2552.52	2554.16	2856.0
2017-04-18 18:30:00	ES	Futures	2554.16	2554.43	2553.34	2553.61	1661.0
2017-04-18 19:00:00	ES	Futures	2553.89	2554.98	2553.89	2554.98	1371.0
2017-04-18 19:30:00	ES	Futures	2554.71	2556.07	2554.43	2555.25	1491.0
2017-04-18 20:00:00	ES	Futures	2554.98	2557.16	2554.98	2555.53	3886.0
2017-04-18 20:30:00	ES	Futures	2555.53	2557.71	2555.53	2556.89	3955.0
2017-04-18 21:00:00	ES	Futures	2556.62	2557.44	2556.35	2556.89	2747.0
2017-04-18 21:30:00	ES	Futures	2557.16	2557.16	2555.25	2556.35	2921.0
2017-04-18 22:00:00	ES	Futures	2556.07	2556.62	2555.25	2555.8	2153.0
2017-04-18 22:30:00	ES	Futures	2555.8	2556.35	2555.25	2555.8	1132.0
2017-04-18 23:00:00	ES	Futures	2555.8	2556.89	2555.53	2556.62	998.0
2017-04-18 23:30:00	ES	Futures	2556.62	2556.89	2555.8	2556.35	1618.0
2017-04-18 00:00:00	NQ	Futures	6437.14	6438.93	6437.14	6438.34	233.0
2017-04-18 00:30:00	NQ	Futures	6438.34	6440.13	6438.04	6439.83	505.0
2017-04-18 01:00:00	NQ	Futures	6440.13	6441.02	6438.34	6439.53	533.0
2017-04-18 01:30:00	NQ	Futures	6439.53	6441.92	6438.34	6439.53	486.0

> showing 50 of 3,053 rows — these rows as CSV

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