PREVIEW / futures_30min / 2017-04-19

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-19.parquet
  size:    80 KB
  rows:    3,045

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
2017-04-19 00:00:00	ES	Futures	2556.07	2556.89	2556.07	2556.35	935.0
2017-04-19 00:30:00	ES	Futures	2556.07	2557.44	2555.8	2557.44	1333.0
2017-04-19 01:00:00	ES	Futures	2557.16	2558.8	2556.35	2557.98	2821.0
2017-04-19 01:30:00	ES	Futures	2557.71	2557.98	2556.35	2556.62	1748.0
2017-04-19 02:00:00	ES	Futures	2556.62	2558.26	2556.35	2557.71	3605.0
2017-04-19 02:30:00	ES	Futures	2557.98	2558.53	2556.89	2556.89	4420.0
2017-04-19 03:00:00	ES	Futures	2556.89	2558.8	2556.89	2557.71	11323.0
2017-04-19 03:30:00	ES	Futures	2557.71	2557.98	2556.35	2557.44	5583.0
2017-04-19 04:00:00	ES	Futures	2557.16	2559.35	2556.89	2559.08	5499.0
2017-04-19 04:30:00	ES	Futures	2558.8	2560.99	2558.8	2559.9	10312.0
2017-04-19 05:00:00	ES	Futures	2559.9	2560.99	2559.35	2560.44	3888.0
2017-04-19 05:30:00	ES	Futures	2560.44	2562.08	2560.44	2561.53	5039.0
2017-04-19 06:00:00	ES	Futures	2561.53	2561.81	2559.62	2559.9	4170.0
2017-04-19 06:30:00	ES	Futures	2560.17	2560.44	2559.35	2560.44	4528.0
2017-04-19 07:00:00	ES	Futures	2560.17	2561.26	2560.17	2560.17	4839.0
2017-04-19 07:30:00	ES	Futures	2560.17	2562.08	2560.17	2561.81	8645.0
2017-04-19 08:00:00	ES	Futures	2561.81	2563.72	2560.72	2562.9	16649.0
2017-04-19 08:30:00	ES	Futures	2562.9	2563.17	2561.53	2561.53	12979.0
2017-04-19 09:00:00	ES	Futures	2561.81	2562.35	2560.72	2562.08	22134.0
2017-04-19 09:30:00	ES	Futures	2562.08	2566.72	2561.26	2565.63	160354.0
2017-04-19 10:00:00	ES	Futures	2565.91	2566.18	2562.63	2563.72	66431.0
2017-04-19 10:30:00	ES	Futures	2563.72	2563.99	2559.62	2561.26	85687.0
2017-04-19 11:00:00	ES	Futures	2561.26	2563.99	2560.99	2563.72	46091.0
2017-04-19 11:30:00	ES	Futures	2563.72	2564.27	2560.44	2560.72	45288.0
2017-04-19 12:00:00	ES	Futures	2560.72	2561.26	2556.62	2558.8	77661.0
2017-04-19 12:30:00	ES	Futures	2558.8	2560.17	2558.26	2559.35	34706.0
2017-04-19 13:00:00	ES	Futures	2559.08	2559.35	2554.71	2557.16	67935.0
2017-04-19 13:30:00	ES	Futures	2557.16	2557.98	2555.53	2556.89	44991.0
2017-04-19 14:00:00	ES	Futures	2557.16	2557.98	2552.79	2555.25	78157.0
2017-04-19 14:30:00	ES	Futures	2554.98	2556.35	2549.24	2551.16	81728.0
2017-04-19 15:00:00	ES	Futures	2550.88	2553.34	2548.97	2549.52	71779.0
2017-04-19 15:30:00	ES	Futures	2549.24	2551.43	2547.06	2550.61	151427.0
2017-04-19 16:00:00	ES	Futures	2550.34	2551.7	2548.97	2549.52	58726.0
2017-04-19 16:30:00	ES	Futures	2549.52	2549.79	2548.15	2548.42	8620.0
2017-04-19 18:00:00	ES	Futures	2549.24	2551.97	2548.42	2551.43	5310.0
2017-04-19 18:30:00	ES	Futures	2551.43	2552.52	2551.16	2552.25	3225.0
2017-04-19 19:00:00	ES	Futures	2552.25	2552.25	2550.88	2551.16	2253.0
2017-04-19 19:30:00	ES	Futures	2551.16	2551.7	2550.61	2550.88	2097.0
2017-04-19 20:00:00	ES	Futures	2550.88	2551.7	2549.52	2551.43	4149.0
2017-04-19 20:30:00	ES	Futures	2551.43	2551.7	2550.61	2550.88	1811.0
2017-04-19 21:00:00	ES	Futures	2551.16	2551.7	2550.06	2551.7	2411.0
2017-04-19 21:30:00	ES	Futures	2551.7	2553.07	2550.88	2552.52	4051.0
2017-04-19 22:00:00	ES	Futures	2552.52	2552.79	2550.61	2550.88	1910.0
2017-04-19 22:30:00	ES	Futures	2550.88	2551.16	2550.34	2550.61	1406.0
2017-04-19 23:00:00	ES	Futures	2550.61	2551.97	2550.61	2551.7	1536.0
2017-04-19 23:30:00	ES	Futures	2551.7	2551.7	2550.88	2551.16	1126.0
2017-04-19 00:00:00	NQ	Futures	6434.46	6435.65	6433.27	6433.27	256.0
2017-04-19 00:30:00	NQ	Futures	6433.27	6435.95	6432.97	6435.95	234.0
2017-04-19 01:00:00	NQ	Futures	6435.95	6439.23	6434.16	6437.44	660.0
2017-04-19 01:30:00	NQ	Futures	6437.44	6438.34	6434.76	6435.95	484.0

> showing 50 of 3,045 rows — these rows as CSV

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